# EDGAR Filing Document

**Accession Number:** 0001039803
**File Stem:** 0001752724-23-041194
**Filing Date:** 2023-2
**Character Count:** 160297
**Document Hash:** 7f02c15edfe1b5cddccf6a3e3339cbab
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041194.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041194

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ProFunds
- **CENTRAL INDEX KEY:** 0001039803
- **IRS NUMBER:** 522035197
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08239
- **FILM NUMBER:** 23670990

**BUSINESS ADDRESS:**
- **STREET 1:** 7272 WISCONSIN AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BETHESDA
- **STATE:** MD
- **ZIP:** 20814
- **BUSINESS PHONE:** 2404976428

**MAIL ADDRESS:**
- **STREET 1:** 7272 WISCONSIN AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BETHESDA
- **STATE:** MD
- **ZIP:** 20814

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PROFUNDS
- **DATE OF NAME CHANGE:** 19970521

## Series and Classes Contracts Data

### PROFUND VP SMALL-CAP VALUE (Series ID: S000003990)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000011117 | PROFUND VP SMALL-CAP VALUE |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ProFunds

- **b. Investment Company Act file number:** 811-08239

- **c. CIK number of Registrant:** 0001039803

- **d. LEI of Registrant:** 549300HM4OOUYSE5DP77

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

  - **Street Address 1:** 7272 Wisconsin Avenue

  - **City:** Bethesda

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20814

  - **Telephone number:** 240-497-6400

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

- **a. Name of Series:** ProFund VP Small-Cap Value

- **b. EDGAR series identifier (if any):** S000003990

- **c. LEI of Series:** 549300LC6XIWR3RDYK92

**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:** $18531161.00

**Total Liabilities:** $308401.48

**Net Assets:** $18222759.52

**Cash Not Reported:** $237.98

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000011117 | 14.27%               | 3.85%                | -6.63%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $68427.09                | $2412904.27                                |
| Month 2  | $-124812.55              | $877258.46                                 |
| Month 3  | $1312239.51              | $-2736823.97                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| TRUEBLUE, INC.                                  | TRUEBLUE INC                               | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1441 | NS      | $28214.78     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES, INC.                        | PATRICK INDUSTRIES INC                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       948 | NS      | $57448.80     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE, INC.     | APOLLO COML REAL EST FIN INC               | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |      5698 | NS      | $61310.48     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS, INC.            | COGENT COMMUNICATIONS HOLDINGS             | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       772 | NS      | $44065.76     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| THE E.W. SCRIPPS COMPANY                        | E W SCRIPPS CO                             | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      2554 | NS      | $33687.26     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                            | FULGENT GENETICS INC                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       477 | NS      | $14205.06     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDEX INTERNATIONAL CORPORATION               | STANDEX INTERNATIONAL CORP                 | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       169 | NS      | $17307.29     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FIRST NATIONAL CORPORATION              | SIMMONS FIRST NATIONAL CORP CLASS A        | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      5592 | NS      | $120675.36    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC MORTGAGE INVESTMENT TRUST              | PENNYMAC MTG INVT TR                       | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |      3917 | NS      | $48531.63     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ORTHOFIX MEDICAL INC.                           | ORTHOFIX MEDICAL INC                       | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       881 | NS      | $18086.93     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International, Inc.                          | WW INTERNATIONAL INC                       | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      2362 | NS      | $9117.32      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HIBBETT, INC.                                   | HIBBETT INC                                | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |       265 | NS      | $18078.30     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA HEALTH SCIENCES, INC.                     | USANA HEALTH SCIENCES INC                  | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       491 | NS      | $26121.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                        | FB FINANCIAL CORP                          | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       775 | NS      | $28008.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE, INC.                      | WOLVERINE WORLD WIDE                       | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      3468 | NS      | $37905.24     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ZUMIEZ INC.                                     | ZUMIEZ INC                                 | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       686 | NS      | $14913.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ORASURE TECHNOLOGIES, INC.                      | ORASURE TECHNOLOGIES INC                   | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      3200 | NS      | $15424.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                             | SANMINA CORP                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      1364 | NS      | $78143.56     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA HOFFLER PROPERTIES, INC.                 | ARMADA HOFFLER PPTYS INC                   | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |      1044 | NS      | $12006.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTCO BANK CORP N Y                           | TRUSTCO BANK CORP NY                       | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       286 | NS      | $10750.74     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMVIE INC.                                     | ZIMVIE INC                                 | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |       920 | NS      | $8592.80      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORPORATION                      | MERITAGE CORP                              | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      1611 | NS      | $148534.20    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                             | DOUGLAS ELLIMAN INC                        | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |      2972 | NS      | $12096.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTIVION, INC.                                  | ARTIVION INC                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |      1776 | NS      | $21525.12     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RETAIL OPPORTUNITY INVESTMENTS CORP.            | RETAIL OPPORTUNITY INVTS CORP              | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5485 | NS      | $82439.55     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN COMPANY                                  | STEPAN CO                                  | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       326 | NS      | $34705.96     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                     | ENHABIT HOME HEALTH HOSPICE                | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |      2185 | NS      | $28754.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES, INC.                   | SUMMIT HOTEL PPTYS                         | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |      4710 | NS      | $34006.20     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ODP CORPORATION                             | THE ODP CORP                               | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1776 | NS      | $80879.04     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK GROUP, INC.                    | INDEPENDENT BANK GROUP INC                 | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1561 | NS      | $93784.88     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB FINANCIAL CORP                              | UMB FINANCIAL CORP                         | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |      5000 | PA      | $5000.00      | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HAYNES INTERNATIONAL, INC.                      | HAYNES INTERNATIONAL INC                   | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |       181 | NS      | $8269.89      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                             | OWENS MINOR INC                            | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      3358 | NS      | $65581.74     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PROASSURANCE CORPORATION                        | PROASSURANCE CORPORATION                   | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      2377 | NS      | $41526.19     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORPORATION                  | PERDOCEO EDUCATION CORP                    | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      1094 | NS      | $15206.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BUCKLE, INC.                                | THE BUCKLE INC                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       404 | NS      | $18321.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GREENBRIER COMPANIES, INC.                  | GREENBRIER COS INC                         | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      1444 | NS      | $48417.32     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOE CARNIVAL, INC.                             | SHOE CARNIVAL INC                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       753 | NS      | $18004.23     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC.                                  | MYR GROUP INC DEL                          | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       365 | NS      | $33605.55     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN B. SANFILIPPO & SON, INC.                  | JOHN B SANFILIPPO SON INC                  | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       153 | NS      | $12441.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL, INC.                 | CAPITOL FEDERAL FINANCIAL INC              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5688 | NS      | $49201.20     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS, INC.                                     | SONOS INC                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      5604 | NS      | $94707.60     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED FIRE GROUP, INC.                         | UNITED FIRE GROUP INC                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       955 | NS      | $26128.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOAST BANKING CORPORATION OF FLORIDA         | SEACOAST BANKING CORP OF FLORIDA           | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      1441 | NS      | $44944.79     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc                              | PROG HOLDINGS INC                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      2204 | NS      | $37225.56     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART GLOBAL HOLDINGS, INC.                     | SMART GLOBAL HOLDINGS INC                  | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | KY        |      2142 | NS      | $31872.96     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORPORATION                             | VERICEL CORP                               | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |       895 | NS      | $23574.30     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN BSP REALTY TRUST, INC.                 | FRANKLIN BSP REALTY TRUST INC              | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |      3633 | NS      | $46865.70     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT REALTY                                      | RPT REALTY                                 | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |      3755 | NS      | $37700.20     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTHCARE TRUST INCORPORATED         | COMMUNITY HEALTHCARE TRUST INC             | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |       415 | NS      | $14857.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPHERE INVESTMENT GROUP INC..             | BRIGHTSPHERE INVESTMENT GROUP              | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       683 | NS      | $14056.14     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INCORPORATED               | GRANITE CONSTRUCTION INC                   | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      1926 | NS      | $67544.82     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Quinstreet Inc                                  | QUINSTREET INC                             | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      1067 | NS      | $15311.45     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST, INC.         | ESSENTIAL PROPERTIES REALTY TRUST INC      | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      6270 | NS      | $147156.90    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS, INC.                  | IRONWOOD PHARMACEUTICALS INC               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      2176 | NS      | $26960.64     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc                                 | MASTERBRAND INC                            | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |      5696 | NS      | $43004.80     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                            | KONTOOR BRANDS INC                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      2174 | NS      | $86938.26     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANEX BUILDING PRODUCTS CORPORATION            | QUANEX BUILDING PRODUCTS CORPORATION       | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |       627 | NS      | $14847.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP, INC.                   | ASBURY AUTOMOTIVE GROUP INC                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       536 | NS      | $96078.00     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD TRUST, INC.                             | REDWOOD TRUST INC                          | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      4993 | NS      | $33752.68     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MORTGAGE TRUST, INC.                   | NEW YORK MTG TR INC                        | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     16345 | NS      | $41843.20     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGIODYNAMICS, INC.                             | ANGIODYNAMICS INC                          | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      1723 | NS      | $23725.71     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| B. RILEY FINANCIAL, INC.                        | B RILEY FINANCIAL INC                      | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       359 | NS      | $12277.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES, INC.                      | NORTHWEST BANCSHARES INC MD                | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2685 | NS      | $37536.30     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE PHARMACEUTICALS, INC.                     | EAGLE PHARMACEUTICALS INC                  | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |       151 | NS      | $4413.73      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORPORATION                     | WABASH NATIONAL CORP                       | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |       887 | NS      | $20046.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORPORATION                              | CORVEL CORPORATION                         | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       141 | NS      | $20491.53     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CINEMARK HOLDINGS, INC.                         | CINEMARK HOLDINGS INC                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      4721 | NS      | $40883.86     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER, INC.                             | RENT A CENTER INC                          | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      2207 | NS      | $49767.85     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP.                                   | EMBECTA CORP                               | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      1350 | NS      | $34141.50     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGTREE, INC.                               | LENDINGTREE INC                            | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       478 | NS      | $10195.74     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE & FITCH CO.                         | ABERCROMBIE FITCH CO                       | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      2178 | NS      | $49897.98     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                             | SYLVAMO CORP                               | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       626 | NS      | $30417.34     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP.                              | SITE CENTERS CORP                          | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      8143 | NS      | $111233.38    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INCORPORATED                           | GENTHERM INC                               | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       571 | NS      | $37280.59     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS, INC.                    | UNITED COMMUNITY BANKS INC                 | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      1637 | NS      | $55330.60     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU, INC.                                      | COHU INC                                   | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |       713 | NS      | $22851.65     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCER INTERNATIONAL INC.                       | MERCER INTERNATIONAL INC                   | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |      1013 | NS      | $11791.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS CORPORATION                              | ROGERS CORP                                | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       828 | NS      | $98813.52     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORPORATION              | NATIONAL BK HLDGS CORP                     | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       565 | NS      | $23769.55     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP, INC.                      | ENCORE CAP GROUP INC                       | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      1030 | NS      | $49378.20     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX HOLDINGS, INC.                           | RE MAX HOLDINGS INC                        | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |       804 | NS      | $14986.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE CORPORATION                               | SABRE CORPORATION                          | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |      8968 | NS      | $55422.24     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC.                                | UNITI GROUP INC                            | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      5747 | NS      | $31780.91     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.               | PRESTIGE CONSUMER HEALTHCARE INC           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       654 | NS      | $40940.40     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP, INC.                 | HEALTHCARE SERVICES GROUP INC              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      3264 | NS      | $39168.00     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID TECHNOLOGY, INC.                           | AVID TECHNOLOGY INC                        | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |       600 | NS      | $15954.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. HOLDINGS, INC.                           | MDC HOLDINGS INC                           | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      2511 | NS      | $79347.60     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITIV CORPORATION                             | VERITIV CORP                               | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |       594 | NS      | $72295.74     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                | CARPENTER TECHNOLOGY CORP                  | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      2133 | NS      | $78793.02     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                           | ARLO TECHNOLOGIES INC                      | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      1950 | NS      | $6844.50      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE & BUSTER'S ENTERTAINMENT, INC.             | DAVE BUSTER S ENTERTAINMEN                 | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |       813 | NS      | $28812.72     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTERNATIONAL, INC.                 | OCEANEERING INTERNATIONAL INC              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      1236 | NS      | $21617.64     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS, INC.                               | OSI SYSTEMS INC                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       339 | NS      | $26957.28     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY GENERAL CORPORATION                     | MERCURY GENERAL CORPORATION                | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      1171 | NS      | $40048.20     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ENTERTAINMENT, INC.                      | GOLDEN ENTERTAINMENT INC                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       377 | NS      | $14099.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP, INC.                              | HOPE BANCORP INC                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      5263 | NS      | $67419.03     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSIDE BANCSHARES, INC.                      | SOUTHSIDE BANCSHARES INC                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |       564 | NS      | $20298.36     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR, INC.                         | LEMAITRE VASCULAR INC                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |       264 | NS      | $12149.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec, Inc.                                   | EVERTEC INC                                | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1005 | NS      | $32541.90     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLY SERVICES, INC.                            | KELLY SERVICES INC                         | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1523 | NS      | $25738.70     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AGPXX                                           | Invesco Government & Agency Portfolio      | CUSIP: 825252885<br>LEI: N/A                  | N/A              | STIV             | RF                | US        |     52659 | NS      | $52658.50     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES, INC.                        | APOGEE ENTERPRISES INC                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       421 | NS      | $18717.66     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST                  | OFFICE PROPERTIES INCOME TRUST             | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2138 | NS      | $28542.30     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Company Inc                             | AARON S CO INC THE                         | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1355 | NS      | $16192.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIX ENERGY SOLUTIONS GROUP, INC.              | HELIX ENERGY SOLUTIONS GROUP INC           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      6287 | NS      | $46398.06     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY                 | DIAMONDROCK HOSPITALITY COMPANY            | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      9222 | NS      | $75528.18     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS, INC.               | INSTALLED BUILDING PRODUCTS INC            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       351 | NS      | $30045.