# EDGAR Filing Document

**Accession Number:** 0000813900
**File Stem:** 0001752724-23-039543
**Filing Date:** 2023-2
**Character Count:** 499759
**Document Hash:** 81dae07ee1d375d467a6dcd09876487b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-039543.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001752724-23-039543

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PACIFIC SELECT FUND
- **CENTRAL INDEX KEY:** 0000813900
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05141
- **FILM NUMBER:** 23665665

**BUSINESS ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 9492193233

**MAIL ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### PD Small-Cap Value Index Portfolio (Series ID: S000026037)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000078106 | Class P      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PACIFIC SELECT FUND

- **b. Investment Company Act file number:** 811-05141

- **c. CIK number of Registrant:** 0000813900

- **d. LEI of Registrant:** 549300KH2YJL0X2VEL27

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

  - **Street Address 1:** 700 NEWPORT CTR DR

  - **City:** NEWPORT BEACH

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** 949-219-3233

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

- **a. Name of Series:** PD Small-Cap Value Index Portfolio

- **b. EDGAR series identifier (if any):** S000026037

- **c. LEI of Series:** 549300W5VZDB4SQ28O92

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $137284566.37

**Total Liabilities:** $252472.05

**Net Assets:** $137032094.32

**Cash Not Reported:** $94835.02

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000078106 | 12.56%               | 3.02%                | -6.58%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $102499.49               | $15700532.79                               |
| Month 2  | $44475.56                | $3906017.72                                |
| Month 3  | $-208026.27              | $-9777801.36                               |

