# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001752724-23-068728
**Filing Date:** 2023-3
**Character Count:** 193111
**Document Hash:** 7f22ac20931145ef9c82c1c651a8e857
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-068728.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-068728

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663
- **IRS NUMBER:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 23767158

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares U.S. Small-Cap Equity Factor ETF (Series ID: S000048624)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000153272 | iShares U.S. Small-Cap Equity Factor ETF | SMLF            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** iShares Trust

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

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

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares MSCI USA Small-Cap Multifactor ETF

- **b. EDGAR series identifier (if any):** S000048624

- **c. LEI of Series:** 549300DLCT4OPALM4X19

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1081774912.84

**Total Liabilities:** $53369968.24

**Net Assets:** $1028404944.60

**Cash Not Reported:** $28735.95

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000153272 | 5.32%                | -6.07%               | 9.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1219634.31              | $49294381.31                               |
| Month 2  | $891354.87               | $-65150155.59                              |
| Month 3  | $11973938.77             | $78355183.16                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Radian Group, Inc.                           | Radian Group, Inc.                                    | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    195261 | NS      | $4315268.10   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                     | Group 1 Automotive, Inc.                              | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     18121 | NS      | $3875175.85   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Werner Enterprises, Inc.                     | Werner Enterprises, Inc.                              | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     68968 | NS      | $3239426.96   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners, Inc.                           | PJT Partners, Inc., Class A                           | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      2149 | NS      | $171984.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings, Inc.                 | Thermon Group Holdings, Inc.                          | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     40461 | NS      | $935458.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries, Inc.             | Schnitzer Steel Industries, Inc., Class A             | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     31286 | NS      | $1058718.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess?, Inc.                                 | Guess?, Inc.                                          | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     43224 | NS      | $1001500.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.           | Helix Energy Solutions Group, Inc.                    | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    174156 | NS      | $1381057.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS, Inc.                                    | GMS, Inc.                                             | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     46135 | NS      | $2736728.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| International Money Express, Inc.            | International Money Express, Inc.                     | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38912 | NS      | $885637.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate, Inc.                   | Anywhere Real Estate, Inc.                            | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    138241 | NS      | $1172283.68   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies, Inc.                    | Mirion Technologies, Inc.                             | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |    157180 | NS      | $1249581.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman, Inc.                        | Douglas Elliman, Inc.                                 | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     88411 | NS      | $411995.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                            | Foot Locker, Inc.                                     | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |    100154 | NS      | $4357700.54   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International, Inc.                      | ATN International, Inc.                               | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |     11944 | NS      | $583822.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                      | Louisiana-Pacific Corp.                               | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     89257 | NS      | $6077509.13   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy, Inc.                           | Talos Energy, Inc.                                    | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     69833 | NS      | $1383391.73   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                         | Addus HomeCare Corp.                                  | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     19446 | NS      | $2090833.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| United Therapeutics Corp.                    | United Therapeutics Corp.                             | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     48019 | NS      | $12637160.23  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                      | Oxford Industries, Inc.                               | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     18300 | NS      | $2145126.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings, Inc.           | Universal Logistics Holdings, Inc.                    | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9531 | NS      | $342353.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings, Inc.                       | Koppers Holdings, Inc.                                | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25255 | NS      | $874075.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group, Inc.             | MidWestOne Financial Group, Inc.                      | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17943 | NS      | $558924.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue, Inc.                               | TrueBlue, Inc.                                        | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39501 | NS      | $775404.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street, Inc.                          | Rimini Street, Inc.                                   | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |     63491 | NS      | $285709.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ethan Allen Interiors, Inc.                  | Ethan Allen Interiors, Inc.                           | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27555 | NS      | $791930.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash, Inc.                        | Intrepid Potash, Inc.                                 | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |     13159 | NS      | $430694.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Lakeland Bancorp, Inc.                       | Lakeland Bancorp, Inc.                                | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     74418 | NS      | $1434034.86   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings, Inc.                | Apollo Medical Holdings, Inc.                         | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     47766 | NS      | $1702380.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son, Inc.                | John B Sanfilippo & Son, Inc.                         | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     10787 | NS      | $911609.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience, Inc.                    | Meridian Bioscience, Inc.                             | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     52856 | NS      | $1795518.32   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Urstadt Biddle Properties, Inc.              | Urstadt Biddle Properties, Inc., Class A              | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |     36463 | NS      | $684775.14    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp.            | Ares Commercial Real Estate Corp.                     | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |     48034 | NS      | $589857.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                      | Permian Resources Corp.                               | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    241092 | NS      | $2620670.04   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Artisan Partners Asset Management, Inc.      | Artisan Partners Asset Management, Inc., Class A      | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     69744 | NS      | $2567974.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co.                              | SpartanNash Co.                                       | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     43211 | NS      | $1368924.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp.                            | Haemonetics Corp.                                     | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     62003 | NS      | $5245453.80   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi, Inc.                                  | Xperi, Inc.                                           | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23653 | NS      | $244808.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Jabil, Inc.                                  | Jabil, Inc.                                           | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |    148891 | NS      | $11707299.33  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries, Inc.                | Tootsie Roll Industries, Inc.                         | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     19517 | NS      | $872995.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                        | Bloomin' Brands, Inc.                                 | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    102555 | NS      | $2486958.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp.                        | Mercantile Bank Corp.                                 | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |     18215 | NS      | $625320.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart, Inc.                             | PriceSmart, Inc.                                      | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     29917 | NS      | $2223132.27   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp.                        | Camden National Corp.                                 | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |     17674 | NS      | $746373.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest, Inc.                           | WideOpenWest, Inc.                                    | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |     63628 | NS      | $731085.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                            | ICU Medical, Inc.                                     | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     24544 | NS      | $4742637.12   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Hibbett, Inc.                                | Hibbett, Inc.                                         | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     14854 | NS      | $985711.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Inc.                         | Ingles Markets, Inc., Class A                         | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |     16499 | NS      | $1567405.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                       | Integer Holdings Corp.                                | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     40019 | NS      | $2633650.39   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                   | Axcelis Technologies, Inc.                            | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     39907 | NS      | $4387774.65   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co.                           | Franklin Covey Co.                                    | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15073 | NS      | $699387.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp.                  | Standex International Corp.                           | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     14464 | NS      | $1671604.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc. (The)                          | Bancorp, Inc. (The)                                   | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63457 | NS      | $2153096.01   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp.                          | Varex Imaging Corp.                                   | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     47758 | NS      | $1026319.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart, Inc.                     | America's Car-Mart, Inc.                              | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7055 | NS      | $607717.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Health Realty Income Trust         | Universal Health Realty Income Trust                  | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |     15846 | NS      | $868519.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corp.                                 | Atrion Corp.                                          | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1723 | NS      | $1184217.90   | 0.12%             |  |  |  | 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        |    138460 | NS      | $1228140.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Energy Recovery, Inc.                        | Energy Recovery, Inc.                                 | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |     60689 | NS      | $1343047.57   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Proto Labs, Inc.                             | Proto Labs, Inc.                                      | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     33242 | NS      | $1017205.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp.                 | REX American Resources Corp.                          | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19436 | NS      | $635945.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| United Natural Foods, Inc.                   | United Natural Foods, Inc.                            | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     60582 | NS      | $2521422.84   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings, Inc.                        | ADTRAN Holdings, Inc.                                 | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     52024 | NS      | $981692.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PAM Transportation Services, Inc.            | PAM Transportation Services, Inc.                     | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8080 | NS      | $233916.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| El Pollo Loco Holdings, Inc.                 | El Pollo Loco Holdings, Inc.                          | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     24599 | NS      | $301829.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                       | Medpace Holdings, Inc.                                | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     29967 | NS      | $6624804.69   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier, Inc.                                | Premier, Inc., Class A                                | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    131958 | NS      | $4402118.88   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services, Inc.                     | Liquidity Services, Inc.                              | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     34409 | NS      | $515790.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products, Inc.                | Standard Motor Products, Inc.                         | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     23284 | NS      | $942070.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End, Inc.                             | Lands' End, Inc.                                      | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |     16151 | NS      | $145843.53    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Piedmont Office Realty Trust, Inc.           | Piedmont Office Realty Trust, Inc., Class A           | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    149120 | NS      | $1580672.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerovate Therapeutics, Inc.                  | Aerovate Therapeutics, Inc.                           | CUSIP: 008064107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10348 | NS      | $236451.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Hawkins, Inc.                                | Hawkins, Inc.                                         | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     22858 | NS      | $891462.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                      | Abercrombie & Fitch Co., Class A                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     59820 | NS      | $1732387.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                             | Clearfield, Inc.                                      | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |     14170 | NS      | $1012588.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Saia, Inc.                                   | Saia, Inc.                                            | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     28302 | NS      | $7720219.56   | 0.75%             |  |  |  | No            |                  1 | On Loan: —       |
| Washington Federal, Inc.                     | Washington Federal, Inc.                              | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78925 | NS      | $2798680.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp.                       | World Acceptance Corp.                                | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4177 | NS      | $399822.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Employers Holdings, Inc.                     | Employers Holdings, Inc.                              | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33995 | NS      | $1491360.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore, Inc.                                 | Atkore, Inc.                                          | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     49927 | NS      | $6502991.75   | 0.63%             |  |  |  | No            |                  1 | On Loan: —       |
| Cactus, Inc.                                 | Cactus, Inc., Class A                                 | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     62376 | NS      | $3375165.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                    | Titan International, Inc.                             | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     60724 | NS      | $1013483.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                 | Vishay Intertechnology, Inc.                          | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    157890 | NS      | $3614102.10   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp.                                | Navient Corp.                                         | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    171420 | NS      | $3251837.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies, Inc.                     | TETRA Technologies, Inc.                              | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |    139520 | NS      | $552499.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group, Inc. (The)                        | GEO Group, Inc. (The)                                 | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |    154646 | NS      | $1778429.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp.                                 | CorVel Corp.                                          | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11563 | NS      | $2060064.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings, Inc.                           | QCR Holdings, Inc.                                    | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     19392 | NS      | $1019243.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy, Inc.                         | Vitesse Energy, Inc.                                  | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26444 | NS      | $422046.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                       | Warrior Met Coal, Inc.                                | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     62424 | NS      | $2364621.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems, Inc.                  | Merit Medical Systems, Inc.                           | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     68591 | NS      | $4893967.85   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings, Inc.                        | Chuy's Holdings, Inc.                                 | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22782 | NS      | $779827.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group, Inc.                | Capital City Bank Group, Inc.                         | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |     13088 | NS      | $424967.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit, Inc.                                | Enhabit, Inc.                                         | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     59968 | NS      | $921108.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Logic, Inc.                        | Lightwave Logic, Inc.                                 | CUSIP: 532275104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135482 | NS      | $852181.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Southern Missouri Bancorp, Inc.              | Southern Missouri Bancorp, Inc.                       | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9483 | NS      | $459166.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp.                   | Phibro Animal Health Corp., Class A                   | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     24582 | NS      | $378562.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Establishment Labs Holdings, Inc.            | Establishment Labs Holdings, Inc.                     | CUSIP: N/A<br>LEI: 549300BCBQ714JNJ7V58       | Long             | EC               | CORP              | VG        |     23467 | NS      | $1596694.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Ramaco Resources, Inc.                       | Ramaco Resources, Inc.                                | CUSIP: 75134P303<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |     26641 | NS      | $277865.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.               | Ironwood Pharmaceuticals, Inc.                        | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    166488 | NS      | $1917941.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| SandRidge Energy, Inc.                       | SandRidge Energy, Inc.                                | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |     39146 | NS      | $618898.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko, Inc.                                  | Funko, Inc., Class A                                  | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |     42855 | NS      | $518545.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| DXP Enterprises, Inc.                        | DXP Enterprises, Inc.                                 | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19366 | NS      | $586789.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen, Inc.                                 | Inogen, Inc.                                          | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     26263 | NS      | $612715.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International, Inc.                   | Haynes International, Inc.                            | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |     15095 | NS      | $840640.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS, Inc.                            | Chico's FAS, Inc.                                     | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |    156861 | NS      | $826657.47    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| SM Energy Co.                                | SM Energy Co.                                         | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    148121 | NS      | $4868737.27   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                      | Lantheus Holdings, Inc.                               | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     83053 | NS      | $4775547.50   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap, Inc.                     | Marcus & Millichap, Inc.                              | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     31396 | NS      | $1137791.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors, Inc.              | National Health Investors, Inc.                       | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |     53951 | NS      | $3173937.33   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.           | Atlas Air Worldwide Holdings, Inc.                    | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      8553 | NS      | $874202.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Weis Markets, Inc.                           | Weis Markets, Inc.                                    | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19503 | NS      | $1683889.02   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                  | Acadia Healthcare Co., Inc.                           | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |    109763 | NS      | $9222287.26   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp, Inc.                       | Republic Bancorp, Inc., Class A                       | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11686 | NS      | $525636.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp.                                  | Berry Corp.                                           | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67693 | NS      | $622775.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                        | MGIC Investment Corp.                                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    380208 | NS      | $5368536.96   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                 | Moelis & Co., Class A                                 | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     77415 | NS      | $3619151.25   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place, Inc. (The)                 | Children's Place, Inc. (The)                          | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |     14962 | NS      | $678825.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent, Inc.                               | Conduent, Inc.                                        | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    208663 | NS      | $995322.51    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust        | Industrial Logistics Properties Trust                 | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |     70261 | NS      | $309851.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp, Inc.                 | Midland States Bancorp, Inc.                          | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     24992 | NS      | $636796.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Necessity Retail REIT, Inc. (The)            | Necessity Retail REIT, Inc. (The)                     | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |    161202 | NS      | $1101009.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands, Inc.                  | Smith & Wesson Brands, Inc.                           | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |     55318 | NS      | $612923.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics, Inc.                        | Myriad Genetics, Inc.                                 | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     80692 | NS      | $1591246.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers, Inc.                           | Saul Centers, Inc.                                    | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17316 | NS      | $741297.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                             | McGrath RentCorp                                      | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     29454 | NS      | $2931851.16   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell, Inc.                               | Omnicell, Inc.                                        | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     46718 | NS      | $2591447.46   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd.                | Genco Shipping & Trading Ltd.                         | CUSIP: N/A<br>LEI: 5493003MBZ5GU8QHXZ58       | Long             | EC               | CORP              | MH        |     45990 | NS      | $834258.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research, Inc.                     | Forrester Research, Inc.                              | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     13770 | NS      | $510316.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp.                              | Universal Corp.                                       | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     29733 | NS      | $1616583.21   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                  | Amalgamated Financial Corp.                           | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18547 | NS      | $425653.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corp.                      | National Research Corp.                               | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |     17955 | NS      | $833471.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp, Inc.                        | Amerant Bancorp, Inc.                                 | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |     30619 | NS      | $852432.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp. (The)             | First of Long Island Corp. (The)                      | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27624 | NS      | $487839.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions, Inc.              | Consensus Cloud Solutions, Inc.                       | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16117 | NS      | $947196.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                     | Mueller Industries, Inc.                              | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     55286 | NS      | $3623997.30   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                        | Range Resources Corp.                                 | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    265230 | NS      | $6636054.60   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                     | Central Garden & Pet Co., Class A                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     43035 | NS      | $1705477.05   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare, Inc.                              | ModivCare, Inc.                                       | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     12023 | NS      | $1289586.98   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                        | Assured Guaranty Ltd.                                 | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     71101 | NS      | $4450922.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                   | Korn Ferry                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     65974 | NS      | $3561936.26   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Veradigm, Inc.                               | Veradigm, Inc.                                        | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    133716 | NS      | $2394853.56   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp.                           | TrustCo Bank Corp.                                    | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23975 | NS      | $860942.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp.                             | Scholastic Corp.                                      | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35343 | NS      | $1563574.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences, Inc.                  | USANA Health Sciences, Inc.                           | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     13915 | NS      | $813192.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics, Inc.                    | Kimball Electronics, Inc.                             | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     30042 | NS      | $766671.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                 | Grand Canyon Education, Inc.                          | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     38621 | NS      | $4501663.76   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Barrett Business Services, Inc.              | Barrett Business Services, Inc.                       | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      8563 | NS      | $850990.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                     | Fabrinet                                              | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     44033 | NS      | $5797384.78   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services, Inc.                         | Kelly Services, Inc., Class A                         | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39717 | NS      | $718877.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp.                            | ACCO Brands Corp.                                     | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    113937 | NS      | $723499.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                            | Boise Cascade Co.                                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     47663 | NS      | $3573295.11   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                              | Interface, Inc.                                       | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     71069 | NS      | $808765.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp.                    | National HealthCare Corp.                             | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17785 | NS      | $1058918.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                            | Essent Group Ltd.                                     | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |    130128 | NS      | $5729535.84   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                 | OmniAb, Inc.                                          | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99865 | NS      | $413441.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Luxfer Holdings plc                          | Luxfer Holdings plc                                   | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | GB        |     33135 | NS      | $548384.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries, Inc.                         | LSB Industries, Inc.                                  | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     61673 | NS      | $783863.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International, Inc.                      | ICF International, Inc.                               | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |     20287 | NS      | $2073128.53   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares, Inc.                   | Metrocity Bankshares, Inc.                            | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |     23069 | NS      | $466455.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE, Inc.                                | SI-BONE, Inc.                                         | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |     35248 | NS      | $600273.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International, Inc.                   | Mercer International, Inc.                            | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |     51977 | NS      | $661667.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT, Inc.                       | City Office REIT, Inc.                                | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |     50247 | NS      | $494430.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                     | Jones Lang LaSalle, Inc.                              | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     54493 | NS      | $10074120.91  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                        | Bar Harbor Bankshares                                 | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18178 | NS      | $564790.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group, Inc.              | Healthcare Services Group, Inc.                       | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     79982 | NS      | $1077357.54   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group, Inc.                 | Safety Insurance Group, Inc.                          | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     18360 | NS      | $1549400.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp.                                  | Brady Corp., Class A                                  | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     52161 | NS      | $2789048.67   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                  | Terex Corp.                                           | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     81915 | NS      | $4175207.55   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings plc                          | Tronox Holdings plc                                   | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |     79528 | NS      | $1363905.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands, Inc.                        | Designer Brands, Inc., Class A                        | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     71953 | NS      | $741835.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm, Inc.                               | Gentherm, Inc.                                        | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     40072 | NS      | $2982558.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget, Inc.                             | TechTarget, Inc.                                      | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |     27344 | NS      | $1354348.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                         | Globus Medical, Inc., Class A                         | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     93083 | NS      | $7027766.50   | 0.68%             |  |  |  | No            |                  1 | On Loan: —       |
| Wabash National Corp.                        | Wabash National Corp.                                 | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     58689 | NS      | $1511828.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy, Inc.                               | La-Z-Boy, Inc.                                        | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     52012 | NS      | $1478701.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group, Inc.                              | REV Group, Inc.                                       | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     40537 | NS      | $519278.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                    | Insight Enterprises, Inc.                             | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     37462 | NS      | $4222716.64   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| ArcBest Corp.                                | ArcBest Corp.                                         | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     29664 | NS      | $2475460.80   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings, Inc.               | Victory Capital Holdings, Inc., Class A               | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     17241 | NS      | $511023.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream, Inc.                           | HealthStream, Inc.                                    | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     29558 | NS      | $714712.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd.             | Alpha & Omega Semiconductor Ltd.                      | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |     28126 | NS      | $927032.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                          | Acuity Brands, Inc.                                   | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38370 | NS      | $7233512.40   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys, Inc.                               | Agilysys, Inc.                                        | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     28733 | NS      | $2400929.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp, Inc.                 | Great Southern Bancorp, Inc.                          | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |     11906 | NS      | $695786.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group, Inc.          | Diamond Hill Investment Group, Inc.                   | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |      3744 | NS      | $705481.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy, Inc.                           | Vital Energy, Inc.                                    | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     17576 | NS      | $989177.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp.                         | Luther Burbank Corp.                                  | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |     18520 | NS      | $217424.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express, Inc.                         | PetMed Express, Inc.                                  | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |     24127 | NS      | $518247.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                 | Qualys, Inc.                                          | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     41722 | NS      | $4813049.92   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                       | Amkor Technology, Inc.                                | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |    133123 | NS      | $3895178.98   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                           | Hope Bancorp, Inc.                                    | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    149010 | NS      | $1920738.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial, Inc.                   | Waterstone Financial, Inc.                            | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |     22986 | NS      | $370074.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp.                                | Winmark Corp.                                         | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3537 | NS      | $993189.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp.                                    | HNI Corp.                                             | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     49945 | NS      | $1586752.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                       | Independent Bank Corp.                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25454 | NS      | $564315.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                 | Plexus Corp.                                          | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     30366 | NS      | $2914832.34   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp.                                | Veritiv Corp.                                         | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |     16046 | NS      | $2006391.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus, Inc.                                  | ePlus, Inc.                                           | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     32507 | NS      | $1618198.46   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients, Inc.                       | Alto Ingredients, Inc.                                | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |     74010 | NS      | $250893.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Cross Country Healthcare, Inc.               | Cross Country Healthcare, Inc.                        | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     43939 | NS      | $1219307.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises, Inc.                    | Nu Skin Enterprises, Inc., Class A                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     60873 | NS      | $2610234.24   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                   | Ultra Clean Holdings, Inc.                            | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     54931 | NS      | $1848428.15   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp.                       | Clearwater Paper Corp.                                | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     17957 | NS      | $693319.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Playstudios, Inc.                            | Playstudios, Inc.                                     | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102137 | NS      | $471872.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| EVERTEC, Inc.                                | EVERTEC, Inc.                                         | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     65807 | NS      | $2430910.58   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals, Inc.                  | Eagle Pharmaceuticals, Inc.                           | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |     14454 | NS      | $490568.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors, Inc.                       | Johnson Outdoors, Inc., Class A                       | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7038 | NS      | $481821.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co. (The)                        | Gorman-Rupp Co. (The)                                 | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |     25229 | NS      | $724829.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings, Inc.                     | US Silica Holdings, Inc.                              | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     91285 | NS      | $1117328.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection, Inc.                   | Resources Connection, Inc.                            | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38417 | NS      | $663461.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| York Water Co. (The)                         | York Water Co. (The)                                  | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14000 | NS      | $636300.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics, Inc.                              | Surmodics, Inc.                                       | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |     16925 | NS      | $475761.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp.                           | Seneca Foods Corp., Class A                           | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7146 | NS      | $446625.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co., Inc. (The)                    | Manitowoc Co., Inc. (The)                             | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     42526 | NS      | $582606.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies, Inc.             | Allied Motion Technologies, Inc.                      | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |     16422 | NS      | $667390.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Insurance Holdings, Inc.           | Universal Insurance Holdings, Inc.                    | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     34563 | NS      | $440332.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                           | Ryder System, Inc.                                    | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     57791 | NS      | $5456048.31   | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Avanos Medical, Inc.                         | Avanos Medical, Inc.                                  | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     56176 | NS      | $1721232.64   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com, Inc.                               | Cars.com, Inc.                                        | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     77955 | NS      | $1333030.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix, Inc.                                   | Ebix, Inc.                                            | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     29885 | NS      | $569608.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Zumiez, Inc.                                 | Zumiez, Inc.                                          | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     19990 | NS      | $516341.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Heritage Financial Corp.                     | Heritage Financial Corp.                              | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43681 | NS      | $1246218.93   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp.                        | Ryerson Holding Corp.                                 | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     20159 | NS      | $769469.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                    | ExlService Holdings, Inc.                             | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     35991 | NS      | $6140064.60   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics, Inc.                             | Photronics, Inc.                                      | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     74511 | NS      | $1350139.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education, Inc.               | Adtalem Global Education, Inc.                        | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     54638 | NS      | $2086078.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                         | LXP Industrial Trust                                  | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    298431 | NS      | $3446878.05   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                       | Encompass Health Corp.                                | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |    120555 | NS      | $7528659.75   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo, Inc.                                  | DocGo, Inc.                                           | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97692 | NS      | $976920.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| W&T Offshore, Inc.                           | W&T Offshore, Inc.                                    | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |    121080 | NS      | $753117.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp.                  | InvenTrust Properties Corp.                           | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |     81512 | NS      | $2027203.44   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises, Inc.                     | Apogee Enterprises, Inc.                              | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     26778 | NS      | $1254281.52   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables, Inc.                     | Montauk Renewables, Inc.                              | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9517 | NS      | $105733.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Stride, Inc.                                 | Stride, Inc.                                          | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     44536 | NS      | $1911930.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean, Inc.                 | Heritage-Crystal Clean, Inc.                          | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18993 | NS      | $706539.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial, Inc.                      | Jackson Financial, Inc., Class A                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     61550 | NS      | $2710662.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte, Inc.                                | MaxCyte, Inc.                                         | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |     86062 | NS      | $502602.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce, Inc.                | Fresh Del Monte Produce, Inc.                         | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |     46257 | NS      | $1322950.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival, Inc.                          | Shoe Carnival, Inc.                                   | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21679 | NS      | $592053.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE Therapeutics, Inc.                      | DICE Therapeutics, Inc.                               | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36477 | NS      | $1158874.29   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies, Inc.                       | UFP Technologies, Inc.                                | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      8688 | NS      | $988086.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                          | Herc Holdings, Inc.                                   | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     28913 | NS      | $4490767.16   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group, Inc. (The)                    | Pennant Group, Inc. (The)                             | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     33929 | NS      | $439041.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp.                               | Teradata Corp.                                        | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |    117257 | NS      | $4089924.16   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                   | RPT Realty                                            | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |     89648 | NS      | $939511.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                    | CNO Financial Group, Inc.                             | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    138216 | NS      | $3560444.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp.                    | Atlanticus Holdings Corp.                             | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6128 | NS      | $199160.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Bioventus, Inc.                              | Bioventus, Inc., Class A                              | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37260 | NS      | $73029.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gran Tierra Energy, Inc.                     | Gran Tierra Energy, Inc.                              | CUSIP: 38500T101<br>LEI: 549300IH2S17MAIUCM32 | Long             | EC               | CORP              | US        |    445853 | NS      | $432388.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems, Inc.             | Telephone and Data Systems, Inc.                      | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    104094 | NS      | $1391736.78   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                        | Hanmi Financial Corp.                                 | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     37845 | NS      | $881410.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                             | elf Beauty, Inc.                                      | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     60177 | NS      | $3463186.35   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P Midcap 400 E-Mini Index                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         5 | NC      | $38050.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group, Inc.          | Brightsphere Investment Group, Inc.                   | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     40064 | NS      | $939500.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center, Inc.                    | European Wax Center, Inc., Class A                    | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31037 | NS      | $584737.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Paragon 28, Inc.                             | Paragon 28, Inc.                                      | CUSIP: 69913P105<br>LEI: 254900GM24PT1FMTRP66 | Long             | EC               | CORP              | US        |     32478 | NS      | $547254.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp.                                    | IDT Corp., Class B                                    | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |     23865 | NS      | $701392.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                    | AAR Corp.                                             | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     42799 | NS      | $2201580.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                                 | LivaNova plc                                          | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |     43550 | NS      | $2447510.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                           | SPS Commerce, Inc.                                    | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     38508 | NS      | $5240168.64   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Chemed Corp.                                 | Chemed Corp.                                          | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |     16903 | NS      | $8538381.42   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp.                            | TimkenSteel Corp.                                     | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     47485 | NS      | $934029.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                              | Whitestone REIT                                       | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56689 | NS      | $590132.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                   | Super Micro Computer, Inc.                            | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     56917 | NS      | $4116806.61   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Signet Jewelers Ltd.                         | Signet Jewelers Ltd.                                  | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |     56196 | NS      | $4316414.76   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Murphy Oil Corp.                             | Murphy Oil Corp.                                      | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    165979 | NS      | $7238344.19   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco, Inc.                                | Genesco, Inc.                                         | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     15760 | NS      | $761050.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                          | Ichor Holdings Ltd.                                   | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |     34736 | NS      | $1174076.80   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| SkyWest, Inc.                                | SkyWest, Inc.                                         | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     15292 | NS      | $317461.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix, Inc.                               | AdvanSix, Inc.                                        | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     33855 | NS      | $1463890.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                       | Federated Hermes, Inc., Class B                       | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |    102305 | NS      | $4020586.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat, Inc.                               | Transcat, Inc.                                        | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |      8665 | NS      | $723700.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Russell 2000 E-Mini Index                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        13 | NC      | $50955.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp.                                 | Unitil Corp.                                          | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19386 | NS      | $1011367.62   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties, Inc.                 | One Liberty Properties, Inc.                          | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               | CORP              | US        |     20399 | NS      | $491819.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp.                             | Ranger Oil Corp.                                      | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     23949 | NS      | $1005858.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings, Inc.                           | IES Holdings, Inc.                                    | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |     10095 | NS      | $401881.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                       | Antero Resources Corp.                                | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     96447 | NS      | $2781531.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks, Inc.                       | Extreme Networks, Inc.                                | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    116967 | NS      | $2108915.01   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, Inc.                                    | RPC, Inc.                                             | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69621 | NS      | $690640.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                  | Calix, Inc.                                           | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     40521 | NS      | $2133025.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                       | Tenet Healthcare Corp.                                | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     97148 | NS      | $5328567.80   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun, Inc.                               | Ducommun, Inc.                                        | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |     13858 | NS      | $800715.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global, Inc.                             | MRC Global, Inc.                                      | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    101015 | NS      | $1373804.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                 | Macy's, Inc.                                          | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    327426 | NS      | $7737076.38   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group, Inc. (The)                    | Hackett Group, Inc. (The)                             | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |     30636 | NS      | $677055.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corp.                     | Artesian Resources Corp., Class A                     | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10759 | NS      | $633705.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                   | Dana, Inc.                                            | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    136938 | NS      | $2484055.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy, Inc.                          | VAALCO Energy, Inc.                                   | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |    125315 | NS      | $582714.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro, Inc.                                  | GoPro, Inc., Class A                                  | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |    156497 | NS      | $962456.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                        | Matador Resources Co.                                 | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |    125721 | NS      | $8317701.36   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.           | Stewart Information Services Corp.                    | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     27489 | NS      | $1313149.53   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries, Inc.                     | Insteel Industries, Inc.                              | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     23582 | NS      | $707224.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter, Inc.                           | ZipRecruiter, Inc., Class A                           | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     45431 | NS      | $892264.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical, Inc.                       | Orthofix Medical, Inc.                                | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24940 | NS      | $539452.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp.                  | Definitive Healthcare Corp.                           | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42524 | NS      | $526447.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CSG Systems International, Inc.              | CSG Systems International, Inc.                       | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     38611 | NS      | $2303918.37   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group, Inc.                          | Newmark Group, Inc., Class A                          | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    190781 | NS      | $1634993.17   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co.                        | Global Industrial Co.                                 | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20623 | NS      | $542178.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive, Inc.                               | NuVasive, Inc.                                        | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     62917 | NS      | $2869015.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp.                        | OrthoPediatrics Corp.                                 | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |     17162 | NS      | $808845.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group, Inc.                          | Donegal Group, Inc., Class A                          | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15188 | NS      | $230553.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus, Inc.                       | Simulations Plus, Inc.                                | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19562 | NS      | $804780.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                       | Rush Enterprises, Inc., Class A                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     51811 | NS      | $2787949.91   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals, Inc.                  | Vanda Pharmaceuticals, Inc.                           | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     67466 | NS      | $518138.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.               | Catalyst Pharmaceuticals, Inc.                        | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |    118023 | NS      | $1828176.27   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                         | Mativ Holdings, Inc.                                  | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     33530 | NS      | $924086.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group, Inc.               | Covenant Logistics Group, Inc., Class A               | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11703 | NS      | $388071.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                               | Evercore, Inc., Class A                               | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     44929 | NS      | $5832233.49   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp.                             | 1st Source Corp.                                      | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22351 | NS      | $1099445.69   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara, Inc.                                | Certara, Inc.                                         | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125684 | NS      | $2438269.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock, Inc.                           | Shutterstock, Inc.                                    | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     30430 | NS      | $2290466.10   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group, Inc.                 | Vishay Precision Group, Inc.                          | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15273 | NS      | $659488.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient, Inc.                             | Perficient, Inc.                                      | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     35394 | NS      | $2624111.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                  | Ciena Corp.                                           | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |    166335 | NS      | $8652746.70   | 0.84%             |  |  |  | No            |                  1 | On Loan: —       |
| Sanmina Corp.                                | Sanmina Corp.                                         | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     69838 | NS      | $4255229.34   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                              | Hub Group, Inc., Class A                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40859 | NS      | $3484046.93   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                 | Kohl's Corp.                                          | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |    155207 | NS      | $5024050.59   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp.                                 | Deluxe Corp.                                          | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     52073 | NS      | $1040939.27   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                     | Schneider National, Inc., Class B                     | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     68890 | NS      | $1825585.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group, Inc.               | Ruth's Hospitality Group, Inc.                        | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     38795 | NS      | $671541.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadre Holdings, Inc.                         | Cadre Holdings, Inc.                                  | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15790 | NS      | $361433.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp.                 | United States Cellular Corp.                          | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |     14451 | NS      | $353471.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services, Inc.                | AMN Healthcare Services, Inc.                         | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     50800 | NS      | $4868672.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                   | Manhattan Associates, Inc.                            | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      3933 | NS      | $512705.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy, Inc.                    | US Physical Therapy, Inc.                             | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |     15720 | NS      | $1558638.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                              | Synaptics, Inc.                                       | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     37597 | NS      | $4700752.91   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp.                               | Tredegar Corp.                                        | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     32858 | NS      | $398567.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                              | Dillard's, Inc., Class A                              | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      6549 | NS      | $2575787.19   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Sally Beauty Holdings, Inc.                  | Sally Beauty Holdings, Inc.                           | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    129304 | NS      | $2014556.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems, Inc.          | Computer Programs and Systems, Inc.                   | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     16864 | NS      | $495464.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems, Inc.                   | Allegro MicroSystems, Inc.                            | CUSIP: 01749D105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80907 | NS      | $3088220.19   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| TPG, Inc.                                    | TPG, Inc.                                             | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |     47221 | NS      | $1520988.41   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                   | Encore Capital Group, Inc.                            | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     28875 | NS      | $1608915.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| World Fuel Services Corp.                    | World Fuel Services Corp.                             | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     67999 | NS      | $1924371.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp.                 | Matthews International Corp., Class A                 | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     33291 | NS      | $1233098.64   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks, Inc.                           | A10 Networks, Inc.                                    | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     62018 | NS      | $960038.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients, Inc.                        | MGP Ingredients, Inc.                                 | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     14115 | NS      | $1376777.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                        | First Financial Corp.                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13808 | NS      | $620255.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Container Store Group, Inc. (The)            | Container Store Group, Inc. (The)                     | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |     40488 | NS      | $210942.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                       | Rush Enterprises, Inc., Class B                       | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      6592 | NS      | $383456.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                      | John Wiley & Sons, Inc., Class A                      | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     47630 | NS      | $2181454.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology, Inc.                        | Avid Technology, Inc.                                 | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     43185 | NS      | $1308937.35   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                           | NMI Holdings, Inc., Class A                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     97233 | NS      | $2258722.59   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings, Inc.                        | RE/MAX Holdings, Inc., Class A                        | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     22688 | NS      | $517513.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co., Inc.                      | Sturm Ruger & Co., Inc.                               | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |     21360 | NS      | $1215384.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos., Inc. (The)                  | Greenbrier Cos., Inc. (The)                           | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     34667 | NS      | $1071903.64   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries, Inc.                       | Myers Industries, Inc.                                | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     32802 | NS      | $789872.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp.                        | Arrow Financial Corp.                                 | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |     19949 | NS      | $656521.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                             | Ziff Davis, Inc.                                      | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     49219 | NS      | $4404116.12   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp.                                 | CONMED Corp.                                          | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     31155 | NS      | $2983402.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                                | Vontier Corp.                                         | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    140661 | NS      | $3239422.83   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                        | Commercial Metals Co.                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    129219 | NS      | $7012715.13   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Basket Swap                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |    127225 | NS      | $120971.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnachip Semiconductor Corp.                | Magnachip Semiconductor Corp.                         | CUSIP: 55933J203<br>LEI: 529900P54J1ATLRBUV29 | Long             | EC               | CORP              | US        |     54269 | NS      | $575251.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Community Trust Bancorp, Inc.                | Community Trust Bancorp, Inc.                         | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19467 | NS      | $838638.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp.                             | OptimizeRx Corp.                                      | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17058 | NS      | $306191.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                              | M/I Homes, Inc.                                       | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     33538 | NS      | $2005572.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.          | World Wrestling Entertainment, Inc., Class A          | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     48524 | NS      | $4106100.88   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                              | MYR Group, Inc.                                       | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     18069 | NS      | $1789915.14   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.              | Amphastar Pharmaceuticals, Inc.                       | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     47396 | NS      | $1434202.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group, Inc. (The)                        | RMR Group, Inc. (The), Class A                        | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |     18730 | NS      | $581004.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co.                              | Tejon Ranch Co.                                       | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |     25613 | NS      | $512772.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                       | Nabors Industries Ltd.                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     10805 | NS      | $1918319.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| LTC Properties, Inc.                         | LTC Properties, Inc.                                  | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     48966 | NS      | $1868052.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                      | Primoris Services Corp.                               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     64295 | NS      | $1710247.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners, Inc.                  | Construction Partners, Inc., Class A                  | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |     31022 | NS      | $877612.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd.                  | GrafTech International Ltd.                           | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     89330 | NS      | $584218.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries, Inc.             | National Presto Industries, Inc.                      | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6396 | NS      | $489997.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor, Inc.                          | Vista Outdoor, Inc.                                   | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     61822 | NS      | $1814475.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation, Inc.                       | First Foundation, Inc.                                | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     40820 | NS      | $633934.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp.         | Retail Opportunity Investments Corp.                  | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150549 | NS      | $2383190.67   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings, Inc.               | RCI Hospitality Holdings, Inc.                        | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |     10050 | NS      | $912439.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| California Resources Corp.                   | California Resources Corp.                            | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     43835 | NS      | $1873069.55   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                      | Brandywine Realty Trust                               | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    189874 | NS      | $1245573.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.               | Supernus Pharmaceuticals, Inc.                        | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     64646 | NS      | $2651132.46   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Janus Henderson Group plc                    | Janus Henderson Group plc                             | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |    170133 | NS      | $4409847.36   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp.                     | HireRight Holdings Corp.                              | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28805 | NS      | $329529.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp.                       | Kearny Financial Corp.                                | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74195 | NS      | $695949.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd.                        | Marten Transport Ltd.                                 | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78342 | NS      | $1730574.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons SA                  | Orion Engineered Carbons SA                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     73516 | NS      | $1545306.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Boot Barn Holdings, Inc.                     | Boot Barn Holdings, Inc.                              | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     31617 | NS      | $2639703.33   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes, Inc.                                 | Diodes, Inc.                                          | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     54957 | NS      | $4901614.83   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                       | Sonic Automotive, Inc., Class A                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     23843 | NS      | $1280607.53   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III                          | BlackRock Cash Funds: Institutional, SL Agency Shares | CUSIP: 066922519<br>LEI: 549300JDHS1T46VWOG19 | Long             | STIV             | RF                | US        |  53007453 | NS      | $53039257.00  | 5.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp.                             | FutureFuel Corp.                                      | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     31737 | NS      | $294201.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International, Inc.                     | Digi International, Inc.                              | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     42667 | NS      | $1450251.33   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp. (The)                              | ODP Corp. (The)                                       | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52899 | NS      | $2729588.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort, Inc.                | Monarch Casino & Resort, Inc.                         | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     17131 | NS      | $1312577.22   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Tompkins Financial Corp.                     | Tompkins Financial Corp.                              | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |     16347 | NS      | $1231419.51   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals, Inc.                    | ANI Pharmaceuticals, Inc.                             | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     15794 | NS      | $706465.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                               | EchoStar Corp., Class A                               | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     40743 | NS      | $762301.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AxoGen, Inc.                                 | AxoGen, Inc.                                          | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48558 | NS      | $459844.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution for Savings (The)        | Hingham Institution for Savings (The)                 | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |      1615 | NS      | $472129.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex, Inc.                             | Omega Flex, Inc.                                      | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4274 | NS      | $454326.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| TravelCenters of America, Inc.               | TravelCenters of America, Inc.                        | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |     16163 | NS      | $735739.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics, Inc.                   | Corcept Therapeutics, Inc.                            | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |    116518 | NS      | $2663601.48   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes, Inc.                    | Dream Finders Homes, Inc., Class A                    | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23484 | NS      | $296837.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.               | First American Financial Corp.                        | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |    118128 | NS      | $7308579.36   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp.            | Peapack-Gladstone Financial Corp.                     | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     19793 | NS      | $734122.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners, Inc.                           | BGC Partners, Inc., Class A                           | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |    376300 | NS      | $1636905.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                       | ProPetro Holding Corp.                                | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94593 | NS      | $941200.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                          | PROG Holdings, Inc.                                   | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     61015 | NS      | $1360024.35   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp.                                  | Kaman Corp.                                           | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |     30464 | NS      | $768302.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia, Inc.                                  | Adeia, Inc.                                           | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59145 | NS      | $647637.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co., Inc. (The)                      | Aaron's Co., Inc. (The)                               | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38479 | NS      | $563717.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp, Inc.               | Washington Trust Bancorp, Inc.                        | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |     20752 | NS      | $887563.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group, Inc. (The)                      | Shyft Group, Inc. (The)                               | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |     34223 | NS      | $1139283.67   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                      | Progress Software Corp.                               | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     47047 | NS      | $2495372.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp.                      | Univest Financial Corp.                               | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     35477 | NS      | $963200.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices, Inc.                       | Avid Bioservices, Inc.                                | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |     65718 | NS      | $1040315.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| First Community Bankshares, Inc.             | First Community Bankshares, Inc.                      | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17857 | NS      | $580531.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                  | OFG Bancorp                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     56845 | NS      | $1609281.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems, Inc.               | Cass Information Systems, Inc.                        | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |     15686 | NS      | $761712.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group, Inc.                        | Paramount Group, Inc.                                 | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |    217913 | NS      | $1405538.85   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software, Inc.                      | American Software, Inc., Class A                      | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44021 | NS      | $669559.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection, Inc.                          | PC Connection, Inc.                                   | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     14300 | NS      | $701129.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                              | O-I Glass, Inc.                                       | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    188140 | NS      | $3621695.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                 | Matson, Inc.                                          | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     11777 | NS      | $778695.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co.                           | DXC Technology Co.                                    | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     51516 | NS      | $1480054.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co.                     | Modine Manufacturing Co.                              | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     56557 | NS      | $1351146.73   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular, Inc.                      | LeMaitre Vascular, Inc.                               | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     23901 | NS      | $1127649.18   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| CONSOL Energy, Inc.                          | CONSOL Energy, Inc.                                   | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     40021 | NS      | $2314414.43   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                  | Benchmark Electronics, Inc.                           | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     42514 | NS      | $1189966.86   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                  | Avnet, Inc.                                           | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |    106939 | NS      | $4906361.32   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd.                    | Triton International Ltd.                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     74940 | NS      | $5293761.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group, Inc.            | National Western Life Group, Inc., Class A            | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |      2902 | NS      | $803273.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| CoreCivic, Inc.                              | CoreCivic, Inc.                                       | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    142114 | NS      | $1512092.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter, Inc.                           | Badger Meter, Inc.                                    | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     35358 | NS      | $4097992.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings, Inc.                      | BlueLinx Holdings, Inc.                               | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |     11215 | NS      | $973686.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust, Inc.              | Empire State Realty Trust, Inc., Class A              | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |    165676 | NS      | $1381737.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Dril-Quip, Inc.                              | Dril-Quip, Inc.                                       | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     41546 | NS      | $1275877.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                  | Minerals Technologies, Inc.                           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     39398 | NS      | $2736191.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services, Inc.                 | H&E Equipment Services, Inc.                          | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |     39321 | NS      | $2001045.69   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.     | Heidrick & Struggles International, Inc.              | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     23849 | NS      | $733595.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International, Inc.                      | CRA International, Inc.                               | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8661 | NS      | $1029273.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| FormFactor, Inc.                             | FormFactor, Inc.                                      | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     93250 | NS      | $2624055.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.           | Prestige Consumer Healthcare, Inc.                    | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53806 | NS      | $3538282.56   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corp.                                 | Clarus Corp.                                          | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |     23786 | NS      | $239049.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Select Medical Holdings Corp.                | Select Medical Holdings Corp.                         | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    115709 | NS      | $3363660.63   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp.                                | Knowles Corp.                                         | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    110761 | NS      | $2129934.03   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Privia Health Group, Inc.                    | Privia Health Group, Inc.                             | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94185 | NS      | $2546762.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Chatham Lodging Trust                        | Chatham Lodging Trust                                 | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56046 | NS      | $796413.66    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Basket Swap                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |     57171 | NS      | $14295.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrus Energy Corp.                         | Centrus Energy Corp., Class A                         | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |     11391 | NS      | $467600.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, Inc.                                 | EZCORP, Inc., Class A                                 | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     64859 | NS      | $590865.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.              | Academy Sports & Outdoors, Inc.                       | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90871 | NS      | $5308683.82   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings, Inc.                         | Enact Holdings, Inc.                                  | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39367 | NS      | $990080.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                             | ScanSource, Inc.                                      | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     31571 | NS      | $1039633.03   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                           | AMC Networks, Inc., Class A                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     34201 | NS      | $633060.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                       | NetScout Systems, Inc.                                | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     79618 | NS      | $2555737.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBow Resources, Inc.                    | SilverBow Resources, Inc.                             | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |     16174 | NS      | $424890.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings, Inc.                       | OneMain Holdings, Inc.                                | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     85153 | NS      | $3673500.42   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                         | Evolent Health, Inc., Class A                         | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     99681 | NS      | $3211721.82   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| SMART Global Holdings, Inc.                  | SMART Global Holdings, Inc.                           | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |     37412 | NS      | $643112.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Encore Wire Corp.                            | Encore Wire Corp.                                     | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23110 | NS      | $3730647.30   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Genworth Financial, Inc.                     | Genworth Financial, Inc., Class A                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    480416 | NS      | $2651896.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas, Inc.                   | Northern Oil and Gas, Inc.                            | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     81053 | NS      | $2716896.56   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                   | Unum Group                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    241653 | NS      | $10156675.59  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries, Inc.             | Kulicke & Soffa Industries, Inc.                      | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     66603 | NS      | $3403413.30   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax, Inc.                              | MarineMax, Inc.                                       | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     26992 | NS      | $843500.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co.                                   | Stepan Co.                                            | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     22472 | NS      | $2468324.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Funds III                          | BlackRock Cash Funds: Treasury, SL Agency Shares      | CUSIP: 066922477<br>LEI: 5493005PQV5UQG4OSI49 | Long             | STIV             | RF                | US        |   3958065 | NS      | $3958064.81   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp, Inc.                                   | Yelp, Inc.                                            | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     84951 | NS      | $2676806.01   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                           | Getty Realty Corp.                                    | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     49494 | NS      | $1803066.42   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals, Inc.          | United States Lime & Minerals, Inc.                   | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |      2747 | NS      | $416994.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                | Sterling Infrastructure, Inc.                         | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     36608 | NS      | $1332165.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy, Inc.                      | Earthstone Energy, Inc., Class A                      | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |     57311 | NS      | $796622.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva, Inc.                               | Innoviva, Inc.                                        | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     75822 | NS      | $959148.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                      | United Fire Group, Inc.                               | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26836 | NS      | $845065.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp, Inc.                            | S&T Bancorp, Inc.                                     | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46609 | NS      | $1695635.42   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.              | Affiliated Managers Group, Inc.                       | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     44288 | NS      | $7650309.12   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                     | Perdoceo Education Corp.                              | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     81862 | NS      | $1225474.14   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.              | Central Pacific Financial Corp.                       | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     15358 | NS      | $347090.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp.                            | Forward Air Corp.                                     | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5331 | NS      | $574948.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics, Inc.                    | Methode Electronics, Inc.                             | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     44418 | NS      | $2120515.32   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery, Inc.                        | Titan Machinery, Inc.                                 | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     24549 | NS      | $1078683.06   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp.                                    | CTS Corp.                                             | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     38511 | NS      | $1714124.61   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                     | Pathward Financial, Inc.                              | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     29892 | NS      | $1483241.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express, Inc.                      | Heartland Express, Inc.                               | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     71568 | NS      | $1203773.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Enova International, Inc.                    | Enova International, Inc.                             | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     38698 | NS      | $1766563.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury, Inc.                                | Denbury, Inc.                                         | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |     27704 | NS      | $2404153.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                     | Central Garden & Pet Co.                              | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     10368 | NS      | $434833.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems, Inc.                            | OSI Systems, Inc.                                     | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     18065 | NS      | $1710936.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems, Inc.                      | CommVault Systems, Inc.                               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     44375 | NS      | $2761456.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW, Inc.                                    | NOW, Inc.                                             | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    133940 | NS      | $1880517.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                  | Brighthouse Financial, Inc.                           | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     86767 | NS      | $4882379.09   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen, Inc.                                  | Cowen, Inc., Class A                                  | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |     27978 | NS      | $1087784.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics, Inc.                     | Anika Therapeutics, Inc.                              | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |     17642 | NS      | $547078.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.               | Bread Financial Holdings, Inc.                        | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     60588 | NS      | $2485925.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres, Inc.                                | Caleres, Inc.                                         | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     44411 | NS      | $1155574.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.          | Alpha Metallurgical Resources, Inc.                   | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19880 | NS      | $3199288.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                           | Cirrus Logic, Inc.                                    | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     67587 | NS      | $6109188.93   | 0.59%             |  |  |  | No            |                  1 | On Loan: —       |
| Kontoor Brands, Inc.                         | Kontoor Brands, Inc.                                  | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     52373 | NS      | $2501334.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                   | Patterson-UTI Energy, Inc.                            | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    261974 | NS      | $4401163.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                     | G-III Apparel Group Ltd.                              | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     52457 | NS      | $887572.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare, Inc.                     | NextGen Healthcare, Inc.                              | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69869 | NS      | $1328908.38   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                       | TTM Technologies, Inc.                                | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    117375 | NS      | $1845135.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce, Inc.                                 | Kforce, Inc.                                          | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     24320 | NS      | $1365081.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies, Inc.            | Napco Security Technologies, Inc.                     | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |     37737 | NS      | $1093240.89   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Star Group LP                                | Star Group LP                                         | CUSIP: 85512C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39521 | NS      | $472275.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                 | Sprouts Farmers Market, Inc.                          | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |    122721 | NS      | $3920935.95   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                          | Total Return Basket Swap                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | N/A       |     28966 | NS      | $10044.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AZZ, Inc.                                    | AZZ, Inc.                                             | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     29965 | NS      | $1272913.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp.                           | Tutor Perini Corp.                                    | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     49446 | NS      | $453419.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp.                      | Tupperware Brands Corp.                               | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |     50871 | NS      | $225358.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.          | Donnelley Financial Solutions, Inc.                   | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     32320 | NS      | $1474115.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Vericel Corp.                                | Vericel Corp.                                         | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     41906 | NS      | $1151157.82   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp.               | Quanex Building Products Corp.                        | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     40265 | NS      | $1042460.85   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Haverty Furniture Cos., Inc.                 | Haverty Furniture Cos., Inc.                          | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     17279 | NS      | $603382.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions, Inc.                  | Emergent BioSolutions, Inc.                           | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     54244 | NS      | $715478.36    | 0.07%             |  |  |  | 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        |     90007 | NS      | $4288833.55   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis, Inc.                                  | Ennis, Inc.                                           | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31204 | NS      | $662772.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group, Inc.                      | TransMedics Group, Inc.                               | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35992 | NS      | $2268215.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                              | Dorian LPG Ltd.                                       | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |     38793 | NS      | $770041.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                   | Gibraltar Industries, Inc.                            | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38235 | NS      | $2048248.95   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                           | Buckle, Inc. (The)                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     36329 | NS      | $1598476.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp.                                  | Chase Corp.                                           | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9724 | NS      | $917751.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial, Inc.                 | South Plains Financial, Inc.                          | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |     13646 | NS      | $383452.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                       | Tri Pointe Homes, Inc.                                | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122828 | NS      | $2713270.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group, Inc.                | Pediatrix Medical Group, Inc.                         | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96886 | NS      | $1487200.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings, Inc.                         | Thryv Holdings, Inc.                                  | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24976 | NS      | $558713.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Arch Resources, Inc.                         | Arch Resources, Inc.                                  | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |     21301 | NS      | $3152974.02   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group, Inc.                           | Movado Group, Inc.                                    | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     19202 | NS      | $678982.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                       | Dycom Industries, Inc.                                | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     35595 | NS      | $3394695.15   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                              | Air Lease Corp.                                       | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |    127282 | NS      | $5723871.54   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                        | Andersons, Inc. (The)                                 | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     38865 | NS      | $1429454.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                      | Customers Bancorp, Inc.                               | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     38315 | NS      | $1163626.55   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes plc                                 | Alkermes plc                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |      5646 | NS      | $161701.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                      | Victoria's Secret & Co.                               | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |    100373 | NS      | $4230721.95   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics, Inc.                          | AngioDynamics, Inc.                                   | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     47097 | NS      | $613202.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte, Inc.                               | Veracyte, Inc.                                        | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     86550 | NS      | $2175001.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos.                           | Piper Sandler Cos.                                    | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     21063 | NS      | $2993052.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                       | Envista Holdings Corp.                                | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |    173314 | NS      | $6757512.86   | 0.66%             |  |  |  | No            |                  1 | On Loan: —       |
| Graham Holdings Co.                          | Graham Holdings Co., Class B                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      4347 | NS      | $2839938.57   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                             | PDC Energy, Inc.                                      | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |    116360 | NS      | $7881062.80   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping, Inc.                    | Eagle Bulk Shipping, Inc.                             | CUSIP: N/A<br>LEI: 549300EC4INNZBWR8W37       | Long             | EC               | CORP              | MH        |     11579 | NS      | $663245.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.              | Jefferies Financial Group, Inc.                       | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |    224694 | NS      | $8825980.32   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Treace Medical Concepts, Inc.                | Treace Medical Concepts, Inc.                         | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20092 | NS      | $463924.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                         | SunCoke Energy, Inc.                                  | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    100789 | NS      | $918187.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp.                      | American Vanguard Corp.                               | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     33578 | NS      | $758527.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                | Embecta Corp.                                         | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     69960 | NS      | $1846244.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings, Inc.                    | BrightView Holdings, Inc.                             | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     39344 | NS      | $312784.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                          | Owens & Minor, Inc.                                   | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      1821 | NS      | $35946.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet, Inc.                             | HomeStreet, Inc.                                      | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22844 | NS      | $629809.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp.                       | Cambium Networks Corp.                                | CUSIP: N/A<br>LEI: 549300OYSIGK6OT5WL04       | Long             | EC               | CORP              | KY        |     14663 | NS      | $314228.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer