# EDGAR Filing Document

**Accession Number:** 0000804239
**File Stem:** 0002048251-26-004393
**Filing Date:** 2026-5
**Character Count:** 152188
**Document Hash:** e0e539ab62a95e55a4a963ec811ceac3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-004393.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0002048251-26-004393

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL MANAGED TRUST
- **CENTRAL INDEX KEY:** 0000804239

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** PA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04878
- **FILM NUMBER:** 261040804

**BUSINESS ADDRESS:**
- **STREET 1:** 2 OLIVER ST
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 8003455734

**MAIL ADDRESS:**
- **STREET 1:** SEI INVESTMENTS
- **STREET 2:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRUSTFUNDS INSTITUTIONAL MANAGED TRUST
- **DATE OF NAME CHANGE:** 19890509

## Series and Classes Contracts Data

### SIMT SMALL CAP VALUE FUND (Series ID: S000006672)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018194 | CLASS I      | SMVIX           |
| C000018195 | CLASS F      | SESVX           |
| C000147388 | Class Y      | SPVYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL MANAGED TRUST

- **b. Investment Company Act file number:** 811-04878

- **c. CIK number of Registrant:** 0000804239

- **d. LEI of Registrant:** 9FTE3UO0Y1HGMNV0D371

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

  - **Street Address 1:** 2 OLIVER STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

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

- **a. Name of Series:** SIMT Small Cap Value Fund

- **b. EDGAR series identifier (if any):** S000006672

- **c. LEI of Series:** T7C5A2UXC3THVGJ1KG82

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $293840602.44

**Total Liabilities:** $282308.51

**Net Assets:** $293558293.93

**Cash Not Reported:** $31283.30

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018194 | -4.17%               | 1.64%                | 5.12%                |
| Class ID C000147388 | -4.15%               | 1.70%                | 5.13%                |
| Class ID C000018195 | -4.19%               | 1.65%                | 5.13%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2913338.36              | $-16230793.42                              |
| Month 2  | $7377951.60              | $-2299171.73                               |
| Month 3  | $3908265.14              | $11387533.44                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GARRETT MOTION INC.                              | GARRETT MOTION INC COMMON STOCK                | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               |  | US        |     11896 | NS      | $216150.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VALLEY NATIONAL BANCORP                          | VALLEY NATIONAL BANCORP COMMON STOCK           | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               |  | US        |    196099 | NS      | $2408095.72   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST WESTERN FINANCIAL, INC.                    | FIRST WESTERN FINANCIAL INC COMMON STOCK       | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               |  | US        |      5159 | NS      | $126808.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS, INC.                            | CAL-MAINE FOODS INC COMMON STOCK               | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               |  | US        |     25841 | NS      | $2045315.15   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INCORPORATED                                | ASGN INC COMMON STOCK                          | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               |  | US        |     13988 | NS      | $541475.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVANOVA PLC                                     | LIVANOVA PLC COMMON STOCK                      | CUSIP: G5509L101<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               |  | US        |      2500 | NS      | $158900.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC.                           | JACKSON FINANCIAL INC-A COMMON STOCK           | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               |  | US        |     59901 | NS      | $6332733.72   | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYSTUDIOS, INC.                                | PLAYSTUDIOS INC COMMON STOCK                   | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               |  | US        |      5653 | NS      | $2652.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORUM ENERGY TECHNOLOGIES, INC.                  | FORUM ENERGY TECHNOLOGIES IN COMMON STOCK      | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               |  | US        |      6848 | NS      | $401703.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDENT HEALTH, INC.                              | ARDENT HEALTH INC COMMON STOCK                 | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               |  | US        |     12230 | NS      | $104688.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS CORPORATION                               | ROGERS CORP COMMON STOCK                       | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               |  | US        |      7815 | NS      | $838783.95    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NERDWALLET, INC.                                 | NERDWALLET INC-CL A COMMON STOCK               | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               |  | US        |     23601 | NS      | $244978.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                     | CENTRAL GARDEN AND PET CO-A COMMON STOCK       | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               |  | US        |     39117 | NS      | $1268173.14   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP, INC.                               | HOPE BANCORP INC COMMON STOCK                  | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               |  | US        |     11854 | NS      | $132409.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS, INC.                              | CLEAN HARBORS INC COMMON STOCK                 | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               |  | US        |      4367 | NS      | $1252149.91   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL, INC.                        | WESCO INTERNATIONAL INC COMMON STOCK           | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               |  | US        |      2152 | NS      | $588830.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT SOUTHERN BANCORP, INC.                     | GREAT SOUTHERN BANCORP INC COMMON STOCK        | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               |  | US        |      1694 | NS      | $106942.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLASTIC CORPORATION                           | SCHOLASTIC CORP COMMON STOCK                   | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               |  | US        |     13382 | NS      | $522700.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN COVEY CO.                               | FRANKLIN COVEY CO COMMON STOCK                 | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               |  | US        |      7233 | NS      | $114209.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORPORATION                          | BLACK HILLS CORP COMMON STOCK                  | CUSIP: N/A<br>LEI: 3MGELCRSTNSAMJ962671       | Long             | EC               |  | US        |      7680 | NS      | $533068.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC.                                    | ADVANSIX INC COMMON STOCK                      | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               |  | US        |     17116 | NS      | $417630.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP.                           | INDEPENDENT BANK CORP/MA COMMON STOCK          | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               |  | US        |     14915 | NS      | $1121757.15   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYD GAMING CORPORATION                          | BOYD GAMING CORP COMMON STOCK                  | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               |  | US        |      1650 | NS      | $135597.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                         | FB FINANCIAL CORP COMMON STOCK                 | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               |  | US        |     20234 | NS      | $1050953.96   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI HOLDINGS, INC.                              | YETI HOLDINGS INC COMMON STOCK                 | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               |  | US        |      8755 | NS      | $320345.45    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORPORATION                       | MERITAGE HOMES CORP COMMON STOCK               | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               |  | US        |     10732 | NS      | $663666.88    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT DEFENSE PROPERTIES                          | COPT DEFENSE PROPERTIES REIT                   | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     32159 | NS      | $984065.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP, INC.                    | Pediatrix Medical Group Inc COMMON STOCK       | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               |  | US        |     55419 | NS      | $1185412.41   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORPORATION                            | UNIVERSAL CORP/VA COMMON STOCK                 | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               |  | US        |     13930 | NS      | $734111.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                      | PILGRIM'S PRIDE CORP COMMON STOCK              | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               |  | US        |      7459 | NS      | $281651.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL, INC.                             | VOYA FINANCIAL INC COMMON STOCK                | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               |  | US        |     16614 | NS      | $1135068.48   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                              | XEROX HOLDINGS CORP COMMON STOCK               | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               |  | US        |     72157 | NS      | $93082.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HURON CONSULTING GROUP INC.                      | HURON CONSULTING GROUP INC COMMON STOCK        | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               |  | US        |      9323 | NS      | $1188589.27   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVISTA BANCSHARES, INC.                         | CIVISTA BANCSHARES INC COMMON STOCK            | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               |  | US        |      7760 | NS      | $176850.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp.                                   | FIRST BANCORP PUERTO RICO COMMON STOCK         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               |  | US        |     99773 | NS      | $2131151.28   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLIUM SE                                   | CONSTELLIUM SE COMMON STOCK                    | CUSIP: F21107101<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               |  | US        |     20627 | NS      | $507011.66    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WEYCO GROUP, INC.                                | WEYCO GROUP INC COMMON STOCK                   | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               |  | US        |      3630 | NS      | $116341.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                       | WINNEBAGO INDUSTRIES COMMON STOCK              | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               |  | US        |     12475 | NS      | $386600.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                              | XEROX HOLDINGS CORP WT EXPIRATION: 02/14/28    | CUSIP: 98421M114<br>LEI: 5493000Y33XDVO2CXC18 | N/A              | DE               |  | US        |     36078 | NC      | $3265.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERFACE, INC.                                  | INTERFACE INC COMMON STOCK                     | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               |  | US        |     24813 | NS      | $618339.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN PUBLIC EDUCATION, INC.                  | AMERICAN PUBLIC EDUCATION COMMON STOCK         | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               |  | US        |      9194 | NS      | $522954.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVERAMP HOLDINGS, INC.                          | LIVERAMP HOLDINGS INC COMMON STOCK             | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               |  | US        |     25156 | NS      | $667137.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings N.V.                        | EXPRO GROUP HOLDINGS NV COMMON STOCK           | CUSIP: N3144W105<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               |  | US        |     56554 | NS      | $984605.14    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK HOTELS & RESORTS INC.                       | PARK HOTELS & RESORTS INC REIT                 | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |      8188 | NS      | $86219.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORPORATION                          | HAEMONETICS CORP/MASS COMMON STOCK             | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               |  | US        |     10669 | NS      | $601304.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                     | ENCOMPASS HEALTH CORP COMMON STOCK             | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               |  | US        |     11948 | NS      | $1155730.04   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES, INC.                           | RUSH ENTERPRISES INC-CL A COMMON STOCK         | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               |  | US        |      2426 | NS      | $160382.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN NATIONAL CORPORATION                      | CAMDEN NATIONAL CORP COMMON STOCK              | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               |  | US        |     12396 | NS      | $588190.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS, INC.                          | DELEK US HOLDINGS INC COMMON STOCK             | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               |  | US        |     42857 | NS      | $1931564.99   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDALLION FINANCIAL CORP.                        | MEDALLION FINANCIAL CORP COMMON STOCK          | CUSIP: 583928106<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | EC               |  | US        |     11852 | NS      | $101453.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS, INC.                  | AMERICAN EAGLE OUTFITTERS COMMON STOCK         | CUSIP: N/A<br>LEI: 5299001Z9HXK01DHW793       | Long             | EC               |  | US        |     91168 | NS      | $1522505.60   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORPORATION                          | HF SINCLAIR CORP COMMON STOCK                  | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               |  | US        |      4845 | NS      | $302279.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.                | PRESTIGE CONSUMER HEALTHCARE COMMON STOCK      | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               |  | US        |     21294 | NS      | $1262095.38   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEGG, INC.                                      | CHEGG INC COMMON STOCK                         | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               |  | US        |     43988 | NS      | $32608.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL, INC.                                     | MATTEL INC COMMON STOCK                        | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               |  | US        |      9862 | NS      | $143294.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE, INC.                                     | STRIDE INC COMMON STOCK                        | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               |  | US        |     30366 | NS      | $2677370.22   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| FLUOR CORPORATION.                               | FLUOR CORP COMMON STOCK                        | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               |  | US        |      9529 | NS      | $444527.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP INC.                               | BRISTOW GROUP INC COMMON STOCK                 | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               |  | US        |     16191 | NS      | $759195.99    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU, INC.                                       | COHU INC COMMON STOCK                          | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               |  | US        |     36411 | NS      | $1114904.82   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                         | SERVICE PROPERTIES TRUST REIT                  | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |      6934 | NS      | $9395.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL, INC.                                | MILLERKNOLL INC COMMON STOCK                   | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               |  | US        |     40045 | NS      | $579050.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS, INC.                   | BREAD FINANCIAL HOLDINGS INC COMMON STOCK      | CUSIP: N/A<br>LEI: 549300G8S4PO686J7H97       | Long             | EC               |  | US        |     28471 | NS      | $2132193.19   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| IMMERSION CORPORATION                            | IMMERSION CORPORATION COMMON STOCK             | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               |  | US        |     19931 | NS      | $108823.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM, INC.                    | COLUMBIA BANKING SYSTEM INC COMMON STOCK       | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               |  | US        |    140854 | NS      | $3863625.22   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORPORATION                               | HEXCEL CORP COMMON STOCK                       | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               |  | US        |     10782 | NS      | $872587.26    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL, INC.                      | BRINKER INTERNATIONAL INC COMMON STOCK         | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               |  | US        |     17389 | NS      | $2482627.53   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GREENBRIER COMPANIES, INC.                   | GREENBRIER COMPANIES INC COMMON STOCK          | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               |  | US        |     19844 | NS      | $1044786.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORPORATION                            | WHIRLPOOL CORP COMMON STOCK                    | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               |  | US        |      8780 | NS      | $473417.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS, INC.                | INSTALLED BUILDING PRODUCTS COMMON STOCK       | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               |  | US        |      4587 | NS      | $1216243.05   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Pangaea Logistics Solutions Ltd                  | PANGAEA LOGISTICS SOLUTIONS COMMON STOCK       | CUSIP: G6891L105<br>LEI: N/A                  | Long             | EC               |  | US        |     20207 | NS      | $143065.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAGSEGURO DIGITAL LTD.                           | PAGSEGURO DIGITAL LTD-CL A COMMON STOCK        | CUSIP: G68707101<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               |  | US        |     99559 | NS      | $997581.18    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD NATIONAL BANCORP                             | OLD NATIONAL BANCORP COMMON STOCK              | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               |  | US        |    150567 | NS      | $3327530.70   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK, INC.                               | SHUTTERSTOCK INC COMMON STOCK                  | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               |  | US        |      2118 | NS      | $35179.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC.                               | MANPOWERGROUP INC COMMON STOCK                 | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               |  | US        |       951 | NS      | $28016.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation                        | REGAL REXNORD CORP COMMON STOCK                | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               |  | US        |      6462 | NS      | $1210074.12   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                          | ENERSYS COMMON STOCK                           | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               |  | US        |      1978 | NS      | $343618.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS, INC.                 | TELEPHONE AND DATA SYSTEMS COMMON STOCK        | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               |  | US        |     30466 | NS      | $1282618.60   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLE ONE, INC.                                  | CABLE ONE INC COMMON STOCK                     | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               |  | US        |      2890 | NS      | $263596.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GATES INDUSTRIAL CORPORATION PLC                 | GATES INDUSTRIAL CORP PLC COMMON STOCK         | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               |  | US        |     60443 | NS      | $1366616.23   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CARS.COM INC.                                    | CARS.COM INC COMMON STOCK                      | CUSIP: N/A<br>LEI: 5493002G6J07LNGX4M98       | Long             | EC               |  | US        |     16678 | NS      | $135425.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON LABORATORIES INC.                        | SILICON LABORATORIES INC COMMON STOCK          | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               |  | US        |      6891 | NS      | $1434361.65   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY      | JAZZ PHARMACEUTICALS PLC COMMON STOCK          | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               |  | US        |      2586 | NS      | $488883.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORPORATION                               | AVISTA CORP COMMON STOCK                       | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               |  | US        |      3750 | NS      | $150525.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB FINANCIAL CORPORATION                        | CNB FINANCIAL CORP/PA COMMON STOCK             | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               |  | US        |     17024 | NS      | $493015.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSINESS FINANCIAL SERVICES, INC.          | FIRST BUSINESS FINANCIAL SER COMMON STOCK      | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               |  | US        |      4012 | NS      | $216367.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGIANT TRAVEL COMPANY                         | ALLEGIANT TRAVEL CO COMMON STOCK               | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               |  | US        |      5157 | NS      | $417923.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP, INC.                        | Nexstar Media Group Inc COMMON STOCK           | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               |  | US        |      1352 | NS      | $244482.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QORVO, INC.                                      | QORVO INC COMMON STOCK                         | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               |  | US        |      2150 | NS      | $166410.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHL'S CORPORATION                               | KOHLS CORP COMMON STOCK                        | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               |  | US        |     63801 | NS      | $823032.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORPORATION                              | GRIFFON CORP COMMON STOCK                      | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               |  | US        |      2121 | NS      | $154154.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAMARE INC.                                   | COSTAMARE INC COMMON STOCK                     | CUSIP: Y1771G102<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               |  | US        |     26346 | NS      | $445247.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST                                | RLJ LODGING TRUST REIT                         | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |     99593 | NS      | $738980.06    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS, INC.                            | DORMAN PRODUCTS INC COMMON STOCK               | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               |  | US        |      8363 | NS      | $872762.68    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                               | CIRRUS LOGIC INC COMMON STOCK                  | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               |  | US        |      2255 | NS      | $326118.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OZK                                         | BANK OZK COMMON STOCK                          | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               |  | US        |      3423 | NS      | $157081.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PIEDMONT REALTY TRUST, INC.                      | PIEDMONT REALTY TRUST INC REIT                 | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |      6080 | NS      | $39945.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9, INC.                                      | FIVE9 INC COMMON STOCK                         | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               |  | US        |     45294 | NS      | $687109.98    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                           | MURPHY OIL CORP COMMON STOCK                   | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               |  | US        |     35905 | NS      | $1481081.25   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Net Lease Office Properties                      | NET LEASE OFFICE PROPERTY REIT                 | CUSIP: 64110Y108<br>LEI: N/A                  | Long             | EC               |  | US        |      9320 | NS      | $107366.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                     | CENTRAL GARDEN & PET CO COMMON STOCK           | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               |  | US        |      3994 | NS      | $146859.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HANOVER INSURANCE GROUP, INC.                | HANOVER INSURANCE GROUP INC/ COMMON STOCK      | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               |  | US        |      5070 | NS      | $878884.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC.                                      | Atkore Inc COMMON STOCK                        | CUSIP: N/A<br>LEI: 52990002TI38AM4RPV48       | Long             | EC               |  | US        |     21830 | NS      | $1286005.30   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS, INC.                  | AMPHASTAR PHARMACEUTICALS IN COMMON STOCK      | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               |  | US        |      5000 | NS      | $97950.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA TECHNOLOGIES, INC.                          | SIGA TECHNOLOGIES INC COMMON STOCK             | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               |  | US        |     28991 | NS      | $155101.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LYFT, INC.                                       | LYFT INC-A COMMON STOCK                        | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               |  | US        |    103269 | NS      | $1373477.70   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUELINX HOLDINGS INC.                           | BLUELINX HOLDINGS INC COMMON STOCK             | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               |  | US        |      4166 | NS      | $225713.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC.                                         | ADT INC COMMON STOCK                           | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               |  | US        |     40581 | NS      | $266617.17    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE NATURAL RESOURCES, INC.                     | CORE NATURAL RESOURCES INC COMMON STOCK        | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               |  | US        |      1154 | NS      | $120858.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS AND OUTDOORS, INC.                | ACADEMY SPORTS & OUTDOORS IN COMMON STOCK      | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               |  | US        |     14811 | NS      | $836080.95    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MANITOWOC COMPANY, INC.                      | MANITOWOC COMPANY INC COMMON STOCK             | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               |  | US        |     18654 | NS      | $217319.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY BANCORP, INC                               | UNITY BANCORP INC COMMON STOCK                 | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               |  | US        |      4591 | NS      | $237951.53    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA BANCORP                                   | SIERRA BANCORP COMMON STOCK                    | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               |  | US        |      6777 | NS      | $229875.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHATHAM LODGING TRUST                            | CHATHAM LODGING TRUST REIT                     | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |     31431 | NS      | $247361.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS, INC.                               | NMI HOLDINGS INC COMMON STOCK                  | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               |  | US        |     13819 | NS      | $518350.69    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER'S, INC.                                   | CARTER'S INC COMMON STOCK                      | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               |  | US        |      7351 | NS      | $262871.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                     | LINCOLN NATIONAL CORP COMMON STOCK             | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               |  | US        |     22808 | NS      | $809684.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORPORATION                               | DELUXE CORP COMMON STOCK                       | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               |  | US        |     31937 | NS      | $879544.98    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELIS INSURANCE HOLDINGS LIMITED               | FIDELIS INSURANCE HOLDINGS L COMMON STOCK      | CUSIP: G3398L118<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | EC               |  | US        |     45222 | NS      | $864192.42    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| COUSINS PROPERTIES INCORPORATED                  | COUSINS PROPERTIES INC REIT                    | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |      5580 | NS      | $125940.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON-UTI ENERGY, INC.                       | PATTERSON-UTI ENERGY INC COMMON STOCK          | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               |  | US        |    124639 | NS      | $1349840.37   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS, INC.                        | METHODE ELECTRONICS INC COMMON STOCK           | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               |  | US        |     20454 | NS      | $112906.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ONESPAN INC.                                     | ONESPAN INC COMMON STOCK                       | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               |  | US        |     18500 | NS      | $194805.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL CORPORATION                      | FIRST FINANCIAL CORP COMMON STOCK              | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               |  | US        |      1905 | NS      | $120396.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC.                                    | HARMONIC INC COMMON STOCK                      | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               |  | US        |     92711 | NS      | $832544.78    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TEEKAY CORPORATION LTD.                          | TEEKAY CORP LTD COMMON STOCK                   | CUSIP: G8726T105<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               |  | US        |     35852 | NS      | $437752.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST INTERSTATE BANCSYSTEM, INC.                | FIRST INTERSTATE BANCSYS-A COMMON STOCK        | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               |  | US        |     35548 | NS      | $1187303.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORPORATION                              | ARCBEST CORP COMMON STOCK                      | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               |  | US        |      2560 | NS      | $251801.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORPORATION                               | GENTEX CORP COMMON STOCK                       | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               |  | US        |     23317 | NS      | $509476.45    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibex Ltd                                         | IBEX LTD COMMON STOCK                          | CUSIP: G4690M101<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               |  | US        |      5253 | NS      | $140885.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd, Inc                                        | WAFD INC COMMON STOCK                          | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               |  | US        |      3908 | NS      | $122711.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS, INC.                           | URBAN OUTFITTERS INC COMMON STOCK              | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               |  | US        |     21260 | NS      | $1346821.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES, INC.                           | TRI POINTE HOMES INC COMMON STOCK              | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               |  | US        |      6832 | NS      | $319259.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK, INC.                                | H&R BLOCK INC COMMON STOCK                     | CUSIP: N/A<br>LEI: 549300CE3KUCWLZBG404       | Long             | EC               |  | US        |      3924 | NS      | $124547.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTION CARE HEALTH, INC.                         | OPTION CARE HEALTH INC COMMON STOCK            | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               |  | US        |     26308 | NS      | $708211.36    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HOLDINGS, INC.                      | SALLY BEAUTY HOLDINGS INC COMMON STOCK         | CUSIP: N/A<br>LEI: 529900VXW6E8ONDIQ271       | Long             | EC               |  | US        |      7198 | NS      | $99692.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDRIDGE ENERGY, INC.                           | SANDRIDGE ENERGY INC COMMON STOCK              | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               |  | US        |     18728 | NS      | $305453.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | E-MINI RUSS 2000  JUN26 PHYSICAL INDEX FUTURE. | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        18 | NC      | $2260980.00   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corporation                              | MAGNERA CORP COMMON STOCK                      | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               |  | US        |       379 | NS      | $3604.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEESECAKE FACTORY INCORPORATED              | CHEESECAKE FACTORY INC/THE COMMON STOCK        | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               |  | US        |      6147 | NS      | $336548.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMALGAMATED FINANCIAL CORP.                      | AMALGAMATED FINANCIAL CORP COMMON STOCK        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     14562 | NS      | $566024.94    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.              | ALLISON TRANSMISSION HOLDING COMMON STOCK      | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               |  | US        |      2371 | NS      | $277549.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORPORATION                        | KILROY REALTY CORP REIT                        | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |      4005 | NS      | $112981.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ENNIS, INC.                                      | ENNIS INC COMMON STOCK                         | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               |  | US        |      4575 | NS      | $97996.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PENGUIN SOLUTIONS, INC.                          | PENGUIN SOLUTIONS INC COMMON STOCK             | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               |  | US        |     28634 | NS      | $503958.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA, INC.                                   | INNOVIVA INC COMMON STOCK                      | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               |  | US        |     32184 | NS      | $749887.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                                     | SPRINKLR INC-A COMMON STOCK                    | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               |  | US        |     62807 | NS      | $376842.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTRUST FINANCIAL CORPORATION                   | WINTRUST FINANCIAL CORP COMMON STOCK           | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               |  | US        |      9600 | NS      | $1333824.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSATA TECHNOLOGIES HOLDING PLC                 | SENSATA TECHNOLOGIES HOLDING COMMON STOCK      | CUSIP: G8060N102<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               |  | US        |     20147 | NS      | $709577.34    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, INC.                                        | RPC INC COMMON STOCK                           | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               |  | US        |     47261 | NS      | $334607.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO.                             | TRAVEL + LEISURE CO COMMON STOCK               | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               |  | US        |      2620 | NS      | $181277.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV INC.                                         | NOV INC COMMON STOCK                           | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               |  | US        |     15839 | NS      | $297931.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY USA INC.                                  | MURPHY USA INC COMMON STOCK                    | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               |  | US        |      2219 | NS      | $1096119.43   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIMERA INVESTMENT CORPORATION                   | CHIMERA INVESTMENT CORP REIT                   | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |     73085 | NS      | $917216.75    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY TRUST BANCORP, INC.                    | COMMUNITY TRUST BANCORP INC COMMON STOCK       | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               |  | US        |      1937 | NS      | $117614.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDMORE SHIPPING CORPORATION                     | ARDMORE SHIPPING CORP COMMON STOCK             | CUSIP: Y0207T100<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               |  | US        |     23593 | NS      | $359793.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                  | UGI CORP COMMON STOCK                          | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |      8868 | NS      | $322972.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                        | MATADOR RESOURCES CO COMMON STOCK              | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               |  | US        |      6584 | NS      | $415977.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL, INC.                         | GENWORTH FINANCIAL INC COMMON STOCK            | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               |  | US        |    261853 | NS      | $2126246.36   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| SENECA FOODS CORPORATION                         | SENECA FOODS CORP - CL A COMMON STOCK          | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               |  | US        |      2722 | NS      | $411348.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of N.T. Butterfield & Son Limited       | BANK OF N.T. BUTTERFIELD&SON COMMON STOCK      | CUSIP: G0772R208<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               |  | US        |     31980 | NS      | $1678310.40   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                                       | KORN FERRY COMMON STOCK                        | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               |  | US        |     16394 | NS      | $1032002.30   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORPORATION                                | TEREX CORP COMMON STOCK                        | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               |  | US        |     20322 | NS      | $1201030.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC.                           | LUMENTUM HOLDINGS INC COMMON STOCK             | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               |  | US        |       763 | NS      | $536205.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS INTERNATIONAL GROUP, INC.                  | JANUS INTERNATIONAL GROUP IN COMMON STOCK      | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               |  | US        |     80966 | NS      | $416974.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO BRANDS CORPORATION                          | ACCO BRANDS CORP COMMON STOCK                  | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               |  | US        |     62222 | NS      | $186666.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UPBOUND GROUP, INC.                              | UPBOUND GROUP INC COMMON STOCK                 | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               |  | US        |      5376 | NS      | $97036.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORPORATION                        | VAREX IMAGING CORP COMMON STOCK                | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               |  | US        |     35202 | NS      | $373493.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN ELECTRIC INDUSTRIES, INC.               | HAWAIIAN ELECTRIC INDS COMMON STOCK            | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               |  | US        |     96622 | NS      | $1433870.48   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| UNISYS CORPORATION                               | UNISYS CORP COMMON STOCK                       | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               |  | US        |     37677 | NS      | $77991.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES, INC.                        | NU SKIN ENTERPRISES INC - A COMMON STOCK       | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               |  | US        |     30356 | NS      | $220991.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                              | TEEKAY TANKERS LTD-CLASS A COMMON STOCK        | CUSIP: G8726X106<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               |  | US        |     13342 | NS      | $978235.44    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Inmode Ltd                                       | INMODE LTD COMMON STOCK                        | CUSIP: M5425M103<br>LEI: 984500DD95A35E9BD358 | Long             | EC               |  | US        |     47222 | NS      | $645996.96    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA LIFESCIENCES HOLDINGS CORPORATION        | INTEGRA LIFESCIENCES HOLDING COMMON STOCK      | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               |  | US        |     20139 | NS      | $189709.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT CORPORATION                                  | IDT CORP-CLASS B COMMON STOCK                  | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               |  | US        |      8999 | NS      | $441850.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RIGEL PHARMACEUTICALS, INC.                      | RIGEL PHARMACEUTICALS INC COMMON STOCK         | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               |  | US        |      9503 | NS      | $256961.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN INTERNATIONAL, INC.                          | ATN INTERNATIONAL INC COMMON STOCK             | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               |  | US        |      6442 | NS      | $175351.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY               | GOODYEAR TIRE & RUBBER CO COMMON STOCK         | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               |  | US        |    160656 | NS      | $1065149.28   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                     | DIVERSIFIED HEALTHCARE TRUST REIT              | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               |  | US        |     43179 | NS      | $286708.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORPORATION                       | PEABODY ENERGY CORP COMMON STOCK               | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               |  | US        |      8301 | NS      | $273517.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MARZETTI COMPANY                             | MARZETTI COMPANY/THE COMMON STOCK              | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               |  | US        |      2982 | NS      | $412500.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                     | ENVISTA HOLDINGS CORP COMMON STOCK             | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               |  | US        |     16651 | NS      | $422435.87    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESCO INC.                                     | GENESCO INC COMMON STOCK                       | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               |  | US        |      6602 | NS      | $191391.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QUIDELORTHO CORPORATION                          | QUIDELORTHO CORP COMMON STOCK                  | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               |  | US        |     11404 | NS      | $187367.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO ENERGY, INC.                              | VAALCO ENERGY INC COMMON STOCK                 | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               |  | US        |     57548 | NS      | $364854.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TELADOC HEALTH, INC.                             | TELADOC HEALTH INC COMMON STOCK                | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               |  | US        |     81937 | NS      | $446556.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS, INC.                   | CATALYST PHARMACEUTICALS INC COMMON STOCK      | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               |  | US        |     28024 | NS      | $693874.24    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT FINANCIAL, INC.                              | HBT FINANCIAL INC/DE COMMON STOCK              | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               |  | US        |      7175 | NS      | $191716.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                    | STARWOOD PROPERTY TRUST INC REIT               | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               |  | US        |     41095 | NS      | $707655.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC.                             | VIAVI SOLUTIONS INC COMMON STOCK               | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               |  | US        |     89225 | NS      | $2969408.00   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corporation                    | UNIVEST FINANCIAL CORP COMMON STOCK            | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               |  | US        |     34723 | NS      | $1189609.98   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LANTHEUS HOLDINGS, INC.                          | LANTHEUS HOLDINGS INC COMMON STOCK             | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               |  | US        |      5007 | NS      | $379780.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CATHAY GENERAL BANCORP                           | CATHAY GENERAL BANCORP COMMON STOCK            | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               |  | US        |      5210 | NS      | $259770.