# EDGAR Filing Document

**Accession Number:** 0001572661
**File Stem:** 0001752724-23-030729
**Filing Date:** 2023-2
**Character Count:** 182221
**Document Hash:** f2af316405f9afada5546b51ba3afad5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-030729.hdr.sgml**: 20230221

**ACCESSION NUMBER**: 0001752724-23-030729

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230221

**DATE AS OF CHANGE**: 20230221

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Principal Exchange-Traded Funds
- **CENTRAL INDEX KEY:** 0001572661
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23029
- **FILM NUMBER:** 23646630

**BUSINESS ADDRESS:**
- **STREET 1:** 711 HIGH STREET
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392
- **BUSINESS PHONE:** 515-235-9328

**MAIL ADDRESS:**
- **STREET 1:** 711 HIGH STREET
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392

## Series and Classes Contracts Data

### Principal U.S. Small-Cap Adaptive Multi-Factor ETF (Series ID: S000071622)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000226998 | Principal U.S. Small-Cap Adaptive Multi-Factor ETF | PLTL            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Principal Exchange-Traded Funds

- **b. Investment Company Act file number:** 811-23029

- **c. CIK number of Registrant:** 0001572661

- **d. LEI of Registrant:** 549300AG76V5U32HWF10

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

  - **Street Address 1:** 801 Grand Avenue

  - **City:** DES MOINES

  - **State:** IA

  - **Foreign country:** US

  - **Zip / Postal Code:** 50309

  - **Telephone number:** 515-235-1719

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

- **a. Name of Series:** Principal U.S. Small-Cap Adaptive Multi-Factor ETF

- **b. EDGAR series identifier (if any):** S000071622

- **c. LEI of Series:** 549300XAWICDRV8HJ186

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5606080.30

**Total Liabilities:** $32382.47

**Net Assets:** $5573697.83

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000226998 | 12.98%               | 4.16%                | -6.58%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-238.78                 | $658042.15                                 |
| Month 2  | $9972.29                 | $217950.60                                 |
| Month 3  | $-4460.99                | $-402263.58                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Tupperware Brands Corp                     | Tupperware Brands Corp.                                      | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |       507 | NS      | $2098.98      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc              | Dime Community Bancshares, Inc.                              | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       534 | NS      | $16997.22     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                   | KAR Auction Services, Inc.                                   | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |       456 | NS      | $5950.80      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                               | AdvanSix, Inc.                                               | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       421 | NS      | $16006.42     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                 | Zumiez, Inc.                                                 | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       314 | NS      | $6826.36      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                    | U.S. Physical Therapy, Inc.                                  | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |        58 | NS      | $4699.74      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                             | HomeStreet, Inc.                                             | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       171 | NS      | $4716.18      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                  | First BanCorp                                                | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1899 | NS      | $24155.28     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                            | LendingTree, Inc.                                            | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       227 | NS      | $4841.91      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                             | BancFirst Corp.                                              | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       144 | NS      | $12697.92     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                | Plexus Corp.                                                 | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       109 | NS      | $11219.37     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                        | Callon Petroleum Co.                                         | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |       521 | NS      | $19323.89     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                  | Carpenter Technology Corp.                                   | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       173 | NS      | $6390.62      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                  | Sonos, Inc.                                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |       462 | NS      | $7807.80      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                        | Viavi Solutions, Inc.                                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |       211 | NS      | $2217.61      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                       | TTM Technologies, Inc.                                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |       829 | NS      | $12501.32     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                          | Inter Parfums, Inc.                                          | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       162 | NS      | $15636.24     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                  | Viad Corp.                                                   | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       120 | NS      | $2926.80      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                          | Piper Sandler Cos.,                                          | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       128 | NS      | $16664.32     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                            | FutureFuel Corp.                                             | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      1096 | NS      | $8910.48      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                        | PGT Innovations, Inc.                                        | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |       859 | NS      | $15427.64     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                       | Hanmi Financial Corp.                                        | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       399 | NS      | $9875.25      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                               | HB Fuller Co.                                                | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       349 | NS      | $24995.38     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                       | NetScout Systems, Inc.                                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |       291 | NS      | $9460.41      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                | Simmons First National Corp.                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |       472 | NS      | $10185.76     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                 | Safety Insurance Group, Inc.                                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |        84 | NS      | $7077.84      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                          | Universal Corp.                                              | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       142 | NS      | $7499.02      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                        | Meritage Homes Corp.                                         | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       217 | NS      | $20007.40     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                 | ServisFirst Bancshares, Inc.                                 | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       291 | NS      | $20052.81     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc             | Kulicke & Soffa Industries, Inc.                             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |       376 | NS      | $16641.76     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                | Rogers Corp.                                                 | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |        63 | NS      | $7518.42      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                     | DXP Enterprises, Inc.                                        | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       301 | NS      | $8292.55      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp                            | Ranger Oil Corp.                                             | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |       353 | NS      | $14271.79     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc              | Motorcar Parts of America, Inc.                              | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |       243 | NS      | $2881.98      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                           | Vector Group Ltd.                                            | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      1364 | NS      | $16177.04     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                | AMN Healthcare Services, Inc.                                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |       224 | NS      | $23031.68     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                | Enhabit, Inc.                                                | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |       323 | NS      | $4250.68      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office REIT Inc                      | Orion Office REIT, Inc.                                      | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               |  | US        |       129 | NS      | $1101.66      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc                       | Simulations Plus, Inc.                                       | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       163 | NS      | $5960.91      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                           | Barnes Group, Inc.                                           | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |        63 | NS      | $2573.55      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                | REX American Resources Corp.                                 | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       407 | NS      | $12967.02     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                    | Central Garden & Pet Co.                                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       374 | NS      | $13389.20     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Inc          | Tanger Factory Outlet Centers, Inc.                          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |       520 | NS      | $9328.80      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                         | Kontoor Brands, Inc.                                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       187 | NS      | $7478.13      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                  | Adeia, Inc.                                                  | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       129 | NS      | $1222.92      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                       | Mercury General Corp.                                        | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       202 | NS      | $6908.40      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc          | Brightsphere Investment Group, Inc.                          | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       290 | NS      | $5968.20      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc              | Franklin BSP Realty Trust, Inc.                              | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               |  | US        |       133 | NS      | $1715.70      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                           | TimkenSteel Corp.                                            | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |       579 | NS      | $10520.43     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                               | Safehold, Inc.                                               | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               |  | US        |       103 | NS      | $2947.86      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                  | Haverty Furniture Cos., Inc.                                 | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |       317 | NS      | $9478.30      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                     | Pathward Financial, Inc.                                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       288 | NS      | $12398.40     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                           | AMC Networks, Inc.                                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       360 | NS      | $5641.20      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                   | Children's Place, Inc.                                       | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |       214 | NS      | $7793.88      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                         | Kelly Services, Inc.                                         | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       570 | NS      | $9633.00      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc           | Prestige Consumer Healthcare, Inc.                           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       361 | NS      | $22598.60     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                | New York Mortgage Trust, Inc.                                | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               |  | US        |       567 | NS      | $1451.52      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                               | Veritiv Corp.                                                | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |       112 | NS      | $13631.52     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                | Trinseo PLC                                                  | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |       208 | NS      | $4723.68      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                   | Gibraltar Industries, Inc.                                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       120 | NS      | $5505.60      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                     | National Beverage Corp.                                      | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |       143 | NS      | $6653.79      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                              | AMERISAFE, Inc.                                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |       132 | NS      | $6860.04      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc      | Essential Properties Realty Trust, Inc.                      | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |       512 | NS      | $12016.64     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                            | NBT Bancorp, Inc.                                            | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       530 | NS      | $23012.60     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                   | Yelp, Inc.                                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |       218 | NS      | $5960.12      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                     | Anika Therapeutics, Inc.                                     | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |        50 | NS      | $1480.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                       | EnPro Industries, Inc.                                       | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       240 | NS      | $26085.60     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                     | Pacira BioSciences, Inc.                                     | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $1814.67      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc            | Four Corners Property Trust, Inc.                            | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |       601 | NS      | $15583.93     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                                 | Cutera, Inc.                                                 | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |        95 | NS      | $4200.90      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                        | Walker & Dunlop, Inc.                                        | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       212 | NS      | $16637.76     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                      | Cinemark Holdings, Inc.                                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |       421 | NS      | $3645.86      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc               | Catalyst Pharmaceuticals, Inc.                               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |       399 | NS      | $7421.40      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                          | Redwood Trust, Inc.                                          | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |       205 | NS      | $1385.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                  | Xperi, Inc.                                                  | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        52 | NS      | $447.72       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                           | Talos Energy, Inc.                                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |       561 | NS      | $10591.68     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                      | Customers Bancorp, Inc.                                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       297 | NS      | $8416.98      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                        | Jack in the Box, Inc.                                        | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |        84 | NS      | $5731.32      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                | OFG Bancorp                                                  | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       679 | NS      | $18713.24     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                               | Harmonic, Inc.                                               | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |       594 | NS      | $7781.40      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                         | Calavo Growers, Inc.                                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       118 | NS      | $3469.20      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                         | Ready Capital Corp.                                          | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               |  | US        |       529 | NS      | $5893.06      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                | ARMOUR Residential REIT, Inc.                                | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               |  | US        |       887 | NS      | $4993.81      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                              | MaxLinear, Inc.                                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       209 | NS      | $7095.55      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc               | Oil States International, Inc.                               | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |       782 | NS      | $5833.72      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                    | ExlService Holdings, Inc.                                    | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       184 | NS      | $31175.12     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                   | Resources Connection, Inc.                                   | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       722 | NS      | $13270.36     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                         | Park National Corp.                                          | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |       115 | NS      | $16186.25     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc           | Universal Insurance Holdings, Inc.                           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |       744 | NS      | $7878.96      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc          | KKR Real Estate Finance Trust, Inc.                          | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |       329 | NS      | $4592.84      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                | Columbia Banking System, Inc.                                | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       837 | NS      | $25218.81     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                        | WSFS Financial Corp.                                         | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |       240 | NS      | $10881.60     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                    | Methode Electronics, Inc.                                    | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |       343 | NS      | $15218.91     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE               | Eagle Pharmaceuticals, Inc.                                  | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |       138 | NS      | $4033.74      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                     | NextGen Healthcare, Inc.                                     | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       374 | NS      | $7023.72      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                               | Arconic Corp.                                                | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |       362 | NS      | $7659.92      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                  | Merit Medical Systems, Inc.                                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |       204 | NS      | $14406.48     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                          | Sleep Number Corp.                                           | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |       125 | NS      | $3247.50      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                              | Hub Group, Inc.                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       357 | NS      | $28377.93     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc         | Easterly Government Properties, Inc.                         | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |       425 | NS      | $6064.75      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                           | Movado Group, Inc.                                           | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       274 | NS      | $8836.50      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                       | Global Net Lease, Inc.                                       | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |       556 | NS      | $6988.92      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                | Hawkins, Inc.                                                | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       256 | NS      | $9881.60      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                   | Cohu, Inc.                                                   | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |       216 | NS      | $6922.80      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc                       | Laredo Petroleum, Inc.                                       | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |       158 | NS      | $8124.36      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp               | Select Medical Holdings Corp.                                | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       612 | NS      | $15195.96     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                   | Franklin Electric Co., Inc.                                  | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |       141 | NS      | $11244.75     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                              | B&G Foods, Inc.                                              | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |        95 | NS      | $1059.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                           | Saul Centers, Inc.                                           | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |       215 | NS      | $8746.20      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                           | Forward Air Corp.                                            | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       281 | NS      | $29474.09     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                | Tootsie Roll Industries, Inc.                                | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |       161 | NS      | $6853.77      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc        | Applied Industrial Technologies, Inc.                        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |       341 | NS      | $42976.23     | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                   | Granite Construction, Inc.                                   | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |        62 | NS      | $2174.34      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                               | Balchem Corp.                                                | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       110 | NS      | $13432.10     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                            | Whitestone REIT                                              | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |       865 | NS      | $8338.60      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust       | Universal Health Realty Income Trust                         | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               |  | US        |       194 | NS      | $9259.62      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                           | InterDigital, Inc.                                           | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       152 | NS      | $7520.96      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                             | Buckle, Inc.                                                 | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       133 | NS      | $6031.55      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                          | Bristow Group, Inc.                                          | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |       173 | NS      | $4693.49      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc               | Supernus Pharmaceuticals, Inc.                               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |       248 | NS      | $8846.16      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc              | Consensus Cloud Solutions, Inc.                              | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $5376.00      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                         | Hostess Brands, Inc.                                         | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       891 | NS      | $19994.04     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                | Centerspace                                                  | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |        23 | NS      | $1349.41      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                   | Winnebago Industries, Inc.                                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       224 | NS      | $11804.80     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc             | Telephone & Data Systems, Inc.                               | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       910 | NS      | $9545.90      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                             | Clearfield, Inc.                                             | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |       104 | NS      | $9790.56      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                          | Vista Outdoor, Inc.                                          | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |       233 | NS      | $5678.21      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                               | Exponent, Inc.                                               | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |       168 | NS      | $16647.12     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                           | Hope Bancorp, Inc.                                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      1425 | NS      | $18254.25     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                      | Triumph Financial, Inc.                                      | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |        86 | NS      | $4202.82      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc             | Advanced Energy Industries, Inc.                             | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |       102 | NS      | $8749.56      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                   | Southside Bancshares, Inc.                                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |       447 | NS      | $16087.53     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp          | First Commonwealth Financial Corp.                           | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      1306 | NS      | $18244.82     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                              | Frontdoor, Inc.                                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |       579 | NS      | $12043.20     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc            | Aerojet Rocketdyne Holdings, Inc.                            | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |       477 | NS      | $26678.61     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                      | World Acceptance Corp.                                       | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        37 | NS      | $2439.78      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                  | Community Bank System, Inc.                                  | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |       191 | NS      | $12023.45     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                       | Tri Pointe Homes, Inc.                                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       753 | NS      | $13998.27     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                        | MGP Ingredients, Inc.                                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |       127 | NS      | $13510.26     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd             | James River Group Holdings Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        63 | NS      | $1317.33      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                             | Trustmark Corp.                                              | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |       493 | NS      | $17210.63     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                             | Ameris Bancorp                                               | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       626 | NS      | $29509.64     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                | Asbury Automotive Group, Inc.                                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       122 | NS      | $21868.50     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                       | TrustCo Bank Corp. NY                                        | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $11277.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                  | USANA Health Sciences, Inc.                                  | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       165 | NS      | $8778.00      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                     | Group 1 Automotive, Inc.                                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |        97 | NS      | $17495.89     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                         | Axos Financial, Inc.                                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       408 | NS      | $15593.76     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                      | Civitas Resources, Inc.                                      | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |       445 | NS      | $25778.85     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                             | Dorian LPG Ltd.                                              | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |       274 | NS      | $5192.30      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                              | Dril-Quip, Inc.                                              | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |       200 | NS      | $5434.00      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                            | Marcus Corp.                                                 | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |       578 | NS      | $8317.42      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                 | Cheesecake Factory, Inc.                                     | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |       196 | NS      | $6215.16      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                      | Oxford Industries, Inc.                                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       193 | NS      | $17983.74     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                       | Wabash National Corp.                                        | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |       596 | NS      | $13469.60     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Corp            | Franklin Street Properties Corp.                             | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               |  | US        |       360 | NS      | $982.80       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                | Pediatrix Medical Group, Inc.                                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       353 | NS      | $5245.58      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc       | Innovative Industrial Properties, Inc.                       | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |        81 | NS      | $8209.35      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                     | Boot Barn Holdings, Inc.                                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |        96 | NS      | $6001.92      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                   | Gogo, Inc.                                                   | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |       729 | NS      | $10760.04     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc              | American Eagle Outfitters, Inc.                              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |       609 | NS      | $8501.64      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                        | Designer Brands, Inc.                                        | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |       605 | NS      | $5916.90      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                           | StoneX Group, Inc.                                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       167 | NS      | $15915.10     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                    | First Financial Bancorp                                      | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      1065 | NS      | $25804.95     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                 | DiamondRock Hospitality Co.                                  | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |       730 | NS      | $5978.70      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                        | Dorman Products, Inc.                                        | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       201 | NS      | $16254.87     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                         | First Hawaiian, Inc.                                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |       474 | NS      | $12342.96     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                   | Patterson-UTI Energy, Inc.                                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |       623 | NS      | $10491.32     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                               | Lindsay Corp.                                                | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |        14 | NS      | $2279.90      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                        | Acadia Realty Trust                                          | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               |  | US        |       495 | NS      | $7103.25      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                               | Knowles Corp.                                                | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |       128 | NS      | $2101.76      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                          | Shoe Carnival, Inc.                                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       332 | NS      | $7938.12      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                     | Banc of California, Inc.                                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |       393 | NS      | $6260.49      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                           | AdaptHealth Corp.                                            | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       270 | NS      | $5189.40      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc               | Ironwood Pharmaceuticals, Inc.                               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |       742 | NS      | $9193.38      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                   | CTS Corp.                                                    | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       173 | NS      | $6819.66      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                   | Green Brick Partners, Inc.                                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |       362 | NS      | $8771.26      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                               | Archrock, Inc.                                               | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |       670 | NS      | $6016.60      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                    | AZZ, Inc.                                                    | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       171 | NS      | $6874.20      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                  | Ambac Financial Group, Inc.                                  | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |       286 | NS      | $4987.84      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring Holdings Inc                   | LL Flooring Holdings, Inc.                                   | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       521 | NS      | $2928.02      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                       | Rent-A-Center, Inc.                                          | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |       242 | NS      | $5457.10      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                   | Chefs' Warehouse, Inc.                                       | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |       151 | NS      | $5025.28      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                 | Xenia Hotels & Resorts, Inc.                                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |       398 | NS      | $5245.64      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                             | NV5 Global, Inc.                                             | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       104 | NS      | $13761.28     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                      | ProPetro Holding Corp.                                       | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       506 | NS      | $5247.22      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                        | Addus HomeCare Corp.                                         | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       142 | NS      | $14127.58     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                    | ANI Pharmaceuticals, Inc.                                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       108 | NS      | $4344.84      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                         | Aaron's Co., Inc.                                            | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       338 | NS      | $4039.10      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc          | Computer Programs & Systems, Inc.                            | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |       187 | NS      | $5090.14      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                    | Comfort Systems USA, Inc.                                    | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       328 | NS      | $37746.24     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                 | EZCORP, Inc.                                                 | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      1139 | NS      | $9282.85      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                 | Arcosa, Inc.                                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |       329 | NS      | $17877.86     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                    | Century Communities, Inc.                                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |       239 | NS      | $11952.39     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                              | Materion Corp.                                               | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       174 | NS      | $15226.74     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc              | Amphastar Pharmaceuticals, Inc.                              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |       337 | NS      | $9442.74      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                                | Harsco Corp.                                                 | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |       833 | NS      | $5239.57      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                   | American States Water Co.                                    | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |       135 | NS      | $12494.25     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc               | Ruth's Hospitality Group, Inc.                               | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |       675 | NS      | $10449.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                         | Mativ Holdings, Inc.                                         | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |       244 | NS      | $5099.60      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                 | Standex International Corp.                                  | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       199 | NS      | $20379.59     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                    | Brandywine Realty Trust                                      | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |       221 | NS      | $1359.15      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                     | Marcus & Millichap, Inc.                                     | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |       296 | NS      | $10197.20     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                    | Lakeland Financial Corp.                                     | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       196 | NS      | $14302.12     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                     | American Vanguard Corp.                                      | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |       615 | NS      | $13351.65     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                               | La-Z-Boy, Inc.                                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |       403 | NS      | $9196.46      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                         | Avanos Medical, Inc.                                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       286 | NS      | $7739.16      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust               | Diversified Healthcare Trust                                 | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               |  | US        |      3056 | NS      | $1976.62      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                             | BankUnited, Inc.                                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |       310 | NS      | $10530.70     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp               | Six Flags Entertainment Corp.                                | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |       292 | NS      | $6789.00      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                   | Simply Good Foods Co.                                        | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       334 | NS      | $12702.02     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                     | U.S. Silica Holdings, Inc.                                   | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |       783 | NS      | $9787.50      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc  | Apollo Commercial Real Estate Finance, Inc.                  | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               |  | US        |       165 | NS      | $1775.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc                    | Meridian Bioscience, Inc.                                    | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |       395 | NS      | $13117.95     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC            | First Bancorp                                                | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       348 | NS      | $14908.32     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                      | Helmerich & Payne, Inc.                                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |       268 | NS      | $13284.76     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                  | American Assets Trust, Inc.                                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |        67 | NS      | $1775.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                   | Resideo Technologies, Inc.                                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |       845 | NS      | $13900.25     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                         | Middlesex Water Co.                                          | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        84 | NS      | $6608.28      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                       | Cavco Industries, Inc.                                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        91 | NS      | $20588.75     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                     | Insteel Industries, Inc.                                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |       289 | NS      | $7953.28      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd            | Alpha & Omega Semiconductor Ltd.                             | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |       390 | NS      | $11142.30     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                 | Enanta Pharmaceuticals, Inc.                                 | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |        89 | NS      | $4140.28      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                     | Patrick Industries, Inc.                                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       207 | NS      | $12544.20     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                 | Horace Mann Educators Corp.                                  | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |       379 | NS      | $14163.23     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                               | TrueBlue, Inc.                                               | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       234 | NS      | $4581.72      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                 | Organogenesis Holdings, Inc.                                 | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |      1149 | NS      | $3090.81      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                   | Hersha Hospitality Trust                                     | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               |  | US        |       367 | NS      | $3126.84      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc              | CSG Systems International, Inc.                              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       260 | NS      | $14872.00     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                        | Signet Jewelers Ltd.                                         | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |       147 | NS      | $9996.00      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                   | Ultra Clean Holdings, Inc.                                   | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |       388 | NS      | $12862.20     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                            | Bancorp, Inc.                                                | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       217 | NS      | $6158.46      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                         | LTC Properties, Inc.                                         | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |       196 | NS      | $6963.88      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                             | WisdomTree, Inc.                                             | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |       985 | NS      | $5368.25      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                | Two Harbors Investment Corp.                                 | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |       760 | NS      | $11985.20     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                    | GMS, Inc.                                                    | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |       445 | NS      | $22161.00     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                    | NOW, Inc.                                                    | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |       475 | NS      | $6032.50      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc               | Adtalem Global Education, Inc.                               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |       220 | NS      | $7810.00      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                              | MYR Group, Inc.                                              | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       155 | NS      | $14270.85     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                             | Perficient, Inc.                                             | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |       105 | NS      | $7332.15      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                   | Golden Entertainment, Inc.                                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       130 | NS      | $4862.00      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                                 | Kaman Corp.                                                  | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |       202 | NS      | $4504.60      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                  | Benchmark Electronics, Inc.                                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |       409 | NS      | $10916.21     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                    | Titan International, Inc.                                    | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |       975 | NS      | $14937.00     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                            | Scholastic Corp.                                             | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       306 | NS      | $12074.76     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                               | Sanmina Corp.                                                | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       417 | NS      | $23889.93     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                               | SM Energy Co.                                                | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |       784 | NS      | $27306.72     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp                        | Park Aerospace Corp.                                         | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |        97 | NS      | $1300.77      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                       | Hilltop Holdings, Inc.                                       | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       278 | NS      | $8342.78      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc/TX                  | America's Car-Mart, Inc.                                     | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       108 | NS      | $7804.08      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc               | Sunstone Hotel Investors, Inc.                               | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |       889 | NS      | $8587.74      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                          | TTEC Holdings, Inc.                                          | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       193 | NS      | $8517.09      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                       | Assured Guaranty Ltd.                                        | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |       230 | NS      | $14319.80     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust         | PennyMac Mortgage Investment Trust                           | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |       120 | NS      | $1486.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                  | ePlus, Inc.                                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       236 | NS      | $10450.08     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                          | FB Financial Corp.                                           | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       481 | NS      | $17383.34     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                         | Thryv Holdings, Inc.                                         | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       421 | NS      | $7999.00      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                      | Heartland Express, Inc.                                      | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |       665 | NS      | $10201.10     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                             | PBF Energy, Inc.                                             | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |       641 | NS      | $26139.98     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                 | Rambus, Inc.                                                 | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       326 | NS      | $11677.32     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                    | ATI, Inc.                                                    | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       344 | NS      | $10271.84     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                | Deluxe Corp.                                                 | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |       272 | NS      | $4618.56      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                             | ScanSource, Inc.                                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       465 | NS      | $13587.30     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                | NETGEAR, Inc.                                                | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |       190 | NS      | $3440.90      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                           | Elme Communities                                             | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |       102 | NS      | $1815.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                      | ESCO Technologies, Inc.                                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       116 | NS      | $10154.64     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co               | Northwest Natural Holding Co.                                | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       289 | NS      | $13753.51     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                       | SPX Technologies, Inc.                                       | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |       185 | NS      | $12145.25     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                 | Diodes, Inc.                                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       268 | NS      | $20405.52     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc              | Urstadt Biddle Properties, Inc.                              | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               |  | US        |       314 | NS      | $5950.30      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                   | Ebix, Inc.                                                   | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |       520 | NS      | $10379.20     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                           | Badger Meter, Inc.                                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       112 | NS      | $12211.36     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                    | Tompkins Financial Corp.                                     | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |       213 | NS      | $16524.54     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                    | Alexander & Baldwin, Inc.                                    | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |       408 | NS      | $7641.84      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc             | Community Healthcare Trust, Inc.                             | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |       160 | NS      | $5728.00      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                   | Axcelis Technologies, Inc.                                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       340 | NS      | $26982.40     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                    | Ellington Financial, Inc.                                    | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |       386 | NS      | $4774.82      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                 | Matson, Inc.                                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       233 | NS      | $14564.83     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                            | SiriusPoint Ltd.                                             | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |       243 | NS      | $1433.70      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc              | Hudson Pacific Properties, Inc.                              | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               |  | US        |       154 | NS      | $1498.42      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc              | Academy Sports & Outdoors, Inc.                              | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       671 | NS      | $35254.34     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                              | LGI Homes, Inc.                                              | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       151 | NS      | $13982.60     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                        | ADTRAN Holdings, Inc.                                        | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |       292 | NS      | $5486.68      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                          | AeroVironment, Inc.                                          | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |        83 | NS      | $7109.78      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                       | Veritex Holdings, Inc.                                       | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |       470 | NS      | $13197.60     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                          | PC Connection, Inc.                                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |       298 | NS      | $13976.20     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                          | Eagle Bancorp, Inc.                                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       285 | NS      | $12559.95     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                 | Heritage Financial Corp.                                     | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       393 | NS      | $12041.52     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                           | NMI Holdings, Inc.                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |       996 | NS      | $20816.40     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                                | Blucora, Inc.                                                | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |       324 | NS      | $8271.72      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                 | Independent Bank Group, Inc.                                 | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       252 | NS      | $15140.16     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA              | United Community Banks, Inc.                                 | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |       974 | NS      | $32921.20     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                   | WD-40 Co.                                                    | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |        40 | NS      | $6448.40      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                               | Griffon Corp.                                                | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |       547 | NS      | $19577.13     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc           | Granite Point Mortgage Trust, Inc.                           | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               |  | US        |       142 | NS      | $761.12       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                             | Green Dot Corp.                                              | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       468 | NS      | $7403.76      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                               | Innospec, Inc.                                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       184 | NS      | $18926.24     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp          | Stewart Information Services Corp.                           | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       255 | NS      | $10896.15     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                            | OSI Systems, Inc.                                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       232 | NS      | $18448.64     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                   | Anywhere Real Estate, Inc.                                   | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |       595 | NS      | $3802.05      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                | Genesco, Inc.                                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |       283 | NS      | $13023.66     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc           | Helix Energy Solutions Group, Inc.                           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |       931 | NS      | $6870.78      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                | Banner Corp.                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       257 | NS      | $16242.40     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                | CorVel Corp.                                                 | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        47 | NS      | $6830.51      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                    | Central Garden & Pet Co.                                     | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       228 | NS      | $8538.60      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc                        | Chuy's Holdings, Inc.                                        | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       332 | NS      | $9395.60      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                          | GEO Group, Inc.                                              | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               |  | US        |      1252 | NS      | $13709.40     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                       | Ensign Group, Inc.                                           | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       319 | NS      | $30180.59     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                            | City Holding Co.                                             | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       140 | NS      | $13032.60     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                   | AAR Corp.                                                    | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       336 | NS      | $15086.40     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                               | Innoviva, Inc.                                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |       829 | NS      | $10984.25     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                     | Employers Holdings, Inc.                                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       176 | NS      | $7590.88      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                  | Albany International Corp.                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       216 | NS      | $21295.44     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                      | ATN International, Inc.                                      | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |       121 | NS      | $5482.51      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                            | Hillenbrand, Inc.                                            | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |       694 | NS      | $29612.98     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                     | Progress Software Corp.                                      | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |       343 | NS      | $17304.35     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                | Summit Hotel Properties, Inc.                                | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |       584 | NS      | $4216.48      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                 | Guess?, Inc.                                                 | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |       498 | NS      | $10303.62     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                        | Cal-Maine Foods, Inc.                                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       165 | NS      | $8984.25      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                          | SITE Centers Corp.                                           | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |       191 | NS      | $2609.06      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                             | FormFactor, Inc.                                             | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |       239 | NS      | $5312.97      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                 | Korn Ferry                                                   | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       388 | NS      | $19640.56     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                         | ABM Industries, Inc.                                         | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |       678 | NS      | $30116.76     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA              | Preferred Bank                                               | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       228 | NS      | $17013.36     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc             | National Presto Industries, Inc.                             | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        73 | NS      | $4997.58      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                        | Douglas Elliman, Inc.                                        | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |       870 | NS      | $3540.90      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                    | RPC, Inc.                                                    | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       552 | NS      | $4907.28      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                          | Getty Realty Corp.                                           | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |       404 | NS      | $13675.40     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                        | Stellar Bancorp, Inc.                                        | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |       482 | NS      | $14199.72     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                       | Marten Transport Ltd.                                        | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       503 | NS      | $9949.34      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                             | Photronics, Inc.                                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |       954 | NS      | $16055.82     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                      | Urban Edge Properties                                        | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |       939 | NS      | $13230.51     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                     | Trinity Industries, Inc.                                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |        93 | NS      | $2750.01      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                  | Dynavax Technologies Corp.                                   | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |       970 | NS      | $10320.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                   | Fabrinet                                                     | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |        96 | NS      | $12309.12     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                    | G-III Apparel Group Ltd.                                     | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       291 | NS      | $3989.61      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                              | CoreCivic, Inc.                                              | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      1102 | NS      | $12739.12     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                    | Insight Enterprises, Inc.                                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       221 | NS      | $22159.67     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                 | RPT Realty                                                   | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               |  | US        |       155 | NS      | $1556.20      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp/The                              | Cato Corp.                                                   | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |       108 | NS      | $1007.64      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                       | Sonic Automotive, Inc.                                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       199 | NS      | $9804.73      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                | Hibbett, Inc.                                                | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |       150 | NS      | $10233.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida           | Seacoast Banking Corp. of Florida                            | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |       475 | NS      | $14815.25     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                 | El Pollo Loco Holdings, Inc.                                 | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |       527 | NS      | $5248.92      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                   | Northwest Bancshares, Inc.                                   | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1014 | NS      | $14175.72     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                     | iTeos Therapeutics, Inc.                                     | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       217 | NS      | $4238.01      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc           | Atlas Air Worldwide Holdings, Inc.                           | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |       240 | NS      | $24192.00     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                    | Perdoceo Education Corp.                                     | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |       985 | NS      | $13691.50     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                   | Par Pacific Holdings, Inc.                                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |       590 | NS      | $13717.50     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                               | ArcBest Corp.                                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       270 | NS      | $18910.80     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                      | Clearwater Paper Corp.                                       | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       223 | NS      | $8431.63      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                            | Chico's FAS, Inc.                                            | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |      1764 | NS      | $8678.88      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                         | UFP Industries, Inc.                                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       529 | NS      | $41923.25     | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                | National Bank Holdings Corp.                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       331 | NS      | $13925.17     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                       | Fulgent Genetics, Inc.                                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       119 | NS      | $3543.82      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                         | Ichor Holdings Ltd.                                          | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |       147 | NS      | $3942.54      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp             | Central Pacific Financial Corp.                              | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       613 | NS      | $12431.64     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                             | LCI Industries                                               | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       148 | NS      | $13682.60     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                        | RE/MAX Holdings, Inc.                                        | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |       219 | NS      | $4082.16      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                        | Bloomin' Brands, Inc.                                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |       334 | NS      | $6720.08      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc        | Allscripts Healthcare Solutions, Inc.                        | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |       929 | NS      | $16387.56     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                        | Century Aluminum Co.                                         | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      1027 | NS      | $8400.86      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                     | Mueller Industries, Inc.                                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       530 | NS      | $31270.00     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                       | Palomar Holdings, Inc.                                       | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       165 | NS      | $7451.40      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group             | California Water Service Group                               | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |       198 | NS      | $12006.72     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co | American Equity Investment Life Holding Co.                  | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |       652 | NS      | $29744.24     | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                              | Renasant Corp.                                               | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |       658 | NS      | $24734.22     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                | Unitil Corp.                                                 | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       202 | NS      | $10374.72     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                        | Mr Cooper Group, Inc.                                        | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       486 | NS      | $19503.18     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                            | S&T Bancorp, Inc.                                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       578 | NS      | $19756.04     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                      | LeMaitre Vascular, Inc.                                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |       120 | NS      | $5522.40      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                               | Embecta Corp.                                                | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |       420 | NS      | $10621.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                | Unisys Corp.                                                 | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |       520 | NS      | $2657.20      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                           | Pitney Bowes, Inc.                                           | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      1626 | NS      | $6178.80      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                            | Alamo Group, Inc.                                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |        55 | NS      | $7788.00      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                       | Sturm Ruger & Co., Inc.                                      | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |       211 | NS      | $10680.82     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                     | J & J Snack Foods Corp.                                      | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        67 | NS      | $10030.57     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                   | United Natural Foods, Inc.                                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |       614 | NS      | $23767.94     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                              | St. Joe Co.                                                  | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |       187 | NS      | $7227.55      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                 | Tennant Co.                                                  | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       191 | NS      | $11759.87     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                          | Owens & Minor, Inc.                                          | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |       279 | NS      | $5448.87      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                              | Tredegar Corp.                                               | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |       502 | NS      | $5130.44      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                          | Andersons, Inc.                                              | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       452 | NS      | $15815.48     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                          | Seneca Foods Corp.                                           | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       147 | NS      | $8959.65      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                          | PDF Solutions, Inc.                                          | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |       177 | NS      | $5048.04      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                              | PRA Group, Inc.                                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |       197 | NS      | $6654.66      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                   | Service Properties Trust                                     | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |       827 | NS      | $6028.83      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                     | Abercrombie & Fitch Co.                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |       316 | NS      | $7239.56      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                      | Vir Biotechnology, Inc.                                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       584 | NS      | $14781.04     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                       | Orthofix Medical, Inc.                                       | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        56 | NS      | $1149.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc           | Harmony Biosciences Holdings, Inc.                           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       123 | NS      | $6777.30      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                  | Sally Beauty Holdings, Inc.                                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      1244 | NS      | $15574.88     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                | Pacific Premier Bancorp, Inc.                                | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |       644 | NS      | $20324.64     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                          | PROG Holdings, Inc.                                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |       272 | NS      | $4594.08      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                   | Moog, Inc.                                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       320 | NS      | $28083.20     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                      | Powell Industries, Inc.                                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       146 | NS      | $5136.28      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                           | HealthStream, Inc.                                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |        59 | NS      | $1465.56      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                      | Chatham Lodging Trust                                        | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |       436 | NS      | $5349.72      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                | John B Sanfilippo & Son, Inc.                                | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |        18 | NS      | $1463.76      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                           | Shutterstock, Inc.                                           | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |        91 | NS      | $4797.52      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                  | Emergent BioSolutions, Inc.                                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |       233 | NS      | $2751.73      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                | Fresh Del Monte Produce, Inc.                                | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |       429 | NS      | $11235.51     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                       | Quaker Chemical Corp.                                        | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |        43 | NS      | $7176.70      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                       | LXP Industrial Trust                                         | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |       271 | NS      | $2715.42      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc             | Virtus Investment Partners, Inc.                             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |        58 | NS      | $11103.52     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust             | Office Properties Income Trust                               | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               |  | US        |       347 | NS      | $4632.45      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                     | Dine Brands Global, Inc.                                     | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |        77 | NS      | $4974.20      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                      | Brookline Bancorp, Inc.                                      | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       880 | NS      | $12452.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                  | Chesapeake Utilities Corp.                                   | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |        73 | NS      | $8627.14      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                  | Ethan Allen Interiors, Inc.                                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       571 | NS      | $15085.82     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                       | Koppers Holdings, Inc.                                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       354 | NS      | $9982.80      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                          | Agree Realty Corp.                                           | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |       439 | NS      | $31138.27     | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                               | ODP Corp.                                                    | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       174 | NS      | $7923.96      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp              | Quanex Building Products Corp.                               | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |       706 | NS      | $16718.08     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                     | Liquidity Services, Inc.                                     | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |       259 | NS      | $3641.54      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc              | Armada Hoffler Properties, Inc.                              | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |       814 | NS      | $9361.00      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                | Berkshire Hills Bancorp, Inc.                                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |       249 | NS      | $7445.10      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc             | NexPoint Residential Trust, Inc.                             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |        33 | NS      | $1436.16      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                       | Warrior Met Coal, Inc.                                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |       624 | NS      | $21615.36     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                          | EW Scripps Co.                                               | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |       351 | NS      | $4629.69      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                      | Lantheus Holdings, Inc.                                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       329 | NS      | $16765.84     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                             | PriceSmart, Inc.                                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       120 | NS      | $7293.60      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc         | Cogent Communications Holdings, Inc.                         | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       173 | NS      | $9874.84      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                | EVERTEC, Inc.                                                | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |       272 | NS      | $8807.36      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                     | Digi International, Inc.                                     | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |       293 | NS      | $10709.15     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc                | Apollo Medical Holdings, Inc.                                | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |       140 | NS      | $4142.60      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                | Monarch Casino & Resort, Inc.                                | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       151 | NS      | $11610.39     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                           | Cytokinetics, Inc.                                           | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       589 | NS      | $26987.98     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                  | Minerals Technologies, Inc.                                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       276 | NS      | $16758.72     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc          | Donnelley Financial Solutions, Inc.                          | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |       373 | NS      | $14416.45     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                    | Strategic Education, Inc.                                    | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |       119 | NS      | $9320.08      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                           | UniFirst Corp.                                               | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |        15 | NS      | $2894.85      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                              | Interface, Inc.                                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |       832 | NS      | $8211.84      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                              | MarineMax, Inc.                                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |       277 | NS      | $8647.94      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                | SkyWest, Inc.                                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |       287 | NS      | $4738.37      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                      | Integer Holdings Corp.                                       | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |        36 | NS      | $2464.56      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's Inc                                 | Conn's, Inc.                                                 | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |       443 | NS      | $3047.84      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                   | Encore Capital Group, Inc.                                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       311 | NS      | $14909.34     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc               | Cross Country Healthcare, Inc.                               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |       522 | NS      | $13869.54     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                | Avista Corp.                                                 | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       280 | NS      | $12415.20     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                              | REGENXBIO, Inc.                                              | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |       202 | NS      | $4581.36      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                | John Bean Technologies Corp.                                 | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |        89 | NS      | $8128.37      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                     | Apogee Enterprises, Inc.                                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       156 | NS      | $6935.76      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                      | Veris Residential, Inc.                                      | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               |  | US        |       485 | NS      | $7726.05      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                            | Uniti Group, Inc.                                            | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               |  | US        |      1853 | NS      | $10247.09     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                | South Jersey Industries, Inc.                                | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |       727 | NS      | $25830.31     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                               | Glaukos Corp.                                                | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |       140 | NS      | $6115.20      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                      | Nabors Industries Ltd.                                       | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |        85 | NS      | $13163.95     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                    | Enova International, Inc.                                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       312 | NS      | $11971.44     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                     | Northfield Bancorp, Inc.                                     | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       651 | NS      | $10240.23     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                 | Brady Corp.                                                  | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       199 | NS      | $9372.90      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                        | Federal Signal Corp.                                         | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |       244 | NS      | $11338.68     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                    | Enerpac Tool Group Corp.                                     | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |       373 | NS      | $9492.85      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                | Matthews International Corp.                                 | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |       255 | NS      | $7762.20      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                        | Westamerica BanCorp                                          | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       238 | NS      | $14044.38     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                             | elf Beauty, Inc.                                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |       337 | NS      | $18636.10     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                       | Urban Outfitters, Inc.                                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       271 | NS      | $6463.35      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                               | Medifast, Inc.                                               | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |        92 | NS      | $10612.20     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                              | O-I Glass, Inc.                                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1067 | NS      | $17680.19     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc            | Installed Building Products, Inc.                            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       164 | NS      | $14038.40     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                | Livent Corp.                                                 | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      1141 | NS      | $22671.67     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                               | Artivion, Inc.                                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |       216 | NS      | $2617.92      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                               | Sylvamo Corp.                                                | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       307 | NS      | $14917.13     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp        | Retail Opportunity Investments Corp.                         | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               |  | US        |       953 | NS      | $14323.59     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                  | Phibro Animal Health Corp.                                   | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       736 | NS      | $9869.76      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                       | Extreme Networks, Inc.                                       | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |       471 | NS      | $8624.01      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                         | SunCoke Energy, Inc.                                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      1360 | NS      | $11736.80     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                           | MDC Holdings, Inc.                                           | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |       418 | NS      | $13208.80     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                | Standard Motor Products, Inc.                                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       405 | NS      | $14094.00     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                      | United Fire Group, Inc.                                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       262 | NS      | $7168.32      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                   | XPEL, Inc.                                                   | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |        77 | NS      | $4624.62      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                  | Edgewell Personal Care Co.                                   | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |       420 | NS      | $16186.80     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                          | Steven Madden Ltd.                                           | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |       479 | NS      | $15308.84     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc          | Dave & Buster's Entertainment, Inc.                          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |       493 | NS      | $17471.92     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc | American Axle & Manufacturing Holdings, Inc.                 | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1169 | NS      | $9141.58      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                         | Varex Imaging Corp.                                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |        67 | NS      | $1360.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                      | Independent Bank Corp.                                       | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       283 | NS      | $23893.69     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                       | Myers Industries, Inc.                                       | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |       786 | NS      | $17472.78     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                        | TreeHouse Foods, Inc.                                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |       396 | NS      | $19554.48     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                          | ProAssurance Corp.                                           | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |       324 | NS      | $5660.28      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                     | Genworth Financial, Inc.                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      4080 | NS      | $21583.20     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                   | World Fuel Services Corp.                                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |       253 | NS      | $6914.49      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                         | CareTrust REIT, Inc.                                         | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |       440 | NS      | $8175.20      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                       | WW International, Inc.                                       | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |       760 | NS      | $2933.60      | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                   | Haynes International, Inc.                                   | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |       102 | NS      | $4660.38      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc                  | SMART Global Holdings, Inc.                                  | CUSIP: 000000000<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | KY        |       531 | NS      | $7901.28      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                | Caleres, Inc.                                                | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |       567 | NS      | $12632.76     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                           | Boise Cascade Co.                                            | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       381 | NS      | $26163.27     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc              | Capitol Federal Financial, Inc.                              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       761 | NS      | $6582.65      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                   | HNI Corp.                                                    | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |        58 | NS      | $1648.94      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                   | AAON, Inc.                                                   | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       168 | NS      | $12653.76     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                              | M/I Homes, Inc.                                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       253 | NS      | $11683.54     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                   | Corcept Therapeutics, Inc.                                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |       594 | NS      | $12064.14     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors               | State Street Institutional U.S. Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     16352 | NS      | $16351.69     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                 | Stride, Inc.                                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |       453 | NS      | $14169.84     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                     | Alarm.com Holdings, Inc.                                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |       178 | NS      | $8807.44      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc                                  | Zynex, Inc.                                                  | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       313 | NS      | $4353.83      | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                          | CONSOL Energy, Inc.                                          | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       233 | NS      | $15145.00     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                  | Stepan Co.                                                   | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |        90 | NS      | $9581.40      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                             | SpartanNash Co.                                              | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |       577 | NS      | $17448.48     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                          | Olympic Steel, Inc.                                          | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |       413 | NS      | $13868.54     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                  | Monro, Inc.                                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       302 | NS      | $13650.40     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                        | Onto Innovation, Inc.                                        | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |       132 | NS      | $8987.88      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc     | Heidrick & Struggles International, Inc.                     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       346 | NS      | $9677.62      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                     | Forrester Research, Inc.                                     | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |       232 | NS      | $8296.32      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                         | CVB Financial Corp.                                          | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       844 | NS      | $21733.00     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc           | Provident Financial Services, Inc.                           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |       608 | NS      | $12986.88     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc                   | Mercer International, Inc.                                   | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |       896 | NS      | $10429.44     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                           | SPS Commerce, Inc.                                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |        89 | NS      | $11430.27     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                               | Cars.com, Inc.                                               | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |       815 | NS      | $11222.55     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                           | Encore Wire Corp.                                            | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       187 | NS      | $25723.72     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                  | Brinker International, Inc.                                  | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       203 | NS      | $6477.73      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

**Name of Applicant:** Principal Exchange-Traded Funds

**Signature:** Megan Hoffmann

**Name of Signer:** Megan Hoffmann

**Title:** Vice President and Controller