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART, INC.                                | PRICESMART INC                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      1102 | NS      | $66979.56     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC.                               | AMC NETWORKS INC                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      1236 | NS      | $19368.12     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT, INC.                            | CARETRUST REIT INC                         | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      1624 | NS      | $30173.92     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP.                          | INDEPENDENT BANK CORP MASS                 | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       965 | NS      | $81474.95     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL, INC.                        | GENWORTH FINANCIAL INC                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     21863 | NS      | $115655.27    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                             | PAYONEER GLOBAL INC                        | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5013 | NS      | $27421.11     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HAVERTY FURNITURE COMPANIES, INC.               | HAVERTY FURNITURE CO INC                   | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |       286 | NS      | $8551.40      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CALLON PETROLEUM COMPANY                        | CALLON PETROLEUM CO                        | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      1126 | NS      | $41763.34     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICA'S CAR-MART, INC.                        | AMERICA S CAR MART INC                     | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       255 | NS      | $18426.30     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION               | HORACE MANN EDUCATORS CORP                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      1801 | NS      | $67303.37     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY, INC.                      | PATTERSON UTI ENERGY INC                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      3055 | NS      | $51446.20     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| POWELL INDUSTRIES, INC.                         | POWELL INDUSTRIES INC                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       399 | NS      | $14036.82     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FUEL SERVICES CORPORATION                 | WORLD FUEL SERVICES CORP                   | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      2727 | NS      | $74528.91     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE, INC.                          | SONIC AUTOMOTIVE INC                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       735 | NS      | $36213.45     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                            | ROYAL BANK OF CANADA                       | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |      7000 | PA      | $7000.00      | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FORMFACTOR, INC.                                | FORMFACTOR INC                             | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      3381 | NS      | $75159.63     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GANNETT CO., INC.                               | GANNETT CO INC                             | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |      6438 | NS      | $13069.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHATHAM LODGING TRUST                           | CHATHAM LODGING TRUST                      | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2149 | NS      | $26368.23     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORPORATION                                 | HNI CORPORATION                            | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      1823 | NS      | $51827.89     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL, INC.                       | ENOVA INTERNATIONAL INC                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      1386 | NS      | $53180.82     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                         | CUSTOMERS BANCORP INC                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       673 | NS      | $19072.82     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPIC STEEL, INC.                             | OLYMPIC STEEL INC                          | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |       422 | NS      | $14170.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK AEROSPACE CORP.                            | PARK AEROSPACE CORP                        | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |       403 | NS      | $5404.23      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORPORATION                             | ARCONIC CORP                               | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      4471 | NS      | $94606.36     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS, INC.                        | EMPLOYERS HOLDINGS INC                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       586 | NS      | $25274.18     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL PRESTO INDUSTRIES, INC.                | NATIONAL PRESTO INDUSTRIES INC             | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       224 | NS      | $15335.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS, INC.                                 | B G FOODS INC NEW                          | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      3157 | NS      | $35200.55     | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| DXP ENTERPRISES, INC.                           | DXP ENTERPRISES INC                        | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       695 | NS      | $19147.25     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS FINANCIAL CORPORATION                      | WSFS FINANCIAL CORPORATION                 | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      2713 | NS      | $123007.42    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANOGENESIS HOLDINGS INC.                     | ORGANOGENESIS HOLDINGS INC                 | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |      3115 | NS      | $8379.35      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                           | OXFORD INDUSTRIES INC                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       197 | NS      | $18356.46     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHA HOSPITALITY TRUST                        | HERSHA HOSPITALITY TRUST                   | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |      1450 | NS      | $12354.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESCO INC.                                    | GENESCO INC                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |       547 | NS      | $25172.94     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH GROUP, INC.                             | TRIUMPH GROUP INC                          | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      2863 | NS      | $30118.76     | 0.17%             |  |  |  | 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        |      2527 | NS      | $35276.92     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUSPOINT LTD.                                | SIRIUSPOINT LTD                            | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      3743 | NS      | $22083.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION                | CHESAPEAKE UTILITIES CORPORATION           | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |       258 | NS      | $30490.44     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE POINT MORTGAGE TRUST INC.               | GRANITE POINT MORTGAGE TR                  | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |      2307 | NS      | $12365.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, INC.                                    | EZCORP INC                                 | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      2365 | NS      | $19274.75     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CUTERA, INC.                                    | CUTERA INC                                 | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |       228 | NS      | $10082.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC.                               | GREEN PLAINS INC                           | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      2613 | NS      | $79696.50     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITEX HOLDINGS, INC.                          | VERITEX HOLDINGS INC                       | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      1212 | NS      | $34032.96     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES, INC.                            | LTC PROPERTIES INC                         | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |       624 | NS      | $22170.72     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD PLC                         | CUSHMAN WAKEFIELD PLC                      | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      7159 | NS      | $89201.14     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTEC INDUSTRIES, INC.                          | ASTEC INDUSTRIES INC                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      1000 | NS      | $40660.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| IROBOT CORPORATION                              | IROBOT CORP                                | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      1199 | NS      | $57707.87     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP                  | CALIFORNIA WATER SERVICE GROUP             | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       917 | NS      | $55606.88     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS, INC.                       | METHODE ELECTRONICS CLASS A                | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |       773 | NS      | $34298.01     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH REALTY INCOME TRUST            | UNIVERSAL HEALTH CARE REALTY INCOME TRUST  | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |       195 | NS      | $9307.35      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMESTREET, INC.                                | HOMESTREET INC                             | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       784 | NS      | $21622.72     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED, INC.                                | BANKUNITED INC                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      3403 | NS      | $115599.91    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORPORATION                            | MATERION CORP                              | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       389 | NS      | $34041.39     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DESIGNER BRANDS INC.                            | DESIGNER BRANDS INC                        | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      2239 | NS      | $21897.42     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI GROUP, INC.                                 | HCI GROUP INC                              | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       304 | NS      | $12035.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| TIMKENSTEEL CORPORATION                         | TIMKENSTEEL CORP                           | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |       994 | NS      | $18060.98     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SURMODICS, INC.                                 | SURMODICS INC                              | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |       290 | NS      | $9894.80      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER & DUNLOP, INC.                           | WALKER DUNLOP INC                          | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1352 | NS      | $106104.96    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS, INC.                    | XENIA HOTELS RESORTS INC                   | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      5014 | NS      | $66084.52     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORPORATION                            | UNIFIRST CORP                              | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       272 | NS      | $52493.28     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORPORATION                  | TOMPKINS FINANCIAL CORP                    | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |       199 | NS      | $15438.42     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS, INC.                        | BOOT BARN HOLDINGS INC                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       513 | NS      | $32072.76     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUL CENTERS, INC.                              | SAUL CTRS INC                              | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       244 | NS      | $9925.92      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOVADO GROUP, INC.                              | MOVADO GROUP INC                           | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       701 | NS      | $22607.25     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS AND OUTDOORS, INC.               | ACADEMY SPORTS OUTDOORS INC                | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1860 | NS      | $97724.40     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                       | XPERI INC                                  | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1838 | NS      | $15825.18     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC.                             | OUTFRONT MEDIA INC                         | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      6435 | NS      | $106692.30    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS, INC.                      | PAR PACIFIC HOLDINGS INC                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      2443 | NS      | $56799.75     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GEO GROUP, INC.                             | THE GEO GROUP INC                          | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      5469 | NS      | $59885.55     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST, INC.               | FOUR CORNERS PROPERTY TRUST INC            | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      1219 | NS      | $31608.67     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBAC FINANCIAL GROUP, INC.                     | AMBAC FINL GROUP INC                       | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      1981 | NS      | $34548.64     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES, INC.                          | SPX TECHNOLOGIES INC                       | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       755 | NS      | $49565.75     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| COHERUS BIOSCIENCES, INC.                       | COHERUS BIOSCIENCES INC                    | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |      1395 | NS      | $11048.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO, INC.                                     | MONRO INC                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1385 | NS      | $62602.00     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BARNES GROUP INC.                               | BARNES GROUP INC                           | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      2227 | NS      | $90972.95     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEIA INC.                                      | ADEIA INC                                  | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4631 | NS      | $43901.88     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KAMAN CORPORATION                               | KAMAN CORP                                 | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |      1234 | NS      | $27518.20     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| READY CAPITAL CORPORATION                       | READY CAPITAL CORP                         | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |      4331 | NS      | $48247.34     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC.                           | HILLTOP HOLDINGS INC                       | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      2020 | NS      | $60620.20     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC.                               | PITNEY BOWES INC                           | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      7129 | NS      | $27090.20     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                            | MATIV INC                                  | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      2422 | NS      | $50619.80     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD ACCEPTANCE CORPORATION                    | WORLD ACCEPTANCE CORP                      | CUSIP: 981419104<br>LEI: 529900M7JQUDCH7Q9153 | Long             | EC               | CORP              | US        |       145 | NS      | $9561.30      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE REALTY TRUST                         | BRANDYWINE REALTY TRUST                    | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      7558 | NS      | $46481.70     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                 | O I GLASS INC                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3689 | NS      | $61126.73     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION        | STEWART INFORMATION SERVICES CORP          | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      1194 | NS      | $51019.62     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BED BATH & BEYOND INC.                          | BED BATH BEYOND INC                        | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |      2063 | NS      | $5178.13      | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PERFICIENT, INC.                                | PERFICIENT INC                             | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |       655 | NS      | $45738.65     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                                | PROTO LABS INC                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      1193 | NS      | $30457.29     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMULATIONS PLUS, INC.                          | SIMULATIONS PLUS INC                       | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       234 | NS      | $8557.38      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORPORATION                       | VAREX IMAGING CORP                         | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      1757 | NS      | $35667.10     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHSTREAM, INC.                              | HEALTHSTREAM INC                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |       383 | NS      | $9513.72      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE BANCORP, INC.                             | EAGLE BANCORP INC MD                       | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      1405 | NS      | $61918.35     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTIMIZERx Corp                                 | OPTIMIZERX CORP                            | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       317 | NS      | $5325.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                        | GROUP 1 AUTOMOTIVE INC                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       642 | NS      | $115797.54    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORPORATION                              | CONMED CORP                                | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       685 | NS      | $60718.40     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MODIVCARE INC.                                  | MODIVCARE INC                              | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |       560 | NS      | $50248.80     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CORSAIR GAMING, INC.                            | CORSAIR GAMING INC                         | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |       745 | NS      | $10109.65     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| S & T BANCORP, INC.                             | S T BANCORP INC                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       532 | NS      | $18183.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST, INC.                     | AMERICAN ASSETS TRUST INC                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2292 | NS      | $60738.00     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS, INC.                       | ANI PHARMACEUTICALS INC                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       258 | NS      | $10379.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RUTH'S HOSPITALITY GROUP, INC.                  | RUTH S HOSPITALITY GROUP INC               | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |       640 | NS      | $9907.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC.                                   | ADVANSIX INC                               | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      1213 | NS      | $46118.26     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANOS MEDICAL, INC.                            | AVANOS MEDICAL INC                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      2048 | NS      | $55418.88     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SLEEP NUMBER CORPORATION                        | SLEEP NUMBER CORP                          | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |       969 | NS      | $25174.62     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER ADVANCED MATERIALS INC.                | RAYONIER ADVANCED MATERIALS                | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      2818 | NS      | $27052.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TREDEGAR CORPORATION                            | TREDEGAR CORPORATION                       | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      1110 | NS      | $11344.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD.                           | ASSURED GUARANTY LTD                       | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |      1293 | NS      | $80502.18     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL ELECTRONICS INC.                      | UNIVERSAL ELECTRONICS INC                  | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |       530 | NS      | $11029.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMO GROUP INC.                                | ALAMO GROUP INC                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       122 | NS      | $17275.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC.                                        | AZZ INC                                    | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      1094 | NS      | $43978.80     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES, INC.            | EASTERLY GOVERNMENT PROPERTIES INC         | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |      3998 | NS      | $57051.46     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORPORATION                             | SEMTECH CORP                               | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      2798 | NS      | $80274.62     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BIG LOTS, INC.                                  | BIG LOTS INC                               | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1275 | NS      | $18742.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ELLINGTON FINANCIAL INC.                        | ELLINGTON FINANCIAL INC                    | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |      2529 | NS      | $31283.73     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS INVESTMENT PARTNERS, INC.                | VIRTUS INVESTMENT PARTNERS                 | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       146 | NS      | $27950.24     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER COMPANY                         | MIDDLESEX WATER CO                         | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       280 | NS      | $22027.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS, INC.                  | NATIONAL VISION HOLDINGS INC               | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      1460 | NS      | $56589.60     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. SILICA HOLDINGS, INC.                      | U S SILICA HLDGS INC                       | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |      1398 | NS      | $17475.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THE PENNANT GROUP, INC.                         | PENNANT GROUP INC                          | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |      1243 | NS      | $13648.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES, INC.                          | TTM TECHNOLOGIES INC                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      4504 | NS      | $67920.32     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST COMMONWEALTH FINANCIAL CORPORATION        | FIRST COMMONWEALTH FINANCIAL CORP          | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      1850 | NS      | $25844.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID BIOSERVICES, INC.                          | AVID BIOSERVICES INC                       | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |       849 | NS      | $11690.73     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN HOLDINGS, INC.                           | ADTRAN HOLDINGS INC                        | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |       965 | NS      | $18132.35     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTEEL INDUSTRIES, INC.                        | INSTEEL INDUSTRIES INC                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |       464 | NS      | $12769.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS MINERALS INTERNATIONAL, INC.            | COMPASS MINERALS INTERNATIONAL INC         | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      1498 | NS      | $61418.00     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INSURANCE GROUP, INC.                    | SAFETY INSURANCE GROUP INC                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       279 | NS      | $23508.54     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MISTER CAR WASH, INC.                           | MISTER CAR WASH INC                        | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1710 | NS      | $15783.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                                      | KORN FERRY                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      1222 | NS      | $61857.64     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PHIBRO ANIMAL HEALTH CORPORATION                | PHIBRO ANIMAL HEALTH CORP                  | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       897 | NS      | $12028.77     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| H.B. FULLER COMPANY                             | H B FULLER CO                              | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       845 | NS      | $60518.90     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DINE BRANDS GLOBAL, INC.                        | DINE BRANDS GLOBAL INC                     | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |       276 | NS      | $17829.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN, INC.                            | FIRST HAWAIIAN INC                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      2699 | NS      | $70281.96     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION             | SIX FLAGS ENTERTAINMENT CORPORATION        | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |      1857 | NS      | $43175.25     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                       | YELP INC                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      1289 | NS      | $35241.26     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR, INC.                                 | FRONTDOOR INC                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      1723 | NS      | $35838.40     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES, INC.                          | TRI POINTE HOMES INC                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4445 | NS      | $82632.55     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HAIN CELESTIAL GROUP, INC.                  | HAIN CELESTIAL GROUP INC                   | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      3935 | NS      | $63668.30     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET, INC.                                    | RADNET INC                                 | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      2147 | NS      | $40428.01     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO MORTGAGE CAPITAL INC.                   | INVESCO MORTGAGE CAPITAL INC               | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |       856 | NS      | $10896.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORPORATION                             | GLAUKOS CORP                               | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |       694 | NS      | $30313.92     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS, INC.                  | BREAD FINANCIAL HOLDINGS                   | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      2197 | NS      | $82739.02     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office Reit Inc                           | ORION OFFICE REIT INC                      | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2495 | NS      | $21307.30     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FORRESTER RESEARCH, INC.                        | FORRESTER RESEARCH INC                     | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |       495 | NS      | $17701.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                    | FRESH DEL MONTE PRODUCE INC                | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |      1349 | NS      | $35330.31     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories N.V.                          | CORE LABORATORIES N V                      | CUSIP: N22717107<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |      1063 | NS      | $21547.01     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEESECAKE FACTORY INCORPORATED             | CHEESECAKE FACTORY                         | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      2106 | NS      | $66781.26     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKLINE BANCORP, INC.                         | BROOKLINE BANCORP INC                      | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3385 | NS      | $47897.75     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PROPETRO HOLDING CORP.                          | PROPETRO HOLDING CORP                      | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4238 | NS      | $43948.06     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORPORATION                             | KNOWLES CORP                               | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      4006 | NS      | $65778.52     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, INC.                                   | NETGEAR INC                                | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      1273 | NS      | $23054.03     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORPORATION                    | CLEARWAER PAPER CORP                       | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       737 | NS      | $27865.97     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GETTY REALTY CORP.                              | GETTY REALTY CORPORATION                   | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |       675 | NS      | $22848.75     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE, INC.                         | HELMERICH PAYNE INC                        | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      1948 | NS      | $96562.36     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORPORATION                           | TRUSTMARK CORP                             | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |       832 | NS      | $29045.12     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD MOTOR PRODUCTS, INC.                   | STANDARD MOTOR PRODUCTS INC                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       827 | NS      | $28779.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD.                               | VECTOR GROUP LTD                           | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      3245 | NS      | $38485.70     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HOLDINGS, INC.                      | ULTRA CLEAN HLDGS INC                      | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |       903 | NS      | $29934.45     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFEHOLD INC.                                   | SAFEHOLD INC                               | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |      1069 | NS      | $30594.78     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS, INC.                            | THRYV HOLDINGS INC                         | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1351 | NS      | $25669.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIS BANCORP                                  | AMERIS BANCORP                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1120 | NS      | $52796.80     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVERAMP HOLDINGS, INC.                         | LIVERAMP HOLDINGS INC                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      1317 | NS      | $30870.48     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVEPERSON, INC.                                | LIVEPERSON INC                             | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |      1481 | NS      | $15017.34     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                       | AAR CORP                                   | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      1468 | NS      | $65913.20     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES RIVER GROUP HOLDINGS, LTD.                | JAMES RIVER GROUP HOLDINGS                 | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1650 | NS      | $34501.50     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORPORATION             | SELECT MED HLDGS CORP                      | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4591 | NS      | $113994.53    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORPORATION                               | BRADY CORP                                 | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       715 | NS      | $33676.50     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS INCORPORATED             | LIGAND PHARMACEUTICALS                     | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       326 | NS      | $21776.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK ELECTRONICS, INC.                     | BENCHMARK ELECTRONICS INC                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      1550 | NS      | $41369.50     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC.                      | EMERGENT BIOSOLUTIONS INC                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      1955 | NS      | $23088.55     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC.                       | ANYWHERE REAL ESTATE INC                   | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      4823 | NS      | $30818.97     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD.                          | NABORS INDUSTRIES LTD                      | CUSIP: G6359F137<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       126 | NS      | $19513.62     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company           | SHENANDOAH TELECOMMUNICATIONS              | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      2206 | NS      | $35031.28     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TWO HARBORS INVESTMENT CORP.                    | TWO HARBORS INVESTMENT CORP                | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |      3807 | NS      | $60036.39     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO MEDICAL HOLDINGS, INC.                   | APOLLO MEDICAL HOLDINGS INC                | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      1749 | NS      | $51752.91     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTH SYSTEMS, INC.                  | COMMUNITY HEALTH SYSTEMS INC               | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5520 | NS      | $23846.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST, INC.                | NEXPOINT RESIDENTIAL TRUST INC             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       471 | NS      | $20497.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| U. S. PHYSICAL THERAPY, INC.                    | U S PHYSICAL THERAPY INC                   | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       223 | NS      | $18069.69     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA REALTY TRUST                             | ACADIA REALTY TRUST                        | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4183 | NS      | $60026.05     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP.                        | FIRST FINANCIAL BANCORP                    | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      1880 | NS      | $45552.40     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 COMPANY                                   | WD 40 CO                                   | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       209 | NS      | $33692.89     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA, INC                                       | CEVA INC                                   | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       398 | NS      | $10180.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LIQUIDITY SERVICES, INC.                        | LIQUIDITY SERVICES INC                     | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |       536 | NS      | $7536.16      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVASIVE, INC.                                  | NUVASIVE INC                               | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      2296 | NS      | $94687.04     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO TECHNOLOGIES, INC.                      | RESIDEO TECHNOLOGIES INC                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      6423 | NS      | $105658.35    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP, INC.                                 | HUB GROUP INC CL A                         | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       792 | NS      | $62956.08     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC, INC.                                 | CORECIVIC INC                              | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      5064 | NS      | $58539.84     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTORCAR PARTS OF AMERICA, INC.                 | MOTORCAR PARTS OF AMERICA INC              | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |       857 | NS      | $10164.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX, INC.                                 | MARINEMAX INC                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |       949 | NS      | $29627.78     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUY'S HOLDINGS, INC.                           | CHUY S HOLDINGS INC                        | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       364 | NS      | $10301.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INCORPORATED                           | LA Z BOY INC                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      1897 | NS      | $43289.54     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTUREFUEL CORP.                                | FUTUREFUEL CORPORATION                     | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |       490 | NS      | $3983.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEFS' WAREHOUSE, INC.                      | CHEFS WAREHOUSE INC                        | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |       571 | NS      | $19002.88     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT COMPANY                                 | TENNANT CO                                 | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       819 | NS      | $50425.83     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC PREMIER BANCORP, INC.                   | PACIFIC PREMIER BANCORP INC                | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      4185 | NS      | $132078.60    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| STURM, RUGER & COMPANY, INC.                    | STURM RUGER COMPANY                        | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |       303 | NS      | $15337.86     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM, INC.                   | COLUMBIA BANKING SYSTEM INC                | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1662 | NS      | $50076.06     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBRALTAR INDUSTRIES, INC.                      | GIBRALTAR INDUSTRIES INC                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1364 | NS      | $62580.32     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA OUTDOOR INC.                              | VISTA OUTDOOR INC WI                       | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      1371 | NS      | $33411.27     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST, INC.                                   | SKYWEST INC                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      2230 | NS      | $36817.30     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company                  | EDGEWELL PERSONAL CARE CO                  | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      1187 | NS      | $45746.98     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY | AMERICAN EQUITY INVESTMENT LIVE HOLDING CO | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      1467 | NS      | $66924.54     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOS FINANCIAL, INC.                            | AXOS FINANCIAL INC                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      1083 | NS      | $41392.26     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WOODMARK CORPORATION                   | AMERICAN WOODMARK CORP                     | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |       732 | NS      | $35765.52     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP.                 | CENTRAL PACIFIC FINANCIAL CORP             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      1199 | NS      | $24315.72     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                         | TRIUMPH FINANCIAL INC                      | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       395 | NS      | $19303.65     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINSEO PUBLIC LIMITED COMPANY                  | TRINSEO PLC                                | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |      1541 | NS      | $34996.11     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES, INC.                       | CENTURY COMMUNITIES INC                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      1245 | NS      | $62262.45     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE, INC.                                | WISDOMTREE INC                             | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      2160 | NS      | $11772.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS AIR WORLDWIDE HOLDINGS, INC.              | ATLAS AIR WORLDWIDE HOLDSINGS INC          | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |       624 | NS      | $62899.20     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES, INC.                        | TRINITY INDUSTRIES INC                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      1470 | NS      | $43467.90     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGIANT TRAVEL COMPANY                        | ALLEGIANT TRAVEL COMPANY                   | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       689 | NS      | $46845.11     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EL POLLO LOCO HOLDINGS, INC                     | EL POLLO LOCCO HOLDINGS INC                | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |       865 | NS      | $8615.40      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                    | CENTRAL GARDEN PET CO                      | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       223 | NS      | $8351.35      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HESKA CORPORATION                               | HESKA CORP                                 | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |       448 | NS      | $27847.68     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORPORATION                              | DELUXE CORP                                | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      1899 | NS      | $32245.02     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDRICK & STRUGGLES INTERNATIONAL, INC.        | HEIDRICK STRUGGLES INTERNATIONAL INC       | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       876 | NS      | $24501.72     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC.                                       | GOGO INC                                   | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      1001 | NS      | $14774.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                        | PATHWARD FINANCIAL INC                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       355 | NS      | $15282.75     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC.                                       | MOOG INC CLASS A                           | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       497 | NS      | $43616.72     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP, INC.                                 | PRA GROUP INC                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      1718 | NS      | $58034.04     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN STREET PROPERTIES CORP.                | FRANKLIN STREET PROPERTIES                 | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |      4035 | NS      | $11015.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP                                   | FIRST BANCORP N C                          | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       629 | NS      | $26946.36     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS, INC.                              | NMI HOLDINGS INC                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      1804 | NS      | $37703.60     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE, INC                                  | AMERISAFE INC                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |       379 | NS      | $19696.63     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MYRIAD GENETICS, INC.                           | MYRIAD GENETICS INC                        | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      3569 | NS      | $51786.19     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS, INC.                          | URBAN OUTFITTERS INC                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      2638 | NS      | $62916.30     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC SECURITIES USA INC                         | HSBC SECURITIES USA INC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |      2000 | PA      | $2000.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANIKA THERAPEUTICS, INC.                        | ANIKA THERAPEUTICS INC                     | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |       308 | NS      | $9116.80      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL, INC.                          | WARRIOR MET COAL INC                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      1001 | NS      | $34674.64     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING HOLDINGS, INC.    | AMERICAN AXLE MFG HOLDINGS                 | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5046 | NS      | $39459.72     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                             | SPARTANNASH CO                             | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      1556 | NS      | $47053.44     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INCORPORATED                     | ABM INDUSTRIES INC                         | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      2914 | NS      | $129439.88    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA, INC.                                    | ARCOSA INCORPORATED                        | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |       723 | NS      | $39287.82     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS, INC.                             | TTEC HOLDINGS INC                          | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       417 | NS      | $18402.21     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES, INC.                                 | LGI HOMES INC                              | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       903 | NS      | $83617.80     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SENECA FOODS CORPORATION                        | SENECA FOODS CORP NEW                      | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       234 | NS      | $14262.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC.                      | MINERALS TECHNOLOGIES INC                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      1430 | NS      | $86829.60     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LIMITED                         | SIGNET JEWELERS LTD                        | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      2037 | NS      | $138516.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                      | WINNEBAGO INDUSTRIES                       | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       726 | NS      | $38260.20     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MARCUS CORPORATION                          | MARCUS CORP                                | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      1076 | NS      | $15483.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL TURBINE, INC.                           | DIGITAL TURBINE INC                        | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      1429 | NS      | $21777.96     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS, INC.                 | AMERICAN EAGLE OUTFITTERS                  | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      7674 | NS      | $107129.04    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                            | RENASANT CORPORATION                       | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      2464 | NS      | $92621.76     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE, INC.                                 | INTERFACE INC                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      2563 | NS      | $25296.81     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITESTONE REIT                                 | WHITESTONE REIT                            | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2045 | NS      | $19713.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIL-QUIP, INC.                                 | DRIL QUIP INC                              | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |       702 | NS      | $19073.34     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES, INC.              | PROVIDENT FINANCIAL SERVICES INC           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      3315 | NS      | $70808.40     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc.                                        | ATI INC                                    | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      2170 | NS      | $64796.20     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK, INC.                              | SHUTTERSTOCK INC                           | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |       549 | NS      | $28943.28     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY BANK SYSTEM, INC.                     | COMMUNITY BANK SYSTEMS INC                 | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      1017 | NS      | $64020.15     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERSPACE                                     | CENTERSPACE                                | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |       664 | NS      | $38956.88     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC.                          | ESCO TECHNOLOGIES INC                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       364 | NS      | $31864.56     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ISTAR INC.                                      | ISTAR INC                                  | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      3818 | NS      | $29131.34     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTER PROGRAMS AND SYSTEMS, INC.             | COMPUTER PROGRAMS SYSTEMS INC              | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |       294 | NS      | $8002.68      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS, INC.                 | CONSENSUS CLOUD SOLUTIONS INC              | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       248 | NS      | $13332.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK                          | CANADIAN IMPERIAL BANK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |      2000 | PA      | $2000.00      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AGILITI, INC.                                   | AGILITI INC                                | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       808 | NS      | $13178.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNSTONE HOTEL INVESTORS, INC.                  | SUNSTONE HOTEL INVESTORS INC               | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |      9263 | NS      | $89480.58     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES, INC.                       | NU SKIN ENTERPRISES INC                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      2177 | NS      | $91782.32     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER COMPANY                   | AMERICAN STATES WATER CO                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       505 | NS      | $46737.75     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                        | CENTURY ALUMINUM CO                        | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      2252 | NS      | $18421.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER FACTORY OUTLET CENTERS, INC.             | TANGER FACTORY OUTLET CENTERS INC          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      2068 | NS      | $37099.92     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE, INC.                          | GLOBAL NET LEASE INC                       | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |      4572 | NS      | $57470.04     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT AGRICOLE CIB NY                          | CREDIT AGRICOLE CIB NY                     | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |     11000 | PA      | $11000.00     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BJ'S RESTAURANTS, INC.                          | BJ S RESTAURANTS INC                       | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      1030 | NS      | $27171.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                      | INOGEN INC                                 | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      1009 | NS      | $19887.39     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDIOVASCULAR SYSTEMS, INC.                    | CARDIOVASCULAR SYS INC DEL                 | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |      1846 | NS      | $25142.52     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ONESPAN INC.                                    | ONESPAN INC                                | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |       793 | NS      | $8873.67      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ANDERSONS, INC.                             | ANDERSONS INC THE                          | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       768 | NS      | $26872.32     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL STATES INTERNATIONAL, INC.                  | OIL STATES INTERNATIONAL INC               | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      2816 | NS      | $21007.36     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PETMED EXPRESS, INC.                            | PETMED EXPRESS INC                         | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |       928 | NS      | $16425.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANSOURCE, INC.                                | SCANSOURCE INC                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      1111 | NS      | $32463.42     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| URSTADT BIDDLE PROPERTIES INC.                  | URSTADE BIDDLE                             | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |       566 | NS      | $10725.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS, INC.             | DONNELLEY FINANCIAL SOLUTIONS INC          | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |       551 | NS      | $21296.15     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP.                         | NATIONAL BEVERAGE CORP                     | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |       330 | NS      | $15354.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                                  | LCI INDUSTRIES                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       560 | NS      | $51772.00     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS, INC.                           | TREEHOUSE FOODS INC                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      1179 | NS      | $58219.02     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAD CORP                                       | VIAD CORP                                  | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       909 | NS      | $22170.51     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP INC.                              | BRISTOW GROUP INC                          | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      1036 | NS      | $28106.68     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL, INC.                               | MILLERKNOLL INC                            | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      3327 | NS      | $69900.27     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL, INC.                     | BRINKER INTERNATIONAL INC                  | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      1940 | NS      | $61905.40     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT, INC.                                  | EXPONENT INC                               | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |       692 | NS      | $68570.28     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGENOMICS, INC.                               | NEOGENOMICS INC                            | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5568 | NS      | $51448.32     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp                                      | JOINT CORP THE                             | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       250 | NS      | $3495.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HARSCO CORPORATION                              | HARSCO CORPORATION                         | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      3501 | NS      | $22021.29     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VANDA PHARMACEUTICALS INC.                      | VANDA PHARMACEUTICALS INC                  | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      2485 | NS      | $18364.15     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEKTAR THERAPEUTICS                             | NEKTAR THERAPEUTIC                         | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |      4306 | NS      | $9731.56      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC GLOBAL INC.                                 | DMC GLOBAL INC                             | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |       817 | NS      | $15882.48     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D SYSTEMS CORPORATION                          | 3 D SYS CORP DEL                           | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      5778 | NS      | $42757.20     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHFIELD BANCORP, INC.                        | NORTHFIELD BANCORP INC DEL                 | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       852 | NS      | $13401.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                      | UNITED NATURAL FOODS INC                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      2568 | NS      | $99407.28     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, INC.                 | HUDSON PACIFIC PROPERTY INC                | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5644 | NS      | $54916.12     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME COMMUNITIES                                | ELME COMMUNITIES                           | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      3854 | NS      | $68601.20     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CALAVO GROWERS, INC.                            | CALAVO GROWERS INC                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       782 | NS      | $22990.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL INSURANCE HOLDINGS, INC.              | UNIVERSAL INS HLDGS INC                    | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      1210 | NS      | $12813.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC.                                   | ARCHROCK INC COM                           | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      5894 | NS      | $52928.12     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL, INC.                         | Veris Residential Inc                      | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1536 | NS      | $24468.48     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EBIX, INC.                                      | EBIX INC                                   | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      1033 | NS      | $20618.68     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8, INC.                                       | 8X8 INC                                    | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      2658 | NS      | $11482.56     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC.                               | TALOS ENERGY INC                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      1321 | NS      | $24940.48     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY, INC.                            | SUNCOKE ENERGY INC                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      3674 | NS      | $31706.62     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORPORATION                    | INTEGER HOLDINGS CORP                      | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      1459 | NS      | $99883.14     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc.                           | KOPPERS HOLDINGS INC                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       920 | NS      | $25944.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION, INC.                       | STRATEGIC EDUCATION INC                    | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |       421 | NS      | $32972.72     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL LOGISTICS PROPERTIES TRUST           | INDUSTRIAL LOGISTICS PROPERTIES TRUST      | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |      2891 | NS      | $9453.57      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON, INC.                                     | ITRON INC                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      1990 | NS      | $100793.50    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                                    | LESLIE S INC                               | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2286 | NS      | $27912.06     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COMTECH TELECOMMUNICATIONS CORP.                | COMTECH TELECOMMUNICATIONS                 | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |      1219 | NS      | $14798.66     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLASTIC CORPORATION                          | SCHOLASTIC CORP                            | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1309 | NS      | $51653.14     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HOLDINGS, INC.                     | SALLY BEAUTY CO INC                        | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      4712 | NS      | $58994.24     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UNISYS CORPORATION                              | UNISYS CORP                                | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      2988 | NS      | $15268.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORPORATION                           | GREEN DOT CORP CLASS A                     | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2065 | NS      | $32668.30     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOURCES CONNECTION, INC.                      | RESOURCES CONNECTION INC                   | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1412 | NS      | $25952.56     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO TECHNOLOGIES, INC.                         | FARO TECHNOLOGIES INC                      | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |       827 | NS      | $24322.07     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES, INC.                       | INSIGHT ENTERPRISES INC                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      1336 | NS      | $133960.72    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CERENCE INC.                                    | CERENCE INC                                | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      1735 | NS      | $32149.55     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EPLUS INC.                                      | EPLUS INC                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       617 | NS      | $27320.76     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HILLS BANCORP, INC.                   | BERKSHIRE HILLS BANCORP INC                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       833 | NS      | $24906.70     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                | SOCIETE GENERALE                           | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |     15000 | PA      | $15000.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SHAKE SHACK INC.                                | SHAKE SHACK INC CLASS A                    | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |       773 | NS      | $32102.69     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS, INC.                         | HEARTLAND EXPRESS INC                      | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |       718 | NS      | $11014.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MESA LABORATORIES, INC.                         | MESA LABORATORIES INC                      | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |        84 | NS      | $13961.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                    | CALERES INC                                | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      1607 | NS      | $35803.96     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS, INC.                | TELEPHONE DATA SYSTEMS INC                 | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4397 | NS      | $46124.53     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN BEAN TECHNOLOGIES CORPORATION              | JOHN BEAN TECHNOLOGIES                     | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      1404 | NS      | $128227.32    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORPORATION                           | UNIVERSAL CORPORATION OF VIRGINIA          | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      1082 | NS      | $57140.42     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA, INC.                        | BANC OF CALIFORNIA INC                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      2464 | NS      | $39251.52     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHILDREN'S PLACE, INC.                      | CHILDREN S PLACE INC THE                   | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |       574 | NS      | $20905.08     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR INTERNATIONAL, INC.                      | CIRCOR INTERNATIONAL INC                   | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |       898 | NS      | $21516.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP.                        | ENERPAC TOOL GROUP CORP                    | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |       852 | NS      | $21683.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY               | NORTHWEST NATURAL HOLDING CO               | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       556 | NS      | $26460.04     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                           | BLOOMIN BRANDS INC                         | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      1624 | NS      | $32674.88     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                    | CENTRAL GARDEN PET CO CLASS A              | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       949 | NS      | $33974.20     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN HOLDINGS, INC.                         | HAWAIIAN HOLDINGS INC                      | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |      2264 | NS      | $23228.64     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR AUCTION SERVICES, INC.                      | KAR AUCTION SERVICES INC                   | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      4800 | NS      | $62640.00     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN, LTD.                             | STEVEN MADDEN LTD                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      3224 | NS      | $103039.04    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                           | URBAN EDGE PROPERTIES                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2535 | NS      | $35718.15     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC.                            | VIAVI SOLUTIONS INC                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      4785 | NS      | $50290.35     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                      | ENANTA PHARMACEUTICALS INC                 | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |       523 | NS      | $24329.96     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ICHOR HOLDINGS, LTD.                            | ICHOR HOLDINGS LTD                         | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |      1269 | NS      | $34034.58     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION, INC.                             | PC CONNECTION INC                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |       497 | NS      | $23309.30     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP, LTD.                       | G III APPAREL GROUP LTD                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      1879 | NS      | $25761.09     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER & BALDWIN, INC.                       | ALEXANDER BALDWIN INC                      | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3195 | NS      | $59842.35     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GUESS ?, INC.                                   | GUESS INC                                  | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      1343 | NS      | $27786.67     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICO'S FAS, INC.                               | CHICO S FAS INC                            | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |      5511 | NS      | $27114.12     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORPORATION                        | AGREE REALTY CORP                          | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |      1210 | NS      | $85825.30     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                        | GMS INC                                    | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      1867 | NS      | $92976.60     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS HOLDINGS, INC.      | CONSOLIDATED COMMUNICATIONS                | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |      3255 | NS      | $11652.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTHEWS INTERNATIONAL CORPORATION              | MATTHEWS INTERNATIONAL CORP CLASS A        | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      1348 | NS      | $41033.12     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORPORATION                              | AVISTA CORP                                | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      3250 | NS      | $144105.00    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW INC.                                        | NOW INC DE                                 | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      4865 | NS      | $61785.50     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP, INC.                   | PEDIATRIX MEDICAL GROUP INC                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3607 | NS      | $53600.02     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                        | SERVICE PROPERTIES TRUST                   | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |      7288 | NS      | $53129.52     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES, INC.                                 | M I SCHOTTENSTEIN HOMES INC                | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      1208 | NS      | $55785.44     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                            | LXP INDUSTRIAL TRUST                       | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     12143 | NS      | $121672.86    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORPORATION                             | ARCBEST CORP                               | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      1076 | NS      | $75363.04     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** ProFunds

**Signature:** Denise Lewis

**Name of Signer:** Denise Lewis

**Title:** Treasurer and Principal Financial Officer