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY HOLDING COMPANY                             | CITY HOLDING CO COMMON STOCK                   | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               |  | US        |      3937 | NS      | $470550.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BUMBLE INC.                                      | BUMBLE INC-A COMMON STOCK                      | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               |  | US        |     52435 | NS      | $170938.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MITEK SYSTEMS, INC.                              | MITEK SYSTEMS INC COMMON STOCK                 | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               |  | US        |     26719 | NS      | $360706.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, INC.                                        | V2X INC COMMON STOCK                           | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               |  | US        |     10238 | NS      | $701303.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING, INC.             | SIXTH STREET SPECIALTY LENDI COMMON STOCK      | CUSIP: 83012A109<br>LEI: 549300TX61566GJWCN05 | Long             | EC               |  | US        |      4848 | NS      | $89106.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS COMPANY                        | COMMERCIAL METALS CO COMMON STOCK              | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               |  | US        |     84793 | NS      | $5208833.99   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| REX AMERICAN RESOURCES CORPORATION               | REX AMERICAN RESOURCES CORP COMMON STOCK       | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               |  | US        |       296 | NS      | $13488.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP.                              | RITHM CAPITAL CORP REIT                        | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |     15717 | NS      | $148997.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGI INC.                                        | ANGI INC COMMON STOCK                          | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               |  | US        |     24729 | NS      | $169393.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inc.                                       | ENPRO INC COMMON STOCK                         | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               |  | US        |      6143 | NS      | $1539742.95   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORPORATION                     | INDEPENDENT BANK CORP - MICH COMMON STOCK      | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               |  | US        |      2500 | NS      | $83250.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC.                                    | INNOSPEC INC COMMON STOCK                      | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               |  | US        |      4011 | NS      | $292883.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VONTIER CORPORATION                              | VONTIER CORP COMMON STOCK                      | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               |  | US        |      3360 | NS      | $119179.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudbay Minerals Inc.                             | HUDBAY MINERALS INC COMMON STOCK               | CUSIP: 443628102<br>LEI: 894500LX3TMESP27BE29 | Long             | EC               |  | US        |     96269 | NS      | $2012022.10   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED, INC.                                 | BANKUNITED INC COMMON STOCK                    | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               |  | US        |     11514 | NS      | $519972.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR CAPITAL CORP.                             | FS KKR CAPITAL CORP COMMON STOCK               | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               |  | US        |      6088 | NS      | $61975.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                     | APPLE HOSPITALITY REIT INC REIT                | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |    100198 | NS      | $1153278.98   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEVELAND-CLIFFS INC.                            | CLEVELAND-CLIFFS INC COMMON STOCK              | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               |  | US        |    302819 | NS      | $2558820.55   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| HYSTER-YALE, INC.                                | HYSTER-YALE INC COMMON STOCK                   | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               |  | US        |      6568 | NS      | $213525.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLE PUBLIC LIMITED COMPANY                      | DOLE PLC COMMON STOCK                          | CUSIP: G27907107<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               |  | US        |     55468 | NS      | $792637.72    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES, INC.                         | MUELLER INDUSTRIES INC COMMON STOCK            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               |  | US        |      1070 | NS      | $118556.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SIMPLY GOOD FOODS COMPANY                    | SIMPLY GOOD FOODS CO/THE COMMON STOCK          | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               |  | US        |      8300 | NS      | $119105.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                       | NORTHERN OIL AND GAS INC COMMON STOCK          | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               |  | US        |     48423 | NS      | $1415404.29   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON, INC.                            | HARLEY-DAVIDSON INC COMMON STOCK               | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               |  | US        |      3084 | NS      | $62358.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTEC INDUSTRIES, INC.                           | ASTEC INDUSTRIES INC COMMON STOCK              | CUSIP: N/A<br>LEI: 5493002DO2QKHLKB2A48       | Long             | EC               |  | US        |     51226 | NS      | $2758007.84   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| NATURE'S SUNSHINE PRODUCTS, INC.                 | NATURES SUNSHINE PRODS INC COMMON STOCK        | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               |  | US        |      6716 | NS      | $161116.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES BANCORP INC.                             | PEOPLES BANCORP INC COMMON STOCK               | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               |  | US        |      2189 | NS      | $71952.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES, INC.                         | VALMONT INDUSTRIES COMMON STOCK                | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               |  | US        |      3172 | NS      | $1267436.04   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CERENCE INC.                                     | CERENCE INC COMMON STOCK                       | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               |  | US        |     24791 | NS      | $156431.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS, INC.                   | SPECTRUM BRANDS HOLDINGS INC COMMON STOCK      | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               |  | US        |      1618 | NS      | $119246.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP.                                | ADAPTHEALTH CORP COMMON STOCK                  | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               |  | US        |     56381 | NS      | $670933.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP INDUSTRIAL TRUST                             | LXP INDUSTRIAL TRUST REIT                      | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |      6423 | NS      | $297127.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                   | EPR PROPERTIES REIT                            | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |      3874 | NS      | $193545.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PUMA BIOTECHNOLOGY, INC.                         | PUMA BIOTECHNOLOGY INC COMMON STOCK            | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               |  | US        |     27707 | NS      | $177047.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORPORATION                                | CABOT CORP COMMON STOCK                        | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               |  | US        |     12558 | NS      | $945742.98    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCORP, INC.                               | HOME BANCORP INC COMMON STOCK                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      4088 | NS      | $247651.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANSOURCE, INC.                                 | SCANSOURCE INC COMMON STOCK                    | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               |  | US        |     15388 | NS      | $558584.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| USCB FINANCIAL HOLDINGS, INC.                    | USCB FINANCIAL HOLDINGS INC COMMON STOCK       | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               |  | US        |      6679 | NS      | $123828.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNANTPARK INVESTMENT CORPORATION               | PENNANTPARK INVESTMENT CORP COMMON STOCK       | CUSIP: 708062104<br>LEI: 529900OK432R4C6NQQ73 | Long             | EC               |  | US        |      8318 | NS      | $37347.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX INFRASTRUCTURE, INC.                        | NWPX INFRASTRUCTURE INC COMMON STOCK           | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               |  | US        |      2481 | NS      | $193170.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MOVADO GROUP, INC.                               | MOVADO GROUP INC COMMON STOCK                  | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               |  | US        |      8643 | NS      | $211062.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST, INC.                      | AMERICAN ASSETS TRUST INC REIT                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      6660 | NS      | $122610.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TIMKEN COMPANY                               | TIMKEN CO COMMON STOCK                         | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               |  | US        |      2054 | NS      | $206570.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS, INC.                            | MGP INGREDIENTS INC COMMON STOCK               | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               |  | US        |      4924 | NS      | $90552.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INCORPORATED                              | DIODES INC COMMON STOCK                        | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               |  | US        |     32815 | NS      | $2239951.90   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management Group Inc           | SILVERCREST ASSET MANAGEME-A COMMON STOCK      | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               |  | US        |      6261 | NS      | $84147.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO REALTY GROWTH, INC.                          | CTO REALTY GROWTH INC REIT                     | CUSIP: 22948Q101<br>LEI: 254900ZQ99OFO1WXS678 | Long             | EC               |  | US        |     19533 | NS      | $361165.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                            | NEWMARKET CORP COMMON STOCK                    | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               |  | US        |       480 | NS      | $307656.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                  | AFFILIATED MANAGERS GROUP COMMON STOCK         | CUSIP: N/A<br>LEI: 2JE75BUE3T1BLCYYGK54       | Long             | EC               |  | US        |       792 | NS      | $219146.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                          | SONOCO PRODUCTS CO COMMON STOCK                | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               |  | US        |      3435 | NS      | $185799.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORPORATION                      | WABASH NATIONAL CORP COMMON STOCK              | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               |  | US        |      1980 | NS      | $17067.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADATA CORPORATION                             | TERADATA CORP COMMON STOCK                     | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               |  | US        |      4675 | NS      | $119820.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP, INC.                              | NEWMARK GROUP INC-CLASS A COMMON STOCK         | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               |  | US        |     97561 | NS      | $1462439.39   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| HOVNANIAN ENTERPRISES, INC.                      | HOVNANIAN ENTERPRISES-A COMMON STOCK           | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               |  | US        |      2877 | NS      | $319088.07    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TUTOR PERINI CORPORATION                         | TUTOR PERINI CORP COMMON STOCK                 | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               |  | US        |     20567 | NS      | $1587566.73   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS, INC.                     | XENIA HOTELS & RESORTS INC REIT                | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |     14045 | NS      | $208287.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORPORATION                          | FIRST BUSEY CORP COMMON STOCK                  | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               |  | US        |      6657 | NS      | $168232.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS, INC.                      | HALOZYME THERAPEUTICS INC COMMON STOCK         | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               |  | US        |      4859 | NS      | $314037.17    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB BANCORP                                      | RBB BANCORP COMMON STOCK                       | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               |  | US        |     10584 | NS      | $226180.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC.                                      | BELDEN INC COMMON STOCK                        | CUSIP: N/A<br>LEI: 68BKYO1JC791TTJHUE82       | Long             | EC               |  | US        |      7761 | NS      | $891195.63    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                           | OTTER TAIL CORP COMMON STOCK                   | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               |  | US        |      2862 | NS      | $251197.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                           | INGREDION INC COMMON STOCK                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |      6615 | NS      | $745245.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION   | SCIENCE APPLICATIONS INTE COMMON STOCK         | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               |  | US        |      1150 | NS      | $109158.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES, INC.                         | PACIRA BIOSCIENCES INC COMMON STOCK            | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               |  | US        |     32653 | NS      | $737957.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                                    | RALLIANT CORP COMMON STOCK                     | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               |  | US        |     14000 | NS      | $582260.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AGREE REALTY CORPORATION                         | AGREE REALTY CORP REIT                         | CUSIP: N/A<br>LEI: 98450090H010B37OEB68       | Long             | EC               |  | US        |     14661 | NS      | $1105146.18   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                          | SIGNET JEWELERS LTD COMMON STOCK               | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               |  | US        |     24314 | NS      | $2057936.96   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                             | ASSOCIATED BANC-CORP COMMON STOCK              | CUSIP: N/A<br>LEI: 549300N3CIN473IW5094       | Long             | EC               |  | US        |    119381 | NS      | $3087192.66   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIPADVISOR, INC.                                | TRIPADVISOR INC COMMON STOCK                   | CUSIP: 896945201<br>LEI: N/A                  | Long             | EC               |  | US        |      9500 | NS      | $101270.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES INC.                       | ZOOMINFO TECHNOLOGIES INC COMMON STOCK         | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               |  | US        |     12814 | NS      | $76627.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FLAGSTAR BANK, NATIONAL ASSOCIATION              | FLAGSTAR BANK NA COMMON STOCK                  | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               |  | US        |    110438 | NS      | $1454468.46   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BAR HARBOR BANKSHARES                            | BAR HARBOR BANKSHARES COMMON STOCK             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      3557 | NS      | $115424.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                          | PEBBLEBROOK HOTEL TRUST REIT                   | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |     66434 | NS      | $839061.42    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NB BANCORP, INC.                                 | NB BANCORP INC COMMON STOCK                    | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               |  | US        |     23506 | NS      | $495271.42    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL, INC.                             | GLOBUS MEDICAL INC - A COMMON STOCK            | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               |  | US        |      9292 | NS      | $800598.72    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB BANCORP                                      | PCB BANCORP COMMON STOCK                       | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               |  | US        |      6071 | NS      | $136536.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE & FITCH CO.                          | ABERCROMBIE & FITCH CO-CL A COMMON STOCK       | CUSIP: N/A<br>LEI: 5493000J7LL72TOGT983       | Long             | EC               |  | US        |     46276 | NS      | $4228238.12   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANOS MEDICAL, INC.                             | AVANOS MEDICAL INC COMMON STOCK                | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               |  | US        |     22880 | NS      | $320548.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAR CORPORATION                                 | LEAR CORP COMMON STOCK                         | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               |  | US        |      1953 | NS      | $236469.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP.                         | ENERPAC TOOL GROUP COMMON STOCK                | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               |  | US        |     13405 | NS      | $488880.35    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFORMANCE FOOD GROUP COMPANY                   | PERFORMANCE FOOD GROUP CO COMMON STOCK         | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               |  | US        |      9918 | NS      | $849575.88    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA HEALTH SCIENCES, INC.                      | USANA HEALTH SCIENCES INC COMMON STOCK         | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               |  | US        |      6821 | NS      | $119162.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SILGAN HOLDINGS INC.                             | SILGAN HOLDINGS INC COMMON STOCK               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               |  | US        |     15033 | NS      | $583280.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL INSURANCE HOLDINGS, INC.               | UNIVERSAL INSURANCE HOLDINGS COMMON STOCK      | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               |  | US        |     10629 | NS      | $363086.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS, INC.                     | SOUTHWEST GAS HOLDINGS INC COMMON STOCK        | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               |  | US        |     11761 | NS      | $1022030.90   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR ATLEOS CORPORATION                           | NCR ATLEOS CORP COMMON STOCK                   | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               |  | US        |      2269 | NS      | $98883.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                    | ORGANON & CO COMMON STOCK                      | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |     14356 | NS      | $85992.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP.                               | SITE CENTERS CORP REIT                         | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |     29238 | NS      | $157885.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc                               | PROG HOLDINGS INC COMMON STOCK                 | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               |  | US        |     28867 | NS      | $828194.23    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GENIE ENERGY LTD.                                | GENIE ENERGY LTD-B COMMON STOCK                | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               |  | US        |      9357 | NS      | $132307.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL, INC.                                | RINGCENTRAL INC-CLASS A COMMON STOCK           | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               |  | US        |      4857 | NS      | $180631.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                   | EXELIXIS INC COMMON STOCK                      | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |      8933 | NS      | $383136.37    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                       | MATSON INC COMMON STOCK                        | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               |  | US        |      1883 | NS      | $308699.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BRINK'S COMPANY                              | BRINK'S CO/THE COMMON STOCK                    | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               |  | US        |      1450 | NS      | $150263.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORPORATION                            | TD SYNNEX CORP COMMON STOCK                    | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               |  | US        |      1236 | NS      | $208525.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN BANK HOLDING CORP.                  | METROPOLITAN BANK HOLDING CO COMMON STOCK      | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               |  | US        |      5612 | NS      | $467423.48    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                      | MGIC INVESTMENT CORP COMMON STOCK              | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               |  | US        |     41304 | NS      | $1084230.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORPORATION               | NATIONAL BANK HOLD-CL A COMMON STOCK           | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               |  | US        |     29532 | NS      | $1156473.12   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. CORPORATION                               | FNB CORP COMMON STOCK                          | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               |  | US        |     94076 | NS      | $1572950.72   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN, LTD.                              | STEVEN MADDEN LTD COMMON STOCK                 | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               |  | US        |     13987 | NS      | $474439.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESTAR HOLDING CORPORATION                     | INVESTAR HOLDING CORP COMMON STOCK             | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               |  | US        |      5982 | NS      | $163129.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC.                                | PITNEY BOWES INC COMMON STOCK                  | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               |  | US        |     15077 | NS      | $166600.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC.                       | MINERALS TECHNOLOGIES INC COMMON STOCK         | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               |  | US        |      6007 | NS      | $426016.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ZUMIEZ INC.                                      | ZUMIEZ INC COMMON STOCK                        | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               |  | US        |      8087 | NS      | $179207.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TREDEGAR CORPORATION                             | TREDEGAR CORP COMMON STOCK                     | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               |  | US        |     16736 | NS      | $133051.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVEX INTERNATIONAL, INC.                      | INNOVEX INTERNATIONAL INC COMMON STOCK         | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               |  | US        |      6547 | NS      | $159681.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORPORATION                        | FIRST HORIZON CORP COMMON STOCK                | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               |  | US        |     33324 | NS      | $758454.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CRICUT, INC.                                     | CRICUT INC - CLASS A COMMON STOCK              | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               |  | US        |     28137 | NS      | $105232.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                   | TACTILE SYSTEMS TECHNOLOGY I COMMON STOCK      | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               |  | US        |     13809 | NS      | $360829.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MARKETS, INC.                               | WEIS MARKETS INC COMMON STOCK                  | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               |  | US        |      9340 | NS      | $638762.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                         | ENERGIZER HOLDINGS INC COMMON STOCK            | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               |  | US        |     10947 | NS      | $179749.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WEST BANCORPORATION, INC.                        | WEST BANCORPORATION COMMON STOCK               | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               |  | US        |      9586 | NS      | $228050.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORPORATION                              | OSHKOSH CORP COMMON STOCK                      | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               |  | US        |      2371 | NS      | $349034.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORPORATION                        | CNX RESOURCES CORP COMMON STOCK                | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               |  | US        |      8971 | NS      | $345832.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL STATES INTERNATIONAL, INC.                   | OIL STATES INTERNATIONAL INC COMMON STOCK      | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               |  | US        |     33960 | NS      | $395294.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON MOTION TECHNOLOGY CORPORATION            | SILICON MOTION TECHNOL-ADR DEPOSITARY RECEIPT  | CUSIP: 82706C108<br>LEI: 5299005RBVBZQJTYFC89 | Long             | EC               |  | US        |     11630 | NS      | $1305932.70   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                          | MOLINA HEALTHCARE INC COMMON STOCK             | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               |  | US        |     20017 | NS      | $2668266.10   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| VALHI, INC.                                      | VALHI INC COMMON STOCK                         | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               |  | US        |      1055 | NS      | $15086.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY COMPANY                                | SM ENERGY CO COMMON STOCK                      | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               |  | US        |     47210 | NS      | $1472007.80   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP, LTD.                        | G-III APPAREL GROUP LTD COMMON STOCK           | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               |  | US        |     29354 | NS      | $813105.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TABOOLA.COM LTD                                  | TABOOLA.COM LTD COMMON STOCK                   | CUSIP: M8744T106<br>LEI: 984500F5945AFAFFCB30 | Long             | EC               |  | US        |     46304 | NS      | $143542.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY COMPANY                          | CRESCENT ENERGY INC-A COMMON STOCK             | CUSIP: 44952J104<br>LEI: 254900FBNP5A21Q39U97 | Long             | EC               |  | US        |     32198 | NS      | $434673.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP.                                        | PVH CORP COMMON STOCK                          | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               |  | US        |      3256 | NS      | $227138.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORPORATION                 | TAYLOR MORRISON HOME CORP COMMON STOCK         | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               |  | US        |     19021 | NS      | $1107783.04   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE LTD.                                   | HERBALIFE LTD COMMON STOCK                     | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               |  | US        |      7627 | NS      | $112269.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMILTON BEACH BRANDS HOLDING COMPANY            | HAMILTON BEACH BRAND-A COMMON STOCK            | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               |  | US        |      3895 | NS      | $73810.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FINANCIAL INSTITUTIONS, INC.                     | FINANCIAL INSTITUTIONS INC COMMON STOCK        | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               |  | US        |      7556 | NS      | $239600.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW MOUNTAIN FINANCE CORPORATION                 | NEW MOUNTAIN FINANCE CORP COMMON STOCK         | CUSIP: 647551100<br>LEI: 549300L1MPTT1H7SES77 | Long             | EC               |  | US        |     10331 | NS      | $80168.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)   | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3278748 | NS      | $3278747.82   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AXALTA COATING SYSTEMS LTD.                      | AXALTA COATING SYSTEMS LTD COMMON STOCK        | CUSIP: G0750C108<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               |  | US        |     26224 | NS      | $726404.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST COMMONWEALTH FINANCIAL CORPORATION         | FIRST COMMONWEALTH FINL CORP COMMON STOCK      | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               |  | US        |     48540 | NS      | $853333.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGER ENERGY SERVICES, INC.                     | RANGER ENERGY SERVICES-CL A COMMON STOCK       | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               |  | US        |      8996 | NS      | $154191.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADIENT PUBLIC LIMITED COMPANY                    | ADIENT PLC COMMON STOCK                        | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               |  | US        |     52570 | NS      | $1062439.70   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI INTERNATIONAL INC.                          | CACI INTERNATIONAL INC -CL A COMMON STOCK      | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               |  | US        |      2364 | NS      | $1285708.68   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC.                             | SCORPIO TANKERS INC COMMON STOCK               | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               |  | US        |     29019 | NS      | $2166558.54   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC TECHNOLOGY COMPANY                           | DXC TECHNOLOGY CO COMMON STOCK                 | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               |  | US        |      6228 | NS      | $78285.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS, INC.                                 | PHOTRONICS INC COMMON STOCK                    | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               |  | US        |    114289 | NS      | $4618418.49   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                  | O-I GLASS INC COMMON STOCK                     | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               |  | US        |     40038 | NS      | $420799.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS COUNTRY HEALTHCARE, INC.                   | CROSS COUNTRY HEALTHCARE INC COMMON STOCK      | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               |  | US        |     38421 | NS      | $361157.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FIRST NATIONAL CORPORATION               | SIMMONS FIRST NATL CORP-CL A COMMON STOCK      | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               |  | US        |     45420 | NS      | $883419.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORPORATION                   | PERDOCEO EDUCATION CORP COMMON STOCK           | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               |  | US        |     44069 | NS      | $1639807.49   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS, INC.                                      | CROCS INC COMMON STOCK                         | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               |  | US        |      1350 | NS      | $112077.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexxen International Ltd                         | NEXXEN INTERNATIONAL LTD COMMON STOCK          | CUSIP: M8T80P204<br>LEI: 213800ZNSR7AIJZ2J557 | Long             | EC               |  | US        |     12538 | NS      | $81747.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC.                                         | ITT INC COMMON STOCK                           | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               |  | US        |      5951 | NS      | $1133844.03   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                            | BLOOMIN' BRANDS INC COMMON STOCK               | CUSIP: N/A<br>LEI: E1UJ2GO305B5FXGV7N04       | Long             | EC               |  | US        |      7432 | NS      | $40132.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                           | BRIGHTSTAR LOTTERY PLC COMMON STOCK            | CUSIP: G4863A108<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               |  | US        |     61489 | NS      | $783369.86    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                              | SYLVAMO CORP COMMON STOCK                      | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               |  | US        |     16046 | NS      | $677783.04    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media, Inc                                  | GRAY MEDIA INC COMMON STOCK                    | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               |  | US        |     47060 | NS      | $204240.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                         | GROUP 1 AUTOMOTIVE INC COMMON STOCK            | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               |  | US        |      3765 | NS      | $1244821.95   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMILTON INSURANCE GROUP, LTD.                   | HAMILTON INSURANCE GROU-CL B COMMON STOCK      | CUSIP: G42706104<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               |  | US        |     22813 | NS      | $680511.79    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust - iShares Russell 2000 Value ETF   | ISHARES RUSSELL 2000 VALUE E MUTUAL FUND       | CUSIP: 464287630<br>LEI: 549300WJAJCAZZLTQD63 | Long             | EC               | RF                | US        |      1932 | NS      | $366287.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FARMLAND PARTNERS INC.                           | FARMLAND PARTNERS INC REIT                     | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |     23937 | NS      | $268812.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                    | POPULAR INC COMMON STOCK                       | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               |  | US        |      2286 | NS      | $306712.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LIMBACH HOLDINGS, INC.                           | LIMBACH HOLDINGS INC COMMON STOCK              | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               |  | US        |      8934 | NS      | $697298.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC.                                | AMC NETWORKS INC-A COMMON STOCK                | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               |  | US        |     22600 | NS      | $153454.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion S.A.                                       | ORION S.A COMMON STOCK                         | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               |  | US        |     34779 | NS      | $226063.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                           | AMKOR TECHNOLOGY INC COMMON STOCK              | CUSIP: N/A<br>LEI: 529900VHLRTKPWZJBM84       | Long             | EC               |  | US        |      7162 | NS      | $322504.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUSPOINT LTD.                                 | SIRIUSPOINT LTD COMMON STOCK                   | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               |  | US        |      9621 | NS      | $207236.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, INC.                                    | IDACORP INC COMMON STOCK                       | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               |  | US        |      9203 | NS      | $1315752.91   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBALL ELECTRONICS, INC.                        | KIMBALL ELECTRONICS INC COMMON STOCK           | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               |  | US        |     13957 | NS      | $330641.33    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVIRI CORPORATION                               | ENVIRI CORP COMMON STOCK                       | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               |  | US        |     42463 | NS      | $833124.06    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN MISSOURI BANCORP, INC.                  | SOUTHERN MISSOURI BANCORP COMMON STOCK         | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               |  | US        |      5708 | NS      | $364969.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S, INC.                                     | MACY'S INC COMMON STOCK                        | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               |  | US        |      4605 | NS      | $83304.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGHT, INC.                                     | ALIGHT INC - CLASS A COMMON STOCK              | CUSIP: 01626W101<br>LEI: 2549002GDSJCKYY96752 | Long             | EC               |  | US        |    270326 | NS      | $157518.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INCORPORATED                      | ABM INDUSTRIES INC COMMON STOCK                | CUSIP: N/A<br>LEI: QF02R89VEIOROM77J447       | Long             | EC               |  | US        |      3523 | NS      | $135705.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROPERTIES, INC.                       | HIGHWOODS PROPERTIES INC REIT                  | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |     74508 | NS      | $1595216.28   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLY SERVICES, INC.                             | KELLY SERVICES INC -A COMMON STOCK             | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               |  | US        |     19553 | NS      | $173044.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS, INC.                                 | ZIFF DAVIS INC COMMON STOCK                    | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               |  | US        |     29625 | NS      | $1243065.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN STREET PROPERTIES CORP.                 | FRANKLIN STREET PROPERTIES C REIT              | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               |  | US        |     32727 | NS      | $21747.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS, INC.                        | EXLSERVICE HOLDINGS INC COMMON STOCK           | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               |  | US        |     16458 | NS      | $501146.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLUB CAPITAL BDC, INC.                          | GOLUB CAPITAL BDC INC COMMON STOCK             | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               |  | US        |      6686 | NS      | $84644.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REPAY HOLDINGS CORPORATION                       | REPAY HOLDINGS CORP COMMON STOCK               | CUSIP: 76029L100<br>LEI: 2549006EJ42T73ZKUI98 | Long             | EC               |  | US        |     53241 | NS      | $138426.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC.                                | RADIAN GROUP INC COMMON STOCK                  | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               |  | US        |      5630 | NS      | $186240.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                   | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK      | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               |  | US        |     24403 | NS      | $807007.21    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                     | INGLES MARKETS INC-CLASS A COMMON STOCK        | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               |  | US        |     10170 | NS      | $914181.30    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONY BIOSCIENCES HOLDINGS, INC.               | HARMONY BIOSCIENCES HOLDINGS COMMON STOCK      | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               |  | US        |     30028 | NS      | $841084.28    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                    | EVERQUOTE INC - CLASS A COMMON STOCK           | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               |  | US        |     17868 | NS      | $275524.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY                | PORTLAND GENERAL ELECTRIC CO COMMON STOCK      | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               |  | US        |     18628 | NS      | $982999.56    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHEAST COMMUNITY BANCORP, INC.                | NORTHEAST COMMUNITY BANCORP COMMON STOCK       | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               |  | US        |      6396 | NS      | $152224.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                              | SANMINA CORP COMMON STOCK                      | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               |  | US        |     12579 | NS      | $1630741.56   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORPORATION                             | INGEVITY CORP COMMON STOCK                     | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               |  | US        |      9644 | NS      | $686942.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                             | MATIV HOLDINGS INC COMMON STOCK                | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               |  | US        |     29664 | NS      | $258076.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES, INC.                         | APOGEE ENTERPRISES INC COMMON STOCK            | CUSIP: N/A<br>LEI: 549300579S7QW8V4IJ60       | Long             | EC               |  | US        |      2521 | NS      | $84554.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WILEY & SONS, INC.                          | WILEY (JOHN) & SONS-CLASS A COMMON STOCK       | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               |  | US        |     20529 | NS      | $782154.90    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION       | ZIONS BANCORP NA COMMON STOCK                  | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               |  | US        |     53869 | NS      | $3103931.78   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company                   | EDGEWELL PERSONAL CARE CO COMMON STOCK         | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               |  | US        |     13012 | NS      | $277676.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                          | KB HOME COMMON STOCK                           | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               |  | US        |      2939 | NS      | $152093.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY, INC.                             | SUNCOKE ENERGY INC COMMON STOCK                | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               |  | US        |     74639 | NS      | $485899.89    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS, INC.                           | NETSCOUT SYSTEMS INC COMMON STOCK              | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               |  | US        |     33630 | NS      | $1069097.70   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOURCES CONNECTION, INC.                       | RESOURCES CONNECTION INC COMMON STOCK          | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               |  | US        |     20488 | NS      | $76420.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG INDUSTRIAL, INC.                            | STAG INDUSTRIAL INC REIT                       | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |     24617 | NS      | $887689.02    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO MORTGAGE CAPITAL INC.                    | INVESCO MORTGAGE CAPITAL REIT                  | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |      2613 | NS      | $21113.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS, INC.                   | VICTORY CAPITAL HOLDING - A COMMON STOCK       | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               |  | US        |      1668 | NS      | $109220.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE COMPANY                            | BOISE CASCADE CO COMMON STOCK                  | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               |  | US        |      7743 | NS      | $587306.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORPORATION                      | HANCOCK WHITNEY CORP COMMON STOCK              | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               |  | US        |      4128 | NS      | $262499.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                     | FULTON FINANCIAL CORP COMMON STOCK             | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               |  | US        |     68196 | NS      | $1387106.64   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC.                      | BRIXMOR PROPERTY GROUP INC REIT                | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |      3900 | NS      | $112320.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDEX INTERNATIONAL CORPORATION                | STANDEX INTERNATIONAL CORP COMMON STOCK        | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               |  | US        |      6068 | NS      | $1546490.48   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CALEDONIA MINING CORPORATION PLC                 | CALEDONIA MINING CORP PLC COMMON STOCK         | CUSIP: G1757E113<br>LEI: 21380093ZBI4BFM75Y51 | Long             | EC               |  | US        |      9343 | NS      | $211058.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM, INC.                               | RYDER SYSTEM INC COMMON STOCK                  | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               |  | US        |      2217 | NS      | $453842.07    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                        | NATIONAL FUEL GAS CO COMMON STOCK              | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |      3390 | NS      | $318524.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB BANCORP, INC.                                | BCB BANCORP INC COMMON STOCK                   | CUSIP: N/A<br>LEI: 54930024V6Z8FYSN4291       | Long             | EC               |  | US        |      7855 | NS      | $70537.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET, INC.                                      | AVNET INC COMMON STOCK                         | CUSIP: N/A<br>LEI: XJI53DCPL7QABOWK4Z75       | Long             | EC               |  | US        |      4158 | NS      | $256215.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | UNITI GROUP INC COMMON STOCK                   | CUSIP: 912932100<br>LEI: N/A                  | Long             | EC               |  | US        |     10922 | NS      | $102448.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS, INC.                               | DHT HOLDINGS INC COMMON STOCK                  | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               |  | US        |      7857 | NS      | $143547.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                          | KITE REALTY GROUP TRUST REIT                   | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |      5193 | NS      | $127488.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                      | PROGYNY INC COMMON STOCK                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |    153510 | NS      | $2606599.80   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAD/GRAPHICS, INC.                              | QUAD GRAPHICS INC COMMON STOCK                 | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               |  | US        |     17708 | NS      | $117049.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INCORPORATED                            | LA-Z-BOY INC COMMON STOCK                      | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               |  | US        |     29476 | NS      | $947358.64    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF, INCORPORATED                    | DIEBOLD NIXDORF INC COMMON STOCK               | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               |  | US        |     11164 | NS      | $842212.16    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE BIRD CORPORATION                            | BLUE BIRD CORP COMMON STOCK                    | CUSIP: N/A<br>LEI: 5493004ZXJUUWQ65ER59       | Long             | EC               |  | US        |     10229 | NS      | $580904.91    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS CAPITAL HOLDINGS LIMITED                    | AXIS CAPITAL HOLDINGS LTD COMMON STOCK         | CUSIP: G0692U109<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               |  | US        |      2087 | NS      | $211642.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTVIEW HOLDINGS, INC.                        | BRIGHTVIEW HOLDINGS INC COMMON STOCK           | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               |  | US        |     25305 | NS      | $298345.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                              | NAVIENT CORP COMMON STOCK                      | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               |  | US        |      6110 | NS      | $49979.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FORESTAR GROUP INC.                              | FORESTAR GROUP INC COMMON STOCK                | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               |  | US        |      7367 | NS      | $180049.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION             | FIRST AMERICAN FINANCIAL COMMON STOCK          | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               |  | US        |     10286 | NS      | $620142.94    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTORCAR PARTS OF AMERICA, INC.                  | MOTORCAR PARTS OF AMERICA IN COMMON STOCK      | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               |  | US        |     11917 | NS      | $131802.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc                                 | NUTEX HEALTH INC COMMON STOCK                  | CUSIP: 67079U306<br>LEI: 254900RSD2OET3HENJ50 | Long             | EC               |  | US        |      2104 | NS      | $199964.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                     | FRESH DEL MONTE PRODUCE INC COMMON STOCK       | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               |  | US        |      4000 | NS      | $161040.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTEON CORPORATION                              | VISTEON CORP COMMON STOCK                      | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               |  | US        |     31885 | NS      | $2905042.35   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXIMUS, INC.                                    | MAXIMUS INC COMMON STOCK                       | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               |  | US        |      1623 | NS      | $104034.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBMATIC, INC.                                   | PUBMATIC INC-CLASS A COMMON STOCK              | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               |  | US        |     23049 | NS      | $188540.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VILLAGE SUPER MARKET, INC.                       | VILLAGE SUPER MARKET-CLASS A COMMON STOCK      | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               |  | US        |      6362 | NS      | $268667.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc.                            | KOPPERS HOLDINGS INC COMMON STOCK              | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               |  | US        |      3289 | NS      | $127218.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST, INC.                                    | SKYWEST INC COMMON STOCK                       | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               |  | US        |     19869 | NS      | $1824570.27   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES, INC.                    | AMN HEALTHCARE SERVICES INC COMMON STOCK       | CUSIP: N/A<br>LEI: 529900W3ARRTCNFH2I39       | Long             | EC               |  | US        |     22623 | NS      | $414905.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP.                  | CENTRAL PACIFIC FINANCIAL CO COMMON STOCK      | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               |  | US        |     17178 | NS      | $549008.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORPORATION                       | ADDUS HOMECARE CORP COMMON STOCK               | CUSIP: N/A<br>LEI: 52990090ZT33AKPDBX62       | Long             | EC               |  | US        |      6664 | NS      | $624083.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC.                       | EMERGENT BIOSOLUTIONS INC COMMON STOCK         | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               |  | US        |     33042 | NS      | $274248.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD KINECT CORPORATION                         | WORLD KINECT CORP COMMON STOCK                 | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               |  | US        |     36428 | NS      | $840393.96    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc.                                       | SPIRE INC COMMON STOCK                         | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               |  | US        |      8021 | NS      | $726221.34    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior, S.A. | BANCO LATINOAMERICANO COME-E COMMON STOCK      | CUSIP: P16994132<br>LEI: 549300CN3134K4LC0651 | Long             | EC               |  | US        |      8266 | NS      | $422227.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY COMPANY                  | DIAMONDROCK HOSPITALITY CO REIT                | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |    147026 | NS      | $1377633.62   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORPORATION                       | WESTAMERICA BANCORPORATION COMMON STOCK        | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               |  | US        |      7630 | NS      | $397904.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GIGACLOUD TECHNOLOGY INC                         | GIGACLOUD TECHNOLOGY INC - A COMMON STOCK      | CUSIP: G38644103<br>LEI: N/A                  | Long             | EC               |  | US        |     12968 | NS      | $588487.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORPORATION                      | HANMI FINANCIAL CORPORATION COMMON STOCK       | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               |  | US        |     19853 | NS      | $523325.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HAVERTY FURNITURE COMPANIES, INC.                | HAVERTY FURNITURE COMMON STOCK                 | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               |  | US        |     10141 | NS      | $214786.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LUXFER HOLDINGS PLC                              | LUXFER HOLDINGS PLC COMMON STOCK               | CUSIP: G5698W116<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               |  | US        |      9000 | NS      | $109620.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MIMEDX GROUP, INC.                               | MIMEDX GROUP INC COMMON STOCK                  | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               |  | US        |     70644 | NS      | $279043.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANEX BUILDING PRODUCTS CORPORATION             | QUANEX BUILDING PRODUCTS COMMON STOCK          | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               |  | US        |     26711 | NS      | $479996.67    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CACTUS, INC.                                     | CACTUS INC - A COMMON STOCK                    | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               |  | US        |     15108 | NS      | $715665.96    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATTEC SECURITY CORPORATION                    | STRATTEC SECURITY CORP COMMON STOCK            | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               |  | US        |      2535 | NS      | $198591.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corporation                            | OPEN TEXT CORP COMMON STOCK                    | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               |  | US        |    104578 | NS      | $2325814.72   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                      | OFG BANCORP COMMON STOCK                       | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               |  | US        |     32750 | NS      | $1325065.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ALKERMES PUBLIC LIMITED COMPANY                  | ALKERMES PLC COMMON STOCK                      | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               |  | US        |     79188 | NS      | $2800087.68   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                        | YELP INC COMMON STOCK                          | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               |  | US        |     38900 | NS      | $962386.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFE BULKERS, INC.                               | SAFE BULKERS INC COMMON STOCK                  | CUSIP: Y7388L103<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               |  | US        |     38456 | NS      | $243426.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DAUCH CORPORATION                                | DAUCH CORPORATION COMMON STOCK                 | CUSIP: N/A<br>LEI: 254900SMQY98VFKNCC32       | Long             | EC               |  | US        |     16723 | NS      | $99167.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST                | NATIONAL STORAGE AFFILIATES REIT               | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               |  | US        |     22458 | NS      | $847564.92    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                        | CNO FINANCIAL GROUP INC COMMON STOCK           | CUSIP: N/A<br>LEI: 11XPYHB76MPM4Y4P2897       | Long             | EC               |  | US        |     65971 | NS      | $2708769.26   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS, INC.                       | PAR PACIFIC HOLDINGS INC COMMON STOCK          | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               |  | US        |     18792 | NS      | $1177130.88   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERIOR GROUP OF COMPANIES, INC.                | SUPERIOR GROUP OF COS INC COMMON STOCK         | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               |  | US        |      8370 | NS      | $85039.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES, INC.                           | FEDERATED HERMES INC COMMON STOCK              | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               |  | US        |      4826 | NS      | $273682.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                        | WESTERN UNION CO COMMON STOCK                  | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |      9030 | NS      | $78831.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC.                                      | PHINIA INC COMMON STOCK                        | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               |  | US        |      6211 | NS      | $425080.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC.                              | OUTFRONT MEDIA INC REIT                        | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |      5905 | NS      | $156482.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JAMES RIVER GROUP HOLDINGS, INC.                 | JAMES RIVER GROUP HOLDINGS INC COMMON STOCK    | CUSIP: 46990A102<br>LEI: N/A                  | Long             | EC               |  | US        |     22816 | NS      | $143740.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC, INC.                                  | CORECIVIC INC COMMON STOCK                     | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               |  | US        |      8885 | NS      | $168015.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORPORATION                    | PERMIAN RESOURCES CORP-CL A COMMON STOCK       | CUSIP: 71424F105<br>LEI: N/A                  | Long             | EC               |  | US        |     75834 | NS      | $1616780.88   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CARRIAGE SERVICES, INC.                          | CARRIAGE SERVICES INC COMMON STOCK             | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               |  | US        |      2621 | NS      | $119674.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VALVOLINE INC.                                   | VALVOLINE INC COMMON STOCK                     | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               |  | US        |     18540 | NS      | $624427.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIGATOR HOLDINGS LTD.                          | NAVIGATOR HOLDINGS LTD COMMON STOCK            | CUSIP: Y62132108<br>LEI: 213800H7RVOFYARK2W19 | Long             | EC               |  | US        |      6600 | NS      | $127578.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** SEI INSTITUTIONAL MANAGED TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer