# EDGAR Filing Document

**Accession Number:** 0000858581
**File Stem:** 0000858581-23-000058
**Filing Date:** 2023-2
**Character Count:** 720786
**Document Hash:** 92d864a4f7b7fd9a5650badc92559073
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000858581-23-000058.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0000858581-23-000058

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Index Trust, Inc.
- **CENTRAL INDEX KEY:** 0000858581
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05986
- **FILM NUMBER:** 23667515

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE INDEX TRUST INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE INSTITUTIONAL EQUITY FUNDS INC
- **DATE OF NAME CHANGE:** 19900227

## Series and Classes Contracts Data

### T. Rowe Price Small-Cap Index Fund (Series ID: S000051327)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000161837 | T. Rowe Price Small-Cap Index Fund         |  |
| C000161838 | T. Rowe Price Small-Cap Index Fund-I Class |  |
| C000219329 | T. Rowe Price Small-Cap Index Fund-Z Class | TRZIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE INDEX TRUST, INC.

- **b. Investment Company Act file number:** 811-05986

- **c. CIK number of Registrant:** 0000858581

- **d. LEI of Registrant:** 549300DT5TB0WREU3681

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

  - **Street Address 1:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

  - **Telephone number:** 410-345-2000

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

- **a. Name of Series:** T. Rowe Price Small-Cap Index Fund

- **b. EDGAR series identifier (if any):** S000051327

- **c. LEI of Series:** 5493003YXWS0CKBXDQ90

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $102082428.55

**Total Liabilities:** $4743682.58

**Net Assets:** $97338745.97

**Cash Not Reported:** $140.21

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000219329 | 11.01%               | 2.33%                | -6.48%               |
| Class ID C000161837 | 10.99%               | 2.27%                | -6.49%               |
| Class ID C000161838 | 10.93%               | 2.33%                | -6.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $257435.20               | $9358174.93                                |
| Month 2  | $8159.93                 | $2117079.18                                |
| Month 3  | $-95371.28               | $-6711580.07                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                     | E-MINI RUSS 2000 MAR23                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-2038.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | E-MINI RUSS 2000 MAR23                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-4076.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | E-MINI RUSS 2000 MAR23                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-2038.43     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp                  | NATIONAL ENERGY SERVICES REUNITED CORP                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      1478 | NS      | $10257.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTLINE PLC                                           | FRONTLINE PLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CY        |      5224 | NS      | $63419.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| International Seaways Inc                               | INTERNATIONAL SEAWAYS INC                                    | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |      2067 | NS      | $76520.34     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc                               | SMART GLOBAL HOLDINGS INC                                    | CUSIP: 000000000<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | KY        |      2021 | NS      | $30072.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Golden Ocean Group Ltd                                  | GOLDEN OCEAN GROUP LTD                                       | CUSIP: 000000000<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | BM        |      5061 | NS      | $43980.09     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                            | LIVANOVA PLC                                                 | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |      2317 | NS      | $128686.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                       | INTERNATIONAL GAME TECHNOLOGY PLC                            | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |      4118 | NS      | $93396.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| James River Group Holdings Ltd                          | JAMES RIVER GROUP HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1506 | NS      | $31490.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Babylon Holdings Ltd/Jersey                             | BABYLON HOLDINGS LTD/JERSEY                                  | CUSIP: 000000000<br>LEI: 549300613X6447C00597 | Long             | EC               | CORP              | JE        |       166 | NS      | $1120.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Affimed NV                                              | AFFIMED NV                                                   | CUSIP: 000000000<br>LEI: 5493004V4FSXT1D04610 | Long             | EC               | CORP              | NL        |      6019 | NS      | $7463.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                                            | BIOHAVEN LTD                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      2645 | NS      | $36712.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wejo Group Ltd                                          | WEJO GROUP LTD                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       878 | NS      | $422.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                                       | BORR DRILLING LTD                                            | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | BM        |      8433 | NS      | $41912.01     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Ltd                                             | PAYSAFE LTD                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1154 | NS      | $16029.06     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Perimeter Solutions SA                                  | PERIMETER SOLUTIONS SA                                       | CUSIP: 000000000<br>LEI: 2221003U8GJZ9U4MR505 | Long             | EC               | CORP              | LU        |      4839 | NS      | $44228.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons SA                             | ORION ENGINEERED CARBONS SA                                  | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      2551 | NS      | $45433.31     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                             | TRINSEO PLC                                                  | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |      1481 | NS      | $33633.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversey Holdings Ltd                                   | DIVERSEY HOLDINGS LTD                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3113 | NS      | $13261.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockley Photonics Holdings Ltd                          | ROCKLEY PHOTONICS HOLDINGS LTD                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3901 | NS      | $546.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneti Inc                                               | ENETI INC                                                    | CUSIP: 000000000<br>LEI: 549300MHZ4YKRPGBH616 | Long             | EC               | CORP              | MH        |      1039 | NS      | $10441.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                          | NOBLE CORP PLC                                               | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |      3636 | NS      | $137113.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                             | VALARIS LTD                                                  | CUSIP: 000000000<br>LEI: 7N0UJMJLXD0MDT5D5086 | Long             | EC               | CORP              | BM        |      2569 | NS      | $173715.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                                | THERAVANCE BIOPHARMA INC                                     | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |      2785 | NS      | $31247.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Cenntro Electric Group Ltd                              | CENNTRO ELECTRIC GROUP LTD                                   | CUSIP: 000000000<br>LEI: 549300UDHPKCYMMCEM56 | Long             | EC               | CORP              | AU        |      7046 | NS      | $3100.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                                       | JOBY AVIATION INC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10785 | NS      | $36129.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SiriusPoint Ltd                                         | SIRIUSPOINT LTD                                              | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      3827 | NS      | $22579.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                          | DORIAN LPG LTD                                               | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |      1261 | NS      | $23895.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                           | Weatherford International Common Stock                       | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |      3040 | NS      | $154796.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                                       | IBEX HOLDINGS LTD                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       371 | NS      | $9219.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGAMES SA                                             | NEOGAMES SA                                                  | CUSIP: L6673X107<br>LEI: 222100MZTIQEZS4XY614 | Long             | EC               | CORP              | LU        |       531 | NS      | $6472.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                      | CREDO TECHNOLOGY GROUP HOLDING LTD                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4106 | NS      | $54650.86     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ermenegildo Zegna NV                                    | ERMENEGILDO ZEGNA NV                                         | CUSIP: 000000000<br>LEI: 8156003760472AA7E269 | Long             | EC               | CORP              | NL        |      2504 | NS      | $26216.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nano-X Imaging Ltd                                      | NANO-X IMAGING LTD                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1845 | NS      | $13616.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Gambling.com Group Ltd                                  | GAMBLING.COM GROUP LTD                                       | CUSIP: 000000000<br>LEI: 254900PUNXQ3N26IMU63 | Long             | EC               | CORP              | JE        |       332 | NS      | $3037.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                                            | CIMPRESS PLC                                                 | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |       773 | NS      | $21342.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping Inc                                 | EAGLE BULK SHIPPING INC                                      | CUSIP: 000000000<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               | CORP              | MH        |       548 | NS      | $27367.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                          | CONSTELLIUM SE                                               | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |      5555 | NS      | $65715.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp                                   | CAMBIUM NETWORKS CORP                                        | CUSIP: G17766109<br>LEI: 549300OYSIGK6OT5WL04 | Long             | EC               | CORP              | KY        |       455 | NS      | $9859.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                                   | NABORS INDUSTRIES LTD                                        | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |       381 | NS      | $59005.47     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd                                | ONESPAWORLD HOLDINGS LTD                                     | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |      2711 | NS      | $25293.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                                            | SFL CORP LTD                                                 | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |      4740 | NS      | $43702.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                                      | TEEKAY TANKERS LTD                                           | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | MH        |       969 | NS      | $29854.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                                     | TRONOX HOLDINGS PLC                                          | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |      4916 | NS      | $67398.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                                     | SCORPIO TANKERS INC                                          | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |      2035 | NS      | $109421.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd                                            | FLEX LNG LTD                                                 | CUSIP: 000000000<br>LEI: 21380084THHU3MPC3647 | Long             | EC               | CORP              | BM        |      1204 | NS      | $39358.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                             | STONECO LTD                                                  | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |     11999 | NS      | $113270.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                                 | CUSHMAN & WAKEFIELD PLC                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6658 | NS      | $82958.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Sapiens International Corp NV                           | SAPIENS INTERNATIONAL CORP NV                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1339 | NS      | $24744.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                                   | MEIRAGTX HOLDINGS PLC                                        | CUSIP: 000000000<br>LEI: 54930007YV6NYIOGFZ57 | Long             | EC               | CORP              | KY        |      1290 | NS      | $8410.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                        | ESSENT GROUP LTD                                             | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      4444 | NS      | $172782.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                                     | LUXFER HOLDINGS PLC                                          | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |      1089 | NS      | $14941.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd                                | TRITON INTERNATIONAL LTD                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2503 | NS      | $172156.34    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                               | LIBERTY LATIN AMERICA LTD                                    | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |      6016 | NS      | $45721.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                               | LIBERTY LATIN AMERICA LTD                                    | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |      1588 | NS      | $11957.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The                    | BANK OF NT BUTTERFIELD & SON LTD/THE                         | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      2098 | NS      | $62541.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                              | ADIENT PLC                                                   | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |      4007 | NS      | $139002.83    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                                      | ICHOR HOLDINGS LTD                                           | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |      1206 | NS      | $32344.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                             | KINIKSA PHARMACEUTICALS LTD                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1365 | NS      | $20447.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                            | GENCO SHIPPING & TRADING LTD                                 | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |      1601 | NS      | $24591.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                                 | EXPRO GROUP HOLDINGS NV                                      | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |      3096 | NS      | $56130.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                                   | ARDMORE SHIPPING CORP                                        | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |      1709 | NS      | $24626.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                                       | PROTHENA CORP PLC                                            | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |      1536 | NS      | $92544.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                           | AMBARELLA INC                                                | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |      1573 | NS      | $129347.79    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                                        | DHT HOLDINGS INC                                             | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |      5862 | NS      | $52054.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesarstone Ltd                                         | CAESARSTONE LTD                                              | CUSIP: 000000000<br>LEI: 254900MJ7IXAH75VFC61 | Long             | EC               | CORP              | IL        |       913 | NS      | $5213.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd                         | ALPHA & OMEGA SEMICONDUCTOR LTD                              | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |       905 | NS      | $25855.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                                           | COSTAMARE INC                                                | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |      2193 | NS      | $20351.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                | FABRINET                                                     | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      1556 | NS      | $199510.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                            | ALKERMES PLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      6874 | NS      | $179617.62    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                     | SIGNET JEWELERS LTD                                          | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      1974 | NS      | $134232.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc                                        | SAFE BULKERS INC                                             | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MH        |      2805 | NS      | $8162.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Greenlight Capital Re Ltd                               | GREENLIGHT CAPITAL RE LTD                                    | CUSIP: 000000000<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |      1058 | NS      | $8622.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd                                        | ENSTAR GROUP LTD                                             | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |       487 | NS      | $112516.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Ltd                            | TEXTAINER GROUP HOLDINGS LTD                                 | CUSIP: 000000000<br>LEI: 529900OHEYRATAFMIT89 | Long             | EC               | CORP              | BM        |      1917 | NS      | $59446.17     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                                 | HERBALIFE NUTRITION LTD                                      | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |      4115 | NS      | $61231.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | ZOGENIX INC - CVRS                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1960 | NS      | $1002.74      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Zynex Inc                                               | ZYNEX INC                                                    | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       878 | NS      | $12212.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Zuora Inc                                               | ZUORA INC                                                    | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |      5245 | NS      | $33358.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp                         | ZURN ELKAY WATER SOLUTIONS CORP                              | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      5370 | NS      | $113575.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                              | ZUMIEZ INC                                                   | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       658 | NS      | $14304.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                                        | ZIPRECRUITER INC                                             | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |      3012 | NS      | $49457.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp                               | ZETA GLOBAL HOLDINGS CORP                                    | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4647 | NS      | $37965.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Zentalis Pharmaceuticals Inc                            | ZENTALIS PHARMACEUTICALS INC                                 | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2014 | NS      | $40561.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                                              | ZIMVIE INC                                                   | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |       899 | NS      | $8396.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| York Water Co/The                                       | YORK WATER CO/THE                                            | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       614 | NS      | $27617.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                                | YEXT INC                                                     | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |      4681 | NS      | $30566.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                | YELP INC                                                     | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      2884 | NS      | $78848.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics Inc                                 | Y-MABS THERAPEUTICS INC                                      | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1523 | NS      | $7432.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                               | XPERI INC                                                    | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1682 | NS      | $14482.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                                             | XOMETRY INC                                                  | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |      1428 | NS      | $46024.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Xos Inc                                                 | XOS INC                                                      | CUSIP: 98423B108<br>LEI: 254900ZQWJF169CBQB40 | Long             | EC               | CORP              | US        |      2093 | NS      | $926.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc                                  | XPONENTIAL FITNESS INC                                       | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       738 | NS      | $16922.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Xeris Biopharma Holdings Inc                            | XERIS BIOPHARMA HOLDINGS INC                                 | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5737 | NS      | $7630.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                                     | XEROX HOLDINGS CORP                                          | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      4826 | NS      | $70459.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                              | XENCOR INC                                                   | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      2405 | NS      | $62626.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                              | XENIA HOTELS & RESORTS INC                                   | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      4794 | NS      | $63184.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                                | XPEL INC                                                     | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |       917 | NS      | $55075.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                                    | WW INTERNATIONAL INC                                         | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      2337 | NS      | $9020.82      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc                              | WORTHINGTON INDUSTRIES INC                                   | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      1317 | NS      | $65468.07     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                                | WORLD FUEL SERVICES CORP                                     | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      2569 | NS      | $70210.77     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                                   | WORLD ACCEPTANCE CORP                                        | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       160 | NS      | $10550.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                             | WORKIVA INC                                                  | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |      2010 | NS      | $168779.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group Inc                                     | WORKHORSE GROUP INC                                          | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |      6182 | NS      | $9396.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Wolverine World Wide Inc                                | WOLVERINE WORLD WIDE INC                                     | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      3334 | NS      | $36440.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                                          | WISDOMTREE INC                                               | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      5549 | NS      | $30242.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                | WINNEBAGO INDUSTRIES INC                                     | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      1307 | NS      | $68878.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                            | WINMARK CORP                                                 | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       115 | NS      | $27120.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                            | WINGSTOP INC                                                 | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      1286 | NS      | $176979.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc                                       | WILLDAN GROUP INC                                            | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |       509 | NS      | $9085.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                                   | JOHN WILEY & SONS INC                                        | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      1815 | NS      | $72708.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc                                        | WIDEOPENWEST INC                                             | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |      2352 | NS      | $21426.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands Inc                                  | WHOLE EARTH BRANDS INC                                       | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1616 | NS      | $6577.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                         | WHITESTONE REIT                                              | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1921 | NS      | $18518.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Up Experience Inc                                | WHEELS UP EXPERIENCE INC                                     | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6092 | NS      | $6274.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc                                         | WEYCO GROUP INC                                              | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |       225 | NS      | $4761.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                                     | WESTAMERICA BANCORP                                          | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1144 | NS      | $67507.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| West BanCorp Inc                                        | WEST BANCORP INC                                             | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |       681 | NS      | $17399.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                            | WESBANCO INC                                                 | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2490 | NS      | $92080.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                                  | WERNER ENTERPRISES INC                                       | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      2741 | NS      | $110352.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                        | WEIS MARKETS INC                                             | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       691 | NS      | $56862.39     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Weber Inc                                               | WEBER INC                                                    | CUSIP: 94770D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1034 | NS      | $8323.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Weave Communications Inc                                | WEAVE COMMUNICATIONS INC                                     | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1318 | NS      | $6036.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                            | WATTS WATER TECHNOLOGIES INC                                 | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      1153 | NS      | $168603.19    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                                | WATERSTONE FINANCIAL INC                                     | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |       771 | NS      | $13292.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc                            | WASHINGTON TRUST BANCORP INC                                 | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |       735 | NS      | $34677.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                        | ELME COMMUNITIES                                             | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      3702 | NS      | $65895.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                                  | WASHINGTON FEDERAL INC                                       | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2712 | NS      | $90987.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                    | WARRIOR MET COAL INC                                         | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      2171 | NS      | $75203.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc                                        | WARBY PARKER INC                                             | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3559 | NS      | $48010.91     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                                     | WALKER & DUNLOP INC                                          | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1330 | NS      | $104378.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WM Technology Inc                                       | WM TECHNOLOGY INC                                            | CUSIP: 92971A109<br>LEI: 549300APSNIYJ4PTIL34 | Long             | EC               | CORP              | US        |      3361 | NS      | $3394.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                                    | WABASH NATIONAL CORP                                         | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      2010 | NS      | $45426.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                                     | WSFS FINANCIAL CORP                                          | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      2568 | NS      | $116433.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                                | WD-40 CO                                                     | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       593 | NS      | $95597.53     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore Inc                                        | W&T OFFSHORE INC                                             | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |      3827 | NS      | $21354.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corp                                              | VUZIX CORP                                                   | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               | CORP              | US        |      2493 | NS      | $9074.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Volta Inc                                               | VOLTA INC                                                    | CUSIP: 92873V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4676 | NS      | $1661.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vizio Holding Corp                                      | VIZIO HOLDING CORP                                           | CUSIP: 92858V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2878 | NS      | $21325.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats Inc                                         | VIVID SEATS INC                                              | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1113 | NS      | $8124.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home Inc                                   | VIVINT SMART HOME INC                                        | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4017 | NS      | $47802.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Vital Farms Inc                                         | VITAL FARMS INC                                              | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |      1314 | NS      | $19604.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vita Coco Co Inc/The                                    | VITA COCO CO INC/THE                                         | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |      1175 | NS      | $16238.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VistaGen Therapeutics Inc                               | VISTAGEN THERAPEUTICS INC                                    | CUSIP: 92840H202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7317 | NS      | $753.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                            | VISTEON CORP                                                 | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      1173 | NS      | $153463.59    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                                       | VISTA OUTDOOR INC                                            | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      2349 | NS      | $57245.13     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                              | VISHAY PRECISION GROUP INC                                   | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       520 | NS      | $20098.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                              | VISHAY INTERTECHNOLOGY INC                                   | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      5515 | NS      | $118958.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                          | VIRTUS INVESTMENT PARTNERS INC                               | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       293 | NS      | $56091.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                               | VIRIDIAN THERAPEUTICS INC                                    | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |      1582 | NS      | $46210.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Galactic Holdings Inc                            | VIRGIN GALACTIC HOLDINGS INC                                 | CUSIP: 92766K106<br>LEI: 549300C631IMXCSMN048 | Long             | EC               | CORP              | US        |     10136 | NS      | $35273.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Vir Biotechnology Inc                                   | VIR BIOTECHNOLOGY INC                                        | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3072 | NS      | $77752.32     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vintage Wine Estates Inc                                | VINTAGE WINE ESTATES INC                                     | CUSIP: 92747V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1239 | NS      | $4039.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vinco Ventures Inc                                      | VINCO VENTURES INC                                           | CUSIP: 927330100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9480 | NS      | $4398.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Vimeo Inc                                               | VIMEO INC                                                    | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |      6245 | NS      | $21420.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                                | VILLAGE SUPER MARKET INC                                     | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |       325 | NS      | $7569.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ViewRay Inc                                             | VIEWRAY INC                                                  | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |      6120 | NS      | $27417.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| View Inc                                                | VIEW INC                                                     | CUSIP: 92671V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4490 | NS      | $4332.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Victory Capital Holdings Inc                            | VICTORY CAPITAL HOLDINGS INC                                 | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |       725 | NS      | $19451.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                              | VICOR CORP                                                   | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |       928 | NS      | $49880.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicarious Surgical Inc                                  | VICARIOUS SURGICAL INC                                       | CUSIP: 92561V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2084 | NS      | $4209.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc                                    | VIANT TECHNOLOGY INC                                         | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       608 | NS      | $2444.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Renewables Inc                                      | VIA RENEWABLES INC                                           | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |       588 | NS      | $3004.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Viavi Solutions Inc                                     | VIAVI SOLUTIONS INC                                          | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      9871 | NS      | $103744.21    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                               | VIAD CORP                                                    | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       827 | NS      | $20170.53     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc                                  | VERVE THERAPEUTICS INC                                       | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1949 | NS      | $37713.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veru Inc                                                | VERU INC                                                     | CUSIP: 92536C103<br>LEI: 529900ER63TFLEIJV631 | Long             | EC               | CORP              | US        |      2640 | NS      | $13939.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Energy Inc                                       | VERTEX ENERGY INC                                            | CUSIP: 92534K107<br>LEI: 549300TTMSREGCR7D585 | Long             | EC               | CORP              | US        |      2227 | NS      | $13807.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Verra Mobility Corp                                     | VERRA MOBILITY CORP                                          | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      6117 | NS      | $84598.11     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritone Inc                                            | VERITONE INC                                                 | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Long             | EC               | CORP              | US        |      1367 | NS      | $7245.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                                            | VERICEL CORP                                                 | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      1947 | NS      | $51283.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                            | VERITIV CORP                                                 | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |       572 | NS      | $69618.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                                    | VERITEX HOLDINGS INC                                         | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      2206 | NS      | $61944.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                                      | VERINT SYSTEMS INC                                           | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      2761 | NS      | $100169.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc                                   | VERA THERAPEUTICS INC                                        | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       563 | NS      | $10894.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Veracyte Inc                                            | VERACYTE INC                                                 | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      3035 | NS      | $72020.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventyx Biosciences Inc                                  | VENTYX BIOSCIENCES INC                                       | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1042 | NS      | $34167.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc                                  | VELOCITY FINANCIAL INC                                       | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       369 | NS      | $3560.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Velo3D Inc                                              | VELO3D INC                                                   | CUSIP: 92259N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2425 | NS      | $4340.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Velodyne Lidar Inc                                      | VELODYNE LIDAR INC                                           | CUSIP: 92259F101<br>LEI: 549300JQOKE3P3PB2T84 | Long             | EC               | CORP              | US        |      8632 | NS      | $6376.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                             | VAXCYTE INC                                                  | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      3089 | NS      | $148117.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxart Inc                                              | VAXART INC                                                   | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5277 | NS      | $5070.67      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                                 | V2X INC                                                      | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       486 | NS      | $20066.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                                   | VEECO INSTRUMENTS INC                                        | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      2143 | NS      | $39816.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                        | VECTOR GROUP LTD                                             | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      6043 | NS      | $71669.98     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc                                     | VARONIS SYSTEMS INC                                          | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      4719 | NS      | $112972.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                      | VAREX IMAGING CORP                                           | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      1666 | NS      | $33819.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                               | VANDA PHARMACEUTICALS INC                                    | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      2266 | NS      | $16745.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Value Line Inc                                          | VALUE LINE INC                                               | CUSIP: 920437100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        33 | NS      | $1679.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                 | VALLEY NATIONAL BANCORP                                      | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     18147 | NS      | $205242.57    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi Inc                                               | VALHI INC                                                    | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        85 | NS      | $1870.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vacasa Inc                                              | VACASA INC                                                   | CUSIP: 91854V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4552 | NS      | $5735.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| VAALCO Energy Inc                                       | VAALCO ENERGY INC                                            | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |      4446 | NS      | $20273.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| VSE Corp                                                | VSE CORP                                                     | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |       425 | NS      | $19924.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VBI Vaccines Inc                                        | VBI VACCINES INC                                             | CUSIP: 91822J103<br>LEI: 52990076U5YRLVGDJE40 | Long             | EC               | CORP              | CA        |      7579 | NS      | $2964.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Utz Brands Inc                                          | UTZ BRANDS INC                                               | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2768 | NS      | $43900.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Utah Medical Products Inc                               | UTAH MEDICAL PRODUCTS INC                                    | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       145 | NS      | $14576.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UserTesting Inc                                         | USERTESTING INC                                              | CUSIP: 91734E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1973 | NS      | $14817.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Urstadt Biddle Properties Inc                           | URSTADT BIDDLE PROPERTIES INC                                | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |      1296 | NS      | $24559.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One Inc                                           | URBAN ONE INC CL D NON VTG                                   | CUSIP: 91705J204<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |       458 | NS      | $1722.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One Inc                                           | URBAN ONE INC                                                | CUSIP: 91705J105<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |       316 | NS      | $1437.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                   | URBAN EDGE PROPERTIES                                        | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4844 | NS      | $68251.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                                    | URBAN OUTFITTERS INC                                         | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      2678 | NS      | $63870.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp                                     | URANIUM ENERGY CORP                                          | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |     14777 | NS      | $57334.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Ur-Energy Inc                                           | UR-ENERGY INC                                                | CUSIP: 91688R108<br>LEI: 5493004ZEMNWEC7T6X93 | Long             | EC               | CORP              | CA        |      8366 | NS      | $9620.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Upwork Inc                                              | UPWORK INC                                                   | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      5025 | NS      | $52461.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                                     | UPLAND SOFTWARE INC                                          | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |      1248 | NS      | $8898.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                                  | UNIVEST FINANCIAL CORP                                       | CUSIP: 915271100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1199 | NS      | $31329.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc                       | UNIVERSAL TECHNICAL INSTITUTE INC                            | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |      1447 | NS      | $9723.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc                        | UNIVERSAL LOGISTICS HOLDINGS INC                             | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       295 | NS      | $9864.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc                        | UNIVERSAL INSURANCE HOLDINGS INC                             | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      1060 | NS      | $11225.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust                    | UNIVERSAL HEALTH REALTY INCOME TRUST                         | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |       529 | NS      | $25249.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc                               | UNIVERSAL ELECTRONICS INC                                    | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |       480 | NS      | $9988.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                       | UNIVERSAL CORP/VA                                            | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      1017 | NS      | $53707.77     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc                                       | UNITY BANCORP INC                                            | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |       269 | NS      | $7351.77      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                         | UNITI GROUP INC COM                                          | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     10008 | NS      | $55344.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                             | UNITIL CORP                                                  | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       684 | NS      | $35130.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bill                             | UNITED STATES TREASURY BILL                                  | CUSIP: 912796YA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $39801.27     | 0.04%             | 2023-02-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Lime & Minerals Inc                       | UNITED STATES LIME & MINERALS INC                            | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |        83 | NS      | $11683.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp                             | UNITED STATES CELLULAR CORP                                  | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |       595 | NS      | $12405.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                | UNITED NATURAL FOODS INC                                     | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      2436 | NS      | $94297.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                                   | UNITED FIRE GROUP INC                                        | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       870 | NS      | $23803.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                                | UNITED BANKSHARES INC/WV                                     | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      5498 | NS      | $222614.02    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                           | UNITED COMMUNITY BANKS INC/GA                                | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      4485 | NS      | $151593.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                             | UNISYS CORP                                                  | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      2706 | NS      | $13827.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                                        | UNIFIRST CORP/MA                                             | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       646 | NS      | $124671.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi Inc                                               | UNIFI INC                                                    | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |       540 | NS      | $4649.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                                | ULTRA CLEAN HOLDINGS INC                                     | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      1895 | NS      | $62819.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| USCB Financial Holdings Inc                             | USCB FINANCIAL HOLDINGS INC                                  | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       412 | NS      | $5026.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                                  | US SILICA HOLDINGS INC                                       | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |      3184 | NS      | $39800.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                                 | US PHYSICAL THERAPY INC                                      | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       549 | NS      | $44485.47     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                               | USANA HEALTH SCIENCES INC                                    | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       488 | NS      | $25961.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc                                      | UMH PROPERTIES INC                                           | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |      2130 | NS      | $34293.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                      | UFP INDUSTRIES INC                                           | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      2519 | NS      | $199630.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                      | UMB FINANCIAL CORP                                           | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      1858 | NS      | $155180.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                               | UDEMY INC                                                    | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |      3047 | NS      | $32145.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc                                    | UFP TECHNOLOGIES INC                                         | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |       281 | NS      | $33127.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences Inc                                    | TYRA BIOSCIENCES INC                                         | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       519 | NS      | $3944.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc                                                  | 2U INC                                                       | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |      3058 | NS      | $19173.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Two Harbors Investment Corp                             | TWO HARBORS INVESTMENT CORP                                  | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |      3634 | NS      | $57308.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                                   | TWIST BIOSCIENCE CORP                                        | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      2360 | NS      | $56191.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 23andMe Holding Co                                      | 23ANDME HOLDING CO                                           | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10620 | NS      | $22939.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio Inc                                        | 2SEVENTY BIO INC                                             | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1528 | NS      | $14317.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 22nd Century Group Inc                                  | 22ND CENTURY GROUP INC                                       | CUSIP: 90137F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6286 | NS      | $5786.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tutor Perini Corp                                       | TUTOR PERINI CORP                                            | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      1803 | NS      | $13612.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TuSimple Holdings Inc                                   | TUSIMPLE HOLDINGS INC                                        | CUSIP: 90089L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5702 | NS      | $9351.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp                                       | TURTLE BEACH CORP                                            | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |       574 | NS      | $4115.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Turning Point Brands Inc                                | TURNING POINT BRANDS INC                                     | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |       633 | NS      | $13691.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp                                  | TUPPERWARE BRANDS CORP                                       | CUSIP: 899896104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1804 | NS      | $7468.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tucows Inc                                              | TUCOWS INC                                                   | CUSIP: 898697206<br>LEI: 529900860LTAB4QUV247 | Long             | EC               | CORP              | US        |       414 | NS      | $14042.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TTEC Holdings Inc                                       | TTEC HOLDINGS INC                                            | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       820 | NS      | $36186.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                          | TRUSTMARK CORP                                               | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      2572 | NS      | $89788.52     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                                    | TRUSTCO BANK CORP NY                                         | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       773 | NS      | $29057.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                           | TRUPANION INC                                                | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      1638 | NS      | $77854.14     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| TrueBlue Inc                                            | TRUEBLUE INC                                                 | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1325 | NS      | $25943.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc                                             | TRUECAR INC                                                  | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |      3654 | NS      | $9171.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                                       | TRIUMPH GROUP INC                                            | CUSIP: 896818119<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |       774 | NS      | $518.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                                       | TRIUMPH GROUP INC                                            | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      2632 | NS      | $27688.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                                   | TRIUMPH FINANCIAL INC                                        | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       984 | NS      | $48088.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                                  | TRINITY INDUSTRIES INC                                       | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      3456 | NS      | $102193.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                        | TRINET GROUP INC                                             | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      1621 | NS      | $109903.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                                             | TRIMAS CORP                                                  | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      1766 | NS      | $48988.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricida Inc                                             | TRICIDA INC                                                  | CUSIP: 89610F101<br>LEI: 549300QVPFFJC8SZXG25 | Long             | EC               | CORP              | US        |      1370 | NS      | $209.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                        | TRICO BANCSHARES                                             | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1307 | NS      | $66643.93     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                                     | TREEHOUSE FOODS INC                                          | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      2128 | NS      | $105080.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                                           | TREDEGAR CORP                                                | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      1083 | NS      | $11068.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trean Insurance Group Inc                               | TREAN INSURANCE GROUP INC                                    | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       923 | NS      | $5538.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Treace Medical Concepts Inc                             | TREACE MEDICAL CONCEPTS INC                                  | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1437 | NS      | $33036.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                                | TRAVERE THERAPEUTICS INC                                     | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2602 | NS      | $54720.06     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc                            | TRAVELCENTERS OF AMERICA INC                                 | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |       518 | NS      | $23196.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Transphorm Inc                                          | TRANSPHORM INC                                               | CUSIP: 89386L100<br>LEI: 549300P3H6NZD06TZ064 | Long             | EC               | CORP              | US        |      1042 | NS      | $5668.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                                   | TRANSMEDICS GROUP INC                                        | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1278 | NS      | $78878.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Realty Investors Inc                   | TRANSCONTINENTAL REALTY INVESTORS INC                        | CUSIP: 893617209<br>LEI: 549300A8Z1XO0M0QRS82 | Long             | EC               | CORP              | US        |        47 | NS      | $2076.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc                                            | TRANSCAT INC                                                 | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |       287 | NS      | $20339.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger Inc                                             | TRAEGER INC                                                  | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1215 | NS      | $3426.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                                | TOWNE BANK/PORTSMOUTH VA                                     | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      2831 | NS      | $87308.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrid Holdings Inc                                     | TORRID HOLDINGS INC                                          | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       655 | NS      | $1938.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                             | TOOTSIE ROLL INDUSTRIES INC                                  | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |       638 | NS      | $27159.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                                 | TOMPKINS FINANCIAL CORP                                      | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |       595 | NS      | $46160.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | Tobira Therapeutic                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        25 | NS      | $0.25         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Titan Machinery Inc                                     | TITAN MACHINERY INC                                          | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |       872 | NS      | $34644.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                                 | TITAN INTERNATIONAL INC                                      | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |      2213 | NS      | $33903.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc                                             | TIPTREE INC                                                  | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       996 | NS      | $13784.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                                        | TIMKENSTEEL CORP                                             | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      1815 | NS      | $32978.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilly s Inc                                             | TILLY'S INC                                                  | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       870 | NS      | $7873.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tile Shop Holdings Inc                                  | TILE SHOP HOLDINGS INC                                       | CUSIP: 88677Q109<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               | CORP              | US        |      1392 | NS      | $6096.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Tidewater Inc                                           | TIDEWATER INC                                                | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |      1950 | NS      | $71857.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                                      | THRYV HOLDINGS INC                                           | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1036 | NS      | $19684.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUp Inc                                             | THREDUP INC                                                  | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |      2246 | NS      | $2942.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| 3D Systems Corp                                         | 3D SYSTEMS CORP                                              | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      5339 | NS      | $39508.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Thorne HealthTech Inc                                   | THORNE HEALTHTECH INC                                        | CUSIP: 885260109<br>LEI: 549300VD2OYCM2I1IQ17 | Long             | EC               | CORP              | US        |       604 | NS      | $2192.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Harmonic Bio Inc                                  | THIRD HARMONIC BIO INC                                       | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       528 | NS      | $2270.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc                              | THIRD COAST BANCSHARES INC                                   | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       550 | NS      | $10136.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Theseus Pharmaceuticals Inc                             | THESEUS PHARMACEUTICALS INC                                  | CUSIP: 88369M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       651 | NS      | $3241.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                              | THERMON GROUP HOLDINGS INC                                   | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |      1370 | NS      | $27509.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                                        | REALREAL INC/THE                                             | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |      3834 | NS      | $4792.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ONE Group Hospitality Inc/The                           | ONE GROUP HOSPITALITY INC/THE                                | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Long             | EC               | CORP              | US        |       851 | NS      | $5361.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                                            | ODP CORP/THE                                                 | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1747 | NS      | $79558.38     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co/The                                    | BEAUTY HEALTH CO/THE                                         | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |      3903 | NS      | $35517.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| TG Therapeutics Inc                                     | TG THERAPEUTICS INC                                          | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |      5688 | NS      | $67289.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                                     | TEXAS ROADHOUSE INC                                          | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      2865 | NS      | $260571.75    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                            | TEXAS CAPITAL BANCSHARES INC                                 | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      2158 | NS      | $130148.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc                                  | TETRA TECHNOLOGIES INC                                       | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |      5023 | NS      | $17379.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                     | TERRENO REALTY CORP                                          | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3133 | NS      | $178173.71    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Terran Orbital Corp                                     | TERRAN ORBITAL CORP                                          | CUSIP: 88105P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1661 | NS      | $2624.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Terawulf Inc                                            | TERAWULF INC                                                 | CUSIP: 88080T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       818 | NS      | $544.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Terex Corp                                              | TEREX CORP                                                   | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      2817 | NS      | $120342.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenon Medical Inc                                       | TENON MEDICAL INC                                            | CUSIP: 88066N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       123 | NS      | $194.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                              | TENNANT CO                                                   | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       765 | NS      | $47101.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                                    | TENABLE HOLDINGS INC                                         | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      4803 | NS      | $183234.45    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaya Therapeutics Inc                                 | TENAYA THERAPEUTICS INC                                      | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1108 | NS      | $2227.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp                                              | TELOS CORP                                                   | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2149 | NS      | $10938.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tellurian Inc                                           | TELLURIAN INC                                                | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               | CORP              | US        |     21436 | NS      | $36012.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Telephone and Data Systems Inc                          | TELEPHONE AND DATA SYSTEMS INC                               | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4317 | NS      | $45285.33     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co                                          | TEJON RANCH CO                                               | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |       828 | NS      | $15599.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                               | TEGNA INC                                                    | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      9391 | NS      | $198995.29    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                                          | TECHTARGET INC                                               | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      1155 | NS      | $50889.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                               | TAYLOR MORRISON HOME CORP                                    | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      4510 | NS      | $136878.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tattooed Chef Inc                                       | TATTOOED CHEF INC                                            | CUSIP: 87663X102<br>LEI: 5493005UQQNAE47M7Q04 | Long             | EC               | CORP              | US        |      1897 | NS      | $2333.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tarsus Pharmaceuticals Inc                              | TARSUS PHARMACEUTICALS INC                                   | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       759 | NS      | $11126.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                                 | TARGET HOSPITALITY CORP                                      | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1235 | NS      | $18697.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Tango Therapeutics Inc                                  | TANGO THERAPEUTICS INC                                       | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1861 | NS      | $13492.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Inc                       | TANGER FACTORY OUTLET CENTERS INC                            | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      4242 | NS      | $76101.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                        | TALOS ENERGY INC                                             | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      2786 | NS      | $52599.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Talaris Therapeutics Inc                                | TALARIS THERAPEUTICS INC                                     | CUSIP: 87410C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1793 | NS      | $1828.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tactile Systems Technology Inc                          | TACTILE SYSTEMS TECHNOLOGY INC                               | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |       779 | NS      | $8942.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                    | TTM TECHNOLOGIES INC                                         | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      4259 | NS      | $64225.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                                | TPG RE FINANCE TRUST INC                                     | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2819 | NS      | $19141.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TPI Composites Inc                                      | TPI COMPOSITES INC                                           | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |      1454 | NS      | $14743.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                    | TRI POINTE HOMES INC                                         | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4224 | NS      | $78524.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                              | SYNDAX PHARMACEUTICALS INC                                   | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |      2268 | NS      | $57720.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                           | SYNAPTICS INC                                                | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      1672 | NS      | $159107.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                            | SYLVAMO CORP                                                 | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      1487 | NS      | $72253.33     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc                                          | SWEETGREEN INC                                               | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3700 | NS      | $31709.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Sutro Biopharma Inc                                     | SUTRO BIOPHARMA INC                                          | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |      2247 | NS      | $18155.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                                           | SURMODICS INC                                                | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |       559 | NS      | $19073.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc                                    | SURGERY PARTNERS INC                                         | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      2134 | NS      | $59453.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                            | SUPERNUS PHARMACEUTICALS INC                                 | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      2070 | NS      | $73836.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Cos Inc                               | SUPERIOR GROUP OF COS INC                                    | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |       443 | NS      | $4456.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                                | SUPER MICRO COMPUTER INC                                     | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      1990 | NS      | $163379.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                            | SUNSTONE HOTEL INVESTORS INC                                 | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |      8894 | NS      | $85916.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc                                             | SUNOPTA INC                                                  | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |      4212 | NS      | $35549.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                                           | SUNPOWER CORP                                                | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |      3425 | NS      | $61752.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Sunnova Energy International Inc                        | SUNNOVA ENERGY INTERNATIONAL INC                             | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |      4148 | NS      | $74705.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Sunlight Financial Holdings Inc                         | SUNLIGHT FINANCIAL HOLDINGS INC                              | CUSIP: 86738J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       929 | NS      | $1198.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SunCoke Energy Inc                                      | SUNCOKE ENERGY INC                                           | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      3407 | NS      | $29402.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                       | SUN COUNTRY AIRLINES HOLDINGS INC                            | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      1376 | NS      | $21823.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc                                          | SUMO LOGIC INC                                               | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |      4859 | NS      | $39357.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                                    | SUMMIT MATERIALS INC                                         | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |      5118 | NS      | $145300.42    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                             | SUMMIT HOTEL PROPERTIES INC                                  | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |      4508 | NS      | $32547.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Financial Group Inc                              | SUMMIT FINANCIAL GROUP INC                                   | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       470 | NS      | $11698.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                                    | STURM RUGER & CO INC                                         | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |       745 | NS      | $37711.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                              | STRIDE INC                                                   | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      1709 | NS      | $53457.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties Inc                                  | STRATUS PROPERTIES INC                                       | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |       225 | NS      | $4340.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                                 | STRATEGIC EDUCATION INC                                      | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |       950 | NS      | $74404.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                        | STONEX GROUP INC                                             | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       722 | NS      | $68806.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                                          | STONERIDGE INC                                               | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      1095 | NS      | $23608.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                                  | STOKE THERAPEUTICS INC                                       | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |       886 | NS      | $8177.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc                                 | STOCK YARDS BANCORP INC                                      | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      1202 | NS      | $78105.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                          | STITCH FIX INC                                               | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |      3431 | NS      | $10670.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp                       | STEWART INFORMATION SERVICES CORP                            | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      1131 | NS      | $48327.63     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                             | STERLING INFRASTRUCTURE INC                                  | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      1257 | NS      | $41229.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Bancorp Inc/MI                                 | STERLING BANCORP INC/MI                                      | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       655 | NS      | $3988.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Check Corp                                     | STERLING CHECK CORP                                          | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       942 | NS      | $14572.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                     | STEPSTONE GROUP INC                                          | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2277 | NS      | $57334.86     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                                     | STELLAR BANCORP INC                                          | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      1902 | NS      | $56032.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem Inc                                                | STEM INC                                                     | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |      6075 | NS      | $54310.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Stepan Co                                               | STEPAN CO                                                    | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       892 | NS      | $94962.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                           | STEELCASE INC                                                | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |      3786 | NS      | $26767.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                              | STANDEX INTERNATIONAL CORP                                   | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       493 | NS      | $50488.13     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                             | STANDARD MOTOR PRODUCTS INC                                  | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       884 | NS      | $30763.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc                                            | STAGWELL INC                                                 | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |      3406 | NS      | $21151.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                                     | STAG INDUSTRIAL INC                                          | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      7712 | NS      | $249174.72    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                                       | STAAR SURGICAL CO                                            | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      2080 | NS      | $100963.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace Inc                                         | SQUARESPACE INC                                              | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |      1275 | NS      | $28266.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                                       | SPROUT SOCIAL INC                                            | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1960 | NS      | $110661.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                              | SPROUTS FARMERS MARKET INC                                   | CUSIP: 85208M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4560 | NS      | $147607.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc                            | SPRINGWORKS THERAPEUTICS INC                                 | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1494 | NS      | $38858.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman s Warehouse Holdings Inc                      | SPORTSMAN'S WAREHOUSE HOLDINGS INC                           | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      1736 | NS      | $16335.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                               | SPIRE INC                                                    | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      2152 | NS      | $148186.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Inc                                     | SPIRIT AIRLINES INC                                          | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |      4577 | NS      | $89159.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Global Inc                                        | SPIRE GLOBAL INC                                             | CUSIP: 848560108<br>LEI: 549300EZFBLFFHJ5MF06 | Long             | EC               | CORP              | US        |      4786 | NS      | $4594.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                          | SPARTANNASH CO                                               | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      1506 | NS      | $45541.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands Inc                                        | SOVOS BRANDS INC                                             | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1545 | NS      | $22201.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                              | SOUTHWEST GAS HOLDINGS INC                                   | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2875 | NS      | $177905.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                                | SOUTHSIDE BANCSHARES INC                                     | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      1261 | NS      | $45383.39     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc                           | SOUTHERN MISSOURI BANCORP INC                                | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       317 | NS      | $14528.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc                           | SOUTHERN FIRST BANCSHARES INC                                | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       303 | NS      | $13862.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                         | SOUTHSTATE CORP                                              | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      3206 | NS      | $244810.16    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc                              | SOUTH PLAINS FINANCIAL INC                                   | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |       403 | NS      | $11094.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                             | SOUTH JERSEY INDUSTRIES INC                                  | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      5177 | NS      | $183938.81    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sorrento Therapeutics Inc                               | SORRENTO THERAPEUTICS INC                                    | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |     19221 | NS      | $17029.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                               | SONOS INC                                                    | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      5335 | NS      | $90161.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                                    | SONIC AUTOMOTIVE INC                                         | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       740 | NS      | $36459.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonder Holdings Inc                                     | SONDER HOLDINGS INC                                          | CUSIP: 83542D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7741 | NS      | $9598.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SomaLogic Inc                                           | SOMALOGIC INC                                                | CUSIP: 83444K105<br>LEI: 549300D3W3Q8CN30YO25 | Long             | EC               | CORP              | US        |      6131 | NS      | $15388.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Solo Brands Inc                                         | SOLO BRANDS INC                                              | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       929 | NS      | $3455.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc                                         | SOLID POWER INC                                              | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5250 | NS      | $13335.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure Inc                     | SOLARIS OILFIELD INFRASTRUCTURE INC                          | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      1334 | NS      | $13246.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp                                         | SOLARWINDS CORP                                              | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1985 | NS      | $18579.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap One Holdings Corp                                  | SNAP ONE HOLDINGS CORP                                       | CUSIP: 83303Y105<br>LEI: 254900UH1TKVPR8FDW43 | Long             | EC               | CORP              | US        |       731 | NS      | $5416.71      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SmartRent Inc                                           | SMARTRENT INC                                                | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4869 | NS      | $11831.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                                      | SMARTFINANCIAL INC                                           | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       637 | NS      | $17517.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                               | SMITH & WESSON BRANDS INC                                    | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      1860 | NS      | $16144.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Sleep Number Corp                                       | SLEEP NUMBER CORP                                            | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |       875 | NS      | $22732.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc                                 | SKYWATER TECHNOLOGY INC                                      | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       445 | NS      | $3163.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                             | SKYWEST INC                                                  | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      2056 | NS      | $33944.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                                   | SKYLINE CHAMPION CORP                                        | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2305 | NS      | $118730.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillz Inc                                              | SKILLZ INC                                                   | CUSIP: 83067L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12813 | NS      | $6489.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillsoft Corp                                          | SKILLSOFT CORP                                               | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3107 | NS      | $4039.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sitio Royalties Corp                                    | SITIO ROYALTIES CORP                                         | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2946 | NS      | $84982.55     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| SiTime Corp                                             | SITIME CORP                                                  | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       679 | NS      | $68999.98     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                       | SITE CENTERS CORP                                            | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      8165 | NS      | $111533.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Singular Genomics Systems Inc                           | SINGULAR GENOMICS SYSTEMS INC                                | CUSIP: 82933R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2227 | NS      | $4476.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sinclair Broadcast Group Inc                            | SINCLAIR BROADCAST GROUP INC                                 | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |      1737 | NS      | $26940.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc                                    | SIMULATIONS PLUS INC                                         | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       678 | NS      | $24794.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc                            | SIMPSON MANUFACTURING CO INC                                 | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      1838 | NS      | $162957.08    | 0.17%             |  |  |  | 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        |      3753 | NS      | $142726.59    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                             | SIMMONS FIRST NATIONAL CORP                                  | CUSIP: 828730200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5126 | NS      | $110619.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp                                 | SILVERGATE CAPITAL CORP                                      | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |      1278 | NS      | $22237.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SilverBow Resources Inc                                 | SILVERBOW RESOURCES INC                                      | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |       493 | NS      | $13942.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management Group Inc                  | SILVERCREST ASSET MANAGEMENT GROUP INC                       | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       379 | NS      | $7113.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc                                   | SILK ROAD MEDICAL INC                                        | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |      1571 | NS      | $83027.35     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                                | SILICON LABORATORIES INC                                     | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      1416 | NS      | $192108.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                                   | SIGA TECHNOLOGIES INC                                        | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1956 | NS      | $14396.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences Inc                                      | SIGHT SCIENCES INC                                           | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       856 | NS      | $10451.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                          | SIERRA BANCORP                                               | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       548 | NS      | $11639.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                                             | SI-BONE INC                                                  | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |      1367 | NS      | $18591.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group Inc/The                                     | SHYFT GROUP INC/THE                                          | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |      1485 | NS      | $36917.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                        | SHUTTERSTOCK INC                                             | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      1021 | NS      | $53827.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ShotSpotter Inc                                         | SHOTSPOTTER INC                                              | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |       360 | NS      | $12178.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                                    | SHORE BANCSHARES INC                                         | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       752 | NS      | $13107.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                           | SHOALS TECHNOLOGIES GROUP INC                                | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5949 | NS      | $146761.83    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                                   | SHOCKWAVE MEDICAL INC                                        | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      1519 | NS      | $312321.59    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                                       | SHOE CARNIVAL INC                                            | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       693 | NS      | $16569.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co                        | SHENANDOAH TELECOMMUNICATIONS CO                             | CUSIP: 82312B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2098 | NS      | $33316.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sharecare Inc                                           | SHARECARE INC                                                | CUSIP: 81948W104<br>LEI: 549300Y8M40BWNEJJW83 | Long             | EC               | CORP              | US        |     12777 | NS      | $20443.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Shake Shack Inc                                         | SHAKE SHACK INC                                              | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      1579 | NS      | $65575.87     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                              | SERVISFIRST BANCSHARES INC                                   | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2117 | NS      | $145882.47    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                | SERVICE PROPERTIES TRUST                                     | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |      6918 | NS      | $50432.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc                                  | SERES THERAPEUTICS INC                                       | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |      2890 | NS      | $16184.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Senseonics Holdings Inc                                 | SENSEONICS HOLDINGS INC                                      | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |     18897 | NS      | $19463.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                              | SENSIENT TECHNOLOGIES CORP                                   | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      1809 | NS      | $131912.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                                       | SENECA FOODS CORP                                            | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       228 | NS      | $13896.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                            | SEMTECH CORP                                                 | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      2674 | NS      | $76717.06     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sema4 Holdings Corp                                     | GENEDX HOLDINGS CORP                                         | CUSIP: 81663L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6051 | NS      | $1596.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote Inc                                         | SELECTQUOTE INC                                              | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |      5276 | NS      | $3544.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                           | SELECTIVE INSURANCE GROUP INC                                | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      2513 | NS      | $222676.93    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                            | SELECT MEDICAL HOLDINGS CORP                                 | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4357 | NS      | $108184.31    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services Inc                              | SELECT ENERGY SERVICES INC                                   | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |      2919 | NS      | $26971.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc                                                | SEER INC                                                     | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2053 | NS      | $11907.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SecureWorks Corp                                        | SECUREWORKS CORP                                             | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       485 | NS      | $3099.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc                              | SEAWORLD ENTERTAINMENT INC                                   | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      1728 | NS      | $92465.28     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaSpine Holdings Corp                                  | SEASPINE HOLDINGS CORP                                       | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |      1421 | NS      | $11865.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida                        | SEACOAST BANKING CORP OF FLORIDA                             | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      2546 | NS      | $79409.74     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management Inc                         | SCULPTOR CAPITAL MANAGEMENT INC                              | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               | CORP              | US        |      1046 | NS      | $9058.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EW Scripps Co/The                                       | EW SCRIPPS CO/THE                                            | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      2543 | NS      | $33542.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                                      | LIGHT & WONDER INC                                           | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |      4040 | NS      | $236744.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Science 37 Holdings Inc                                 | SCIENCE 37 HOLDINGS INC                                      | CUSIP: 808644108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2382 | NS      | $989.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                      | MATIV HOLDINGS INC                                           | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      2295 | NS      | $47965.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc/United States                           | SCHRODINGER INC/UNITED STATES                                | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2281 | NS      | $42631.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                         | SCHOLASTIC CORP                                              | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1284 | NS      | $50666.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc                          | SCHNITZER STEEL INDUSTRIES INC                               | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      1067 | NS      | $32703.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                          | SCANSOURCE INC                                               | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      1038 | NS      | $30330.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                                        | SAUL CENTERS INC                                             | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       491 | NS      | $19973.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarcos Technology and Robotics Corp                     | SARCOS TECHNOLOGY AND ROBOTICS CORP                          | CUSIP: 80359A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4492 | NS      | $2521.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                            | SANMINA CORP                                                 | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      2406 | NS      | $137839.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                                | SANGAMO THERAPEUTICS INC                                     | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |      5578 | NS      | $17514.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                             | JOHN B SANFILIPPO & SON INC                                  | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       385 | NS      | $31308.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                                | SANDY SPRING BANCORP INC                                     | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1858 | NS      | $65457.34     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc                                    | SANDRIDGE ENERGY INC                                         | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |      1297 | NS      | $22087.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc                                  | SANA BIOTECHNOLOGY INC                                       | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3637 | NS      | $14366.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sally Beauty Holdings Inc                               | SALLY BEAUTY HOLDINGS INC                                    | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      4512 | NS      | $56490.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                                           | ST JOE CO/THE                                                | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      1451 | NS      | $56081.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                                | SAIA INC                                                     | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1136 | NS      | $238196.48    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc                                   | SAGE THERAPEUTICS INC                                        | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      2184 | NS      | $83297.76     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                              | SAFETY INSURANCE GROUP INC                                   | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       599 | NS      | $50471.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                            | SAFEHOLD INC                                                 | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |      1106 | NS      | $31653.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Sabre Corp                                              | SABRE CORP                                                   | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |     13731 | NS      | $84857.58     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                              | SABRA HEALTH CARE REIT INC                                   | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |      9965 | NS      | $123864.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SWK Holdings Corp                                       | SWK HOLDINGS CORP                                            | CUSIP: 78501P203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       136 | NS      | $2399.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                                    | SPX TECHNOLOGIES INC                                         | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      1890 | NS      | $124078.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corp                                            | SP PLUS CORP                                                 | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |       824 | NS      | $28609.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                        | SPS COMMERCE INC                                             | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      1554 | NS      | $199580.22    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                            | SM ENERGY CO                                                 | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      5105 | NS      | $177807.15    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                               | SJW GROUP                                                    | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1130 | NS      | $91744.70     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                         | S&T BANCORP INC                                              | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1643 | NS      | $56157.74     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                        | RYMAN HOSPITALITY PROPERTIES INC                             | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      2308 | NS      | $188748.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                                    | RYERSON HOLDING CORP                                         | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |       845 | NS      | $25569.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc                                             | RXSIGHT INC                                                  | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       881 | NS      | $11162.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth s Hospitality Group Inc                            | RUTH'S HOSPITALITY GROUP INC                                 | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |      1298 | NS      | $20093.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc                             | RUSH STREET INTERACTIVE INC                                  | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2403 | NS      | $8626.77      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                    | RUSH ENTERPRISES INC                                         | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       268 | NS      | $15080.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                    | RUSH ENTERPRISES INC                                         | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      1809 | NS      | $94574.52     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RumbleON Inc                                            | RUMBLEON INC                                                 | CUSIP: 781386305<br>LEI: 549300HTVW82DG77Y276 | Long             | EC               | CORP              | US        |       396 | NS      | $2562.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rover Group Inc                                         | ROVER GROUP INC                                              | CUSIP: 77936F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3905 | NS      | $14331.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Root Inc/OH                                             | ROOT INC/OH                                                  | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       296 | NS      | $1329.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| R1 RCM Inc                                              | R1 RCM INC                                                   | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6386 | NS      | $69926.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                             | ROGERS CORP                                                  | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       787 | NS      | $93920.58     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc                                        | ROCKY BRANDS INC                                             | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |       269 | NS      | $6353.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc                              | ROCKET PHARMACEUTICALS INC                                   | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      2248 | NS      | $43993.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab USA Inc                                      | ROCKET LAB USA INC                                           | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8881 | NS      | $33481.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Rite Aid Corp                                           | RITE AID CORP                                                | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |      2141 | NS      | $7150.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Riot Blockchain Inc                                     | RIOT PLATFORMS INC                                           | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |      6622 | NS      | $22448.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ring Energy Inc                                         | RING ENERGY INC                                              | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |      3725 | NS      | $9163.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street Inc                                       | RIMINI STREET INC                                            | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |      2085 | NS      | $7943.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc                           | RILEY EXPLORATION PERMIAN INC                                | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |       428 | NS      | $12596.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc                                   | RIGETTI COMPUTING INC                                        | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2130 | NS      | $1553.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                               | RIGEL PHARMACEUTICALS INC                                    | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      6619 | NS      | $9928.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                               | RIBBON COMMUNICATIONS INC                                    | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |      2753 | NS      | $7680.87      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                             | REX AMERICAN RESOURCES CORP                                  | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       649 | NS      | $20677.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                                       | REVOLVE GROUP INC                                            | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1722 | NS      | $38331.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| REVOLUTION Medicines Inc                                | REVOLUTION MEDICINES INC                                     | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |      3301 | NS      | $78629.82     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics Inc                                | REVANCE THERAPEUTICS INC                                     | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |      3380 | NS      | $62394.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp                     | RETAIL OPPORTUNITY INVESTMENTS CORP                          | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5050 | NS      | $75901.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                                | RESOURCES CONNECTION INC                                     | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1314 | NS      | $24151.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reservoir Media Inc                                     | RESERVOIR MEDIA INC                                          | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Long             | EC               | CORP              | US        |       782 | NS      | $4668.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                | RESIDEO TECHNOLOGIES INC                                     | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      6271 | NS      | $103157.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products Inc                            | RESOLUTE FOREST PRODUCTS INC                                 | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1904 | NS      | $41107.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund         | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral | CUSIP: 76105YYY8<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |   4545926 | NS      | $4545925.76   | 4.67%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund         | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND              | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |    372118 | NS      | $372117.74    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic First Bancorp Inc                              | REPUBLIC FIRST BANCORP INC                                   | CUSIP: 760416107<br>LEI: 254900GIRCF2RJWU8438 | Long             | EC               | CORP              | US        |      1946 | NS      | $4183.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                                     | REPLIMUNE GROUP INC                                          | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |      1675 | NS      | $45560.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                                     | REPAY HOLDINGS CORP                                          | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3570 | NS      | $28738.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                                 | REPUBLIC BANCORP INC/KY                                      | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       348 | NS      | $14240.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent the Runway Inc                                     | RENT THE RUNWAY INC                                          | CUSIP: 76010Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1788 | NS      | $5453.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rent-A-Center Inc/TX                                    | RENT-A-CENTER INC/TX                                         | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      2064 | NS      | $46543.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                           | RENASANT CORP                                                | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      2304 | NS      | $86607.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global Inc                                      | REMITLY GLOBAL INC                                           | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4192 | NS      | $47998.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Relmada Therapeutics Inc                                | RELMADA THERAPEUTICS INC                                     | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |      1110 | NS      | $3873.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                                  | RELAY THERAPEUTICS INC                                       | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3563 | NS      | $53231.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                                | REGIONAL MANAGEMENT CORP                                     | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |       311 | NS      | $8732.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                           | REGENXBIO INC                                                | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      1657 | NS      | $37580.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                       | REDWOOD TRUST INC                                            | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      4936 | NS      | $33367.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Redwire Corp                                            | REDWIRE CORP                                                 | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       739 | NS      | $1463.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corp                                             | REDFIN CORP                                                  | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |      4380 | NS      | $18571.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Red Violet Inc                                          | RED VIOLET INC                                               | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |       421 | NS      | $9691.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Red Rock Resorts Inc                                    | RED ROCK RESORTS INC                                         | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2133 | NS      | $85341.33     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares Inc                                | RED RIVER BANCSHARES INC                                     | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |       187 | NS      | $9548.22      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc                           | RECURSION PHARMACEUTICALS INC                                | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5762 | NS      | $44425.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Reata Pharmaceuticals Inc                               | REATA PHARMACEUTICALS INC                                    | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |      1166 | NS      | $44296.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Anywhere Real Estate Inc                                | ANYWHERE REAL ESTATE INC                                     | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      4406 | NS      | $28154.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                                      | READY CAPITAL CORP                                           | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |      3129 | NS      | $34857.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| RE/MAX Holdings Inc                                     | RE/MAX HOLDINGS INC                                          | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |       749 | NS      | $13961.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                        | RBC BEARINGS INC                                             | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1219 | NS      | $255197.65    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc                         | RAYONIER ADVANCED MATERIALS INC                              | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      2680 | NS      | $25728.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc                                   | RAPT THERAPEUTICS INC                                        | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |      1059 | NS      | $20968.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc                                              | RAPID7 INC                                                   | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      2473 | NS      | $84032.54     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp                                    | RANPAK HOLDINGS CORP                                         | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |      1663 | NS      | $9595.51      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                                    | RAMACO RESOURCES INC                                         | CUSIP: 75134P303<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |       968 | NS      | $8508.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rallybio Corp                                           | RALLYBIO CORP                                                | CUSIP: 75120L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       697 | NS      | $4579.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                              | RAMBUS INC                                                   | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      4593 | NS      | $164521.26    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                              | RADNET INC                                                   | CUSIP: 750491102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2153 | NS      | $40540.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Global Infrastructure Inc                        | RADIUS GLOBAL INFRASTRUCTURE INC                             | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |      3243 | NS      | $38332.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc                                   | RADIANT LOGISTICS INC                                        | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      1480 | NS      | $7533.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                        | RADIAN GROUP INC                                             | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      6794 | NS      | $129561.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                                | RACKSPACE TECHNOLOGY INC                                     | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2473 | NS      | $7295.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| RPT Realty                                              | RPT REALTY                                                   | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |      3477 | NS      | $34909.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                                       | RMR GROUP INC/THE                                            | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |       630 | NS      | $17797.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                                 | RPC INC                                                      | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3036 | NS      | $26990.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                       | RLJ LODGING TRUST                                            | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6760 | NS      | $71588.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                                | RLI CORP                                                     | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      1644 | NS      | $215807.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                                           | REV GROUP INC                                                | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      1355 | NS      | $17100.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc                            | RCI HOSPITALITY HOLDINGS INC                                 | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |       371 | NS      | $34573.49     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                             | RBB BANCORP                                                  | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |       618 | NS      | $12885.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc                                       | QURATE RETAIL INC                                            | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |     14268 | NS      | $23256.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology Inc                                 | QUOTIENT TECHNOLOGY INC                                      | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |      3918 | NS      | $13438.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                          | QUINSTREET INC                                               | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      2230 | NS      | $32000.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                                          | QUANTERIX CORP                                               | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1421 | NS      | $19680.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum-Si Inc                                          | QUANTUM-SI INC                                               | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3905 | NS      | $7146.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Quanex Building Products Corp                           | QUANEX BUILDING PRODUCTS CORP                                | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      1426 | NS      | $33767.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                              | QUALYS INC                                                   | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      1625 | NS      | $182373.75    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                         | Q2 HOLDINGS INC                                              | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      2360 | NS      | $63413.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                                    | QUAKER CHEMICAL CORP                                         | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       569 | NS      | $94966.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Quad/Graphics Inc                                       | QUAD/GRAPHICS INC                                            | CUSIP: 747301109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1332 | NS      | $5434.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                                        | QCR HOLDINGS INC                                             | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |       690 | NS      | $34251.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Purple Innovation Inc                                   | PURPLE INNOVATION INC                                        | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2216 | NS      | $10614.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PureCycle Technologies Inc                              | PURECYCLE TECHNOLOGIES INC                                   | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4383 | NS      | $29629.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Pure Cycle Corp                                         | PURE CYCLE CORP                                              | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       861 | NS      | $9023.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulmonx Corp                                            | PULMONX CORP                                                 | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |      1395 | NS      | $11759.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                                            | PUBMATIC INC                                                 | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1803 | NS      | $23096.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| P3 Health Partners Inc                                  | P3 HEALTH PARTNERS INC                                       | CUSIP: 744413105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       973 | NS      | $1790.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Provident Financial Services Inc                        | PROVIDENT FINANCIAL SERVICES INC                             | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      3065 | NS      | $65468.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Bancorp Inc                                   | PROVIDENT BANCORP INC                                        | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       579 | NS      | $4215.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Proterra Inc                                            | PROTERRA INC                                                 | CUSIP: 74374T109<br>LEI: 549300KN6Y54A0I8GX14 | Long             | EC               | CORP              | US        |      9351 | NS      | $35253.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Provention Bio Inc                                      | PROVENTION BIO INC                                           | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               | CORP              | US        |      2570 | NS      | $27164.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Proto Labs Inc                                          | PROTO LABS INC                                               | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      1123 | NS      | $28670.19     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                            | PROTAGONIST THERAPEUTICS INC                                 | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1924 | NS      | $20990.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                              | PROMETHEUS BIOSCIENCES INC                                   | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1495 | NS      | $164450.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                                   | PROPETRO HOLDING CORP                                        | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3608 | NS      | $37414.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc                                       | PROS HOLDINGS INC                                            | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |      1754 | NS      | $42552.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                             | PROGYNY INC                                                  | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3166 | NS      | $98620.90     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                                  | PROGRESS SOFTWARE CORP                                       | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      1866 | NS      | $94139.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                       | PROG HOLDINGS INC                                            | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      2113 | NS      | $35688.57     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ProFrac Holding Corp                                    | PROFRAC HOLDING CORP                                         | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       977 | NS      | $24620.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Professional Holding Corp                               | PROFESSIONAL HOLDING CORP                                    | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |       543 | NS      | $15062.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                                 | PRIVIA HEALTH GROUP INC                                      | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2043 | NS      | $46396.53     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCEPT BioRobotics Corp                                | PROCEPT BIOROBOTICS CORP                                     | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1084 | NS      | $45029.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Technology Holdings Inc                        | PRIORITY TECHNOLOGY HOLDINGS INC                             | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Long             | EC               | CORP              | US        |       793 | NS      | $4171.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                       | PROASSURANCE CORP                                            | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      2221 | NS      | $38800.87     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine Inc                                      | PRIME MEDICINE INC                                           | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       433 | NS      | $8045.14      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                                        | PRIMO WATER CORP                                             | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6610 | NS      | $102719.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp                                   | PRIMIS FINANCIAL CORP                                        | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |       880 | NS      | $10428.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                  | PRIMORIS SERVICES CORP                                       | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      2188 | NS      | $48004.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                          | PRICESMART INC                                               | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      1030 | NS      | $62603.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                        | PRESTIGE CONSUMER HEALTHCARE INC                             | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2147 | NS      | $134402.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp                                  | PREMIER FINANCIAL CORP                                       | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1519 | NS      | $40967.43     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                              | PREFORMED LINE PRODUCTS CO                                   | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       103 | NS      | $8578.87      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                           | PREFERRED BANK/LOS ANGELES CA                                | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       570 | NS      | $42533.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc                                            | PRECIGEN INC                                                 | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |      3995 | NS      | $6072.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                          | PRAXIS PRECISION MEDICINES INC                               | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1359 | NS      | $3234.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerSchool Holdings Inc                                | POWERSCHOOL HOLDINGS INC                                     | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1879 | NS      | $43367.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                                  | POWER INTEGRATIONS INC                                       | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      2390 | NS      | $171410.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                                   | POWELL INDUSTRIES INC                                        | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       368 | NS      | $12946.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                                     | POTLATCHDELTIC CORP                                          | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      3356 | NS      | $147630.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc                                 | POSTAL REALTY TRUST INC                                      | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |       702 | NS      | $10200.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Poshmark Inc                                            | POSHMARK INC                                                 | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2001 | NS      | $35777.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                            | PORTLAND GENERAL ELECTRIC CO                                 | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      3771 | NS      | $184779.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo s Inc                                          | PORTILLO'S INC                                               | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1161 | NS      | $18947.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                                         | PORCH GROUP INC                                              | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |      3523 | NS      | $6623.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PolyMet Mining Corp                                     | POLYMET MINING CORP                                          | CUSIP: 731916409<br>LEI: 529900I1B64WM0PRZW40 | Long             | EC               | CORP              | CA        |      1084 | NS      | $2872.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Point Biopharma Global Inc                              | POINT BIOPHARMA GLOBAL INC                                   | CUSIP: 730541109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3571 | NS      | $26032.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT Inc                            | PLYMOUTH INDUSTRIAL REIT INC                                 | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1626 | NS      | $31186.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                             | PLEXUS CORP                                                  | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      1186 | NS      | $122074.98    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | PLBY GROUP INC                                               | CUSIP: 728RGT010<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1412 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Playstudios Inc                                         | PLAYSTUDIOS INC                                              | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3369 | NS      | $13071.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PLBY Group Inc                                          | PLBY GROUP INC                                               | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1412 | NS      | $3883.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Planet Labs PBC                                         | PLANET LABS PBC                                              | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6413 | NS      | $27896.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                        | PITNEY BOWES INC                                             | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      7214 | NS      | $27413.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                       | PIPER SANDLER COS                                            | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       728 | NS      | $94778.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp Inc/NY                                  | PIONEER BANCORP INC/NY                                       | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       489 | NS      | $5574.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc                        | PIEDMONT OFFICE REALTY TRUST INC                             | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5178 | NS      | $47482.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Lithium Inc                                    | PIEDMONT LITHIUM INC                                         | CUSIP: 72016P105<br>LEI: 254900QJ73581MY1JN11 | Long             | EC               | CORP              | US        |       744 | NS      | $32750.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                            | PHREESIA INC                                                 | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      2067 | NS      | $66888.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                 | PHYSICIANS REALTY TRUST                                      | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |      9817 | NS      | $142051.99    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                          | PHOTRONICS INC                                               | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      2472 | NS      | $41603.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                                | PHILLIPS EDISON & CO INC                                     | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |      4941 | NS      | $157321.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                               | PHIBRO ANIMAL HEALTH CORP                                    | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       824 | NS      | $11049.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phathom Pharmaceuticals Inc                             | PHATHOM PHARMACEUTICALS INC                                  | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       941 | NS      | $10558.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PFSweb Inc                                              | PFSWEB INC                                                   | CUSIP: 717098206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       748 | NS      | $4600.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ Inc                                               | PETIQ INC                                                    | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |      1068 | NS      | $9846.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                                      | PETMED EXPRESS INC                                           | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |       800 | NS      | $14160.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Permian Resources Corp                                  | PERMIAN RESOURCES CORP                                       | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      9055 | NS      | $85117.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                                          | PERFICIENT INC                                               | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      1432 | NS      | $99996.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                               | PERELLA WEINBERG PARTNERS                                    | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1480 | NS      | $14504.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                                 | PERDOCEO EDUCATION CORP                                      | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      2764 | NS      | $38419.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PepGen Inc                                              | PEPGEN INC                                                   | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       624 | NS      | $8342.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Corp                         | PEOPLES FINANCIAL SERVICES CORP                              | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       310 | NS      | $16070.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                                  | PEOPLES BANCORP INC/OH                                       | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1144 | NS      | $32318.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc                         | PENNYMAC FINANCIAL SERVICES INC                              | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      1177 | NS      | $66688.82     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                      | PENNYMAC MORTGAGE INVESTMENT TRUST                           | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |      3813 | NS      | $47243.07     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Pennant Group Inc/The                                   | PENNANT GROUP INC/THE                                        | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |      1095 | NS      | $12023.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp                                         | RANGER OIL CORP                                              | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |       829 | NS      | $33516.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                 | PEBBLEBROOK HOTEL TRUST                                      | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      5434 | NS      | $72761.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear Therapeutics Inc                                   | PEAR THERAPEUTICS INC                                        | CUSIP: 704723105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3005 | NS      | $3545.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp                        | PEAPACK-GLADSTONE FINANCIAL CORP                             | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |       717 | NS      | $26686.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                                     | PEABODY ENERGY CORP                                          | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      5067 | NS      | $133870.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                                     | PAYONEER GLOBAL INC                                          | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9128 | NS      | $49930.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paya Holdings Inc                                       | PAYA HOLDINGS INC                                            | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3575 | NS      | $28135.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                                | PATTERSON-UTI ENERGY INC                                     | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      9051 | NS      | $152418.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                                       | PATTERSON COS INC                                            | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      3650 | NS      | $102309.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                  | PATRICK INDUSTRIES INC                                       | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       907 | NS      | $54964.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Party City Holdco Inc                                   | PARTY CITY HOLDCO INC                                        | CUSIP: 702149105<br>LEI: 549300BUAG9YASF5Q703 | Long             | EC               | CORP              | US        |      4195 | NS      | $1533.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Parsons Corp                                            | PARSONS CORP                                                 | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      1413 | NS      | $65351.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc                                       | PARKE BANCORP INC                                            | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |       437 | NS      | $9063.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                      | PARK NATIONAL CORP                                           | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |       603 | NS      | $84872.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp                                     | PARK AEROSPACE CORP                                          | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |       755 | NS      | $10124.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pardes Biosciences Inc                                  | PARDES BIOSCIENCES INC                                       | CUSIP: 69945Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1747 | NS      | $2952.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                                     | PARAMOUNT GROUP INC                                          | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |      7735 | NS      | $45945.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paragon 28 Inc                                          | PARAGON 28 INC                                               | CUSIP: 69913P105<br>LEI: 254900GM24PT1FMTRP66 | Long             | EC               | CORP              | US        |      1949 | NS      | $37245.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                                | PAR PACIFIC HOLDINGS INC                                     | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      2062 | NS      | $47941.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                                     | PAR TECHNOLOGY CORP                                          | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |      1085 | NS      | $28285.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Papa John s International Inc                           | PAPA JOHN'S INTERNATIONAL INC                                | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      1365 | NS      | $112353.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                                    | PALOMAR HOLDINGS INC                                         | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      1036 | NS      | $46785.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                                           | PAGERDUTY INC                                                | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |      3623 | NS      | $96226.88     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen Inc                                    | PACTIV EVERGREEN INC                                         | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |      1808 | NS      | $20538.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                                  | PACIRA BIOSCIENCES INC                                       | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1880 | NS      | $72586.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                             | PACIFIC PREMIER BANCORP INC                                  | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      4047 | NS      | $127723.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California Inc                   | PACIFIC BIOSCIENCES OF CALIFORNIA INC                        | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |      9434 | NS      | $77170.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| PTC Therapeutics Inc                                    | PTC THERAPEUTICS INC                                         | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      3042 | NS      | $116113.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                           | PRA GROUP INC                                                | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      1622 | NS      | $54791.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc                                 | PMV PHARMACEUTICALS INC                                      | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1467 | NS      | $12762.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                                       | PNM RESOURCES INC                                            | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      3603 | NS      | $175790.37    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                        | PJT PARTNERS INC                                             | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       988 | NS      | $72805.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                                     | PGT INNOVATIONS INC                                          | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      2436 | NS      | $43750.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                                       | PDF SOLUTIONS INC                                            | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      1257 | NS      | $35849.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PCSB Financial Corp                                     | PCSB FINANCIAL CORP                                          | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       538 | NS      | $10243.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                             | PCB BANCORP                                                  | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |       502 | NS      | $8880.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                                       | PC CONNECTION INC                                            | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |       459 | NS      | $21527.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                          | PBF ENERGY INC                                               | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      4217 | NS      | $171969.26    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PAM Transportation Services Inc                         | PAM TRANSPORTATION SERVICES INC                              | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       268 | NS      | $6941.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                                   | OXFORD INDUSTRIES INC                                        | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       665 | NS      | $61964.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Owlet Inc                                               | OWLET INC                                                    | CUSIP: 69120X107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       630 | NS      | $352.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                       | OWENS & MINOR INC                                            | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      3098 | NS      | $60503.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc                                       | OVERSTOCK.COM INC                                            | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      1828 | NS      | $35390.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc                                      | OUTSET MEDICAL INC                                           | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2028 | NS      | $52362.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Outlook Therapeutics Inc                                | OUTLOOK THERAPEUTICS INC                                     | CUSIP: 69012T206<br>LEI: 5493007AWUJ6HPMCBH11 | Long             | EC               | CORP              | US        |      4576 | NS      | $4942.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Outfront Media Inc                                      | OUTFRONT MEDIA INC                                           | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      6124 | NS      | $101535.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Outbrain Inc                                            | OUTBRAIN INC                                                 | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |      1528 | NS      | $5531.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc                                              | OUSTER INC                                                   | CUSIP: 68989M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5808 | NS      | $5012.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Otter Tail Corp                                         | OTTER TAIL CORP                                              | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1782 | NS      | $104621.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                                        | OSCAR HEALTH INC                                             | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4820 | NS      | $11857.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                                    | ORTHOFIX MEDICAL INC                                         | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       770 | NS      | $15808.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp                                    | ORTHOPEDIATRICS CORP                                         | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |       633 | NS      | $25149.09     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services Inc                         | ORRSTOWN FINANCIAL SERVICES INC                              | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |       407 | NS      | $9426.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                                  | ORMAT TECHNOLOGIES INC                                       | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      2071 | NS      | $179100.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office REIT Inc                                   | ORION OFFICE REIT INC                                        | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2334 | NS      | $19932.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARK Inc                                                | BARK INC                                                     | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4980 | NS      | $7420.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials Inc                                    | ORIGIN MATERIALS INC                                         | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |      4342 | NS      | $20016.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Origin Bancorp Inc                                      | ORIGIN BANCORP INC                                           | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |       931 | NS      | $34167.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                              | ORGANOGENESIS HOLDINGS INC                                   | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |      3050 | NS      | $8204.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc                               | ORCHID ISLAND CAPITAL INC                                    | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |      1508 | NS      | $15834.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| OraSure Technologies Inc                                | ORASURE TECHNOLOGIES INC                                     | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      3045 | NS      | $14676.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                                  | OPTION CARE HEALTH INC                                       | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |      6697 | NS      | $201512.73    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                                         | OPTIMIZERX CORP                                              | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       697 | NS      | $11709.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OppFi Inc                                               | OPPFI INC                                                    | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       515 | NS      | $1055.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc                                | OPPENHEIMER HOLDINGS INC                                     | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       353 | NS      | $14942.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                                  | OPORTUN FINANCIAL CORP                                       | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |      1065 | NS      | $5868.15      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                                         | OPKO HEALTH INC                                              | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |     16410 | NS      | $20512.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp                                       | OPEN LENDING CORP                                            | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4557 | NS      | $30759.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                                | OOMA INC                                                     | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       968 | NS      | $13184.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                                                | ON24 INC                                                     | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1712 | NS      | $14774.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                                     | ONTO INNOVATION INC                                          | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      2091 | NS      | $142376.19    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                             | ONESPAN INC                                                  | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |      1665 | NS      | $18631.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc                                     | ONEWATER MARINE INC                                          | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       474 | NS      | $13556.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc                                    | 1LIFE HEALTHCARE INC                                         | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7782 | NS      | $130037.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com Inc                                   | 1-800-FLOWERS.COM INC                                        | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1185 | NS      | $11328.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc                              | ONE LIBERTY PROPERTIES INC                                   | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               | CORP              | US        |       651 | NS      | $14465.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncology Institute Inc/The                              | ONCOLOGY INSTITUTE INC/THE                                   | CUSIP: 68236X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1478 | NS      | $2438.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ondas Holdings Inc                                      | ONDAS HOLDINGS INC                                           | CUSIP: 68236H204<br>LEI: 549300JWLHDUB82V8607 | Long             | EC               | CORP              | US        |      1608 | NS      | $2556.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                             | ONE GAS INC                                                  | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      2267 | NS      | $171657.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Omniab Inc/old                                          | OMNIAB INC/OLD                                               | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       233 | NS      | $203.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Omniab Inc/old                                          | OMNIAB INC/OLD                                               | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       233 | NS      | $234.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OmniAb Inc                                              | OMNIAB INC                                                   | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3013 | NS      | $10846.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                            | OMNICELL INC                                                 | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      1859 | NS      | $93730.78     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex Inc                                          | OMEGA FLEX INC                                               | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       137 | NS      | $12784.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Olympic Steel Inc                                       | OLYMPIC STEEL INC                                            | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |       430 | NS      | $14439.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc                                                 | OLO INC                                                      | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3682 | NS      | $23012.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc                                  | OLD SECOND BANCORP INC                                       | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      1729 | NS      | $27733.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                                 | OLD NATIONAL BANCORP/IN                                      | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     12352 | NS      | $222088.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc                            | OIL STATES INTERNATIONAL INC                                 | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      2590 | NS      | $19321.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Offerpad Solutions Inc                                  | OFFERPAD SOLUTIONS INC                                       | CUSIP: 67623L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2612 | NS      | $1202.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Office Properties Income Trust                          | OFFICE PROPERTIES INCOME TRUST                               | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1951 | NS      | $26045.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocugen Inc                                              | OCUGEN INC                                                   | CUSIP: 67577C105<br>LEI: 549300JVNUI9CXWJLR09 | Long             | EC               | CORP              | US        |      8964 | NS      | $11653.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocular Therapeutix Inc                                  | OCULAR THERAPEUTIX INC                                       | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |      3069 | NS      | $8623.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                               | OCEANFIRST FINANCIAL CORP                                    | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2443 | NS      | $51913.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                           | OCEANEERING INTERNATIONAL INC                                | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      4206 | NS      | $73562.94     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                                       | CHORD ENERGY CORP                                            | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      1777 | NS      | $243111.37    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                         | OSI SYSTEMS INC                                              | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       681 | NS      | $54153.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                             | OFG BANCORP                                                  | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      1988 | NS      | $54789.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                           | O-I GLASS INC                                                | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6733 | NS      | $111565.81    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                                        | NUVATION BIO INC                                             | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4946 | NS      | $9496.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                                  | NURIX THERAPEUTICS INC                                       | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2022 | NS      | $22201.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc                                        | NUTEX HEALTH INC                                             | CUSIP: 67079U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10460 | NS      | $19874.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp                                      | NUSCALE POWER CORP                                           | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1272 | NS      | $13050.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                                            | NUVASIVE INC                                                 | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      2195 | NS      | $90521.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                            | NUVALENT INC                                                 | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       840 | NS      | $25015.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                                 | NU SKIN ENTERPRISES INC                                      | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      2137 | NS      | $90095.92     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                                 | NOW INC                                                      | CUSIP: 67011P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4642 | NS      | $58953.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                             | NOVANTA INC                                                  | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1495 | NS      | $203125.65    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc                                  | NOVAGOLD RESOURCES INC                                       | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |     10066 | NS      | $60194.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                                       | NORTHWESTERN CORP                                            | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      2497 | NS      | $148171.98    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Co                                       | NORTHWEST PIPE CO                                            | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |       386 | NS      | $13008.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                            | NORTHWEST NATURAL HOLDING CO                                 | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      1453 | NS      | $69148.27     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                                | NORTHWEST BANCSHARES INC                                     | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5127 | NS      | $71675.46     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                                  | NORTHFIELD BANCORP INC                                       | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1839 | NS      | $28927.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc                                | NORTHERN OIL AND GAS INC                                     | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      2795 | NS      | $86141.90     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                          | NORTHEAST BANK                                               | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |       257 | NS      | $10819.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Noodles & Co                                            | NOODLES & CO                                                 | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |      1660 | NS      | $9113.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                              | NKARTA INC                                                   | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1329 | NS      | $7960.71      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                                              | NLIGHT INC                                                   | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1946 | NS      | $19732.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices Inc                                         | 908 DEVICES INC                                              | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       859 | NS      | $6545.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikola Corp                                             | NIKOLA CORP                                                  | CUSIP: 654110105<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               | CORP              | US        |     14173 | NS      | $30613.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Nicolet Bankshares Inc                                  | NICOLET BANKSHARES INC                                       | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       527 | NS      | $42049.33     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNav Inc                                             | NEXTNAV INC                                                  | CUSIP: 65345N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2814 | NS      | $8245.02      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NextGen Healthcare Inc                                  | NEXTGEN HEALTHCARE INC                                       | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2433 | NS      | $45691.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Real Estate Finance Inc                        | NEXPOINT REAL ESTATE FINANCE INC                             | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $4767.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NI Holdings Inc                                         | NI HOLDINGS INC                                              | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |       350 | NS      | $4644.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp                                         | NEXTDECADE CORP                                              | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |      1498 | NS      | $7400.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                          | NEXPOINT RESIDENTIAL TRUST INC                               | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       969 | NS      | $42170.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc                          | NEXTIER OILFIELD SOLUTIONS INC                               | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |      7397 | NS      | $68348.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Newpark Resources Inc                                   | NEWPARK RESOURCES INC                                        | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      3512 | NS      | $14574.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                       | NEWMARK GROUP INC                                            | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5576 | NS      | $44440.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                             | NEW YORK MORTGAGE TRUST INC                                  | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     15694 | NS      | $40176.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                               | NEW JERSEY RESOURCES CORP                                    | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      4056 | NS      | $201258.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp                                              | NEVRO CORP                                                   | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |      1463 | NS      | $57934.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp                                          | NETSTREIT CORP                                               | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |      2273 | NS      | $41664.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                                    | NETSCOUT SYSTEMS INC                                         | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      2893 | NS      | $94051.43     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                             | NETGEAR INC                                                  | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      1169 | NS      | $21170.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NerdWallet Inc                                          | NERDWALLET INC                                               | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |      1100 | NS      | $10560.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nerdy Inc                                               | NERDY INC                                                    | CUSIP: 64081V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2073 | NS      | $4664.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| NeoGenomics Inc                                         | NEOGENOMICS INC                                              | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5297 | NS      | $48944.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                             | NEOGEN CORP                                                  | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      9351 | NS      | $142415.73    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                              | NELNET INC                                                   | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |       621 | NS      | $56355.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                                     | NEKTAR THERAPEUTICS                                          | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |      7407 | NS      | $16739.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                            | NAVIENT CORP                                                 | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      4655 | NS      | $76574.75     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nautilus Biotechnology Inc                              | NAUTILUS BIOTECHNOLOGY INC                                   | CUSIP: 63909J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2938 | NS      | $5288.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nature s Sunshine Products Inc                          | NATURE'S SUNSHINE PRODUCTS INC                               | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       554 | NS      | $4609.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc                  | NATURAL GROCERS BY VITAMIN COTTAGE INC                       | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |       381 | NS      | $3482.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group Inc                         | NATIONAL WESTERN LIFE GROUP INC                              | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |        94 | NS      | $26414.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                            | NATIONAL VISION HOLDINGS INC                                 | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      3384 | NS      | $131163.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corp                                  | NATIONAL RESEARCH CORP                                       | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |       581 | NS      | $21671.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc                          | NATIONAL PRESTO INDUSTRIES INC                               | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       203 | NS      | $13897.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                           | NATIONAL HEALTH INVESTORS INC                                | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      1813 | NS      | $94674.86     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                                | NATIONAL HEALTHCARE CORP                                     | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       543 | NS      | $32308.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                                  | NATIONAL BEVERAGE CORP                                       | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |       995 | NS      | $46297.35     | 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        |      1247 | NS      | $52461.29     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies Inc                         | NAPCO SECURITY TECHNOLOGIES INC                              | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      1202 | NS      | $33030.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies Inc                             | NANOSTRING TECHNOLOGIES INC                                  | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |      1894 | NS      | $15095.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries Inc                                    | NACCO INDUSTRIES INC                                         | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       155 | NS      | $5890.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                                          | NV5 GLOBAL INC                                               | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       570 | NS      | $75422.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc                              | NGM BIOPHARMACEUTICALS INC                                   | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |      1586 | NS      | $7961.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                        | NMI HOLDINGS INC                                             | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      3512 | NS      | $73400.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NL Industries Inc                                       | NL INDUSTRIES INC                                            | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       295 | NS      | $2008.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc                                              | N-ABLE INC                                                   | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2942 | NS      | $30243.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                         | NBT BANCORP INC                                              | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1762 | NS      | $76506.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                                     | MYRIAD GENETICS INC                                          | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      3335 | NS      | $48390.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                                    | MYERS INDUSTRIES INC                                         | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      1560 | NS      | $34678.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                          | MURPHY USA INC                                               | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       894 | NS      | $249908.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                         | MURPHY OIL CORP                                              | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      6296 | NS      | $270790.96    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiplan Corp                                          | MULTIPLAN CORP                                               | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15306 | NS      | $17601.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mullen Automotive Inc                                   | MULLEN AUTOMOTIVE INC                                        | CUSIP: 62526P109<br>LEI: 549300HXMIP6GFG42241 | Long             | EC               | CORP              | US        |     14071 | NS      | $4024.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Mr Cooper Group Inc                                     | MR COOPER GROUP INC                                          | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      2935 | NS      | $117781.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                              | MUELLER WATER PRODUCTS INC                                   | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      6585 | NS      | $70854.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                                  | MUELLER INDUSTRIES INC                                       | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      2360 | NS      | $139240.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                        | MOVADO GROUP INC                                             | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       643 | NS      | $20736.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc                           | MOTORCAR PARTS OF AMERICA INC                                | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |       773 | NS      | $9167.78      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc                                     | MORPHIC HOLDING INC                                          | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |      1113 | NS      | $29772.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                                | MOOG INC                                                     | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      1199 | NS      | $105224.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc                        | MONTROSE ENVIRONMENTAL GROUP INC                             | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |      1157 | NS      | $51359.23     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                             | MONTE ROSA THERAPEUTICS INC                                  | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1118 | NS      | $8507.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Montauk Renewables Inc                                  | MONTAUK RENEWABLES INC                                       | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2761 | NS      | $30453.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Monro Inc                                               | MONRO INC                                                    | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1344 | NS      | $60748.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Moneylion Inc                                           | MONEYLION INC                                                | CUSIP: 60938K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5531 | NS      | $3429.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International Inc                             | MONEYGRAM INTERNATIONAL INC                                  | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |      3868 | NS      | $42122.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                             | MONARCH CASINO & RESORT INC                                  | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       561 | NS      | $43135.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentus Inc                                            | MOMENTUS INC                                                 | CUSIP: 60879E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2085 | NS      | $1626.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc                                    | MOMENTIVE GLOBAL INC                                         | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |      5586 | NS      | $39102.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                             | MOELIS & CO                                                  | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      2668 | NS      | $102371.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                                           | MODIVCARE INC                                                | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |       523 | NS      | $46928.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                                 | MODINE MANUFACTURING CO                                      | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      2101 | NS      | $41725.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N Inc                                             | MODEL N INC                                                  | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |      1560 | NS      | $63273.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                                       | MITEK SYSTEMS INC                                            | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |      1762 | NS      | $17073.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc                                     | MISSION PRODUCE INC                                          | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |      1635 | NS      | $18998.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc                               | MIRUM PHARMACEUTICALS INC                                    | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |       735 | NS      | $14332.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                                 | MIRION TECHNOLOGIES INC                                      | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |      5900 | NS      | $38999.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Minerals Technologies Inc                               | MINERALS TECHNOLOGIES INC                                    | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      1366 | NS      | $82943.52     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                                        | MIMEDX GROUP INC                                             | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4507 | NS      | $12529.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                                | MILLER INDUSTRIES INC/TN                                     | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |       454 | NS      | $12103.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                         | MILLERKNOLL INC                                              | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      3185 | NS      | $66916.85     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc                          | MIDWESTONE FINANCIAL GROUP INC                               | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       591 | NS      | $18764.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                              | MIDLAND STATES BANCORP INC                                   | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |       877 | NS      | $23345.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                                      | MIDDLESEX WATER CO                                           | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       729 | NS      | $57350.43     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc                                    | MID PENN BANCORP INC                                         | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       575 | NS      | $17232.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc                                  | MICROVAST HOLDINGS INC                                       | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |      7066 | NS      | $10810.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MicroStrategy Inc                                       | MICROSTRATEGY INC                                            | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |       394 | NS      | $55778.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| MicroVision Inc                                         | MICROVISION INC                                              | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               | CORP              | US        |      6754 | NS      | $15871.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Metropolitan Bank Holding Corp                          | METROPOLITAN BANK HOLDING CORP                               | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       418 | NS      | $24524.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares Inc                                | METROCITY BANKSHARES INC                                     | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |       825 | NS      | $17844.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                                 | METHODE ELECTRONICS INC                                      | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      1523 | NS      | $67575.51     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                                  | PATHWARD FINANCIAL INC                                       | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      1209 | NS      | $52047.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc                                   | MESA LABORATORIES INC                                        | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |       213 | NS      | $35402.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics Inc                                | MERSANA THERAPEUTICS INC                                     | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |      3912 | NS      | $22924.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                     | MERITAGE HOMES CORP                                          | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      1564 | NS      | $144200.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                               | MERIT MEDICAL SYSTEMS INC                                    | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      2356 | NS      | $166380.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MeridianLink Inc                                        | MERIDIANLINK INC                                             | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       961 | NS      | $13194.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc                                 | MERIDIAN BIOSCIENCE INC                                      | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |      1809 | NS      | $60076.89     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                                    | MERCURY GENERAL CORP                                         | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      1131 | NS      | $38680.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                                    | MERCHANTS BANCORP/IN                                         | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |       659 | NS      | $16026.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                                    | MERCANTILE BANK CORP                                         | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |       639 | NS      | $21393.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                                    | MEDPACE HOLDINGS INC                                         | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      1086 | NS      | $230677.26    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                             | PEDIATRIX MEDICAL GROUP INC                                  | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3497 | NS      | $51965.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                            | MEDIFAST INC                                                 | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |       457 | NS      | $52714.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha Inc                                          | MEDIAALPHA INC                                               | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1008 | NS      | $10029.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                        | MCGRATH RENTCORP                                             | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      1017 | NS      | $100418.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                             | MAXIMUS INC                                                  | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      2552 | NS      | $187138.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc                                  | MAXAR TECHNOLOGIES INC                                       | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      3161 | NS      | $163550.14    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc                                             | MAXCYTE INC                                                  | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |      3548 | NS      | $19372.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                           | MAXLINEAR INC                                                | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      3152 | NS      | $107010.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                             | MATTHEWS INTERNATIONAL CORP                                  | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      1263 | NS      | $38445.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Matterport Inc                                          | MATTERPORT INC                                               | CUSIP: 577096100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9605 | NS      | $26894.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Matson Inc                                              | MATSON INC                                                   | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1565 | NS      | $97828.15     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                           | MATERION CORP                                                | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       863 | NS      | $75521.13     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                    | MATADOR RESOURCES CO                                         | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      4810 | NS      | $275324.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc                           | MASTERCRAFT BOAT HOLDINGS INC                                | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |       730 | NS      | $18885.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp                             | MASONITE INTERNATIONAL CORP                                  | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |       935 | NS      | $75370.35     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                                    | MARTEN TRANSPORT LTD                                         | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2457 | NS      | $48599.46     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta Inc                                             | MARQETA INC                                                  | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18798 | NS      | $114855.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketWise Inc                                          | MARKETWISE INC                                               | CUSIP: 57064P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       651 | NS      | $1093.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Markforged Holding Corp                                 | MARKFORGED HOLDING CORP                                      | CUSIP: 57064N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4763 | NS      | $5525.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marine Products Corp                                    | MARINE PRODUCTS CORP                                         | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       364 | NS      | $4284.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                           | MARINEMAX INC                                                | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |       862 | NS      | $26911.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                                         | MARCUS CORP/THE                                              | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      1001 | NS      | $14404.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                  | MARCUS & MILLICHAP INC                                       | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      1053 | NS      | $36275.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Digital Holdings Inc                           | MARATHON DIGITAL HOLDINGS INC                                | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |      4630 | NS      | $15834.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MannKind Corp                                           | MANNKIND CORP                                                | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |     10657 | NS      | $56162.39     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Manitowoc Co Inc/The                                    | MANITOWOC CO INC/THE                                         | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      1389 | NS      | $12723.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                        | MALIBU BOATS INC                                             | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       839 | NS      | $44718.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                 | MAGNOLIA OIL & GAS CORP                                      | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7490 | NS      | $175640.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                                             | MAGNITE INC                                                  | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      5569 | NS      | $58975.71     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                            | MADRIGAL PHARMACEUTICALS INC                                 | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |       548 | NS      | $159057.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp                | MADISON SQUARE GARDEN ENTERTAINMENT CORP                     | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1085 | NS      | $48792.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                       | STEVEN MADDEN LTD                                            | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      3273 | NS      | $104605.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                                         | MACROGENICS INC                                              | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |      2608 | NS      | $17499.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                                   | VERIS RESIDENTIAL INC                                        | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3625 | NS      | $57746.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                         | MACERICH CO/THE                                              | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      9050 | NS      | $101903.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corp                                      | MACATAWA BANK CORP                                           | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1124 | NS      | $12397.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc                 | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                      | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2133 | NS      | $134336.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                           | MYR GROUP INC                                                | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       697 | NS      | $64172.79     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp                                      | MVB FINANCIAL CORP                                           | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |       434 | NS      | $9556.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                          | MRC GLOBAL INC                                               | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |      3559 | NS      | $41213.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                           | M/I HOMES INC                                                | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      1136 | NS      | $52460.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                                     | MGP INGREDIENTS INC                                          | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |       589 | NS      | $62657.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                                          | MGE ENERGY INC                                               | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1574 | NS      | $110809.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                                       | MFA FINANCIAL INC                                            | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |      4386 | NS      | $43202.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                                        | MDC HOLDINGS INC                                             | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      2417 | NS      | $76377.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc                                                | MBIA INC                                                     | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |      1968 | NS      | $25288.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma Inc                                  | LYELL IMMUNOPHARMA INC                                       | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7406 | NS      | $25698.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp                                     | LUTHER BURBANK CORP                                          | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |       601 | NS      | $6677.11      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Luminar Technologies Inc                                | LUMINAR TECHNOLOGIES INC                                     | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Long             | EC               | CORP              | US        |     10391 | NS      | $51435.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| LL Flooring Holdings Inc                                | LL FLOORING HOLDINGS INC                                     | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1249 | NS      | $7019.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lulu s Fashion Lounge Holdings Inc                      | LULU'S FASHION LOUNGE HOLDINGS INC                           | CUSIP: 55003A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       741 | NS      | $1859.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Loyalty Ventures Inc                                    | LOYALTY VENTURES INC                                         | CUSIP: 54911Q107<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | EC               | CORP              | US        |       767 | NS      | $1848.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Lovesac Co/The                                          | LOVESAC CO/THE                                               | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       546 | NS      | $12017.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lordstown Motors Corp                                   | LORDSTOWN MOTORS CORP                                        | CUSIP: 54405Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6854 | NS      | $7813.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Local Bounti Corp                                       | LOCAL BOUNTI CORP                                            | CUSIP: 53960E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2643 | NS      | $3673.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveVox Holdings Inc                                    | LIVEVOX HOLDINGS INC                                         | CUSIP: 53838L100<br>LEI: 5493008LL6C0ZXV5O729 | Long             | EC               | CORP              | US        |       851 | NS      | $2527.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                                   | LIVERAMP HOLDINGS INC                                        | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      2809 | NS      | $65842.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                             | LIVENT CORP                                                  | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      6835 | NS      | $135811.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc                                          | LIVEPERSON INC                                               | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |      2884 | NS      | $29243.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                                 | LIVE OAK BANCSHARES INC                                      | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1346 | NS      | $40649.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp                                           | LIQUIDIA CORP                                                | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2035 | NS      | $12962.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Liquidity Services Inc                                  | LIQUIDITY SERVICES INC                                       | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |      1020 | NS      | $14341.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                           | LIONS GATE ENTERTAINMENT CORP                                | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      4993 | NS      | $27111.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                           | LIONS GATE ENTERTAINMENT CORP                                | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      2389 | NS      | $13641.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                            | LINDSAY CORP                                                 | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       465 | NS      | $75725.25     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings Inc                       | LINDBLAD EXPEDITIONS HOLDINGS INC                            | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |      1444 | NS      | $11118.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Edgio Inc                                               | EDGIO INC                                                    | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |      5424 | NS      | $6129.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightning eMotors Inc                                   | LIGHTNING EMOTORS INC                                        | CUSIP: 53228T101<br>LEI: 549300JQ9U3NF5XD5A71 | Long             | EC               | CORP              | US        |      1498 | NS      | $549.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc                             | LIFESTANCE HEALTH GROUP INC                                  | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2954 | NS      | $14592.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Logic Inc                                     | LIGHTWAVE LOGIC INC                                          | CUSIP: 532275104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4731 | NS      | $20390.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands Inc                                     | LIFETIME BRANDS INC                                          | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |       498 | NS      | $3779.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                              | LIGAND PHARMACEUTICALS INC                                   | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       638 | NS      | $42618.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc                            | LIFE TIME GROUP HOLDINGS INC                                 | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1754 | NS      | $20977.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Media Corp-Liberty Braves                       | LIBERTY MEDIA CORP-LIBERTY BRAVES                            | CUSIP: 531229888<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1587 | NS      | $51149.01     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Braves                       | LIBERTY MEDIA CORP-LIBERTY BRAVES                            | CUSIP: 531229706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       425 | NS      | $13884.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                      | LIBERTY ENERGY INC                                           | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6046 | NS      | $96796.46     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                    | LXP INDUSTRIAL TRUST                                         | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     11526 | NS      | $115490.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals Inc                             | LEXICON PHARMACEUTICALS INC                                  | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3479 | NS      | $6644.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                                         | LENDINGTREE INC                                              | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       448 | NS      | $9555.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                        | LENDINGCLUB CORP                                             | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      4354 | NS      | $38315.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc                                            | LEMONADE INC                                                 | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |      2000 | NS      | $27360.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| LeMaitre Vascular Inc                                   | LEMAITRE VASCULAR INC                                        | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |       836 | NS      | $38472.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corp                                     | LEGACY HOUSING CORP                                          | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       365 | NS      | $6920.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc                                       | LEGALZOOM.COM INC                                            | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |      4175 | NS      | $32314.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Leafly Holdings Inc                                     | LEAFLY HOLDINGS INC                                          | CUSIP: 52178J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1624 | NS      | $1058.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group Inc                        | DISTRIBUTION SOLUTIONS GROUP INC                             | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $7372.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                                  | LAUREATE EDUCATION INC                                       | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      5722 | NS      | $55045.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                                        | LATHAM GROUP INC                                             | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1668 | NS      | $5370.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Latch Inc                                               | LATCH INC                                                    | CUSIP: 51818V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4687 | NS      | $3327.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Laredo Petroleum Inc                                    | VITAL ENERGY INC                                             | CUSIP: 516806205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       724 | NS      | $37228.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                   | LANTHEUS HOLDINGS INC                                        | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      2882 | NS      | $146866.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Landsea Homes Corp                                      | LANDSEA HOMES CORP                                           | CUSIP: 51509P103<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | US        |       453 | NS      | $2360.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands  End Inc                                          | LANDS' END INC                                               | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |       565 | NS      | $4288.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc                                 | LIFECORE BIOMEDICAL INC                                      | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |      1125 | NS      | $7290.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                                   | LANCASTER COLONY CORP                                        | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       820 | NS      | $161786.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                                 | LAKELAND FINANCIAL CORP                                      | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1033 | NS      | $75378.01     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc                                    | LAKELAND BANCORP INC                                         | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |      2624 | NS      | $46208.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                     | LADDER CAPITAL CORP                                          | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |      4786 | NS      | $48051.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                            | LA-Z-BOY INC                                                 | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      1841 | NS      | $42011.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                      | LTC PROPERTIES INC                                           | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      1678 | NS      | $59619.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                                      | LSB INDUSTRIES INC                                           | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |      3092 | NS      | $41123.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Li-Cycle Holdings Corp                                  | LI-CYCLE HOLDINGS CORP                                       | CUSIP: 50202P105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      5903 | NS      | $28098.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| LCI Industries                                          | LCI INDS COM                                                 | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      1077 | NS      | $99568.65     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                           | LGI HOMES INC                                                | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       860 | NS      | $79636.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                                           | LHC GROUP INC                                                | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      1277 | NS      | $206478.13    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                                 | KYMERA THERAPEUTICS INC                                      | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1699 | NS      | $42407.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Kura Oncology Inc                                       | KURA ONCOLOGY INC                                            | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      2680 | NS      | $33258.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc                                      | KURA SUSHI USA INC                                           | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       191 | NS      | $9106.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                          | KULICKE & SOFFA INDUSTRIES INC                               | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      2396 | NS      | $106046.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                                     | KRYSTAL BIOTECH INC                                          | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |       896 | NS      | $70981.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Bio Inc                                          | KRONOS BIO INC                                               | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1656 | NS      | $2682.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Kronos Worldwide Inc                                    | KRONOS WORLDWIDE INC                                         | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |       885 | NS      | $8319.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                                        | KRISPY KREME INC                                             | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3104 | NS      | $32033.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Kratos Defense & Security Solutions Inc                 | KRATOS DEFENSE & SECURITY SOLUTIONS INC                      | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      5281 | NS      | $54499.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                       | KOSMOS ENERGY LTD                                            | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |     19497 | NS      | $124000.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KORE Group Holdings Inc                                 | KORE GROUP HOLDINGS INC                                      | CUSIP: 50066V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1342 | NS      | $1690.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Korn Ferry                                              | KORN FERRY                                                   | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      2223 | NS      | $112528.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                                    | KOPPERS HOLDINGS INC                                         | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       833 | NS      | $23490.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                      | KONTOOR BRANDS INC                                           | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      2321 | NS      | $92816.79     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Kodiak Sciences Inc                                     | KODIAK SCIENCES INC                                          | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |      1361 | NS      | $9744.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4 Inc                                             | KNOWBE4 INC                                                  | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3072 | NS      | $76124.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                            | KNOWLES CORP                                                 | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      3770 | NS      | $61903.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                 | KITE REALTY GROUP TRUST                                      | CUSIP: 49803T300<br>LEI: 549300OVTYLM7DH6CM14 | Long             | EC               | CORP              | US        |      9340 | NS      | $196607.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                               | KINSALE CAPITAL GROUP INC                                    | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       925 | NS      | $241906.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinnate Biopharma Inc                                   | KINNATE BIOPHARMA INC                                        | CUSIP: 49705R105<br>LEI: 549300YVIWV7HJ5WHI66 | Long             | EC               | CORP              | US        |      1148 | NS      | $7002.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kimball Electronics Inc                                 | KIMBALL ELECTRONICS INC                                      | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      1000 | NS      | $22590.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International Inc                               | KIMBALL INTERNATIONAL INC                                    | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |      1409 | NS      | $9158.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                              | KFORCE INC                                                   | CUSIP: 493732101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       860 | NS      | $47153.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                                 | KEZAR LIFE SCIENCES INC                                      | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |      2133 | NS      | $15016.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                                  | KEROS THERAPEUTICS INC                                       | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       804 | NS      | $38608.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                             | KENNEDY-WILSON HOLDINGS INC                                  | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |      4975 | NS      | $78256.75     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                          | KENNAMETAL INC                                               | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      3423 | NS      | $82357.38     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                      | KELLY SERVICES INC                                           | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1471 | NS      | $24859.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                                | KEARNY FINANCIAL CORP/MD                                     | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2373 | NS      | $24085.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                 | KB HOME                                                      | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      3289 | NS      | $104754.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc                             | KARYOPHARM THERAPEUTICS INC                                  | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |      2996 | NS      | $10186.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                                 | KARUNA THERAPEUTICS INC                                      | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1292 | NS      | $253878.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging Inc                                     | KARAT PACKAGING INC                                          | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |       224 | NS      | $3218.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                                              | KAMAN CORP                                                   | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |      1149 | NS      | $25622.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals Inc                            | KALVISTA PHARMACEUTICALS INC                                 | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |       974 | NS      | $6584.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaleyra Inc                                             | KALEYRA INC                                                  | CUSIP: 483379103<br>LEI: 549300Q16CZ1PDK9BL93 | Long             | EC               | CORP              | US        |      1127 | NS      | $851.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                                    | KAISER ALUMINUM CORP                                         | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       675 | NS      | $51273.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                              | KADANT INC                                                   | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       487 | NS      | $86505.81     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc                       | KKR REAL ESTATE FINANCE TRUST INC                            | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |      2462 | NS      | $34369.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                                | KAR AUCTION SERVICES INC                                     | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      4763 | NS      | $62157.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                          | ZIFF DAVIS INC                                               | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      1926 | NS      | $152346.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics Inc                                 | JOUNCE THERAPEUTICS INC                                      | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |      1615 | NS      | $1792.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                          | JOINT CORP/THE                                               | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       606 | NS      | $8471.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                                    | JOHNSON OUTDOORS INC                                         | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       227 | NS      | $15009.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp Inc                               | JOHN MARSHALL BANCORP INC                                    | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       478 | NS      | $13756.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                             | JOHN BEAN TECHNOLOGIES CORP                                  | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      1367 | NS      | $124848.11    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JOANN Inc                                               | JOANN INC                                                    | CUSIP: 47768J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       419 | NS      | $1194.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                                    | JELD-WEN HOLDING INC                                         | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      3415 | NS      | $32954.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc                           | JANUS INTERNATIONAL GROUP INC                                | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3513 | NS      | $33443.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics Inc                                  | JANUX THERAPEUTICS INC                                       | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       691 | NS      | $9100.47      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                   | JACKSON FINANCIAL INC                                        | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      3134 | NS      | $109031.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dakota Gold Corp                                        | DAKOTA GOLD CORP                                             | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2267 | NS      | $6914.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                                     | JACK IN THE BOX INC                                          | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |       902 | NS      | $61543.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                                  | J & J SNACK FOODS CORP                                       | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       639 | NS      | $95664.69     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                                          | IVERIC BIO INC                                               | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |      5638 | NS      | $120709.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc / US                               | IVANHOE ELECTRIC INC / US                                    | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       628 | NS      | $7630.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                               | ITRON INC                                                    | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      1892 | NS      | $95829.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals Inc                                        | I3 VERTICALS INC                                             | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |       904 | NS      | $22003.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                                  | ITEOS THERAPEUTICS INC                                       | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       980 | NS      | $19139.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 ETF                                | ISHARES RUSSELL 2000 ETF                                     | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |      1863 | NS      | $324832.68    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Ironwood Pharmaceuticals Inc                            | IRONWOOD PHARMACEUTICALS INC                                 | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      5734 | NS      | $71044.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IronNet Inc                                             | IRONNET INC                                                  | CUSIP: 46323Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2480 | NS      | $570.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| iRobot Corp                                             | IROBOT CORP                                                  | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      1130 | NS      | $54386.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                              | IRIDIUM COMMUNICATIONS INC                                   | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      5343 | NS      | $274630.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                                           | IRADIMED CORP                                                | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |       284 | NS      | $8034.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                             | IOVANCE BIOTHERAPEUTICS INC COM                              | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |      6457 | NS      | $41260.23     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                                | IONQ INC                                                     | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4797 | NS      | $16549.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Invitae Corp                                            | INVITAE CORP                                                 | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |     10173 | NS      | $18921.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Investors Title Co                                      | INVESTORS TITLE CO                                           | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        55 | NS      | $8115.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                            | INVESCO MORTGAGE CAPITAL INC                                 | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |      1485 | NS      | $18904.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| InvenTrust Properties Corp                              | INVENTRUST PROPERTIES CORP                                   | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |      2870 | NS      | $67932.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc                                     | INTREPID POTASH INC                                          | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |       443 | NS      | $12789.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc                            | INTRA-CELLULAR THERAPIES INC                                 | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |      3928 | NS      | $207869.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc                         | INTERNATIONAL MONEY EXPRESS INC                              | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1314 | NS      | $32022.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                           | INTERNATIONAL BANCSHARES CORP                                | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      2323 | NS      | $106300.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                        | INTERDIGITAL INC                                             | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1250 | NS      | $61850.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                           | INTERFACE INC                                                | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      2391 | NS      | $23599.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc                           | INTERCEPT PHARMACEUTICALS INC                                | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |       973 | NS      | $12036.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                                       | INTER PARFUMS INC                                            | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       752 | NS      | $72583.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp                        | INTEGRAL AD SCIENCE HOLDING CORP                             | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1623 | NS      | $14266.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc                                              | INTAPP INC                                                   | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       635 | NS      | $15836.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                               | INTELLIA THERAPEUTICS INC                                    | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      3561 | NS      | $124243.29    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                                   | INTEGER HOLDINGS CORP                                        | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      1431 | NS      | $97966.26     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspirato Inc                                           | INSPIRATO INC                                                | CUSIP: 45791E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       995 | NS      | $1184.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp                                   | INNOVAGE HOLDING CORP                                        | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       745 | NS      | $5349.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inotiv Inc                                              | INOTIV INC                                                   | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |       706 | NS      | $3487.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Instil Bio Inc                                          | INSTIL BIO INC                                               | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2930 | NS      | $1845.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment Inc                              | INSPIRED ENTERTAINMENT INC                                   | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |       848 | NS      | $10744.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp                                            | INSEEGO CORP                                                 | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |      3778 | NS      | $3182.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Innovative Industrial Properties Inc                    | INNOVATIVE INDUSTRIAL PROPERTIES INC                         | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |      1200 | NS      | $121620.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                            | INNOVIVA INC                                                 | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      2723 | NS      | $36079.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc                         | INSTALLED BUILDING PRODUCTS INC                              | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       999 | NS      | $85514.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                              | INOGEN INC                                                   | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |       939 | NS      | $18507.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings Inc                                | INSTRUCTURE HOLDINGS INC                                     | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       712 | NS      | $16689.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                           | INSPERITY INC                                                | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      1529 | NS      | $173694.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                                  | INSTEEL INDUSTRIES INC                                       | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |       819 | NS      | $22538.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals Inc                              | INOVIO PHARMACEUTICALS INC                                   | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |     10015 | NS      | $15623.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                             | INSPIRE MEDICAL SYSTEMS INC                                  | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      1205 | NS      | $303515.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                            | INNOSPEC INC                                                 | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      1038 | NS      | $106768.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovid Corp                                            | INNOVID CORP                                                 | CUSIP: 457679108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3221 | NS      | $5507.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Insmed Inc                                              | INSMED INC                                                   | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      5664 | NS      | $113166.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                 | INSIGHT ENTERPRISES INC                                      | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      1354 | NS      | $135765.58    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Inc                                             | INHIBRX INC                                                  | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |      1362 | NS      | $33559.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                      | INGLES MARKETS INC                                           | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |       599 | NS      | $57779.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                           | INGEVITY CORP                                                | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      1572 | NS      | $110731.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc                          | INFORMATION SERVICES GROUP INC                               | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |      1361 | NS      | $6260.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp                                           | INFINERA CORP                                                | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |      8068 | NS      | $54378.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Industrial Logistics Properties Trust                   | INDUSTRIAL LOGISTICS PROPERTIES TRUST                        | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |      2727 | NS      | $8917.29      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Realty Trust Inc                                  | INDUS REALTY TRUST INC                                       | CUSIP: 45580R103<br>LEI: 549300FS2G2L16L2GO91 | Long             | EC               | CORP              | US        |       212 | NS      | $13459.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| indie Semiconductor Inc                                 | INDIE SEMICONDUCTOR INC                                      | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |      4409 | NS      | $25704.47     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Group Inc                              | INDEPENDENT BANK GROUP INC                                   | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1499 | NS      | $90059.92     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                                | INDEPENDENT BANK CORP/MI                                     | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       842 | NS      | $20140.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                                   | INDEPENDENT BANK CORP                                        | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      1932 | NS      | $163118.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                           | INDEPENDENCE REALTY TRUST INC                                | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |      9654 | NS      | $162766.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                                       | INARI MEDICAL INC                                            | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2036 | NS      | $129408.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Impinj Inc                                              | IMPINJ INC                                                   | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       899 | NS      | $98152.82     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                                          | IMMUNOVANT INC                                               | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1858 | NS      | $32979.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio Inc                                         | IMMUNITYBIO INC                                              | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |      3360 | NS      | $17035.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ImmunoGen Inc                                           | IMMUNOGEN INC                                                | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |      9185 | NS      | $45557.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Imago Biosciences Inc                                   | IMAGO BIOSCIENCES INC                                        | CUSIP: 45250K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1082 | NS      | $38897.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                                               | IMAX CORP                                                    | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |      1932 | NS      | $28323.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                         | IHEARTMEDIA INC                                              | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5096 | NS      | $31238.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Identiv Inc                                             | IDENTIV INC                                                  | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |       885 | NS      | $6407.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences Inc                                  | IDEAYA BIOSCIENCES INC                                       | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |      1851 | NS      | $33632.67     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax Inc                                            | ICOSAVAX INC                                                 | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       952 | NS      | $7558.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                               | ISTAR INC                                                    | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      2896 | NS      | $22096.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc                                | IRHYTHM TECHNOLOGIES INC                                     | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      1264 | NS      | $118398.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences Inc                                     | IGM BIOSCIENCES INC                                          | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |       453 | NS      | $7705.53      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                                      | CRESCENT ENERGY CO                                           | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1636 | NS      | $19615.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyzon Motors Inc                                        | HYZON MOTORS INC                                             | CUSIP: 44951Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3361 | NS      | $5209.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                                        | IES HOLDINGS INC                                             | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       354 | NS      | $12591.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                                   | ICF INTERNATIONAL INC                                        | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       775 | NS      | $76763.75     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Materials Handling Inc                      | HYSTER-YALE MATERIALS HANDLING INC                           | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       426 | NS      | $10782.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp                                   | HYLIION HOLDINGS CORP                                        | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5458 | NS      | $12771.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| IDT Corp                                                | IDT CORP                                                     | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |       647 | NS      | $18225.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydrofarm Holdings Group Inc                            | HYDROFARM HOLDINGS GROUP INC                                 | CUSIP: 44888K209<br>LEI: 5493005Y60YG0W2FYJ83 | Long             | EC               | CORP              | US        |      1782 | NS      | $2762.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hycroft Mining Holding Corp                             | HYCROFT MINING HOLDING CORP                                  | CUSIP: 44862P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5778 | NS      | $3074.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                              | HURON CONSULTING GROUP INC                                   | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |       869 | NS      | $63089.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Humacyte Inc                                            | HUMACYTE INC                                                 | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2043 | NS      | $4310.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hudson Technologies Inc                                 | HUDSON TECHNOLOGIES INC                                      | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1819 | NS      | $18408.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                           | HUB GROUP INC                                                | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1352 | NS      | $107470.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc                               | HOVNANIAN ENTERPRISES INC                                    | CUSIP: 442487401<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       217 | NS      | $9131.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                                      | HOULIHAN LOKEY INC                                           | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      2146 | NS      | $187045.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                                      | HOSTESS BRANDS INC                                           | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5760 | NS      | $129254.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                                  | HORIZON BANCORP INC/IN                                       | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      1640 | NS      | $24731.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                              | HORACE MANN EDUCATORS CORP                                   | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      1729 | NS      | $64612.73     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                        | HOPE BANCORP INC                                             | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      4873 | NS      | $62423.13     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Honest Co Inc/The                                       | HONEST CO INC/THE                                            | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2789 | NS      | $8394.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                                | HOMETRUST BANCSHARES INC                                     | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       568 | NS      | $13728.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                                          | HOMESTREET INC                                               | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       734 | NS      | $20243.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Point Capital Inc                                  | HOME POINT CAPITAL INC                                       | CUSIP: 43734L106<br>LEI: 549300DQF6YN0E43PM71 | Long             | EC               | CORP              | US        |       258 | NS      | $353.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc                                        | HOME BANCORP INC                                             | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       310 | NS      | $12409.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                                  | HOME BANCSHARES INC/AR                                       | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8069 | NS      | $183892.51    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley Inc                                              | HOLLEY INC                                                   | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |      2219 | NS      | $4704.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Hippo Holdings Inc                                      | HIPPO HOLDINGS INC                                           | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       647 | NS      | $8799.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HireRight Holdings Corp                                 | HIRERIGHT HOLDINGS CORP                                      | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       841 | NS      | $9974.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution For Savings The                     | HINGHAM INSTITUTION FOR SAVINGS THE                          | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |        64 | NS      | $17661.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                  | HIMS & HERS HEALTH INC                                       | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |      5216 | NS      | $33434.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                              | HILTON GRAND VACATIONS INC                                   | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      3701 | NS      | $142636.54    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                                    | HILLTOP HOLDINGS INC                                         | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      2092 | NS      | $62780.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                                  | HILLMAN SOLUTIONS CORP                                       | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5764 | NS      | $41558.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HilleVax Inc                                            | HILLEVAX INC                                                 | CUSIP: 43157M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       726 | NS      | $12145.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                         | HILLENBRAND INC                                              | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      2992 | NS      | $127668.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy Inc                                     | HIGHPEAK ENERGY INC                                          | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |       275 | NS      | $6289.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hibbett Inc                                             | HIBBETT INC                                                  | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |       553 | NS      | $37725.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                                              | HESKA CORP                                                   | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |       397 | NS      | $24677.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                                | HERSHA HOSPITALITY TRUST                                     | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |      1234 | NS      | $10513.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                                  | HERON THERAPEUTICS INC                                       | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |      4220 | NS      | $10550.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Heritage-Crystal Clean Inc                              | HERITAGE-CRYSTAL CLEAN INC                                   | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       643 | NS      | $20884.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                              | HERITAGE FINANCIAL CORP/WA                                   | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1428 | NS      | $43753.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                       | HERC HOLDINGS INC                                            | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      1083 | NS      | $142490.31    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                  | HERITAGE COMMERCE CORP                                       | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      2458 | NS      | $31954.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                                   | HELMERICH & PAYNE INC                                        | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      4331 | NS      | $214687.67    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc                        | HELIX ENERGY SOLUTIONS GROUP INC                             | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      5904 | NS      | $43571.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heliogen Inc                                            | HELIOGEN INC                                                 | CUSIP: 42329E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3827 | NS      | $2672.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                                 | HELIOS TECHNOLOGIES INC                                      | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      1363 | NS      | $74201.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc                  | HEIDRICK & STRUGGLES INTERNATIONAL INC                       | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       799 | NS      | $22348.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                         | HECLA MINING CO                                              | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     23856 | NS      | $132639.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                             | HEARTLAND FINANCIAL USA INC                                  | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      1724 | NS      | $80372.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                                   | HEARTLAND EXPRESS INC                                        | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |      1922 | NS      | $29483.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                                        | HEALTHEQUITY INC                                             | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      3554 | NS      | $219068.56    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                                     | HEALTH CATALYST INC                                          | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |      2246 | NS      | $23874.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                                        | HEALTHSTREAM INC                                             | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      1001 | NS      | $24864.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                           | HEALTHCARE SERVICES GROUP INC                                | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      3060 | NS      | $36720.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                                | HAYNES INTERNATIONAL INC                                     | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |       533 | NS      | $24352.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                             | HAWKINS INC                                                  | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       846 | NS      | $32655.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc                                   | HAWAIIAN HOLDINGS INC                                        | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |      2063 | NS      | $21166.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                               | HAVERTY FURNITURE COS INC                                    | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |       595 | NS      | $17790.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                                             | HARSCO CORP                                                  | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      3215 | NS      | $20222.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                        | HARMONY BIOSCIENCES HOLDINGS INC                             | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1103 | NS      | $60775.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                            | HARMONIC INC                                                 | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      3875 | NS      | $50762.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc                                   | HARBORONE BANCORP INC                                        | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |      1841 | NS      | $25589.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC      | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3651 | NS      | $105805.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                                    | HANMI FINANCIAL CORP                                         | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      1307 | NS      | $32348.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                                    | HANCOCK WHITNEY CORP                                         | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      3700 | NS      | $179043.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                                       | HAMILTON LANE INC                                            | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      1506 | NS      | $96203.28     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                               | HALOZYME THERAPEUTICS INC                                    | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      5682 | NS      | $323305.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                            | HAIN CELESTIAL GROUP INC/THE                                 | CUSIP: 405217100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3752 | NS      | $60707.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                        | HAEMONETICS CORP                                             | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      2142 | NS      | $168468.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                                   | HACKETT GROUP INC/THE                                        | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      1119 | NS      | $22794.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                                | HNI CORP                                                     | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      1737 | NS      | $49382.91     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Foods Group Inc                                      | HF FOODS GROUP INC                                           | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |      1388 | NS      | $5635.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                                           | HCI GROUP INC                                                | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       277 | NS      | $10966.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc                                       | HBT FINANCIAL INC                                            | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |       412 | NS      | $8062.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc                              | H&E EQUIPMENT SERVICES INC                                   | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |      1344 | NS      | $61017.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                                    | GULFPORT ENERGY CORP                                         | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |       483 | NS      | $35568.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess  Inc                                              | GUESS? INC                                                   | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      1266 | NS      | $26193.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oncternal Therapeutics Inc                              | GTX INC Contingent Rights                                    | CUSIP: 000000000<br>LEI: 549300QZ85LIXQ8O7P72 | Long             | EC               | CORP              | US        |         1 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Guaranty Bancshares Inc/TX                              | GUARANTY BANCSHARES INC/TX                                   | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       346 | NS      | $11985.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GrowGeneration Corp                                     | GROWGENERATION CORP                                          | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2485 | NS      | $9741.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc                                             | GROUPON INC                                                  | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |       853 | NS      | $7318.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Group 1 Automotive Inc                                  | GROUP 1 AUTOMOTIVE INC                                       | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       592 | NS      | $106779.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                            | GRIFFON CORP                                                 | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      1932 | NS      | $69146.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                              | GRID DYNAMICS HOLDINGS INC                                   | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2241 | NS      | $25144.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                               | GREIF INC                                                    | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       239 | NS      | $18696.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                               | GREIF INC                                                    | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1042 | NS      | $69876.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GreenLight Biosciences Holdings PBC                     | GREENLIGHT BIOSCIENCES HOLDINGS PBC                          | CUSIP: 39536G105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3111 | NS      | $3670.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenidge Generation Holdings Inc                       | GREENIDGE GENERATION HOLDINGS INC                            | CUSIP: 39531G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       489 | NS      | $141.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Greene County Bancorp Inc                               | GREENE COUNTY BANCORP INC                                    | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       155 | NS      | $8900.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                                  | GREENBRIER COS INC/THE                                       | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      1342 | NS      | $44997.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                                        | GREEN PLAINS INC                                             | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      2255 | NS      | $68777.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                          | GREEN DOT CORP                                               | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2033 | NS      | $32162.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                                | GREEN BRICK PARTNERS INC                                     | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      1105 | NS      | $26774.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                              | GREAT SOUTHERN BANCORP INC                                   | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |       407 | NS      | $24212.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                          | GREAT LAKES DREDGE & DOCK CORP                               | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      2673 | NS      | $15904.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                                     | GRAY TELEVISION INC                                          | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |      3385 | NS      | $37878.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc                        | GRANITE POINT MORTGAGE TRUST INC                             | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |      2055 | NS      | $11014.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                | GRANITE CONSTRUCTION INC                                     | CUSIP: 387328107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1856 | NS      | $65089.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                      | GRAHAM HOLDINGS CO                                           | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       155 | NS      | $93652.55     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                              | GRAFTECH INTERNATIONAL LTD                                   | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |      8307 | NS      | $39541.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gossamer Bio Inc                                        | GOSSAMER BIO INC                                             | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |      2562 | NS      | $5559.54      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Gorman-Rupp Co/The                                      | GORMAN-RUPP CO/THE                                           | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |       989 | NS      | $25338.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                               | GOPRO INC                                                    | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |      5319 | NS      | $26488.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                                 | GOOSEHEAD INSURANCE INC                                      | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |       822 | NS      | $28227.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                           | GOODYEAR TIRE & RUBBER CO/THE                                | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     12123 | NS      | $123048.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                                | GOLDEN ENTERTAINMENT INC                                     | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       827 | NS      | $30929.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                                | GOGO INC                                                     | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      2158 | NS      | $31852.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc                                 | GLOBAL MEDICAL REIT INC                                      | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |      2495 | NS      | $23652.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Water Resources Inc                              | GLOBAL WATER RESOURCES INC                                   | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       601 | NS      | $7981.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                                    | GLOBAL NET LEASE INC                                         | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |      4386 | NS      | $55132.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                                          | GLOBALSTAR INC                                               | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |     28815 | NS      | $38323.95     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co                                    | GLOBAL INDUSTRIAL CO                                         | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       521 | NS      | $12259.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                            | GLAUKOS CORP                                                 | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      1914 | NS      | $83603.52     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corp                                         | GLATFELTER CORP                                              | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |      1665 | NS      | $4628.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp                                     | GLADSTONE LAND CORP                                          | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               | CORP              | US        |      1316 | NS      | $24148.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp                               | GLADSTONE COMMERCIAL CORP                                    | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |      1663 | NS      | $30765.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                                     | GLACIER BANCORP INC                                          | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      4757 | NS      | $235090.94    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                                | GIBRALTAR INDUSTRIES INC                                     | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1332 | NS      | $61112.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc                                                | GEVO INC                                                     | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |      8176 | NS      | $15534.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Getty Realty Corp                                       | GETTY REALTY CORP                                            | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      1776 | NS      | $60117.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Geron Corp                                              | GERON CORP                                                   | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |     15605 | NS      | $37764.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc                             | GERMAN AMERICAN BANCORP INC                                  | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1142 | NS      | $42596.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                            | GENTHERM INC                                                 | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      1384 | NS      | $90361.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                  | GENWORTH FINANCIAL INC                                       | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     21063 | NS      | $111423.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                             | GENESCO INC                                                  | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |       536 | NS      | $24666.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                                       | GENERATION BIO CO                                            | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1990 | NS      | $7820.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gelesis Holdings Inc                                    | GELESIS HOLDINGS INC                                         | CUSIP: 36850R204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       377 | NS      | $109.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc                                       | GCM GROSVENOR INC                                            | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1713 | NS      | $13035.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co Inc                                          | GANNETT CO INC                                               | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |      6440 | NS      | $13073.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                                 | GMS INC                                                      | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      1786 | NS      | $88942.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                                 | G-III APPAREL GROUP LTD                                      | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      1846 | NS      | $25308.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                       | GEO GROUP INC/THE                                            | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      5050 | NS      | $55297.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| GATX Corp                                               | GATX CORP                                                    | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      1510 | NS      | $160573.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp Inc                                         | FVCBANKCORP INC                                              | CUSIP: 36120Q101<br>LEI: 549300MSW6NY44KG3397 | Long             | EC               | CORP              | US        |       515 | NS      | $9821.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FutureFuel Corp                                         | FUTUREFUEL CORP                                              | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      1052 | NS      | $8552.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc                                               | FUNKO INC                                                    | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |      1297 | NS      | $14150.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulton Financial Corp                                   | FULTON FINANCIAL CORP                                        | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      7011 | NS      | $117995.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                            | HB FULLER CO                                                 | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      2238 | NS      | $160285.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts Inc                                  | FULL HOUSE RESORTS INC                                       | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |      1270 | NS      | $9550.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                                    | FULGENT GENETICS INC                                         | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       932 | NS      | $27754.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulcrum Therapeutics Inc                                | FULCRUM THERAPEUTICS INC                                     | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1812 | NS      | $13191.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc                                              | FUBOTV INC                                                   | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7831 | NS      | $13625.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FuelCell Energy Inc                                     | FUELCELL ENERGY INC                                          | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |     17103 | NS      | $47546.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Frontier Group Holdings Inc                             | FRONTIER GROUP HOLDINGS INC                                  | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |      1550 | NS      | $15918.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                           | FRONTDOOR INC                                                | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      3496 | NS      | $72716.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Market Inc/The                                    | FRESH MARKET INC/THE ESCROW                                  | CUSIP: 358ESC010<br>LEI: 529900QM5ZSBEBR6CS58 | Long             | EC               | CORP              | US        |       110 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Franklin Street Properties Corp                         | FRANKLIN STREET PROPERTIES CORP                              | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |      3917 | NS      | $10693.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                                | FRANKLIN ELECTRIC CO INC                                     | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      1945 | NS      | $155113.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                                       | FRANKLIN COVEY CO                                            | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $23151.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc                           | FRANKLIN BSP REALTY TRUST INC                                | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |      3474 | NS      | $44814.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group Inc                                     | FRANCHISE GROUP INC                                          | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |      1066 | NS      | $25392.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Fox Factory Holding Corp                                | FOX FACTORY HOLDING CORP                                     | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      1789 | NS      | $163210.47    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics Inc                           | 4D MOLECULAR THERAPEUTICS INC                                | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1276 | NS      | $28339.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc                         | FOUR CORNERS PROPERTY TRUST INC                              | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      3506 | NS      | $90910.58     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc                                        | FOSSIL GROUP INC                                             | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |      1791 | NS      | $7719.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                                        | FORWARD AIR CORP                                             | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1162 | NS      | $121882.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                                  | FORRESTER RESEARCH INC                                       | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |       465 | NS      | $16628.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                          | FORMFACTOR INC                                               | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      3238 | NS      | $71980.74     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ForgeRock Inc                                           | FORGEROCK INC                                                | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1594 | NS      | $36295.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                                      | FORESTAR GROUP INC                                           | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |       708 | NS      | $10910.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                                         | FOOT LOCKER INC                                              | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      3412 | NS      | $128939.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc                            | FOCUS FINANCIAL PARTNERS INC                                 | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |      2443 | NS      | $91050.61     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Universal Inc                                     | FOCUS UNIVERSAL INC                                          | CUSIP: 34417J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       678 | NS      | $4345.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Foghorn Therapeutics Inc                                | FOGHORN THERAPEUTICS INC                                     | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       798 | NS      | $5091.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                                 | FLUSHING FINANCIAL CORP                                      | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1176 | NS      | $22790.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                                      | FLUENCE ENERGY INC                                           | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1467 | NS      | $25159.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Fluor Corp                                              | FLUOR CORP                                                   | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      6097 | NS      | $211322.02    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                       | FIVE STAR BANCORP                                            | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |       504 | NS      | $13728.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 5E Advanced Materials Inc                               | 5E ADVANCED MATERIALS INC                                    | CUSIP: 33830Q109<br>LEI: 254900H5C60Y146YOH74 | Long             | EC               | CORP              | US        |      1602 | NS      | $12623.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisker Inc                                              | FISKER INC                                                   | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Long             | EC               | CORP              | US        |      7413 | NS      | $53892.51     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| FirstCash Holdings Inc                                  | FIRSTCASH HOLDINGS INC                                       | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1623 | NS      | $141054.93    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc                             | FIRST WESTERN FINANCIAL INC                                  | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |       303 | NS      | $8529.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc                        | FIRST WATCH RESTAURANT GROUP INC                             | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       628 | NS      | $8496.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                         | 1ST SOURCE CORP                                              | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       704 | NS      | $37375.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                                | FIRST MID BANCSHARES INC                                     | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       760 | NS      | $24380.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                                    | FIRST MERCHANTS CORP                                         | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      2396 | NS      | $98499.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp/The                           | FIRST OF LONG ISLAND CORP/THE                                | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       903 | NS      | $16254.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc                         | FIRST INTERSTATE BANCSYSTEM INC                              | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      3848 | NS      | $148725.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                  | FIRST INTERNET BANCORP                                       | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |       359 | NS      | $8716.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1stdibs.com Inc                                         | 1STDIBS.COM INC                                              | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       960 | NS      | $4876.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Guaranty Bancshares Inc                           | FIRST GUARANTY BANCSHARES INC                                | CUSIP: 32043P106<br>LEI: 549300600XNPWN48W622 | Long             | EC               | CORP              | US        |       233 | NS      | $5463.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                                    | FIRST FOUNDATION INC                                         | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |      2110 | NS      | $30236.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN                                 | FIRST FINANCIAL CORP/IN                                      | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       453 | NS      | $20874.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                          | FIRST FINANCIAL BANKSHARES INC                               | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      5477 | NS      | $188408.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                 | FIRST FINANCIAL BANCORP                                      | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      3909 | NS      | $94715.07     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc                          | FIRST COMMUNITY BANKSHARES INC                               | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       695 | NS      | $23560.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp                       | FIRST COMMONWEALTH FINANCIAL CORP                            | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      3931 | NS      | $54916.07     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc                   | FIRST BUSINESS FINANCIAL SERVICES INC                        | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |       342 | NS      | $12500.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                                        | FIRST BUSEY CORP                                             | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      2174 | NS      | $53741.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank/Hamilton NJ                                  | FIRST BANK/HAMILTON NJ                                       | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |       624 | NS      | $8586.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc/The                                | FIRST BANCSHARES INC/THE                                     | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |       875 | NS      | $28008.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC                         | FIRST BANCORP/SOUTHERN PINES NC                              | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1480 | NS      | $63403.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                               | FIRST BANCORP/PUERTO RICO                                    | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      7742 | NS      | $98478.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp Inc/The                                   | FIRST BANCORP INC/THE                                        | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       414 | NS      | $12395.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                                    | FIRST ADVANTAGE CORP                                         | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |      2408 | NS      | $31304.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                              | FINANCIAL INSTITUTIONS INC                                   | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       605 | NS      | $14737.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance Of America Cos Inc                              | FINANCE OF AMERICA COS INC                                   | CUSIP: 31738L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1703 | NS      | $2162.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FibroGen Inc                                            | FIBROGEN INC                                                 | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |      3685 | NS      | $59033.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                                    | FEDERATED HERMES INC                                         | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      3683 | NS      | $133729.73    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                                     | FEDERAL SIGNAL CORP                                          | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      2582 | NS      | $119985.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp                      | FEDERAL AGRICULTURAL MORTGAGE CORP                           | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |       390 | NS      | $43956.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fathom Digital Manufacturing C                          | FATHOM DIGITAL MANUFACTURING C                               | CUSIP: 31189Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       386 | NS      | $509.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fate Therapeutics Inc                                   | FATE THERAPEUTICS INC                                        | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      3483 | NS      | $35143.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                                              | FASTLY INC                                                   | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |      4776 | NS      | $39115.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                                   | FARO TECHNOLOGIES INC                                        | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |       786 | NS      | $23116.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc                                   | FARMLAND PARTNERS INC                                        | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |      2087 | NS      | $26004.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp                              | FARMERS NATIONAL BANC CORP                                   | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1293 | NS      | $18257.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers & Merchants Bancorp Inc/Archbold OH             | FARMERS & MERCHANTS BANCORP INC/ARCHBOLD OH                  | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       511 | NS      | $13888.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Faraday Future Intelligent Electric Inc                 | FARADAY FUTURE INTELLIGENT ELECTRIC INC                      | CUSIP: 307359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5949 | NS      | $1726.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| F45 Training Holdings Inc                               | F45 TRAINING HOLDINGS INC                                    | CUSIP: 30322L101<br>LEI: 549300W3HC5NKPWXMK72 | Long             | EC               | CORP              | US        |      1480 | NS      | $4218.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FTC Solar Inc                                           | FTC SOLAR INC                                                | CUSIP: 30320C103<br>LEI: 5493009MODNZ2HMPX761 | Long             | EC               | CORP              | US        |      1689 | NS      | $4526.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| FRP Holdings Inc                                        | FRP HOLDINGS INC                                             | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       269 | NS      | $14488.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs Inc                                                | FIGS INC                                                     | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5481 | NS      | $36887.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                       | FB FINANCIAL CORP                                            | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      1505 | NS      | $54390.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp                                            | FLYWIRE CORP                                                 | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |      2357 | NS      | $57675.79     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Pharmaceuticals Inc                            | EYEPOINT PHARMACEUTICALS INC                                 | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |      1140 | NS      | $3990.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EZCORP Inc                                              | EZCORP INC                                                   | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      2090 | NS      | $17033.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                                    | EXTREME NETWORKS INC                                         | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      5372 | NS      | $98361.32     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Express Inc                                             | EXPRESS INC                                                  | CUSIP: 30219E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2459 | NS      | $2508.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Exponent Inc                                            | EXPONENT INC                                                 | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      2178 | NS      | $215818.02    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                                  | EXP WORLD HOLDINGS INC                                       | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      2948 | NS      | $32663.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ExlService Holdings Inc                                 | EXLSERVICE HOLDINGS INC                                      | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      1386 | NS      | $234829.98    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                                   | EXCELERATE ENERGY INC                                        | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       812 | NS      | $20340.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp                          | EVOQUA WATER TECHNOLOGIES CORP                               | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |      5042 | NS      | $199663.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                                                | EVGO INC                                                     | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2776 | NS      | $12408.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Evolus Inc                                              | EVOLUS INC                                                   | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |      1500 | NS      | $11265.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                                      | EVOLENT HEALTH INC                                           | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |      3437 | NS      | $96510.96     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolv Technologies Holdings Inc                         | EVOLV TECHNOLOGIES HOLDINGS INC                              | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3280 | NS      | $8495.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                           | EVERQUOTE INC                                                | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       886 | NS      | $13059.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                             | EVERTEC INC                                                  | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      2560 | NS      | $82892.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                                      | EVERI HOLDINGS INC                                           | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |      3631 | NS      | $52104.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge Inc                                          | EVERBRIDGE INC                                               | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |      1668 | NS      | $49339.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc                                        | EVERCOMMERCE INC                                             | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1030 | NS      | $7663.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc                                          | EVENTBRITE INC                                               | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |      3152 | NS      | $18470.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                                 | EUROPEAN WAX CENTER INC                                      | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       990 | NS      | $12325.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| E2open Parent Holdings Inc                              | E2OPEN PARENT HOLDINGS INC                                   | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8401 | NS      | $49313.87     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Ethan Allen Interiors Inc                               | ETHAN ALLEN INTERIORS INC                                    | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       985 | NS      | $26023.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc                   | ESSENTIAL PROPERTIES REALTY TRUST INC                        | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      6056 | NS      | $142134.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc                          | ESQUIRE FINANCIAL HOLDINGS INC                               | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       296 | NS      | $12804.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc                               | ESPERION THERAPEUTICS INC                                    | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |      3078 | NS      | $19175.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                   | ESCO TECHNOLOGIES INC                                        | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      1084 | NS      | $94893.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                              | ERASCA INC                                                   | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2652 | NS      | $11430.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                                     | EQUITY COMMONWEALTH                                          | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |      4447 | NS      | $111041.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                                   | EQUITY BANCSHARES INC                                        | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |       612 | NS      | $19994.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                                | EQUITRANS MIDSTREAM CORP                                     | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     17766 | NS      | $119032.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                               | EPLUS INC                                                    | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      1117 | NS      | $49460.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                                           | ENVESTNET INC                                                | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |      2368 | NS      | $146105.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp                         | ENTRAVISION COMMUNICATIONS CORP                              | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      2661 | NS      | $12772.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp                      | ENTERPRISE FINANCIAL SERVICES CORP                           | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      1478 | NS      | $72362.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Bancorp Inc/MA                               | ENTERPRISE BANCORP INC/MA                                    | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       397 | NS      | $14014.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovix Corp                                             | ENOVIX CORP                                                  | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |      4578 | NS      | $56950.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Ensign Group Inc/The                                    | ENSIGN GROUP INC/THE                                         | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      2307 | NS      | $218265.27    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                                 | ENOVA INTERNATIONAL INC                                      | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      1294 | NS      | $49650.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                                    | ENPRO INDUSTRIES INC                                         | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       873 | NS      | $94886.37     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enochian Biosciences Inc                                | ENOCHIAN BIOSCIENCES INC                                     | CUSIP: 29350E104<br>LEI: 5493003O12Q6PNJ56V39 | Long             | EC               | CORP              | US        |       756 | NS      | $778.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ennis Inc                                               | ENNIS INC                                                    | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1040 | NS      | $23046.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp                                             | TEEKAY CORP                                                  | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | MH        |      2983 | NS      | $13542.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EngageSmart Inc                                         | ENGAGESMART LLC                                              | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1484 | NS      | $26118.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enfusion Inc                                            | ENFUSION INC                                                 | CUSIP: 292812104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1102 | NS      | $10656.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Vault Holdings Inc                               | ENERGY VAULT HOLDINGS INC                                    | CUSIP: 29280W109<br>LEI: 549300KMBUKUUIQ6FN34 | Long             | EC               | CORP              | US        |      3404 | NS      | $10620.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Enerpac Tool Group Corp                                 | ENERPAC TOOL GROUP CORP                                      | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      2460 | NS      | $62607.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                 | ENERSYS                                                      | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      1761 | NS      | $130032.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                                  | ENERGIZER HOLDINGS INC                                       | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      2789 | NS      | $93570.95     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc                                     | ENERGY RECOVERY INC                                          | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      2350 | NS      | $48151.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                                 | ENERGY FUELS INC/CANADA                                      | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |      6696 | NS      | $41582.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                        | ENCORE WIRE CORP                                             | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       742 | NS      | $102069.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                | ENCORE CAPITAL GROUP INC                                     | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       998 | NS      | $47844.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                              | ENANTA PHARMACEUTICALS INC                                   | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |       843 | NS      | $39216.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                      | ENACT HOLDINGS INC                                           | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1299 | NS      | $31331.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                                  | EMPLOYERS HOLDINGS INC                                       | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1162 | NS      | $50117.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc                           | EMPIRE STATE REALTY TRUST INC                                | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |      5840 | NS      | $39361.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire Petroleum Corp                                   | EMPIRE PETROLEUM CORP                                        | CUSIP: 292034303<br>LEI: 549300FD73C8R4W6OY16 | Long             | EC               | CORP              | US        |       439 | NS      | $5399.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Emergent BioSolutions Inc                               | EMERGENT BIOSOLUTIONS INC                                    | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      2054 | NS      | $24257.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                         | EMCOR GROUP INC                                              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      2017 | NS      | $298737.87    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                            | EMBECTA CORP                                                 | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      2458 | NS      | $62162.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                                 | ELLINGTON FINANCIAL INC                                      | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |      2452 | NS      | $30331.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                                 | 8X8 INC                                                      | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      4833 | NS      | $20878.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiger BioPharmaceuticals Inc                            | EIGER BIOPHARMACEUTICALS INC                                 | CUSIP: 28249U105<br>LEI: 549300GO4VMIHDKJNU46 | Long             | EC               | CORP              | US        |      1628 | NS      | $1921.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc                                             | EHEALTH INC                                                  | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |       916 | NS      | $4433.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp                                              | EGAIN CORP                                                   | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       932 | NS      | $8415.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                                     | EDITAS MEDICINE INC                                          | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |      2817 | NS      | $24986.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc                               | EDGEWISE THERAPEUTICS INC                                    | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1579 | NS      | $14116.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                               | EDGEWELL PERSONAL CARE CO                                    | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      2168 | NS      | $83554.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                             | ECOVYST INC                                                  | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3231 | NS      | $28626.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                           | ECHOSTAR CORP                                                | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      1362 | NS      | $22718.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                                | EBIX INC                                                     | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      1149 | NS      | $22934.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Eastman Kodak Co                                        | EASTMAN KODAK CO                                             | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |      2436 | NS      | $7429.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                                  | EASTERN BANKSHARES INC                                       | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      6748 | NS      | $116403.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc                      | EASTERLY GOVERNMENT PROPERTIES INC                           | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |      3837 | NS      | $54753.99     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Inc                                   | EARTHSTONE ENERGY INC                                        | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |      1951 | NS      | $27762.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE                            | EAGLE PHARMACEUTICALS INC/DE                                 | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |       443 | NS      | $12948.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evo Payments Inc                                        | EVO PAYMENTS INC                                             | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |      1984 | NS      | $67138.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ESS Tech Inc                                            | ESS TECH INC                                                 | CUSIP: 26916J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3389 | NS      | $8235.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Bancorp Inc                                       | EAGLE BANCORP INC                                            | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      1332 | NS      | $58701.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EQRx Inc                                                | EQRX INC                                                     | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8167 | NS      | $20090.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                              | EL POLLO LOCO HOLDINGS INC                                   | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |       858 | NS      | $8545.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                                          | ELF BEAUTY INC                                               | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      2061 | NS      | $113973.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DZS Inc                                                 | DZS INC                                                      | CUSIP: 268211109<br>LEI: 549300JL6GXPZ9SNGD29 | Long             | EC               | CORP              | US        |       767 | NS      | $9725.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc                                   | DYNE THERAPEUTICS INC                                        | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1265 | NS      | $14661.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                                       | DYNEX CAPITAL INC                                            | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |      1907 | NS      | $24257.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                               | DYNAVAX TECHNOLOGIES CORP                                    | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      5041 | NS      | $53636.24     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Dycom Industries Inc                                    | DYCOM INDUSTRIES INC                                         | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      1249 | NS      | $116906.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                                            | DUOLINGO INC                                                 | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       990 | NS      | $70418.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings Inc                                     | DULUTH HOLDINGS INC                                          | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |       498 | NS      | $3077.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Duckhorn Portfolio Inc/The                              | DUCKHORN PORTFOLIO INC/THE                                   | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |      1756 | NS      | $29096.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                                            | DUCOMMUN INC                                                 | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |       454 | NS      | $22681.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Duck Creek Technologies Inc                             | DUCK CREEK TECHNOLOGIES INC                                  | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3188 | NS      | $38415.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                                           | DRIL-QUIP INC                                                | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      1472 | NS      | $39994.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                                 | DREAM FINDERS HOMES INC                                      | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       903 | NS      | $7819.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Douglas Elliman Inc                                     | DOUGLAS ELLIMAN INC                                          | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |      2967 | NS      | $12075.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                                    | DOUGLAS DYNAMICS INC                                         | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |       952 | NS      | $34424.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                                     | DORMAN PRODUCTS INC                                          | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1105 | NS      | $89361.35     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc                       | DONNELLEY FINANCIAL SOLUTIONS INC                            | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      1110 | NS      | $42901.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc                                       | DONEGAL GROUP INC                                            | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       653 | NS      | $9272.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                                | DOMO INC                                                     | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |      1333 | NS      | $18981.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Doma Holdings Inc                                       | DOMA HOLDINGS INC                                            | CUSIP: 25703A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5241 | NS      | $2373.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc                                               | DOCGO INC                                                    | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3447 | NS      | $24370.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                            | DIVERSIFIED HEALTHCARE TRUST                                 | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9523 | NS      | $6159.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                              | DIODES INC                                                   | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      1878 | NS      | $142990.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                                  | DINE BRANDS GLOBAL INC                                       | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |       634 | NS      | $40956.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                           | DIME COMMUNITY BANCSHARES INC                                | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1346 | NS      | $42843.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard s Inc                                           | DILLARD'S INC                                                | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       172 | NS      | $55590.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| DigitalOcean Holdings Inc                               | DIGITALOCEAN HOLDINGS INC                                    | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |      2926 | NS      | $74525.22     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| DigitalBridge Group Inc                                 | DIGITALBRIDGE GROUP INC                                      | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      6914 | NS      | $75639.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                                     | DIGITAL TURBINE INC                                          | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      3945 | NS      | $60121.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Digimarc Corp                                           | DIGIMARC CORP                                                | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Long             | EC               | CORP              | US        |       552 | NS      | $10206.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Digi International Inc                                  | DIGI INTERNATIONAL INC                                       | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      1438 | NS      | $52558.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                                     | DIEBOLD NIXDORF INC                                          | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      2861 | NS      | $4062.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                              | DIAMONDROCK HOSPITALITY CO                                   | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      8837 | NS      | $72375.03     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Offshore Drilling Inc                           | DIAMOND OFFSHORE DRILLING INC                                | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |      4278 | NS      | $44491.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc                       | DIAMOND HILL INVESTMENT GROUP INC                            | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |       127 | NS      | $23497.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group Inc                                | DESTINATION XL GROUP INC                                     | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2589 | NS      | $17475.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Desktop Metal Inc                                       | DESKTOP METAL INC                                            | CUSIP: 25058X105<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | EC               | CORP              | US        |     11668 | NS      | $15868.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Design Therapeutics Inc                                 | DESIGN THERAPEUTICS INC                                      | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1383 | NS      | $14189.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                                     | DESIGNER BRANDS INC                                          | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      2274 | NS      | $22239.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd                   | ARGO GROUP INTERNATIONAL HOLDINGS LTD                        | CUSIP: 000000000<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |      1307 | NS      | $33785.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny s Corp                                            | DENNY'S CORP                                                 | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |      2361 | NS      | $21744.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                                 | DENALI THERAPEUTICS INC                                      | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      4561 | NS      | $126841.41    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                             | DELUXE CORP                                                  | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      1869 | NS      | $31735.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                                             | DENBURY INC                                                  | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |      2150 | NS      | $187093.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                                   | DELEK US HOLDINGS INC                                        | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      2945 | NS      | $79515.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc                           | DECIPHERA PHARMACEUTICALS INC                                | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |      1923 | NS      | $31517.97     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                                       | HELEN OF TROY LTD                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1029 | NS      | $114126.39    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc                          | DAY ONE BIOPHARMACEUTICALS INC                               | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1118 | NS      | $24059.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster s Entertainment Inc                       | DAVE & BUSTER'S ENTERTAINMENT INC                            | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      1800 | NS      | $63792.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Daseke Inc                                              | DASEKE INC                                                   | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |      1748 | NS      | $9946.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                           | GOLAR LNG LTD                                                | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |      4381 | NS      | $99842.99     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Danimer Scientific Inc                                  | DANIMER SCIENTIFIC INC                                       | CUSIP: 236272100<br>LEI: 549300L6Q02MAX72BH35 | Long             | EC               | CORP              | US        |      3621 | NS      | $6481.59      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dana Inc                                                | DANA INC                                                     | CUSIP: 235825205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5396 | NS      | $81641.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corp                                      | DAILY JOURNAL CORP                                           | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |        52 | NS      | $13026.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE Therapeutics Inc                                   | DICE THERAPEUTICS INC                                        | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1482 | NS      | $46238.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                                  | DXP ENTERPRISES INC/TX                                       | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       627 | NS      | $17273.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc                                           | DHI GROUP INC                                                | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |      1834 | NS      | $9701.86      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                                          | DMC GLOBAL INC                                               | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |       742 | NS      | $14424.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                                   | CYTEK BIOSCIENCES INC                                        | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |      4825 | NS      | $49263.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyxtera Technologies Inc                                | CYXTERA TECHNOLOGIES INC                                     | CUSIP: 23284C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1630 | NS      | $3129.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                        | CYTOKINETICS INC                                             | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      3529 | NS      | $161698.78    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Cutera Inc                                              | CUTERA INC                                                   | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |       681 | NS      | $30113.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Custom Truck One Source Inc                             | CUSTOM TRUCK ONE SOURCE INC                                  | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2383 | NS      | $15060.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Customers Bancorp Inc                                   | CUSTOMERS BANCORP INC                                        | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      1312 | NS      | $37182.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Curo Group Holdings Corp                                | CURO GROUP HOLDINGS CORP                                     | CUSIP: 23131L107<br>LEI: 54930007KH8KCGJ4YE72 | Long             | EC               | CORP              | US        |       842 | NS      | $2989.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cumulus Media Inc                                       | CUMULUS MEDIA INC                                            | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       708 | NS      | $4396.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Oncology Inc                                   | CULLINAN MANAGEMENT INC                                      | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1217 | NS      | $12839.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health Inc                                          | CUE HEALTH INC                                               | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4496 | NS      | $9306.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc                                   | CTO REALTY GROWTH INC                                        | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       756 | NS      | $13819.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc                                            | CRYOPORT INC                                                 | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |      1887 | NS      | $32739.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cryptyde Inc                                            | CRYPTYDE INC                                                 | CUSIP: 22890A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       702 | NS      | $134.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                            | ARTIVION INC                                                 | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |      1702 | NS      | $20628.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc                               | CROSSFIRST BANKSHARES INC                                    | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1859 | NS      | $23070.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                            | CROSS COUNTRY HEALTHCARE INC                                 | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      1542 | NS      | $40970.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                               | CROCS INC                                                    | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      2592 | NS      | $281050.56    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                           | CRINETICS PHARMACEUTICALS INC                                | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |      2265 | NS      | $41449.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford & Co                                           | CRAWFORD & CO                                                | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |       615 | NS      | $3419.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc                    | CRACKER BARREL OLD COUNTRY STORE INC                         | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |       928 | NS      | $87918.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc                                               | COWEN INC                                                    | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      1110 | NS      | $42868.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc                            | COVENANT LOGISTICS GROUP INC                                 | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       440 | NS      | $15210.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                            | COURSERA INC                                                 | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |      4785 | NS      | $56606.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Couchbase Inc                                           | COUCHBASE INC                                                | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               | CORP              | US        |      1180 | NS      | $15646.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CorVel Corp                                             | CORVEL CORP                                                  | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       373 | NS      | $54208.09     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                                      | CORSAIR GAMING INC                                           | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      1571 | NS      | $21318.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                       | CORPORATE OFFICE PROPERTIES TRUST                            | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      4864 | NS      | $126172.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                           | CORECIVIC INC                                                | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      4910 | NS      | $56759.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                                | CORCEPT THERAPEUTICS INC                                     | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      3619 | NS      | $73501.89     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                             | FRESH DEL MONTE PRODUCE INC                                  | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |      1316 | NS      | $34466.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd                             | NORDIC AMERICAN TANKERS LTD                                  | CUSIP: 000000000<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | BM        |      8422 | NS      | $25771.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ContextLogic Inc                                        | CONTEXTLOGIC INC                                             | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               | CORP              | US        |     23106 | NS      | $11268.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Container Store Group Inc/The                           | CONTAINER STORE GROUP INC/THE                                | CUSIP: 210751103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1455 | NS      | $6271.05      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services Inc                         | CONSUMER PORTFOLIO SERVICES INC                              | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       548 | NS      | $4849.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc                               | CONSTRUCTION PARTNERS INC                                    | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |      1708 | NS      | $45586.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings Inc                | CONSOLIDATED COMMUNICATIONS HOLDINGS INC                     | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |      3121 | NS      | $11173.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                                       | CONSOL ENERGY INC                                            | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      1438 | NS      | $93470.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                           | CONSENSUS CLOUD SOLUTIONS INC                                | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       787 | NS      | $42309.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn s Inc                                              | CONN'S INC                                                   | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |       500 | NS      | $3440.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                                  | CONNECTONE BANCORP INC                                       | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      1607 | NS      | $38905.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                             | CONMED CORP                                                  | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      1261 | NS      | $111775.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA           | BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA                | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | NUSS              | PA        |      1132 | NS      | $18338.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                            | CONDUENT INC                                                 | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |      6929 | NS      | $28062.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings Inc                           | CONCRETE PUMPING HOLDINGS INC                                | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1077 | NS      | $6300.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp                         | COMTECH TELECOMMUNICATIONS CORP                              | CUSIP: 205826209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1034 | NS      | $12552.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                                  | COMSTOCK RESOURCES INC                                       | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |      3843 | NS      | $52687.53     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CompX International Inc                                 | COMPX INTERNATIONAL INC                                      | CUSIP: 20563P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61 | NS      | $1127.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc                       | COMPUTER PROGRAMS AND SYSTEMS INC                            | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |       586 | NS      | $15950.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Inc                                             | COMPASS INC                                                  | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11123 | NS      | $25916.59     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CompoSecure Inc                                         | COMPOSECURE INC                                              | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       297 | NS      | $1458.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                            | COMPASS DIVERSIFIED HOLDINGS                                 | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |      2754 | NS      | $50205.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Compass Minerals International Inc                      | COMPASS MINERALS INTERNATIONAL INC                           | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      1443 | NS      | $59163.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                                   | COMMVAULT SYSTEMS INC                                        | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      1924 | NS      | $120904.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                             | COMMUNITY TRUST BANCORP INC                                  | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       678 | NS      | $31140.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                          | COMMUNITY HEALTHCARE TRUST INC                               | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |       973 | NS      | $34833.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc                            | COMMUNITY HEALTH SYSTEMS INC                                 | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5318 | NS      | $22973.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                               | COMMUNITY BANK SYSTEM INC                                    | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      2300 | NS      | $144785.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                                | COMMSCOPE HOLDING CO INC                                     | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |      8613 | NS      | $63305.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                    | COMMERCIAL METALS CO                                         | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      4999 | NS      | $241451.70    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                 | COMFORT SYSTEMS USA INC                                      | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1495 | NS      | $172044.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                               | COLUMBUS MCKINNON CORP/NY                                    | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      1186 | NS      | $38509.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc                                  | COLUMBIA FINANCIAL INC                                       | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |      1399 | NS      | $30246.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                             | COLUMBIA BANKING SYSTEM INC                                  | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3299 | NS      | $99398.87     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc                                     | COLONY BANKCORP INC                                          | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       707 | NS      | $8971.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                            | COLLEGIUM PHARMACEUTICAL INC                                 | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      1405 | NS      | $32596.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                                | COHU INC                                                     | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      2013 | NS      | $64516.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                                 | COHERUS BIOSCIENCES INC                                      | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |      2976 | NS      | $23569.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                                      | COHEN & STEERS INC                                           | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      1078 | NS      | $69595.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc                                  | COGENT BIOSCIENCES INC                                       | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2763 | NS      | $31940.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc                      | COGENT COMMUNICATIONS HOLDINGS INC                           | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1864 | NS      | $106397.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                        | COEUR MINING INC                                             | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     11962 | NS      | $40192.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                                             | CODEXIS INC                                                  | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2440 | NS      | $11370.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Coca-Cola Consolidated Inc                              | COCA-COLA CONSOLIDATED INC                                   | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       197 | NS      | $100934.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp/WA                               | COASTAL FINANCIAL CORP/WA                                    | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |       436 | NS      | $20718.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clover Health Investments Corp                          | CLOVER HEALTH INVESTMENTS CORP                               | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |     15728 | NS      | $14619.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Clipper Realty Inc                                      | CLIPPER REALTY INC                                           | CUSIP: 18885T306<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       433 | NS      | $2771.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                     | CLEARWAY ENERGY INC                                          | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      3549 | NS      | $113106.63    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                     | CLEARWAY ENERGY INC                                          | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      1438 | NS      | $43024.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                                   | CLEARWATER PAPER CORP                                        | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       686 | NS      | $25937.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                                          | CLEARFIELD INC                                               | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |       487 | NS      | $45846.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                        | CLEAR SECURE INC                                             | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2611 | NS      | $71619.73     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Clear Channel Outdoor Holdings Inc                      | CLEAR CHANNEL OUTDOOR HOLDINGS INC                           | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15255 | NS      | $16017.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                                          | CLEANSPARK INC                                               | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |      1935 | NS      | $3947.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Clean Energy Fuels Corp                                 | CLEAN ENERGY FUELS CORP                                      | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |      7151 | NS      | $37185.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corp                                             | CLARUS CORP                                                  | CUSIP: 18270P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1208 | NS      | $9470.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc                               | CLAROS MORTGAGE TRUST INC                                    | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               | CORP              | US        |      3857 | NS      | $56736.47     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Civitas Resources Inc                                   | CIVITAS RESOURCES INC                                        | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      3109 | NS      | $180104.37    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc                                  | CIVISTA BANCSHARES INC                                       | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |       606 | NS      | $13338.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc                                    | CITY OFFICE REIT INC                                         | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |      1685 | NS      | $14120.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                         | CITY HOLDING CO                                              | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       628 | NS      | $58460.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc                                         | CITI TRENDS INC                                              | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |       312 | NS      | $8261.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens & Northern Corp                                | CITIZENS & NORTHERN CORP                                     | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       622 | NS      | $14218.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc                                | CIRCOR INTERNATIONAL INC                                     | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |       778 | NS      | $18640.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining Inc                                       | CIPHER MINING INC                                            | CUSIP: 17253J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1495 | NS      | $837.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Cinemark Holdings Inc                                   | CINEMARK HOLDINGS INC                                        | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      4579 | NS      | $39654.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CinCor Pharma Inc                                       | CINCOR PHARMA INC                                            | CUSIP: 17240Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1034 | NS      | $12707.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy s Holdings Inc                                     | CHUY'S HOLDINGS INC                                          | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       728 | NS      | $20602.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc                                | CHINOOK THERAPEUTICS INC                                     | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |      2146 | NS      | $56225.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix Inc                                            | CHIMERIX INC                                                 | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |      3226 | NS      | $6000.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                                 | CHIMERA INVESTMENT CORP                                      | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               | CORP              | US        |      9759 | NS      | $53674.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Children s Place Inc/The                                | CHILDREN'S PLACE INC/THE                                     | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |       513 | NS      | $18683.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico s FAS Inc                                         | CHICO'S FAS INC                                              | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |      5311 | NS      | $26130.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicken Soup For The Soul Entertainment Inc             | CHICKEN SOUP FOR THE SOUL ENTERTAINMENT INC                  | CUSIP: 16842Q100<br>LEI: 549300THRJ0EJ1DIID72 | Long             | EC               | CORP              | US        |         1 | NS      | $5.12         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate Finance Inc                | CHICAGO ATLANTIC REAL ESTATE FINANCE INC                     | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       263 | NS      | $3963.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                               | CHESAPEAKE UTILITIES CORP                                    | CUSIP: 165303108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       729 | NS      | $86153.22     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                                               | CHEGG INC                                                    | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |      5363 | NS      | $135523.01    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs  Warehouse Inc/The                                | CHEFS' WAREHOUSE INC/THE                                     | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      1436 | NS      | $47790.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                              | CHEESECAKE FACTORY INC/THE                                   | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      2062 | NS      | $65386.02     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Chatham Lodging Trust                                   | CHATHAM LODGING TRUST                                        | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1990 | NS      | $24417.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp                                              | CHASE CORP                                                   | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       308 | NS      | $26568.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                    | CHART INDUSTRIES INC                                         | CUSIP: 16115Q308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1829 | NS      | $210755.67    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Charge Enterprises Inc                                  | CHARGE ENTERPRISES INC                                       | CUSIP: 159610104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5375 | NS      | $6665.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                          | CHAMPIONX CORP                                               | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      8566 | NS      | $248328.34    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                                | CEVA INC                                                     | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       942 | NS      | $24096.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerus Corp                                              | CERUS CORP                                                   | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |      7031 | NS      | $25663.15     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerevel Therapeutics Holdings Inc                       | CEREVEL THERAPEUTICS HOLDINGS INC                            | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |      2400 | NS      | $75696.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Cepton Inc                                              | CEPTON INC                                                   | CUSIP: 15673X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2129 | NS      | $2703.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics Inc                                | CENTURY THERAPEUTICS INC                                     | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       814 | NS      | $4175.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerberus Cyber Sentinel Corp                            | CERBERUS CYBER SENTINEL CORP                                 | CUSIP: 15672X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1749 | NS      | $4459.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                             | CERENCE INC                                                  | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      1602 | NS      | $29685.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                                 | CENTURY COMMUNITIES INC                                      | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      1207 | NS      | $60362.07     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos Inc                                     | CENTURY CASINOS INC                                          | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |      1060 | NS      | $7451.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp                                     | CENTRUS ENERGY CORP                                          | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |       422 | NS      | $13706.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                                     | CENTURY ALUMINUM CO                                          | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      2073 | NS      | $16957.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                          | CENTRAL PACIFIC FINANCIAL CORP                               | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      1105 | NS      | $22409.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                 | CENTRAL GARDEN & PET CO                                      | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      1682 | NS      | $60215.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                 | CENTRAL GARDEN & PET CO                                      | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       394 | NS      | $14755.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                             | CENTERSPACE                                                  | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |       659 | NS      | $38663.53     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Celularity Inc                                          | CELULARITY INC                                               | CUSIP: 151190105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2857 | NS      | $3685.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                                    | CELSIUS HOLDINGS INC                                         | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2376 | NS      | $247199.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc                                | CELLDEX THERAPEUTICS INC                                     | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |      1926 | NS      | $85841.82     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                                    | CAVCO INDUSTRIES INC                                         | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       374 | NS      | $84617.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp/The                                           | CATO CORP/THE                                                | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |       744 | NS      | $6941.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                  | CATHAY GENERAL BANCORP                                       | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      3108 | NS      | $126775.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                            | CATALYST PHARMACEUTICALS INC                                 | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      4238 | NS      | $78826.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                                  | CASTLE BIOSCIENCES INC                                       | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1068 | NS      | $25140.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassava Sciences Inc                                    | CASSAVA SCIENCES INC                                         | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |      1621 | NS      | $47884.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Cass Information Systems Inc                            | CASS INFORMATION SYSTEMS INC                                 | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |       559 | NS      | $25613.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc                               | CASELLA WASTE SYSTEMS INC                                    | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |      2105 | NS      | $166947.55    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Casa Systems Inc                                        | CASA SYSTEMS INC                                             | CUSIP: 14713L102<br>LEI: 549300PNQ0GUDHNZLG66 | Long             | EC               | CORP              | US        |      1624 | NS      | $4433.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                                   | CARTER BANKSHARES INC                                        | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       980 | NS      | $16258.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                            | CARS.COM INC                                                 | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      2723 | NS      | $37495.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                               | CARPENTER TECHNOLOGY CORP                                    | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      2001 | NS      | $73916.94     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CarParts.com Inc                                        | CARPARTS.COM INC                                             | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |      2033 | NS      | $12726.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                                   | CARRIAGE SERVICES INC                                        | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       537 | NS      | $14788.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences Inc                                 | CARIBOU BIOSCIENCES INC                                      | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2257 | NS      | $14173.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                            | CARGURUS INC                                                 | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      4298 | NS      | $60214.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                      | CARETRUST REIT INC                                           | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      4045 | NS      | $75156.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CareMax Inc                                             | CAREMAX INC                                                  | CUSIP: 14171W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2452 | NS      | $8949.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CareDx Inc                                              | CAREDX INC                                                   | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |      2067 | NS      | $23584.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics Inc                                          | CARDLYTICS INC                                               | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |      1321 | NS      | $7635.38      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc                              | CARDIOVASCULAR SYSTEMS INC                                   | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |      1704 | NS      | $23208.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                                   | CARA THERAPEUTICS INC                                        | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |      1842 | NS      | $19783.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstar Financial Holdings Inc                          | CAPSTAR FINANCIAL HOLDINGS INC                               | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       904 | NS      | $15964.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                           | CAPITOL FEDERAL FINANCIAL INC                                | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5366 | NS      | $46415.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc                                     | CAPITAL BANCORP INC                                          | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |       362 | NS      | $8521.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc                             | CAPITAL CITY BANK GROUP INC                                  | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |       544 | NS      | $17680.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                                          | CANTALOUPE INC                                               | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |      2340 | NS      | $10179.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canoo Inc                                               | CANOO INC                                                    | CUSIP: 13803R102<br>LEI: 5493004KHMS7ZZPSQE04 | Long             | EC               | CORP              | US        |      6195 | NS      | $7619.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cano Health Inc                                         | CANO HEALTH INC                                              | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6575 | NS      | $9007.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cannae Holdings Inc                                     | CANNAE HOLDINGS INC                                          | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |      2988 | NS      | $61702.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings Inc                              | CAMPING WORLD HOLDINGS INC                                   | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |      1653 | NS      | $36894.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                                    | CAMDEN NATIONAL CORP                                         | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       587 | NS      | $24472.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Bancorp                                       | CAMBRIDGE BANCORP                                            | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       279 | NS      | $23173.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                                     | CALLON PETROLEUM CO                                          | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      2065 | NS      | $76590.85     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                            | TOPGOLF CALLAWAY BRANDS CORP                                 | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      6048 | NS      | $119448.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                               | CALIX INC                                                    | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      2471 | NS      | $169090.53    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                          | CALIFORNIA WATER SERVICE GROUP                               | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      2291 | NS      | $138926.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                               | CALIFORNIA RESOURCES CORP                                    | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      3193 | NS      | $138927.43    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                             | CALERES INC                                                  | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      1493 | NS      | $33264.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                                      | CALAVO GROWERS INC                                           | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       705 | NS      | $20727.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                     | CAL-MAINE FOODS INC                                          | CUSIP: 128030202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1590 | NS      | $86575.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings Inc                                      | CADRE HOLDINGS INC                                           | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       771 | NS      | $15527.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                            | CADENCE BANK                                                 | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      7645 | NS      | $188525.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                              | CACTUS INC                                                   | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      2547 | NS      | $128012.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                              | CABOT CORP                                                   | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      2346 | NS      | $156806.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cvent Holding Corp                                      | CVENT HOLDING CORP                                           | CUSIP: 126677103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1853 | NS      | $10006.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                          | CVR ENERGY INC                                               | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      1249 | NS      | $39143.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                      | CVB FINANCIAL CORP                                           | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5627 | NS      | $144895.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                      | CNX RESOURCES CORP                                           | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      7698 | NS      | $129634.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                                | CTS CORP                                                     | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      1333 | NS      | $52546.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp                                      | CTI BIOPHARMA CORP                                           | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4355 | NS      | $26173.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                                     | CSW INDUSTRIALS INC                                          | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       615 | NS      | $71296.95     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                           | CSG SYSTEMS INTERNATIONAL INC                                | CUSIP: 126349109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1303 | NS      | $74531.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Disco Inc                                            | CS DISCO INC                                                 | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       958 | NS      | $6054.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                                 | CNO FINANCIAL GROUP INC                                      | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      4913 | NS      | $112262.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc                                   | CRA INTERNATIONAL INC                                        | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       295 | NS      | $36116.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA                                   | CNB FINANCIAL CORP/PA                                        | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |       843 | NS      | $20054.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc                                     | C4 THERAPEUTICS INC                                          | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1676 | NS      | $9888.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties Inc                         | CBL & ASSOCIATES PROPERTIES INC                              | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               | CORP              | US        |      1085 | NS      | $25041.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                                | CBIZ INC                                                     | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      2025 | NS      | $94871.25     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai Inc                                               | C3.AI INC                                                    | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |      2399 | NS      | $26844.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                                      | BYLINE BANCORP INC                                           | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      1071 | NS      | $24600.87     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Butterfly Network Inc                                   | BUTTERFLY NETWORK INC                                        | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5421 | NS      | $13335.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Business First Bancshares Inc                           | BUSINESS FIRST BANCSHARES INC                                | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |       984 | NS      | $21785.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                                              | BUMBLE INC                                                   | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3619 | NS      | $76179.95     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc                               | BUILD-A-BEAR WORKSHOP INC                                    | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |       616 | NS      | $14685.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                          | BUCKLE INC/THE                                               | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      1272 | NS      | $57685.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                                   | BROOKLINE BANCORP INC                                        | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3173 | NS      | $44897.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp                          | BROOKFIELD INFRASTRUCTURE CORP                               | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4129 | NS      | $160618.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Corp                                | BROOKFIELD BUSINESS CORP                                     | CUSIP: 11259V106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1049 | NS      | $19710.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc                             | BROOKDALE SENIOR LIVING INC                                  | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |      8066 | NS      | $22020.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                                | BROADSTONE NET LEASE INC                                     | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |      7254 | NS      | $117587.34    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital Inc                            | BROADMARK REALTY CAPITAL INC                                 | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5269 | NS      | $18757.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                       | BRISTOW GROUP INC                                            | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      1017 | NS      | $27591.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink s Co/The                                          | BRINK'S CO/THE                                               | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      1900 | NS      | $102049.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                               | BRINKER INTERNATIONAL INC                                    | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      1828 | NS      | $58331.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                                 | BRIGHTSPIRE CAPITAL INC                                      | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |      3866 | NS      | $24085.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc                       | BRIGHTSPHERE INVESTMENT GROUP INC                            | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      1323 | NS      | $27227.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                                 | BRIGHTVIEW HOLDINGS INC                                      | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      1865 | NS      | $12849.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc                                          | BRIGHTCOVE INC                                               | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |      1755 | NS      | $9178.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Health Group Inc                                 | BRIGHT HEALTH GROUP INC                                      | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8339 | NS      | $5419.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc                              | BRIDGEWATER BANCSHARES INC                                   | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |       816 | NS      | $14475.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                                    | BRIDGEBIO PHARMA INC                                         | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      4487 | NS      | $34190.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                 | BRANDYWINE REALTY TRUST                                      | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      7158 | NS      | $44021.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc                            | BRAEMAR HOTELS & RESORTS INC                                 | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |      2898 | NS      | $11910.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                              | BRADY CORP                                                   | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      1920 | NS      | $90432.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Boxed Inc                                               | BOXED INC                                                    | CUSIP: 103174108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2728 | NS      | $531.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                                 | BOX INC                                                      | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      5894 | NS      | $183480.22    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp                                            | BOWLERO CORP                                                 | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1185 | NS      | $15973.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp                                       | BOSTON OMAHA CORP                                            | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |       885 | NS      | $23452.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                                  | BOOT BARN HOLDINGS INC                                       | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      1239 | NS      | $77462.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                        | BOISE CASCADE CO                                             | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      1707 | NS      | $117219.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluerock Homes Trust Inc                                | BLUEROCK HOMES TRUST INC                                     | CUSIP: 09631H100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       145 | NS      | $3089.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Corp                        | BLUEGREEN VACATIONS HOLDING CORP                             | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |       507 | NS      | $12654.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                                | BLUEPRINT MEDICINES CORP                                     | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      2588 | NS      | $113380.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                                   | BLUELINX HOLDINGS INC                                        | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |       373 | NS      | $26524.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio Inc                                        | BLUEBIRD BIO INC                                             | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3353 | NS      | $23202.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Blue Ridge Bankshares Inc                               | BLUE RIDGE BANKSHARES INC                                    | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       679 | NS      | $8480.71      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                                    | BLUE FOUNDRY BANCORP                                         | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |      1068 | NS      | $13723.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                                          | BLUE BIRD CORP                                               | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       709 | NS      | $7593.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                                             | AVANTAX INC                                                  | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |      2008 | NS      | $51264.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin  Brands Inc                                     | BLOOMIN' BRANDS INC                                          | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      3690 | NS      | $74242.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                                       | BLOOM ENERGY CORP                                            | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      7754 | NS      | $148256.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Blink Charging Co                                       | BLINK CHARGING CO                                            | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1465 | NS      | $16071.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Blend Labs Inc                                          | BLEND LABS INC-A                                             | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7595 | NS      | $10936.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blade Air Mobility Inc                                  | BLADE AIR MOBILITY INC                                       | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2412 | NS      | $8634.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc                           | BLACKSTONE MORTGAGE TRUST INC                                | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |      7181 | NS      | $152021.77    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                           | BLACKLINE INC                                                | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |      2330 | NS      | $156739.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                           | BLACKBAUD INC                                                | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      2009 | NS      | $118249.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                        | BLACK HILLS CORP                                             | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      2740 | NS      | $192731.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ s Restaurants Inc                                    | BJ'S RESTAURANTS INC                                         | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |       983 | NS      | $25931.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bird Global Inc                                         | BIRD GLOBAL INC                                              | CUSIP: 09077J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6559 | NS      | $1181.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bioxcel Therapeutics Inc                                | BIOXCEL THERAPEUTICS INC                                     | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |       798 | NS      | $17141.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Bionano Genomics Inc                                    | BIONANO GENOMICS INC                                         | CUSIP: 09075F107<br>LEI: 54930086AP7ROH0VJ631 | Long             | EC               | CORP              | US        |     11932 | NS      | $17420.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Bioventus Inc                                           | BIOVENTUS INC                                                | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1263 | NS      | $3296.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BioLife Solutions Inc                                   | BIOLIFE SOLUTIONS INC                                        | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      1371 | NS      | $24952.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                            | BIOCRYST PHARMACEUTICALS INC                                 | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      7748 | NS      | $88947.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Biglari Holdings Inc                                    | BIGLARI HOLDINGS INC                                         | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |        31 | NS      | $4302.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BigCommerce Holdings Inc                                | BIGCOMMERCE HOLDINGS INC                                     | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |      2620 | NS      | $22898.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                                            | BIG LOTS INC                                                 | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1247 | NS      | $18330.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Big 5 Sporting Goods Corp                               | BIG 5 SPORTING GOODS CORP                                    | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |       837 | NS      | $7390.71      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Beyond Meat Inc                                         | BEYOND MEAT INC                                              | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |      2599 | NS      | $31993.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Berry Corp                                              | BERRY CORP                                                   | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3398 | NS      | $27184.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                             | BERKSHIRE HILLS BANCORP INC                                  | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      1854 | NS      | $55434.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Grey Inc                                      | BERKSHIRE GREY INC                                           | CUSIP: 084656107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1868 | NS      | $1128.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights Inc                                     | BERKELEY LIGHTS INC                                          | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |      2208 | NS      | $5917.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benson Hill Inc                                         | BENSON HILL INC                                              | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7008 | NS      | $17870.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Benefitfocus Inc                                        | BENEFITFOCUS INC                                             | CUSIP: 08180D106<br>LEI: 254900W89KP1OS3RXO89 | Long             | EC               | CORP              | US        |      1136 | NS      | $11882.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                               | BENCHMARK ELECTRONICS INC                                    | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      1476 | NS      | $39394.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                                     | BELLRING BRANDS INC                                          | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      5680 | NS      | $145635.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                              | BELDEN INC                                                   | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      1832 | NS      | $131720.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                                   | BED BATH & BEYOND INC                                        | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |      3264 | NS      | $8192.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Beazer Homes USA Inc                                    | BEAZER HOMES USA INC                                         | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      1191 | NS      | $15197.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                                   | BEAM THERAPEUTICS INC                                        | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2755 | NS      | $107748.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                               | BEACON ROOFING SUPPLY INC                                    | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      2221 | NS      | $117246.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Beachbody Co Inc/The                                    | BEACHBODY CO INC/THE                                         | CUSIP: 073463101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4006 | NS      | $2107.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                             | BAYCOM CORP                                                  | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |       492 | NS      | $9338.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Battalion Oil Corp                                      | BATTALION OIL CORP                                           | CUSIP: 07134L107<br>LEI: 3XHTN2NNIMMPORDAMJ28 | Long             | EC               | CORP              | US        |        96 | NS      | $932.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc                           | BARRETT BUSINESS SERVICES INC                                | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |       303 | NS      | $28263.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                                        | BARNES GROUP INC                                             | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      2050 | NS      | $83742.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                                   | BAR HARBOR BANKSHARES                                        | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       593 | NS      | $18999.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc                            | BANKWELL FINANCIAL GROUP INC                                 | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |       216 | NS      | $6356.88      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                             | BANNER CORP                                                  | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1429 | NS      | $90312.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                          | BANKUNITED INC                                               | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      3368 | NS      | $114410.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                                   | BANK OF MARIN BANCORP                                        | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       632 | NS      | $20780.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corp                                         | BANK FIRST CORP                                              | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       324 | NS      | $30073.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Banc of California Inc                                  | BANC OF CALIFORNIA INC                                       | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      2269 | NS      | $36145.17     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                           | BANDWIDTH INC                                                | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |       964 | NS      | $22123.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                         | BANCORP INC/THE                                              | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2312 | NS      | $65614.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                          | BANCFIRST CORP                                               | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       823 | NS      | $72572.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally s Corp                                            | BALLY'S CORP                                                 | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |      1538 | NS      | $29806.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                            | BALCHEM CORP                                                 | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      1344 | NS      | $164115.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkt Holdings Inc                                      | BAKKT HOLDINGS INC                                           | CUSIP: 05759B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2594 | NS      | $3086.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Badger Meter Inc                                        | BADGER METER INC                                             | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      1262 | NS      | $137595.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Babcock & Wilcox Enterprises Inc                        | BABCOCK & WILCOX ENTERPRISES INC                             | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |      2539 | NS      | $14650.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC Inc                                                 | BRC INC                                                      | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1132 | NS      | $6916.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BRP Group Inc                                           | BRP GROUP INC                                                | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2546 | NS      | $64006.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial Inc                                   | B RILEY FINANCIAL INC                                        | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       847 | NS      | $28967.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| BRT Apartments Corp                                     | BRT APARTMENTS CORP                                          | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       466 | NS      | $9152.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc                                        | BGC PARTNERS INC                                             | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     13452 | NS      | $50714.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc                                         | BCB BANCORP INC                                              | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |       615 | NS      | $11063.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                           | B&G FOODS INC                                                | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      2915 | NS      | $32502.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                                             | AXONICS INC                                                  | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |      2115 | NS      | $132250.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                      | AXOS FINANCIAL INC                                           | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      2403 | NS      | $91842.66     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                                 | AXSOME THERAPEUTICS INC                                      | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |      1343 | NS      | $103585.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Axogen Inc                                              | AXOGEN INC                                                   | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1660 | NS      | $16566.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                                | AXCELIS TECHNOLOGIES INC                                     | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      1369 | NS      | $108643.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                             | AVISTA CORP                                                  | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      3180 | NS      | $141001.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                                 | AVIDITY BIOSCIENCES INC                                      | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2240 | NS      | $49705.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc                                | AVIDXCHANGE HOLDINGS INC                                     | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6177 | NS      | $61399.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                             | AVIENT CORP                                                  | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      3927 | NS      | $132575.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc                                    | AVID BIOSERVICES INC                                         | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |      2626 | NS      | $36160.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                                     | AVID TECHNOLOGY INC                                          | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      1513 | NS      | $40230.67     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc                                      | AVIAT NETWORKS INC                                           | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |       467 | NS      | $14565.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc                                            | AVEPOINT INC                                                 | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5267 | NS      | $21647.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings Inc                         | AVEANNA HEALTHCARE HOLDINGS INC                              | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1861 | NS      | $1451.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya Holdings Corp                                     | AVAYA HOLDINGS CORP                                          | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |      3849 | NS      | $754.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Avanos Medical Inc                                      | AVANOS MEDICAL INC                                           | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      1951 | NS      | $52794.06     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                             | AURINIA PHARMACEUTICALS INC                                  | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |      5531 | NS      | $23893.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences Inc                                    | AURA BIOSCIENCES INC                                         | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       781 | NS      | $8200.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Audacy Inc                                              | AUDACY INC                                                   | CUSIP: 05070N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4558 | NS      | $1026.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corp                                             | ATRION CORP                                                  | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $33567.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atomera Inc                                             | ATOMERA INC                                                  | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       823 | NS      | $5119.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AtriCure Inc                                            | ATRICURE INC                                                 | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1927 | NS      | $85520.26     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Technical Consultants Inc                         | ATLAS TECHNICAL CONSULTANTS INC                              | CUSIP: 049430101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       756 | NS      | $3893.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc                        | ATLAS AIR WORLDWIDE HOLDINGS INC                             | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      1210 | NS      | $121968.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp                                | ATLANTICUS HOLDINGS CORP                                     | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       189 | NS      | $4951.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                          | ATLANTIC UNION BANKSHARES CORP                               | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3241 | NS      | $113888.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                              | ATKORE INC                                                   | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      1736 | NS      | $196897.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma Inc                                       | ATHIRA PHARMA INC                                            | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1579 | NS      | $5005.43      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                                | ATEA PHARMACEUTICALS INC                                     | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3130 | NS      | $15055.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc                               | ATARA BIOTHERAPEUTICS INC                                    | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |      3821 | NS      | $12532.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                                          | ASTRONICS CORP                                               | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      1095 | NS      | $11278.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra Space Inc                                         | ASTRA SPACE INC                                              | CUSIP: 04634X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5509 | NS      | $2389.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Astec Industries Inc                                    | ASTEC INDUSTRIES INC                                         | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       942 | NS      | $38301.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Capital Group Inc                            | ASSOCIATED CAPITAL GROUP INC                                 | CUSIP: 045528106<br>LEI: 549300FBGXGSSUE01W24 | Long             | EC               | CORP              | US        |        61 | NS      | $2561.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                    | ASSOCIATED BANC-CORP                                         | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      6300 | NS      | $145467.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings Inc                        | ASSETMARK FINANCIAL HOLDINGS INC                             | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |       886 | NS      | $20378.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                                      | ASPEN AEROGELS INC                                           | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1254 | NS      | $14784.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashford Hospitality Trust Inc                           | ASHFORD HOSPITALITY TRUST INC                                | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1475 | NS      | $6593.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                             | ASBURY AUTOMOTIVE GROUP INC                                  | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       935 | NS      | $167598.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                               | ASANA INC                                                    | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3090 | NS      | $42549.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Arvinas Inc                                             | ARVINAS INC                                                  | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2039 | NS      | $69754.19     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc                   | ARTISAN PARTNERS ASSET MANAGEMENT INC                        | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      2522 | NS      | $74903.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corp                                 | ARTESIAN RESOURCES CORP                                      | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       338 | NS      | $19800.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc                                             | ARTERIS INC                                                  | CUSIP: 04302A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       648 | NS      | $2786.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                           | ARROWHEAD PHARMACEUTICALS INC                                | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      4422 | NS      | $179356.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp                                    | ARROW FINANCIAL CORP                                         | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |       582 | NS      | $19729.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                                  | ARRAY TECHNOLOGIES INC                                       | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |      6512 | NS      | $125876.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| ARMOUR Residential REIT Inc                             | ARMOUR RESIDENTIAL REIT INC                                  | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |      5502 | NS      | $30976.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Armada Hoffler Properties Inc                           | ARMADA HOFFLER PROPERTIES INC                                | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |      2892 | NS      | $33258.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                                   | ARLO TECHNOLOGIES INC                                        | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      3625 | NS      | $12723.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arko Corp                                               | ARKO CORP                                                    | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3402 | NS      | $29461.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solution Inc                                 | ARIS WATER SOLUTION INC                                      | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       866 | NS      | $12479.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ares Commercial Real Estate Corp                        | ARES COMMERCIAL REAL ESTATE CORP                             | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |      2232 | NS      | $22967.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Argan Inc                                               | ARGAN INC                                                    | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |       559 | NS      | $20615.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arena Group Holdings Inc/The                            | ARENA GROUP HOLDINGS INC/THE                                 | CUSIP: 040044109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       434 | NS      | $4604.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc                      | ARCTURUS THERAPEUTICS HOLDINGS INC                           | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       960 | NS      | $16281.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                             | ARCUTIS BIOTHERAPEUTICS INC                                  | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1769 | NS      | $26181.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                   | ARCUS BIOSCIENCES INC                                        | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2157 | NS      | $44606.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                            | ARCONIC CORP                                                 | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      4315 | NS      | $91305.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                              | ARCOSA INC                                                   | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      2095 | NS      | $113842.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                            | ARCHROCK INC                                                 | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      6009 | NS      | $53960.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                                     | ARCHER AVIATION INC                                          | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5776 | NS      | $10801.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc                                      | ARCH RESOURCES INC                                           | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |       623 | NS      | $88958.17     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                                             | ARCELLX INC                                                  | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1218 | NS      | $37733.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                            | ARCBEST CORP                                                 | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      1024 | NS      | $71720.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                                  | ARBOR REALTY TRUST INC                                       | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |      6938 | NS      | $91512.22     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corp                                  | ARBUTUS BIOPHARMA CORP                                       | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | CA        |      4726 | NS      | $11011.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Applied Industrial Technologies Inc                     | APPLIED INDUSTRIAL TECHNOLOGIES INC                          | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      1640 | NS      | $206689.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp                                    | APPLIED DIGITAL CORP                                         | CUSIP: 038169207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2784 | NS      | $5122.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                              | APPLE HOSPITALITY REIT INC                                   | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      9078 | NS      | $143250.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AppHarvest Inc                                          | APPHARVEST INC                                               | CUSIP: 03783T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2837 | NS      | $1609.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Appfolio Inc                                            | APPFOLIO INC                                                 | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       813 | NS      | $85673.94     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corp                                             | APPIAN CORP                                                  | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |      1684 | NS      | $54831.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc                             | APOLLO MEDICAL HOLDINGS INC                                  | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      1608 | NS      | $47580.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc               | APOLLO COMMERCIAL REAL ESTATE FINANCE INC                    | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |      5901 | NS      | $63494.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                                  | APOGEE ENTERPRISES INC                                       | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       938 | NS      | $41703.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                             | APELLIS PHARMACEUTICALS INC                                  | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      3950 | NS      | $204254.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Co                  | APARTMENT INVESTMENT AND MANAGEMENT CO                       | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               | CORP              | US        |      6151 | NS      | $43795.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AN2 Therapeutics Inc                                    | AN2 THERAPEUTICS INC                                         | CUSIP: 037326105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       457 | NS      | $4355.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                                             | ANTERIX INC                                                  | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |       801 | NS      | $25768.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                                  | ANIKA THERAPEUTICS INC                                       | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |       642 | NS      | $19003.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                                       | ANGIODYNAMICS INC                                            | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      1512 | NS      | $20820.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Inc                                  | ANGEL OAK MORTGAGE INC                                       | CUSIP: 03464Y108<br>LEI: 5493008M8D7W7VZZ7V36 | Long             | EC               | CORP              | US        |       499 | NS      | $2360.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Andersons Inc/The                                       | ANDERSONS INC/THE                                            | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      1423 | NS      | $49790.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp                               | ANAVEX LIFE SCIENCES CORP                                    | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |      2813 | NS      | $26048.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AnaptysBio Inc                                          | ANAPTYSBIO INC                                               | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |       840 | NS      | $26031.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Amylyx Pharmaceuticals Inc                              | AMYLYX PHARMACEUTICALS INC                                   | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2113 | NS      | $78075.35     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amyris Inc                                              | AMYRIS INC                                                   | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Long             | EC               | CORP              | US        |      8350 | NS      | $12775.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Amplitude Inc                                           | AMPLITUDE INC                                                | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2417 | NS      | $29197.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Amplify Energy Corp                                     | AMPLIFY ENERGY CORP                                          | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |      1520 | NS      | $13360.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                           | AMPHASTAR PHARMACEUTICALS INC                                | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      1581 | NS      | $44299.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                              | AMNEAL PHARMACEUTICALS INC                                   | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |      4451 | NS      | $8857.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                                    | AMKOR TECHNOLOGY INC                                         | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      4277 | NS      | $102562.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc                                 | AMICUS THERAPEUTICS INC                                      | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     11886 | NS      | $145128.06    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                          | AMERIS BANCORP                                               | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      2853 | NS      | $134490.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                           | AMERISAFE INC                                                | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |       807 | NS      | $41939.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| America s Car-Mart Inc/TX                               | AMERICA'S CAR-MART INC/TX                                    | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       249 | NS      | $17992.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                                  | AMERICAN WOODMARK CORP                                       | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |       710 | NS      | $34690.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corp                                      | AMERICAN WELL CORP                                           | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9396 | NS      | $26590.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                                  | AMERICAN VANGUARD CORP                                       | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |      1192 | NS      | $25878.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                                | AMERICAN STATES WATER CO                                     | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      1558 | NS      | $144192.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software Inc/GA                                | AMERICAN SOFTWARE INC/GA                                     | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1449 | NS      | $21271.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Realty Investors Inc                           | AMERICAN REALTY INVESTORS INC                                | CUSIP: 029174109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        57 | NS      | $1462.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc                           | AMERICAN PUBLIC EDUCATION INC                                | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |       764 | NS      | $9389.56      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares Inc                        | AMERICAN NATIONAL BANKSHARES INC                             | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |       461 | NS      | $17024.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Necessity Retail REIT Inc/The                           | NECESSITY RETAIL REIT INC/THE                                | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |      5503 | NS      | $32632.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co              | AMERICAN EQUITY INVESTMENT LIFE HOLDING CO                   | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      3051 | NS      | $139186.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                           | AMERICAN EAGLE OUTFITTERS INC                                | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      6455 | NS      | $90111.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc              | AMERICAN AXLE & MANUFACTURING HOLDINGS INC                   | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4894 | NS      | $38271.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                               | AMERICAN ASSETS TRUST INC                                    | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2078 | NS      | $55067.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                            | AMERESCO INC                                                 | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |      1335 | NS      | $76281.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc                                     | AMERANT BANCORP INC                                          | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |      1141 | NS      | $30624.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                               | AMBAC FINANCIAL GROUP INC                                    | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      1881 | NS      | $32804.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                              | AMALGAMATED FINANCIAL CORP                                   | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       737 | NS      | $16980.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Power Inc                                         | ALTUS POWER INC                                              | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |      1802 | NS      | $11749.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc                                    | KINETIK HOLDINGS INC                                         | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       675 | NS      | $22329.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp                            | ALTRA INDUSTRIAL MOTION CORP                                 | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      2794 | NS      | $166941.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aterian Inc                                             | ATERIAN INC                                                  | CUSIP: 02156U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2331 | NS      | $1795.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alto Ingredients Inc                                    | ALTO INGREDIENTS INC                                         | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |      2899 | NS      | $8349.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altair Engineering Inc                                  | ALTAIR ENGINEERING INC                                       | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |      2177 | NS      | $98988.19     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc                                | ALTA EQUIPMENT GROUP INC                                     | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |       804 | NS      | $10604.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Immune Sciences Inc                              | ALPINE IMMUNE SCIENCES INC                                   | CUSIP: 02083G100<br>LEI: 5493000845S6RLSDWJ40 | Long             | EC               | CORP              | US        |       935 | NS      | $6872.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc                                   | ALPHATEC HOLDINGS INC                                        | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |      3129 | NS      | $38643.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Teknova Inc                                       | ALPHA TEKNOVA INC                                            | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       290 | NS      | $1635.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc                       | ALPHA METALLURGICAL RESOURCES INC                            | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       639 | NS      | $93543.21     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Veradigm Inc                                            | VERADIGM INC                                                 | CUSIP: 01988P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4572 | NS      | $80650.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir Inc                                             | ALLOVIR INC                                                  | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1333 | NS      | $6838.29      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Allogene Therapeutics Inc                               | ALLOGENE THERAPEUTICS INC                                    | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3255 | NS      | $20473.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Allied Motion Technologies Inc                          | ALLIED MOTION TECHNOLOGIES INC                               | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |       550 | NS      | $19145.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                            | BREAD FINANCIAL HOLDINGS INC                                 | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      2122 | NS      | $79914.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                              | ALLETE INC                                                   | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      2419 | NS      | $156049.69    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                     | ALLEGIANT TRAVEL CO                                          | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       653 | NS      | $44397.47     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                 | ATI INC                                                      | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      5237 | NS      | $156376.82    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Allbirds Inc                                            | ALLBIRDS INC                                                 | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3870 | NS      | $9365.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                                   | ALKAMI TECHNOLOGY INC                                        | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1465 | NS      | $21374.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                              | ALIGHT INC                                                   | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     14674 | NS      | $122674.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                                | ALIGNMENT HEALTHCARE INC                                     | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4117 | NS      | $48415.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico Inc                                               | ALICO INC                                                    | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $5728.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander s Inc                                         | ALEXANDER'S INC                                              | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |        88 | NS      | $19365.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                                 | ALEXANDER & BALDWIN INC                                      | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3048 | NS      | $57089.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp                                   | ALERUS FINANCIAL CORP                                        | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |       626 | NS      | $14617.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                             | ALECTOR INC                                                  | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      2537 | NS      | $23416.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albireo Pharma Inc                                      | ALBIREO PHARMA INC                                           | CUSIP: 01345P106<br>LEI: 549300835H8LC7O8VC29 | Long             | EC               | CORP              | US        |       759 | NS      | $16401.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Albany International Corp                               | ALBANY INTERNATIONAL CORP                                    | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      1345 | NS      | $132603.55    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                                  | ALARM.COM HOLDINGS INC                                       | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      2088 | NS      | $103314.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                         | ALAMO GROUP INC                                              | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       424 | NS      | $60038.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoya Biosciences Inc                                   | AKOYA BIOSCIENCES INC                                        | CUSIP: 00974H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       632 | NS      | $6048.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc                                  | AKERO THERAPEUTICS INC                                       | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      1461 | NS      | $80062.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoustis Technologies Inc                               | AKOUSTIS TECHNOLOGIES INC                                    | CUSIP: 00973N102<br>LEI: 549300DLBFV9XWL6J142 | Long             | EC               | CORP              | US        |      2302 | NS      | $6491.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AirSculpt Technologies Inc                              | AIRSCULPT TECHNOLOGIES INC                                   | CUSIP: 009496100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       534 | NS      | $1975.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Air Transport Services Group Inc                        | AIR TRANSPORT SERVICES GROUP INC                             | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      2477 | NS      | $64352.46     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                       | AGREE REALTY CORP                                            | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3741 | NS      | $265349.13    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc                                             | AGILITI INC                                                  | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1160 | NS      | $18919.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Agios Pharmaceuticals Inc                               | AGIOS PHARMACEUTICALS INC                                    | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      2315 | NS      | $65005.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                            | AGILYSYS INC                                                 | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |       852 | NS      | $67427.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agenus Inc                                              | AGENUS INC                                                   | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |     12736 | NS      | $30566.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Aeva Technologies Inc                                   | AEVA TECHNOLOGIES INC                                        | CUSIP: 00835Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3830 | NS      | $5208.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AEye Inc                                                | AEYE INC                                                     | CUSIP: 008183105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2511 | NS      | $1206.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| AerSale Corp                                            | AERSALE CORP                                                 | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       867 | NS      | $14062.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                       | AEROVIRONMENT INC                                            | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      1038 | NS      | $88915.08     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerovate Therapeutics Inc                               | AEROVATE THERAPEUTICS INC                                    | CUSIP: 008064107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       370 | NS      | $10841.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                     | Aduro Biotech CVR                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        35 | NS      | $71.14        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Advanced Energy Industries Inc                          | ADVANCED ENERGY INDUSTRIES INC                               | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      1620 | NS      | $138963.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc                                 | ADVANTAGE SOLUTIONS INC                                      | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3253 | NS      | $6766.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc                         | AEROJET ROCKETDYNE HOLDINGS INC                              | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      3346 | NS      | $187141.78    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                            | ADVANSIX INC                                                 | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      1124 | NS      | $42734.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aemetis Inc                                             | AEMETIS INC                                                  | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               | CORP              | US        |      1289 | NS      | $5104.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AdTheorent Holding Co Inc                               | ADTHEORENT HOLDING CO INC                                    | CUSIP: 00739D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1666 | NS      | $2765.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                            | ADTALEM GLOBAL EDUCATION INC                                 | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      1894 | NS      | $67237.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Bio Inc                                          | ADICET BIO INC                                               | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |      1181 | NS      | $10558.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                               | ADEIA INC                                                    | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4302 | NS      | $40782.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                                     | ADDUS HOMECARE CORP                                          | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       651 | NS      | $64767.99     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                                        | ADAPTHEALTH CORP                                             | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3037 | NS      | $58371.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                           | ADAPTIVE BIOTECHNOLOGIES CORP                                | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      4624 | NS      | $35327.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Invivyd Inc                                             | INVIVYD INC                                                  | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2094 | NS      | $3141.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                                  | ACUSHNET HOLDINGS CORP                                       | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      1417 | NS      | $60165.82     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                                     | ADTRAN HOLDINGS INC                                          | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      3213 | NS      | $60372.27     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc                                | ACLARIS THERAPEUTICS INC                                     | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |      2776 | NS      | $43722.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                       | ACI WORLDWIDE INC                                            | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      4699 | NS      | $108077.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade Inc                                            | ACCOLADE INC                                                 | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |      2832 | NS      | $22061.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc                                 | ACCEL ENTERTAINMENT INC                                      | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2318 | NS      | $17848.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                     | ACADIA REALTY TRUST                                          | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3921 | NS      | $56266.35     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                              | ACADIA PHARMACEUTICALS INC                                   | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      5048 | NS      | $80364.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                           | ACADEMY SPORTS & OUTDOORS INC                                | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3331 | NS      | $175010.74    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                  | ABERCROMBIE & FITCH CO                                       | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      2094 | NS      | $47973.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics Inc                                 | ABCELLERA BIOLOGICS INC                                      | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |      8637 | NS      | $87492.81     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron s Co Inc/The                                      | AARON'S CO INC/THE                                           | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1231 | NS      | $14710.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                 | AZZ INC                                                      | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      1017 | NS      | $40883.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT Inc                                                 | AXT INC                                                      | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |      1724 | NS      | $7551.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Physical Therapy Inc                                | ATI PHYSICAL THERAPY INC                                     | CUSIP: 00216W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2863 | NS      | $873.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| ATN International Inc                                   | ATN INTERNATIONAL INC                                        | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |       456 | NS      | $20661.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                        | A10 NETWORKS INC                                             | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      2629 | NS      | $43720.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                                | ASGN INC                                                     | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      2069 | NS      | $168582.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                                          | API GROUP CORP                                               | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |      8726 | NS      | $164136.06    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                                 | ANI PHARMACEUTICALS INC                                      | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       518 | NS      | $20839.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                              | A-MARK PRECIOUS METALS INC                                   | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |       768 | NS      | $26672.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO Inc                                                | AMMO INC                                                     | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |      3459 | NS      | $5984.07      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AMN Healthcare Services Inc                             | AMN HEALTHCARE SERVICES INC                                  | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      1824 | NS      | $187543.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc                               | ALX ONCOLOGY HOLDINGS INC                                    | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       867 | NS      | $9771.09      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                        | AMC NETWORKS INC                                             | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      1233 | NS      | $19321.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| aka Brands Holding Corp                                 | AKA BRANDS HOLDING CORP                                      | CUSIP: 00152K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       385 | NS      | $488.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AFC Gamma Inc                                           | AFC GAMMA INC                                                | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               | CORP              | US        |       636 | NS      | $10004.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ACM Research Inc                                        | ACM RESEARCH INC                                             | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |      1955 | NS      | $15073.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                      | ABM INDUSTRIES INC                                           | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      2798 | NS      | $124287.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc                                        | ACV AUCTIONS INC                                             | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4932 | NS      | $40491.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Absci Corp                                              | ABSCI CORP                                                   | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2059 | NS      | $4323.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                      | ADMA BIOLOGICS INC                                           | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7616 | NS      | $29550.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp                                               | ACNB CORP                                                    | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       345 | NS      | $13734.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                                        | ACCO BRANDS CORP                                             | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      4025 | NS      | $22499.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                                | AAR CORP                                                     | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      1420 | NS      | $63758.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                                | AAON INC                                                     | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1890 | NS      | $142354.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Aadi Bioscience Inc                                     | AADI BIOSCIENCE INC                                          | CUSIP: 00032Q104<br>LEI: 549300G3U7TKW1M58L09 | Long             | EC               | CORP              | US        |       628 | NS      | $8057.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** T. ROWE PRICE INDEX TRUST, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President