### Schedule of Portfolio Investments

| Name                                                    | Title                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Tupperware Brands Corp                                  | Tupperware Brands Corp                                  | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |      5135 | NS      | $21258.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                              | Thermon Group Holdings Inc                              | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |      3759 | NS      | $75480.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                                | United Bankshares Inc/WV                                | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     15291 | NS      | $619132.59    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                                        | MiMedx Group Inc                                        | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12953 | NS      | $36009.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                                          | Astronics Corp                                          | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      2943 | NS      | $30312.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                                       | Generation Bio Co                                       | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5648 | NS      | $22196.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                           | Dime Community Bancshares Inc                           | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3894 | NS      | $123946.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                            | Parsons Corp                                            | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |      3972 | NS      | $183705.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp                         | Entravision Communications Corp                         | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |      1961 | NS      | $9412.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                                   | Equity Bancshares Inc                                   | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      1889 | NS      | $61713.63     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                                | KAR Auction Services Inc                                | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     12606 | NS      | $164508.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stock Yards Bancorp Inc                                 | Stock Yards Bancorp Inc                                 | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |       582 | NS      | $37818.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp                                     | Amplify Energy Corp                                     | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |      1051 | NS      | $9238.29      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc                                     | OneWater Marine Inc                                     | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1196 | NS      | $34205.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands Inc                                        | Sovos Brands Inc                                        | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1328 | NS      | $19083.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                              | Ligand Pharmaceuticals Inc                              | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      1553 | NS      | $103740.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                            | AdvanSix Inc                                            | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      2060 | NS      | $78321.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                              | Zumiez Inc                                              | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      1849 | NS      | $40197.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                                           | ModivCare Inc                                           | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      1008 | NS      | $90447.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                                          | HomeStreet Inc                                          | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1930 | NS      | $53229.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc                         | PennyMac Financial Services Inc                         | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      3155 | NS      | $178762.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ZOGENIX INC                                      | CONTRA ZOGENIX INC                                      | CUSIP: 989CVR014<br>LEI: N/A                  | N/A              | DE               |  | US        |      8080 | NS      | $5494.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Peabody Energy Corp                                     | Peabody Energy Corp                                     | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     13699 | NS      | $361927.58    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc                           | Southern First Bancshares Inc                           | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       934 | NS      | $42730.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                               | First BanCorp/Puerto Rico                               | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     19662 | NS      | $250100.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc                                 | Global Medical REIT Inc                                 | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               |  | US        |      7052 | NS      | $66852.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                           | Independence Realty Trust Inc                           | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |     26113 | NS      | $440265.18    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                        | A10 Networks Inc                                        | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      1550 | NS      | $25776.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                  | Primoris Services Corp                                  | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      5804 | NS      | $127339.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                              | Sensient Technologies Corp                              | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       294 | NS      | $21438.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                          | BancFirst Corp                                          | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       951 | NS      | $83859.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                             | Plexus Corp                                             | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       464 | NS      | $47759.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                      | Clear Channel Outdoor Holdings Inc                      | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43119 | NS      | $45274.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                                     | Callon Petroleum Co                                     | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |       989 | NS      | $36682.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                               | Carpenter Technology Corp                               | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      5559 | NS      | $205349.46    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                                    | BJ's Restaurants Inc                                    | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      2689 | NS      | $70935.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Absci Corp                                              | Absci Corp                                              | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6132 | NS      | $12877.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc                         | First Interstate BancSystem Inc                         | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     10559 | NS      | $408105.35    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                                  | Laureate Education Inc                                  | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     15671 | NS      | $150755.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| aka Brands Holding Corp                                 | aka Brands Holding Corp                                 | CUSIP: 00152K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1032 | NS      | $1310.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                            | Conduent Inc                                            | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     20106 | NS      | $81429.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                    | TTM Technologies Inc                                    | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     11752 | NS      | $177220.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                                         | 3D Systems Corp                                         | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     14852 | NS      | $109904.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RumbleON Inc                                            | RumbleON Inc                                            | CUSIP: 781386305<br>LEI: 549300HTVW82DG77Y276 | Long             | EC               | CORP              | US        |      1236 | NS      | $7996.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                               | Viad Corp                                               | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      2389 | NS      | $58267.71     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                                      | Byline Bancorp Inc                                      | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      3001 | NS      | $68932.97     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc                                      | Aviat Networks Inc                                      | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      1135 | NS      | $35400.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                             | Neogen Corp                                             | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      2066 | NS      | $31465.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio Inc                                        | 2seventy bio Inc                                        | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4325 | NS      | $40525.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                       | Piper Sandler Cos                                       | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      2032 | NS      | $264546.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Audacy Inc                                              | Audacy Inc                                              | CUSIP: 05070N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13875 | NS      | $3123.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                                         | FutureFuel Corp                                         | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      3225 | NS      | $26219.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Solo Brands Inc                                         | Solo Brands Inc                                         | CUSIP: 83425V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2642 | NS      | $9828.24      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc                                       | Donegal Group Inc                                       | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2166 | NS      | $30757.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PCSB Financial Corp                                     | PCSB Financial Corp                                     | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1714 | NS      | $32634.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                                          | DMC Global Inc                                          | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      1617 | NS      | $31434.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                                    | Mercantile Bank Corp                                    | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      1971 | NS      | $65989.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                                    | Hanmi Financial Corp                                    | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      3185 | NS      | $78828.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                            | HB Fuller Co                                            | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |       870 | NS      | $62309.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                                             | Anterix Inc                                             | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      1554 | NS      | $49992.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                               | New Jersey Resources Corp                               | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     10321 | NS      | $512128.02    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                                          | Stoneridge Inc                                          | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      2586 | NS      | $55754.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                                    | NetScout Systems Inc                                    | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      8035 | NS      | $261217.85    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KalVista Pharmaceuticals Inc                            | KalVista Pharmaceuticals Inc                            | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |      2841 | NS      | $19205.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Cos Inc                               | Superior Group of Cos Inc                               | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |      1338 | NS      | $13460.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc                               | Universal Electronics Inc                               | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      1365 | NS      | $28405.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                             | Simmons First National Corp                             | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     13075 | NS      | $282158.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                            | Protagonist Therapeutics Inc                            | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5414 | NS      | $59066.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                            | Navient Corp                                            | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     12435 | NS      | $204555.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                                        | Krispy Kreme Inc                                        | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6153 | NS      | $63498.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                           | Steelcase Inc                                           | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     10217 | NS      | $72234.19     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc                                 | Advantage Solutions Inc                                 | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9537 | NS      | $19836.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc                          | Nature's Sunshine Products Inc                          | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1442 | NS      | $11997.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                              | Safety Insurance Group Inc                              | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      1603 | NS      | $135068.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OppFi Inc                                               | OppFi Inc                                               | CUSIP: 68386H103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1461 | NS      | $2995.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                       | Universal Corp/VA                                       | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      2817 | NS      | $148765.77    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore Inc                                        | W&T Offshore Inc                                        | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |      1911 | NS      | $10663.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enochian Biosciences Inc                                | Enochian Biosciences Inc                                | CUSIP: 29350E104<br>LEI: 5493003O12Q6PNJ56V39 | Long             | EC               | CORP              | US        |      2038 | NS      | $2099.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikola Corp                                             | Nikola Corp                                             | CUSIP: 654110105<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               | CORP              | US        |      2561 | NS      | $5531.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USCB Financial Holdings Inc                             | USCB Financial Holdings Inc                             | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1392 | NS      | $16982.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Power Inc                                         | Altus Power Inc                                         | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |      3245 | NS      | $21157.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                     | Meritage Homes Corp                                     | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      3938 | NS      | $363083.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                          | Tactile Systems Technology Inc                          | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |      1431 | NS      | $16427.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                                  | DXP Enterprises Inc/TX                                  | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1764 | NS      | $48598.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveVox Holdings Inc                                    | LiveVox Holdings Inc                                    | CUSIP: 53838L100<br>LEI: 5493008LL6C0ZXV5O729 | Long             | EC               | CORP              | US        |      2880 | NS      | $8553.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                        | ACM Research Inc                                        | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |      4853 | NS      | $37416.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Finance Of America Cos Inc                              | Finance Of America Cos Inc                              | CUSIP: 31738L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4874 | NS      | $6189.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc                          | Esquire Financial Holdings Inc                          | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       190 | NS      | $8219.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                            | Hain Celestial Group Inc/The                            | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     10425 | NS      | $168676.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                                 | Kezar Life Sciences Inc                                 | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |      6149 | NS      | $43288.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Therapeutics Inc                                   | Vera Therapeutics Inc                                   | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       130 | NS      | $2515.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals Inc                             | Lexicon Pharmaceuticals Inc                             | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6044 | NS      | $11544.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc                                                | Gevo Inc                                                | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |     24252 | NS      | $46078.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                                 | Mirion Technologies Inc                                 | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     15936 | NS      | $105336.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc                           | Motorcar Parts of America Inc                           | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      2174 | NS      | $25783.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratus Properties Inc                                  | Stratus Properties Inc                                  | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |       658 | NS      | $12692.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                        | Vector Group Ltd                                        | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     14348 | NS      | $170167.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp                                   | Lancaster Colony Corp                                   | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       357 | NS      | $70436.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                                        | DHT Holdings Inc                                        | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |     15984 | NS      | $141937.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Curo Group Holdings Corp                                | Curo Group Holdings Corp                                | CUSIP: 23131L107<br>LEI: 54930007KH8KCGJ4YE72 | Long             | EC               | CORP              | US        |       675 | NS      | $2396.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                           | EchoStar Corp                                           | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      3956 | NS      | $65986.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rallybio Corp                                           | Rallybio Corp                                           | CUSIP: 75120L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       359 | NS      | $2358.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office REIT Inc                                   | Orion Office REIT Inc                                   | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               |  | US        |      6585 | NS      | $56235.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                                 | Expro Group Holdings NV                                 | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |      8978 | NS      | $162771.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                                  | Relay Therapeutics Inc                                  | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9089 | NS      | $135789.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                                 | V2X Inc                                                 | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1394 | NS      | $57558.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences Inc                                      | Sight Sciences Inc                                      | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2327 | NS      | $28412.67     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc                   | First Business Financial Services Inc                   | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |      1017 | NS      | $37171.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                                 | Live Oak Bancshares Inc                                 | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       854 | NS      | $25790.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                                        | Barnes Group Inc                                        | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      5713 | NS      | $233376.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology Inc                                       | Kura Oncology Inc                                       | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |      7546 | NS      | $93645.86     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                                              | Bumble Inc                                              | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10028 | NS      | $211089.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp                                     | Luther Burbank Corp                                     | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |      2089 | NS      | $23208.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                             | REX American Resources Corp                             | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2025 | NS      | $64516.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                                  | Eastern Bankshares Inc                                  | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     14613 | NS      | $252074.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                 | Central Garden & Pet Co                                 | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      3132 | NS      | $112125.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                                    | Amkor Technology Inc                                    | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      9387 | NS      | $225100.26    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                               | Adeia Inc                                               | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12202 | NS      | $115674.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                   | Jackson Financial Inc                                   | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      8712 | NS      | $303090.48    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                                    | Mercury General Corp                                    | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      3157 | NS      | $107969.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                 | EnerSys                                                 | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      4219 | NS      | $311530.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcontinental Realty Investors Inc                   | Transcontinental Realty Investors Inc                   | CUSIP: 893617209<br>LEI: 549300A8Z1XO0M0QRS82 | Long             | EC               |  | US        |        99 | NS      | $4373.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc                       | Brightsphere Investment Group Inc                       | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       346 | NS      | $7120.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                                     | Archer Aviation Inc                                     | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16672 | NS      | $31176.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NextDecade Corp                                         | NextDecade Corp                                         | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |       487 | NS      | $2405.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings Inc                | Consolidated Communications Holdings Inc                | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |      7791 | NS      | $27891.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp                           | International Bancshares Corp                           | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      6376 | NS      | $291765.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gelesis Holdings Inc                                    | Gelesis Holdings Inc                                    | CUSIP: 36850R204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1158 | NS      | $336.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc                           | Franklin BSP Realty Trust Inc                           | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               |  | US        |      9514 | NS      | $122730.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                             | Cerence Inc                                             | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      4565 | NS      | $84589.45     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc                                  | Xponential Fitness Inc                                  | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1406 | NS      | $32239.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                                        | TimkenSteel Corp                                        | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      5159 | NS      | $93739.03     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                            | BioCryst Pharmaceuticals Inc                            | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |      6715 | NS      | $77088.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Duluth Holdings Inc                                     | Duluth Holdings Inc                                     | CUSIP: 26443V101<br>LEI: 549300B6G8G3WGHFYU15 | Long             | EC               | CORP              | US        |       825 | NS      | $5098.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                            | Safehold Inc                                            | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               |  | US        |      1196 | NS      | $34229.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp                            | Altra Industrial Motion Corp                            | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      7557 | NS      | $451530.75    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc                              | One Liberty Properties Inc                              | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               |  | US        |      1823 | NS      | $40507.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                                   | Excelerate Energy Inc                                   | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2145 | NS      | $53732.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CinCor Pharma Inc                                       | CinCor Pharma Inc                                       | CUSIP: 17240Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2867 | NS      | $35235.43     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                               | Haverty Furniture Cos Inc                               | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      1664 | NS      | $49753.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                                 | European Wax Center Inc                                 | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       205 | NS      | $2552.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hydrofarm Holdings Group Inc                            | Hydrofarm Holdings Group Inc                            | CUSIP: 44888K209<br>LEI: 5493005Y60YG0W2FYJ83 | Long             | EC               | CORP              | US        |      5323 | NS      | $8250.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest Inc                                        | WideOpenWest Inc                                        | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |      2659 | NS      | $24223.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                              | Preformed Line Products Co                              | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       277 | NS      | $23071.33     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                                 | Old National Bancorp/IN                                 | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     34472 | NS      | $619806.56    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                                  | Pathward Financial Inc                                  | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      2168 | NS      | $93332.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                              | Inogen Inc                                              | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      2544 | NS      | $50142.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc                              | Heritage-Crystal Clean Inc                              | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1804 | NS      | $58593.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                                  | Univest Financial Corp                                  | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      3572 | NS      | $93336.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                             | Avient Corp                                             | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      2813 | NS      | $94966.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                        | AMC Networks Inc                                        | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      3562 | NS      | $55816.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                                | VSE Corp                                                | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      1233 | NS      | $57803.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc                                  | Nicolet Bankshares Inc                                  | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1299 | NS      | $103647.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                           | Goodyear Tire & Rubber Co/The                           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     32635 | NS      | $331245.25    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                        | RBC Bearings Inc                                        | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2840 | NS      | $594554.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                                | Children's Place Inc/The                                | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |       515 | NS      | $18756.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc                              | SeaWorld Entertainment Inc                              | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      2316 | NS      | $123929.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                      | Kelly Services Inc                                      | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3940 | NS      | $66586.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspirato Inc                                           | Inspirato Inc                                           | CUSIP: 45791E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2313 | NS      | $2752.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                        | Prestige Consumer Healthcare Inc                        | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5791 | NS      | $362516.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences Inc                                 | Caribou Biosciences Inc                                 | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6533 | NS      | $41027.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                             | New York Mortgage Trust Inc                             | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               |  | US        |     43175 | NS      | $110528.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc                                  | Verve Therapeutics Inc                                  | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4614 | NS      | $89280.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                             | Trinseo PLC                                             | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |      4095 | NS      | $92997.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Immune Sciences Inc                              | Alpine Immune Sciences Inc                              | CUSIP: 02083G100<br>LEI: 5493000845S6RLSDWJ40 | Long             | EC               | CORP              | US        |      1326 | NS      | $9746.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                                | Gibraltar Industries Inc                                | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3638 | NS      | $166911.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                           | Oceaneering International Inc                           | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      1149 | NS      | $20096.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares Inc                        | American National Bankshares Inc                        | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |      1387 | NS      | $51221.91     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                           | AMERISAFE Inc                                           | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      2310 | NS      | $120050.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                                  | Keros Therapeutics Inc                                  | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       116 | NS      | $5570.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivanhoe Electric Inc / US                               | Ivanhoe Electric Inc / US                               | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       775 | NS      | $9416.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                             | StoneCo Ltd                                             | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |     15464 | NS      | $145980.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc                   | Essential Properties Realty Trust Inc                   | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |     14874 | NS      | $349092.78    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA           | Banco Latinoamericano de Comercio Exterior SA           | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |      3129 | NS      | $50689.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                                     | Scorpio Tankers Inc                                     | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |      5470 | NS      | $294121.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                                   | Carter Bankshares Inc                                   | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2896 | NS      | $48044.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ Inc                                               | PetIQ Inc                                               | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |       675 | NS      | $6223.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                         | NBT Bancorp Inc                                         | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4446 | NS      | $193045.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International Inc                               | Kimball International Inc                               | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |      4163 | NS      | $27059.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovid Corp                                            | Innovid Corp                                            | CUSIP: 457679108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       996 | NS      | $1703.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                                   | BioLife Solutions Inc                                   | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      3653 | NS      | $66484.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                                  | Anika Therapeutics Inc                                  | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      1672 | NS      | $49491.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Capital Group Inc                            | Associated Capital Group Inc                            | CUSIP: 045528106<br>LEI: 549300FBGXGSSUE01W24 | Long             | EC               | CORP              | US        |       158 | NS      | $6634.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                                  | FirstCash Holdings Inc                                  | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2203 | NS      | $191462.73    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Physical Therapy Inc                                | ATI Physical Therapy Inc                                | CUSIP: 00216W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8414 | NS      | $2566.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                                    | EnPro Industries Inc                                    | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      2421 | NS      | $263138.49    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                              | Southwest Gas Holdings Inc                              | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7091 | NS      | $438791.08    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Talaris Therapeutics Inc                                | Talaris Therapeutics Inc                                | CUSIP: 87410C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2750 | NS      | $2805.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc                            | TravelCenters of America Inc                            | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |      1464 | NS      | $65557.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaya Therapeutics Inc                                 | Tenaya Therapeutics Inc                                 | CUSIP: 87990A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3307 | NS      | $6647.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Inc                                     | Spirit Airlines Inc                                     | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |     12668 | NS      | $246772.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc                         | Four Corners Property Trust Inc                         | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |      8785 | NS      | $227795.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One Inc                                           | Urban One Inc                                           | CUSIP: 91705J204<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |      1128 | NS      | $4241.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                          | Northeast Bank                                          | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |       824 | NS      | $34690.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corp                                            | Bally's Corp                                            | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |      4183 | NS      | $81066.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 23andMe Holding Co                                      | 23andMe Holding Co                                      | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17320 | NS      | $37411.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adicet Bio Inc                                          | Adicet Bio Inc                                          | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |      3503 | NS      | $31316.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgio Inc                                               | Edgio Inc                                               | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |      1306 | NS      | $1475.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                                | Miller Industries Inc/TN                                | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      1173 | NS      | $31272.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                             | Ecovyst Inc                                             | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8415 | NS      | $74556.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                                    | First Merchants Corp                                    | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      6817 | NS      | $280246.87    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                               | Ennis Inc                                               | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2926 | NS      | $64840.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                                     | Walker & Dunlop Inc                                     | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1123 | NS      | $88133.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                                   | Cinemark Holdings Inc                                   | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      2772 | NS      | $24005.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Whole Earth Brands Inc                                  | Whole Earth Brands Inc                                  | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4413 | NS      | $17960.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp Inc/NY                                  | Pioneer Bancorp Inc/NY                                  | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1577 | NS      | $17977.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp                                              | eGain Corp                                              | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1329 | NS      | $12000.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                         | iHeartMedia Inc                                         | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14149 | NS      | $86733.37     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co                                    | Global Industrial Co                                    | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       406 | NS      | $9553.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                                     | Cannae Holdings Inc                                     | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |      8233 | NS      | $170011.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                              | Terex Corp                                              | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      3956 | NS      | $169000.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc                             | Brookdale Senior Living Inc                             | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     21566 | NS      | $58875.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp                | Madison Square Garden Entertainment Corp                | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3057 | NS      | $137473.29    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sharecare Inc                                           | Sharecare Inc                                           | CUSIP: 81948W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34835 | NS      | $55736.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                                     | Luxfer Holdings PLC                                     | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |      1836 | NS      | $25189.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Check Corp                                     | Sterling Check Corp                                     | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       210 | NS      | $3248.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc                           | Southern Missouri Bancorp Inc                           | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       962 | NS      | $44088.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp                                    | Ranpak Holdings Corp                                    | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |      5139 | NS      | $29652.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                       | Redwood Trust Inc                                       | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |     13180 | NS      | $89096.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                               | Xperi Inc                                               | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4880 | NS      | $42016.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                                        | IES Holdings Inc                                        | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       280 | NS      | $9959.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Bancorp                                       | Cambridge Bancorp                                       | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       847 | NS      | $70351.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Ltd                                             | Paysafe Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      3308 | NS      | $45948.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                   | Customers Bancorp Inc                                   | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      3442 | NS      | $97546.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                            | AtriCure Inc                                            | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1856 | NS      | $82369.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                                     | Jack in the Box Inc                                     | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      2116 | NS      | $144374.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                                  | ConnectOne Bancorp Inc                                  | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      4443 | NS      | $107565.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                                     | Myriad Genetics Inc                                     | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      9225 | NS      | $133854.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                             | OFG Bancorp                                             | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      5094 | NS      | $140390.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                             | RBB Bancorp                                             | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |      1848 | NS      | $38530.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AbCellera Biologics Inc                                 | AbCellera Biologics Inc                                 | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |     13879 | NS      | $140594.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp Inc/The                                   | First Bancorp Inc/The                                   | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1342 | NS      | $40179.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                                  | Permian Resources Corp                                  | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     21002 | NS      | $197418.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Instil Bio Inc                                          | Instil Bio Inc                                          | CUSIP: 45783C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8169 | NS      | $5146.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc                   | Artisan Partners Asset Management Inc                   | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      2499 | NS      | $74220.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                                      | Ready Capital Corp                                      | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               |  | US        |      8204 | NS      | $91392.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home Inc                                   | Vivint Smart Home Inc                                   | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8236 | NS      | $98008.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                                   | LiveRamp Holdings Inc                                   | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      7703 | NS      | $180558.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                             | ARMOUR Residential REIT Inc                             | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               |  | US        |     15325 | NS      | $86279.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc                                             | Groupon Inc                                             | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |      2362 | NS      | $20265.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc                                      | UMH Properties Inc                                      | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               |  | US        |       990 | NS      | $15939.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Li-Cycle Holdings Corp                                  | Li-Cycle Holdings Corp                                  | CUSIP: 50202P105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9841 | NS      | $46843.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiplan Corp                                          | Multiplan Corp                                          | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44160 | NS      | $50784.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                                     | Nektar Therapeutics                                     | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     21211 | NS      | $47936.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma Inc                                  | Lyell Immunopharma Inc                                  | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20231 | NS      | $70201.57     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source Inc                             | Custom Truck One Source Inc                             | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4746 | NS      | $29994.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc                                 | PMV Pharmaceuticals Inc                                 | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4385 | NS      | $38149.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution For Savings The                     | Hingham Institution For Savings The                     | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |       167 | NS      | $46085.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc                            | Oil States International Inc                            | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      7394 | NS      | $55159.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc                                   | Dyne Therapeutics Inc                                   | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3691 | NS      | $42778.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                              | Great Southern Bancorp Inc                              | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      1195 | NS      | $71090.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California Inc                   | Pacific Biosciences of California Inc                   | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |     26313 | NS      | $215240.34    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                                | Theravance Biopharma Inc                                | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |       796 | NS      | $8931.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                                | Resources Connection Inc                                | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3765 | NS      | $69200.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                      | Park National Corp                                      | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      1674 | NS      | $235615.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Foods Group Inc                                      | HF Foods Group Inc                                      | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |      4022 | NS      | $16329.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                                        | Green Plains Inc                                        | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      4998 | NS      | $152439.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc                        | Universal Insurance Holdings Inc                        | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      2508 | NS      | $26559.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc                       | KKR Real Estate Finance Trust Inc                       | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |      6556 | NS      | $91521.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                                | OraSure Technologies Inc                                | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      8246 | NS      | $39745.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Energy Inc                                         | Ring Energy Inc                                         | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |      6177 | NS      | $15195.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                             | Columbia Banking System Inc                             | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8748 | NS      | $263577.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Blend Labs Inc                                          | Blend Labs Inc                                          | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21826 | NS      | $31429.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blade Air Mobility Inc                                  | Blade Air Mobility Inc                                  | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6540 | NS      | $23413.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                                     | WSFS Financial Corp                                     | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      6430 | NS      | $291536.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir Inc                                             | Allovir Inc                                             | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3638 | NS      | $18662.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                                 | Methode Electronics Inc                                 | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      4231 | NS      | $187729.47    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                               | OceanFirst Financial Corp                               | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7055 | NS      | $149918.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sema4 Holdings Corp                                     | Sema4 Holdings Corp                                     | CUSIP: 81663L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18772 | NS      | $4952.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Co                                      | Investors Title Co                                      | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       137 | NS      | $20214.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ermenegildo Zegna NV                                    | Ermenegildo Zegna NV                                    | CUSIP: 000000000<br>LEI: 8156003760472AA7E269 | Long             | EC               | CORP              | NL        |      5312 | NS      | $55616.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trean Insurance Group Inc                               | Trean Insurance Group Inc                               | CUSIP: 89457R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2535 | NS      | $15210.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                                      | Forestar Group Inc                                      | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      1550 | NS      | $23885.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc                                | Chinook Therapeutics Inc                                | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |      5883 | NS      | $154134.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc                                    | Lakeland Bancorp Inc                                    | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |      7553 | NS      | $133008.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices Inc                                         | 908 Devices Inc                                         | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1964 | NS      | $14965.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc                                       | Parke Bancorp Inc                                       | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |      1346 | NS      | $27916.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                                      | SmartFinancial Inc                                      | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1912 | NS      | $52580.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights Inc                                     | Berkeley Lights Inc                                     | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |      6621 | NS      | $17744.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corp                                              | Geron Corp                                              | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |     12668 | NS      | $30656.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics Inc                                | Century Therapeutics Inc                                | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2325 | NS      | $11927.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                                  | NextGen Healthcare Inc                                  | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3496 | NS      | $65654.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                                          | API Group Corp                                          | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     24061 | NS      | $452587.41    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HilleVax Inc                                            | HilleVax Inc                                            | CUSIP: 43157M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1614 | NS      | $27002.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                                          | Cantaloupe Inc                                          | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |      2955 | NS      | $12854.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc                                             | TrueCar Inc                                             | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |      9897 | NS      | $24841.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                           | Golar LNG Ltd                                           | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |     10940 | NS      | $249322.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                            | Arconic Corp                                            | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     11798 | NS      | $249645.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                               | Viridian Therapeutics Inc                               | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |      1171 | NS      | $34204.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                               | Merit Medical Systems Inc                               | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |       917 | NS      | $64758.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                              | Belden Inc                                              | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      2315 | NS      | $166448.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc                                   | Sage Therapeutics Inc                                   | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      6058 | NS      | $231052.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                                       | Sleep Number Corp                                       | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      1391 | NS      | $36138.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                           | Hub Group Inc                                           | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3778 | NS      | $300313.22    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc                      | Easterly Government Properties Inc                      | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |     10505 | NS      | $149906.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Realty Trust Inc                                  | Indus Realty Trust Inc                                  | CUSIP: 45580R103<br>LEI: 549300FS2G2L16L2GO91 | Long             | EC               |  | US        |       600 | NS      | $38094.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                        | Movado Group Inc                                        | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      1834 | NS      | $59146.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                    | Associated Banc-Corp                                    | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     17645 | NS      | $407423.05    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                                       | MFA Financial Inc                                       | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               |  | US        |     12000 | NS      | $118200.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc                             | LifeStance Health Group Inc                             | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7889 | NS      | $38971.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                                    | Global Net Lease Inc                                    | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |     12074 | NS      | $151770.18    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                             | Hawkins Inc                                             | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       868 | NS      | $33504.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NL Industries Inc                                       | NL Industries Inc                                       | CUSIP: 629156407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       911 | NS      | $6203.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc                               | Build-A-Bear Workshop Inc                               | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |       447 | NS      | $10656.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                            | Bread Financial Holdings Inc                            | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      4745 | NS      | $178696.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                              | OMNIAB INC                                              | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       588 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MillerKnoll Inc                                         | MillerKnoll Inc                                         | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      8871 | NS      | $186379.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AFC Gamma Inc                                           | AFC Gamma Inc                                           | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               |  | US        |      1841 | NS      | $28958.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                                | Cohu Inc                                                | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      5482 | NS      | $175698.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                                     | Avid Technology Inc                                     | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      1519 | NS      | $40390.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boxed Inc                                               | Boxed Inc                                               | CUSIP: 103174108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6406 | NS      | $1248.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                                      | PetMed Express Inc                                      | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |       484 | NS      | $8566.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadmark Realty Capital Inc                            | Broadmark Realty Capital Inc                            | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               |  | US        |     15109 | NS      | $53788.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                                  | Greenbrier Cos Inc/The                                  | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      3695 | NS      | $123893.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                                    | Red Rock Resorts Inc                                    | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3251 | NS      | $130072.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Volta Inc                                               | Volta Inc                                               | CUSIP: 92873V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14330 | NS      | $5092.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                            | Select Medical Holdings Corp                            | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1853 | NS      | $46009.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                           | Adaptive Biotechnologies Corp                           | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     12425 | NS      | $94927.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                           | B&G Foods Inc                                           | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      8276 | NS      | $92277.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Container Store Group Inc/The                           | Container Store Group Inc/The                           | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |      3603 | NS      | $15528.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benson Hill Inc                                         | Benson Hill Inc                                         | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10358 | NS      | $26412.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                                | Travere Therapeutics Inc                                | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       644 | NS      | $13543.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SecureWorks Corp                                        | SecureWorks Corp                                        | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1301 | NS      | $8313.39      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group Inc                                     | Franchise Group Inc                                     | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |       206 | NS      | $4906.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordic American Tankers Ltd                             | Nordic American Tankers Ltd                             | CUSIP: 000000000<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | BM        |     23810 | NS      | $72858.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                                        | Saul Centers Inc                                        | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |       110 | NS      | $4474.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc                                             | eHealth Inc                                             | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |      2330 | NS      | $11277.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc                                       | Willdan Group Inc                                       | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      1221 | NS      | $21794.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                             | Tootsie Roll Industries Inc                             | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |       259 | NS      | $11025.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc                              | Cardiovascular Systems Inc                              | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |      2094 | NS      | $28520.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                                | IDT Corp                                                | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |       506 | NS      | $14254.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage Inc                                  | Angel Oak Mortgage Inc                                  | CUSIP: 03464Y108<br>LEI: 5493008M8D7W7VZZ7V36 | Long             | EC               |  | US        |      1465 | NS      | $6929.45      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Ridge Bankshares Inc                               | Blue Ridge Bankshares Inc                               | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2159 | NS      | $26965.91     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                | Granite Construction Inc                                | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      5153 | NS      | $180715.71    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                                                | IonQ Inc                                                | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12040 | NS      | $41538.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                                | First Mid Bancshares Inc                                | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2336 | NS      | $74938.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                              | Erasca Inc                                              | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7595 | NS      | $32734.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                               | Vanda Pharmaceuticals Inc                               | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      6494 | NS      | $47990.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                            | National Vision Holdings Inc                            | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      8579 | NS      | $332522.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc                              | Worthington Industries Inc                              | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      3655 | NS      | $181690.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Fuels Inc/Canada                                 | Energy Fuels Inc/Canada                                 | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |      3267 | NS      | $20288.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                         | Whitestone REIT                                         | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |      5301 | NS      | $51101.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                        | InterDigital Inc                                        | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2203 | NS      | $109004.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                          | Buckle Inc/The                                          | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       260 | NS      | $11791.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cumulus Media Inc                                       | Cumulus Media Inc                                       | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2110 | NS      | $13103.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillz Inc                                              | Skillz Inc                                              | CUSIP: 83067L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36840 | NS      | $18659.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                          | QuinStreet Inc                                          | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      5543 | NS      | $79542.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                       | Bristow Group Inc                                       | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      2715 | NS      | $73657.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc                             | First Western Financial Inc                             | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |       991 | NS      | $27896.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                            | Supernus Pharmaceuticals Inc                            | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      5742 | NS      | $204817.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc                  | Natural Grocers by Vitamin Cottage Inc                  | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |       169 | NS      | $1544.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                           | Consensus Cloud Solutions Inc                           | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1129 | NS      | $60695.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                                      | Hostess Brands Inc                                      | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15532 | NS      | $348538.08    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                             | Centerspace                                             | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |      1751 | NS      | $102731.17    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi Inc                                               | Unifi Inc                                               | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |      1575 | NS      | $13560.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                | Winnebago Industries Inc                                | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      3472 | NS      | $182974.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FVCBankcorp Inc                                         | FVCBankcorp Inc                                         | CUSIP: 36120Q101<br>LEI: 549300MSW6NY44KG3397 | Long             | EC               | CORP              | US        |      1395 | NS      | $26602.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| West BanCorp Inc                                        | West BanCorp Inc                                        | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |      1763 | NS      | $45044.65     | 0.03%             |  |  |  | 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        |     11739 | NS      | $123142.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                          | Praxis Precision Medicines Inc                          | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4093 | NS      | $9741.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc                                   | Farmland Partners Inc                                   | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |      5636 | NS      | $70224.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                                          | AnaptysBio Inc                                          | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      2356 | NS      | $73012.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Value Line Inc                                          | Value Line Inc                                          | CUSIP: 920437100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         9 | NS      | $457.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                       | RLJ Lodging Trust                                       | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |     18634 | NS      | $197334.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                                       | Vista Outdoor Inc                                       | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      6515 | NS      | $158770.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hycroft Mining Holding Corp                             | Hycroft Mining Holding Corp                             | CUSIP: 44862P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2208 | NS      | $1174.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                               | California Resources Corp                               | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      8646 | NS      | $376187.46    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                              | Amalgamated Financial Corp                              | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2123 | NS      | $48913.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp                  | National Energy Services Reunited Corp                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      4384 | NS      | $30424.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitae Corp                                            | Invitae Corp                                            | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |     28327 | NS      | $52688.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                        | Hope Bancorp Inc                                        | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     11956 | NS      | $153156.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc                                       | Qurate Retail Inc                                       | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |     41061 | NS      | $66929.43     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                                   | Triumph Financial Inc                                   | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      1748 | NS      | $85424.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                               | Agios Pharmaceuticals Inc                               | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      6327 | NS      | $177662.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                                | Southside Bancshares Inc                                | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      3276 | NS      | $117903.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc                                             | Tiptree Inc                                             | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2922 | NS      | $40440.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                                 | Modine Manufacturing Co                                 | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      5796 | NS      | $115108.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp                       | First Commonwealth Financial Corp                       | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      9709 | NS      | $135634.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Digimarc Corp                                           | Digimarc Corp                                           | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Long             | EC               | CORP              | US        |        83 | NS      | $1534.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                           | Frontdoor Inc                                           | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      9584 | NS      | $199347.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc                                | AvidXchange Holdings Inc                                | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1805 | NS      | $17941.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                                       | Inari Medical Inc                                       | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       497 | NS      | $31589.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc                         | Aerojet Rocketdyne Holdings Inc                         | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      2303 | NS      | $128806.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                                   | World Acceptance Corp                                   | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       147 | NS      | $9693.18      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp                                     | BRT Apartments Corp                                     | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               |  | US        |      1371 | NS      | $26926.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                             | Monte Rosa Therapeutics Inc                             | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3505 | NS      | $26673.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                            | Victory Capital Holdings Inc                            | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      1394 | NS      | $37401.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                               | Community Bank System Inc                               | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      5827 | NS      | $366809.65    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                             | Maximus Inc                                             | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       412 | NS      | $30211.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                             | iRobot Corp                                             | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |       383 | NS      | $18433.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc                                 | Lifecore Biomedical Inc                                 | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |      2885 | NS      | $18694.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                    | Tri Pointe Homes Inc                                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10644 | NS      | $197871.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc                                            | Precigen Inc                                            | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |      1853 | NS      | $2816.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Teknova Inc                                       | Alpha Teknova Inc                                       | CUSIP: 02080L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       552 | NS      | $3113.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                                    | JELD-WEN Holding Inc                                    | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      6214 | NS      | $59965.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corp                                      | American Well Corp                                      | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26798 | NS      | $75838.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc                                       | GCM Grosvenor Inc                                       | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       589 | NS      | $4482.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Relmada Therapeutics Inc                                | Relmada Therapeutics Inc                                | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |       865 | NS      | $3018.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aemetis Inc                                             | Aemetis Inc                                             | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               | CORP              | US        |      3677 | NS      | $14560.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                                 | CNO Financial Group Inc                                 | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     13438 | NS      | $307058.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc                                        | Rocky Brands Inc                                        | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |       713 | NS      | $16841.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd                          | James River Group Holdings Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      4128 | NS      | $86316.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                          | Trustmark Corp                                          | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      6380 | NS      | $222725.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PFSweb Inc                                              | PFSweb Inc                                              | CUSIP: 717098206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1916 | NS      | $11783.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tattooed Chef Inc                                       | Tattooed Chef Inc                                       | CUSIP: 87663X102<br>LEI: 5493005UQQNAE47M7Q04 | Long             | EC               | CORP              | US        |       441 | NS      | $542.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                          | Ameris Bancorp                                          | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      7773 | NS      | $366419.22    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies Inc                          | Allied Motion Technologies Inc                          | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |       131 | NS      | $4560.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                                         | Porch Group Inc                                         | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |      9708 | NS      | $18251.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                             | Asbury Automotive Group Inc                             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      1827 | NS      | $327489.75    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunlight Financial Holdings Inc                         | Sunlight Financial Holdings Inc                         | CUSIP: 86738J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2771 | NS      | $3574.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings Inc                      | Arcturus Therapeutics Holdings Inc                      | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       244 | NS      | $4138.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                                | Kearny Financial Corp/MD                                | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7158 | NS      | $72653.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                                    | TrustCo Bank Corp NY                                    | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1916 | NS      | $72022.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SWK Holdings Corp                                       | SWK Holdings Corp                                       | CUSIP: 78501P203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       275 | NS      | $4851.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co                                          | Tejon Ranch Co                                          | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |      2259 | NS      | $42559.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                               | Intellia Therapeutics Inc                               | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      3416 | NS      | $119184.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                                  | Group 1 Automotive Inc                                  | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      1644 | NS      | $296528.28    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Point Capital Inc                                  | Home Point Capital Inc                                  | CUSIP: 43734L106<br>LEI: 549300DQF6YN0E43PM71 | Long             | EC               | CORP              | US        |      1033 | NS      | $1415.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                      | Axos Financial Inc                                      | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      6011 | NS      | $229740.42    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Point Biopharma Global Inc                              | Point Biopharma Global Inc                              | CUSIP: 730541109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       651 | NS      | $4745.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                                   | Civitas Resources Inc                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      8590 | NS      | $497618.70    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                          | Dorian LPG Ltd                                          | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |      3573 | NS      | $67708.35     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                                           | Dril-Quip Inc                                           | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      3914 | NS      | $106343.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                                         | Marcus Corp/The                                         | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      2906 | NS      | $41817.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc                              | NGM Biopharmaceuticals Inc                              | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |      1858 | NS      | $9327.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc                           | Papa John's International Inc                           | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      1062 | NS      | $87413.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                                   | Oxford Industries Inc                                   | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       551 | NS      | $51342.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                                    | Wabash National Corp                                    | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |       697 | NS      | $15752.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Corp                         | Franklin Street Properties Corp                         | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               |  | US        |     11778 | NS      | $32153.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio Inc                                        | Bluebird Bio Inc                                        | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9659 | NS      | $66840.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corp                                         | Glatfelter Corp                                         | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |      5062 | NS      | $14072.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                             | Pediatrix Medical Group Inc                             | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9512 | NS      | $141348.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amyris Inc                                              | Amyris Inc                                              | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Long             | EC               | CORP              | US        |     20360 | NS      | $31150.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace Inc                                         | Squarespace Inc                                         | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |      2665 | NS      | $59083.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JOANN Inc                                               | JOANN Inc                                               | CUSIP: 47768J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1218 | NS      | $3471.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                                | Gogo Inc                                                | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      5466 | NS      | $80678.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                           | American Eagle Outfitters Inc                           | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     17939 | NS      | $250428.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc                                             | RxSight Inc                                             | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       124 | NS      | $1571.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc                        | First Watch Restaurant Group Inc                        | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1124 | NS      | $15207.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                                     | Designer Brands Inc                                     | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      1645 | NS      | $16088.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya Holdings Corp                                     | Avaya Holdings Corp                                     | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |     10289 | NS      | $2016.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                          | Sierra Bancorp                                          | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1797 | NS      | $38168.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                                   | Bed Bath & Beyond Inc                                   | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |      2583 | NS      | $6483.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap One Holdings Corp                                  | Snap One Holdings Corp                                  | CUSIP: 83303Y105<br>LEI: 254900UH1TKVPR8FDW43 | Long             | EC               | CORP              | US        |      2103 | NS      | $15583.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                        | StoneX Group Inc                                        | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      1843 | NS      | $175637.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                             | Kennedy-Wilson Holdings Inc                             | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     13870 | NS      | $218175.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Artesian Resources Corp                                 | Artesian Resources Corp                                 | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       301 | NS      | $17632.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp                                 | Silvergate Capital Corp                                 | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |       775 | NS      | $13485.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CompoSecure Inc                                         | CompoSecure Inc                                         | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       106 | NS      | $520.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                 | First Financial Bancorp                                 | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      9913 | NS      | $240191.99    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                        | LendingClub Corp                                        | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     11551 | NS      | $101648.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                              | DiamondRock Hospitality Co                              | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |     24459 | NS      | $200319.21    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                                | Patterson-UTI Energy Inc                                | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      8087 | NS      | $136185.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                     | Acadia Realty Trust                                     | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               |  | US        |     10698 | NS      | $153516.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc                           | Empire State Realty Trust Inc                           | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               |  | US        |     15480 | NS      | $104335.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Bancorp Inc                                   | Provident Bancorp Inc                                   | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1691 | NS      | $12310.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                            | Knowles Corp                                            | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     10447 | NS      | $171539.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc                           | Barrett Business Services Inc                           | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |        87 | NS      | $8115.36      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                     | Terreno Realty Corp                                     | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |      8681 | NS      | $493688.47    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc                                   | Radiant Logistics Inc                                   | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      3101 | NS      | $15784.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                                       | Shoe Carnival Inc                                       | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2001 | NS      | $47843.91     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pactiv Evergreen Inc                                    | Pactiv Evergreen Inc                                    | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |      5009 | NS      | $56902.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc                                       | PROS Holdings Inc                                       | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |      1703 | NS      | $41314.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Pharmaceuticals Inc                            | EyePoint Pharmaceuticals Inc                            | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |      1625 | NS      | $5687.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                                  | Banc of California Inc                                  | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      6381 | NS      | $101649.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp                                | Atlanticus Holdings Corp                                | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       201 | NS      | $5266.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                                  | Horizon Bancorp Inc/IN                                  | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      4767 | NS      | $71886.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals Inc                       | United States Lime & Minerals Inc                       | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |        47 | NS      | $6615.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp                                    | Applied Digital Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4698 | NS      | $8644.32      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillsoft Corp                                          | Skillsoft Corp                                          | CUSIP: 83066P200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9574 | NS      | $12446.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sculptor Capital Management Inc                         | Sculptor Capital Management Inc                         | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               | CORP              | US        |      1628 | NS      | $14098.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc                                            | Lemonade Inc                                            | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |      5520 | NS      | $75513.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                                        | AdaptHealth Corp                                        | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8419 | NS      | $161813.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                               | iStar Inc                                               | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |      8029 | NS      | $61261.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc                                           | DHI Group Inc                                           | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |       679 | NS      | $3591.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corp                                  | Arbutus Biopharma Corp                                  | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | CA        |      6019 | NS      | $14024.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                                              | Fastly Inc                                              | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |     13280 | NS      | $108763.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Landsea Homes Corp                                      | Landsea Homes Corp                                      | CUSIP: 51509P103<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | US        |       915 | NS      | $4767.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeva Technologies Inc                                   | Aeva Technologies Inc                                   | CUSIP: 00835Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10735 | NS      | $14599.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                                | Green Brick Partners Inc                                | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      2225 | NS      | $53911.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Corp                         | Peoples Financial Services Corp                         | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       895 | NS      | $46396.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Digital Holdings Inc                           | Marathon Digital Holdings Inc                           | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |     13699 | NS      | $46850.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                            | Archrock Inc                                            | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     15676 | NS      | $140770.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp                              | InvenTrust Properties Corp                              | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               |  | US        |      7851 | NS      | $185833.17    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GrowGeneration Corp                                     | GrowGeneration Corp                                     | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6725 | NS      | $26362.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group Inc                        | Distribution Solutions Group Inc                        | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        51 | NS      | $1879.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                 | AZZ Inc                                                 | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      2797 | NS      | $112439.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment Inc                              | Inspired Entertainment Inc                              | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |       783 | NS      | $9920.61      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                               | Ambac Financial Group Inc                               | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      5199 | NS      | $90670.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring Holdings Inc                                | LL Flooring Holdings Inc                                | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3268 | NS      | $18366.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                 | Physicians Realty Trust                                 | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |     26445 | NS      | $382659.15    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai Inc                                               | C3.ai Inc                                               | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |      5606 | NS      | $62731.14     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allbirds Inc                                            | Allbirds Inc                                            | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8208 | NS      | $19863.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                                | Chefs' Warehouse Inc/The                                | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      1188 | NS      | $39536.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                              | Xenia Hotels & Resorts Inc                              | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |     13315 | NS      | $175491.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Oncology Inc                                   | Cullinan Oncology Inc                                   | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3531 | NS      | $37252.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp                               | Big 5 Sporting Goods Corp                               | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |      2474 | NS      | $21845.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Destination XL Group Inc                                | Destination XL Group Inc                                | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3230 | NS      | $21802.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc                                     | Mission Produce Inc                                     | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |      4013 | NS      | $46631.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                                   | ProPetro Holding Corp                                   | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10119 | NS      | $104934.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                       | Five Star Bancorp                                       | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |      1009 | NS      | $27485.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Express Inc                                             | Express Inc                                             | CUSIP: 30219E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7150 | NS      | $7293.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                                     | Addus HomeCare Corp                                     | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      1075 | NS      | $106951.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                         | SouthState Corp                                         | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      8802 | NS      | $672120.72    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc                                              | N-able Inc                                              | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1057 | NS      | $10865.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Necessity Retail REIT Inc/The                           | Necessity Retail REIT Inc/The                           | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               |  | US        |     15604 | NS      | $92531.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc                                                 | Olo Inc                                                 | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10562 | NS      | $66012.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Outbrain Inc                                            | Outbrain Inc                                            | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |      4479 | NS      | $16213.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                                | Independent Bank Corp/MI                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2522 | NS      | $60326.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp                                      | CTI BioPharma Corp                                      | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9380 | NS      | $56373.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                                 | ANI Pharmaceuticals Inc                                 | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      1463 | NS      | $58856.49     | 0.04%             |  |  |  | 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        |      3628 | NS      | $43354.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc                       | Computer Programs and Systems Inc                       | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      1595 | NS      | $43415.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines Inc                                | REVOLUTION Medicines Inc                                | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |      7531 | NS      | $179388.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                           | Lions Gate Entertainment Corp                           | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |      7251 | NS      | $41403.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                                    | First Foundation Inc                                    | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |      6067 | NS      | $86940.11     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                              | EZCORP Inc                                              | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      5769 | NS      | $47017.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                              | Arcosa Inc                                              | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      5636 | NS      | $306260.24    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings Inc                           | Concrete Pumping Holdings Inc                           | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2962 | NS      | $17327.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                              | Nelnet Inc                                              | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      1697 | NS      | $154002.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SUB RIGHTS PLBY GROUP INC                               | SUB RIGHTS PLBY GROUP INC                               | CUSIP: 728RGT010<br>LEI: N/A                  | N/A              | DE               |  | US        |      3786 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novagold Resources Inc                                  | Novagold Resources Inc                                  | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |      1177 | NS      | $7038.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                                 | Century Communities Inc                                 | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      3055 | NS      | $152780.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                                      | Origin Bancorp Inc                                      | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      2760 | NS      | $101292.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc                            | RCI Hospitality Holdings Inc                            | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |        73 | NS      | $6802.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLBY Group Inc                                          | PLBY Group Inc                                          | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4796 | NS      | $13189.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                      | UMB Financial Corp                                      | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      5137 | NS      | $429042.24    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Financial Group Inc                              | Summit Financial Group Inc                              | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1395 | NS      | $34721.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                               | GoPro Inc                                               | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     15038 | NS      | $74889.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                 | Kite Realty Group Trust                                 | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |     25311 | NS      | $532796.55    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                                            | Biohaven Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      2774 | NS      | $38503.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                              | Huron Consulting Group Inc                              | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |       928 | NS      | $67372.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                             | Iovance Biotherapeutics Inc                             | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     17626 | NS      | $112630.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentus Inc                                            | Momentus Inc                                            | CUSIP: 60879E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4592 | NS      | $3581.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp                             | United States Cellular Corp                             | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      1709 | NS      | $35632.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc                                    | Biglari Holdings Inc                                    | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |        86 | NS      | $11936.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                           | Materion Corp                                           | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       146 | NS      | $12776.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd                                        | Enstar Group Ltd                                        | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |      1323 | NS      | $305665.92    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                                             | Harsco Corp                                             | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      9090 | NS      | $57176.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                                | American States Water Co                                | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      2249 | NS      | $208144.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc                          | Information Services Group Inc                          | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |      2255 | NS      | $10373.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                                           | Costamare Inc                                           | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |      6062 | NS      | $56255.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NuScale Power Corp                                      | NuScale Power Corp                                      | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3607 | NS      | $37007.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp                              | Farmers National Banc Corp                              | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3820 | NS      | $53938.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                                       | NorthWestern Corp                                       | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      6766 | NS      | $401494.44    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc                            | Braemar Hotels & Resorts Inc                            | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               |  | US        |      7753 | NS      | $31864.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc                                   | Alphatec Holdings Inc                                   | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |       930 | NS      | $11485.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                      | Mativ Holdings Inc                                      | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      5921 | NS      | $123748.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics Inc                                | Mersana Therapeutics Inc                                | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |     10750 | NS      | $62995.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                              | Standex International Corp                              | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      1382 | NS      | $141530.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                 | Brandywine Realty Trust                                 | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |     19786 | NS      | $121683.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                        | Ryman Hospitality Properties Inc                        | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |      6260 | NS      | $511942.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                                 | Lakeland Financial Corp                                 | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       233 | NS      | $17002.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                                  | American Vanguard Corp                                  | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |       398 | NS      | $8640.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                            | La-Z-Boy Inc                                            | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      5021 | NS      | $114579.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vinco Ventures Inc                                      | Vinco Ventures Inc                                      | CUSIP: 927330100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10981 | NS      | $5095.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                                    | Shore Bancshares Inc                                    | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2246 | NS      | $39147.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                               | Spire Inc                                               | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      5964 | NS      | $410681.04    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                                   | MeiraGTx Holdings plc                                   | CUSIP: 000000000<br>LEI: 54930007YV6NYIOGFZ57 | Long             | EC               | CORP              | KY        |      3240 | NS      | $21124.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bakkt Holdings Inc                                      | Bakkt Holdings Inc                                      | CUSIP: 05759B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6748 | NS      | $8030.12      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                                          | Globalstar Inc                                          | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |     12835 | NS      | $17070.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                      | Avanos Medical Inc                                      | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      5369 | NS      | $145285.14    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Recursion Pharmaceuticals Inc                           | Recursion Pharmaceuticals Inc                           | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14494 | NS      | $111748.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyliion Holdings Corp                                   | Hyliion Holdings Corp                                   | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15872 | NS      | $37140.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                            | Diversified Healthcare Trust                            | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               |  | US        |     28505 | NS      | $18437.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc                                | Celldex Therapeutics Inc                                | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |      4183 | NS      | $186436.31    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                          | BankUnited Inc                                          | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      8641 | NS      | $293534.77    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                            | WesBanco Inc                                            | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6839 | NS      | $252906.22    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                                  | US Silica Holdings Inc                                  | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |      7368 | NS      | $92100.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Proterra Inc                                            | Proterra Inc                                            | CUSIP: 74374T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13965 | NS      | $52648.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen Inc                                           | ImmunoGen Inc                                           | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     12772 | NS      | $63349.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Up Experience Inc                                | Wheels Up Experience Inc                                | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18826 | NS      | $19390.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                          | Constellium SE                                          | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |      6852 | NS      | $81059.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                        | Black Hills Corp                                        | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      7612 | NS      | $535428.08    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                              | Fluor Corp                                              | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      1474 | NS      | $51088.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc               | Apollo Commercial Real Estate Finance Inc               | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               |  | US        |     16320 | NS      | $175603.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                                   | ICF International Inc                                   | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       640 | NS      | $63392.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                          | Kennametal Inc                                          | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      9489 | NS      | $228305.34    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC                         | First Bancorp/Southern Pines NC                         | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4103 | NS      | $175772.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                                   | Helmerich & Payne Inc                                   | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     11985 | NS      | $594096.45    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                               | American Assets Trust Inc                               | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |      5758 | NS      | $152587.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp                               | Gladstone Commercial Corp                               | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               |  | US        |       354 | NS      | $6549.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc                              | South Plains Financial Inc                              | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      1227 | NS      | $33779.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PepGen Inc                                              | PepGen Inc                                              | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1372 | NS      | $18343.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio Inc                                      | Provention Bio Inc                                      | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               | CORP              | US        |      1029 | NS      | $10876.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cenntro Electric Group Ltd                              | Cenntro Electric Group Ltd                              | CUSIP: 000000000<br>LEI: 549300UDHPKCYMMCEM56 | Long             | EC               | CORP              | AU        |     21417 | NS      | $9423.48      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ouster Inc                                              | Ouster Inc                                              | CUSIP: 68989M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17270 | NS      | $14904.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                | Resideo Technologies Inc                                | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     16815 | NS      | $276606.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                                       | AngioDynamics Inc                                       | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      4280 | NS      | $58935.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                                   | Twist Bioscience Corp                                   | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      2006 | NS      | $47762.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Athira Pharma Inc                                       | Athira Pharma Inc                                       | CUSIP: 04746L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3815 | NS      | $12093.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd                         | Alpha & Omega Semiconductor Ltd                         | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |       585 | NS      | $16713.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                                        | RealReal Inc/The                                        | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |      8716 | NS      | $10895.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                              | Enanta Pharmaceuticals Inc                              | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      2044 | NS      | $95086.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp                                            | Denny's Corp                                            | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |      1743 | NS      | $16053.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                                       | Joby Aviation Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2750 | NS      | $9212.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                            | Invesco Mortgage Capital Inc                            | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |      4134 | NS      | $52625.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                  | Patrick Industries Inc                                  | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      2259 | NS      | $136895.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                              | Horace Mann Educators Corp                              | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      4325 | NS      | $161625.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc                                          | Brightcove Inc                                          | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |      1504 | NS      | $7865.92      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corp                                      | Macatawa Bank Corp                                      | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3531 | NS      | $38946.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioxcel Therapeutics Inc                                | Bioxcel Therapeutics Inc                                | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |      2242 | NS      | $48158.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                            | TrueBlue Inc                                            | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3742 | NS      | $73268.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Ltd                            | Textainer Group Holdings Ltd                            | CUSIP: 000000000<br>LEI: 529900OHEYRATAFMIT89 | Long             | EC               | CORP              | BM        |      4326 | NS      | $134149.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                            | Compass Diversified Holdings                            | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |      7325 | NS      | $133534.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International Inc                        | Sunnova Energy International Inc                        | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |     11523 | NS      | $207529.23    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Foundry Bancorp                                    | Blue Foundry Bancorp                                    | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |      3076 | NS      | $39526.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc                                     | Sutro Biopharma Inc                                     | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |      6238 | NS      | $50403.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                                | Rackspace Technology Inc                                | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6776 | NS      | $19989.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software Inc/GA                                | American Software Inc/GA                                | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1051 | NS      | $15428.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                                   | John Wiley & Sons Inc                                   | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |       352 | NS      | $14101.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                                      | Everi Holdings Inc                                      | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |      4628 | NS      | $66411.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp                                   | Innovage Holding Corp                                   | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2027 | NS      | $14553.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                                | Hersha Hospitality Trust                                | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               |  | US        |      3444 | NS      | $29342.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                                          | Lands' End Inc                                          | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      1724 | NS      | $13085.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                             | Kiniksa Pharmaceuticals Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       140 | NS      | $2097.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc                                     | Colony Bankcorp Inc                                     | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2050 | NS      | $26014.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp                                               | ACNB Corp                                               | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1031 | NS      | $41044.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Leafly Holdings Inc                                     | Leafly Holdings Inc                                     | CUSIP: 52178J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1044 | NS      | $680.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                  | First Internet Bancorp                                  | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      1034 | NS      | $25105.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corp                                         | Bank First Corp                                         | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       903 | NS      | $83816.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cepton Inc                                              | Cepton Inc                                              | CUSIP: 15673X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       845 | NS      | $1073.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                     | Signet Jewelers Ltd                                     | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      5327 | NS      | $362236.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                               | Greif Inc                                               | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      2531 | NS      | $169728.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                                | Ultra Clean Holdings Inc                                | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      3467 | NS      | $114931.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                             | OneSpan Inc                                             | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |      3002 | NS      | $33592.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                         | Bancorp Inc/The                                         | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2619 | NS      | $74327.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                            | LivaNova PLC                                            | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |      1492 | NS      | $82865.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics Inc                                 | Jounce Therapeutics Inc                                 | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |      5044 | NS      | $5598.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                              | Nkarta Inc                                              | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3842 | NS      | $23013.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                      | LTC Properties Inc                                      | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |      4648 | NS      | $165143.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                               | Calix Inc                                               | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      1427 | NS      | $97649.61     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc                                  | Sana Biotechnology Inc                                  | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10374 | NS      | $40977.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                                          | Cleanspark Inc                                          | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |      5394 | NS      | $11003.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp                                   | Alerus Financial Corp                                   | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |      1872 | NS      | $43711.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                             | Two Harbors Investment Corp                             | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |     10059 | NS      | $158630.43    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products Inc                            | Resolute Forest Products Inc                            | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5349 | NS      | $115484.91    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                                           | Bandwidth Inc                                           | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      2164 | NS      | $49663.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                       | Corporate Office Properties Trust                       | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     11636 | NS      | $301837.84    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CBL & Associates Properties Inc                         | CBL & Associates Properties Inc                         | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               |  | US        |      2590 | NS      | $59777.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                                      | Ingles Markets Inc                                      | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      1676 | NS      | $161666.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                                 | NOW Inc                                                 | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     12854 | NS      | $163245.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tile Shop Holdings Inc                                  | Tile Shop Holdings Inc                                  | CUSIP: 88677Q109<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               | CORP              | US        |      3648 | NS      | $15978.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                                               | IMAX Corp                                               | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |      2186 | NS      | $32046.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rover Group Inc                                         | Rover Group Inc                                         | CUSIP: 77936F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       484 | NS      | $1776.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                            | Adtalem Global Education Inc                            | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      5219 | NS      | $185274.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                                   | Bar Harbor Bankshares                                   | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1868 | NS      | $59850.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp                                       | Boston Omaha Corp                                       | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |      2431 | NS      | $64421.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                           | Lions Gate Entertainment Corp                           | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     13066 | NS      | $70948.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries Inc                                    | NACCO Industries Inc                                    | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       484 | NS      | $18392.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                                           | REV Group Inc                                           | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      3830 | NS      | $48334.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                                              | Kaman Corp                                              | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |      3247 | NS      | $72408.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Co                                        | Eastman Kodak Co                                        | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |      6649 | NS      | $20279.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SomaLogic Inc                                           | SomaLogic Inc                                           | CUSIP: 83444K105<br>LEI: 549300D3W3Q8CN30YO25 | Long             | EC               | CORP              | US        |     15322 | NS      | $38458.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                                       | RMR Group Inc/The                                       | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |       681 | NS      | $19238.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                                   | Cara Therapeutics Inc                                   | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |      5164 | NS      | $55461.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc                                  | Akero Therapeutics Inc                                  | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      3771 | NS      | $206650.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                                 | Flushing Financial Corp                                 | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3606 | NS      | $69884.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crawford & Co                                           | Crawford & Co                                           | CUSIP: 224633206<br>LEI: 7TZZFJ2GPOGLWIKIXY82 | Long             | EC               | CORP              | US        |      2044 | NS      | $11364.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                               | Benchmark Electronics Inc                               | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      4008 | NS      | $106973.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals Inc                              | Inovio Pharmaceuticals Inc                              | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |     28865 | NS      | $45029.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                               | Columbus McKinnon Corp/NY                               | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      3255 | NS      | $105689.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                                      | Verint Systems Inc                                      | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |       699 | NS      | $25359.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                                | Regional Management Corp                                | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |       903 | NS      | $25356.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT Inc                                                 | AXT Inc                                                 | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |      4625 | NS      | $20257.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                         | Scholastic Corp                                         | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3495 | NS      | $137912.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Lithium Inc                                    | Piedmont Lithium Inc                                    | CUSIP: 72016P105<br>LEI: 254900QJ73581MY1JN11 | Long             | EC               | CORP              | US        |      1463 | NS      | $64401.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                              | Tarsus Pharmaceuticals Inc                              | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2123 | NS      | $31123.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens & Northern Corp                                | Citizens & Northern Corp                                | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2015 | NS      | $46062.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts Inc                                  | Full House Resorts Inc                                  | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |      2775 | NS      | $20868.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                            | Sanmina Corp                                            | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      6619 | NS      | $379202.51    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                                     | Health Catalyst Inc                                     | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |      6394 | NS      | $67968.22     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUp Inc                                             | ThredUp Inc                                             | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |      5720 | NS      | $7493.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic First Bancorp Inc                              | Republic First Bancorp Inc                              | CUSIP: 760416107<br>LEI: 254900GIRCF2RJWU8438 | Long             | EC               | CORP              | US        |      6433 | NS      | $13830.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp                                     | Park Aerospace Corp                                     | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |      2174 | NS      | $29153.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                                   | BlueLinx Holdings Inc                                   | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      1019 | NS      | $72461.09     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                               | International Seaways Inc                               | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |      5671 | NS      | $209940.42    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc                                                  | 2U Inc                                                  | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |      8821 | NS      | $55307.67     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                                    | Hilltop Holdings Inc                                    | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      5976 | NS      | $179339.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                                    | Manitowoc Co Inc/The                                    | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      4061 | NS      | $37198.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                         | Planet Labs PBC                                         | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2268 | NS      | $9865.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                           | Selective Insurance Group Inc                           | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      7001 | NS      | $620358.61    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                               | Beacon Roofing Supply Inc                               | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      1799 | NS      | $94969.21     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                                             | Magnite Inc                                             | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     15358 | NS      | $162641.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc/TX                               | America's Car-Mart Inc/TX                               | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       687 | NS      | $49642.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                                     | Tronox Holdings PLC                                     | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |     13644 | NS      | $187059.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc                                          | Eventbrite Inc                                          | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |      1081 | NS      | $6334.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                            | Sunstone Hotel Investors Inc                            | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |     24731 | NS      | $238901.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolv Technologies Holdings Inc                         | Evolv Technologies Holdings Inc                         | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9859 | NS      | $25534.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunityBio Inc                                         | ImmunityBio Inc                                         | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |      2149 | NS      | $10895.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                            | Portland General Electric Co                            | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     10463 | NS      | $512687.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank/Hamilton NJ                                  | First Bank/Hamilton NJ                                  | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |      2029 | NS      | $27919.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings Inc                              | E2open Parent Holdings Inc                              | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23352 | NS      | $137076.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining Inc                                       | Cipher Mining Inc                                       | CUSIP: 17253J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4910 | NS      | $2749.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Blockchain Inc                                     | Riot Blockchain Inc                                     | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |     18533 | NS      | $62826.87     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Global Infrastructure Inc                        | Radius Global Infrastructure Inc                        | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |      8893 | NS      | $105115.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                                       | Mitek Systems Inc                                       | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |       315 | NS      | $3052.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                      | PennyMac Mortgage Investment Trust                      | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |      8308 | NS      | $102936.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT Inc                            | Plymouth Industrial REIT Inc                            | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               |  | US        |      4382 | NS      | $84046.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                               | ePlus Inc                                               | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       722 | NS      | $31970.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxart Inc                                              | Vaxart Inc                                              | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11582 | NS      | $11129.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                       | FB Financial Corp                                       | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      4317 | NS      | $156016.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                                | Broadstone Net Lease Inc                                | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |     20064 | NS      | $325237.44    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantum-Si Inc                                          | Quantum-Si Inc                                          | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10585 | NS      | $19370.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bird Global Inc                                         | Bird Global Inc                                         | CUSIP: 09077J107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20795 | NS      | $3747.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                                      | Thryv Holdings Inc                                      | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2263 | NS      | $42997.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                            | AerSale Corp                                            | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2395 | NS      | $38846.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                                   | Heartland Express Inc                                   | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |      5314 | NS      | $81516.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                          | PBF Energy Inc                                          | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      8828 | NS      | $360005.84    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                              | Rambus Inc                                              | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      2005 | NS      | $71819.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                             | Deluxe Corp                                             | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      5050 | NS      | $85749.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Newpark Resources Inc                                   | Newpark Resources Inc                                   | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     10032 | NS      | $41632.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp                                            | Inseego Corp                                            | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |      7888 | NS      | $6645.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                          | ScanSource Inc                                          | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      2897 | NS      | $84650.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                             | NETGEAR Inc                                             | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      3268 | NS      | $59183.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                        | Elme Communities                                        | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |     10216 | NS      | $181844.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ur-Energy Inc                                           | Ur-Energy Inc                                           | CUSIP: 91688R108<br>LEI: 5493004ZEMNWEC7T6X93 | Long             | EC               | CORP              | CA        |      2705 | NS      | $3110.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                               | GATX Corp                                               | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      3855 | NS      | $409940.70    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ContextLogic Inc                                        | ContextLogic Inc                                        | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               | CORP              | US        |     67928 | NS      | $33128.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                                        | Nuvation Bio Inc                                        | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13392 | NS      | $25712.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc                              | Bridgewater Bancshares Inc                              | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      2051 | NS      | $36384.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services Inc                              | Select Energy Services Inc                              | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |      8308 | NS      | $76765.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Bancorp Inc/MI                                 | Sterling Bancorp Inc/MI                                 | CUSIP: 85917W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2216 | NS      | $13495.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                                     | Krystal Biotech Inc                                     | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      1662 | NS      | $131663.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc                                  | Old Second Bancorp Inc                                  | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |      5040 | NS      | $80841.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Reata Pharmaceuticals Inc                               | Reata Pharmaceuticals Inc                               | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |       553 | NS      | $21008.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                              | Vishay Intertechnology Inc                              | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     15098 | NS      | $325663.86    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                   | ESCO Technologies Inc                                   | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      2729 | NS      | $238896.66    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc                                            | Stagwell Inc                                            | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |      8167 | NS      | $50717.07     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Astra Space Inc                                         | Astra Space Inc                                         | CUSIP: 04634X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18844 | NS      | $8174.53      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                            | Northwest Natural Holding Co                            | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      4044 | NS      | $192453.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                        | Coeur Mining Inc                                        | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     32642 | NS      | $109677.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                                    | SPX Technologies Inc                                    | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      5092 | NS      | $334289.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group Inc                         | National Western Life Group Inc                         | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |       283 | NS      | $79523.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nautilus Biotechnology Inc                              | Nautilus Biotechnology Inc                              | CUSIP: 63909J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5680 | NS      | $10224.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                                        | First Busey Corp                                        | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      6269 | NS      | $154969.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                              | Diodes Inc                                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      1414 | NS      | $107661.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc                           | Urstadt Biddle Properties Inc                           | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               |  | US        |      3291 | NS      | $62364.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Quotient Technology Inc                                 | Quotient Technology Inc                                 | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |      1245 | NS      | $4270.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                              | Sabra Health Care REIT Inc                              | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |     26923 | NS      | $334652.89    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc                              | Amylyx Pharmaceuticals Inc                              | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4711 | NS      | $174071.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                                | Ebix Inc                                                | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      2455 | NS      | $49001.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstar Financial Holdings Inc                          | Capstar Financial Holdings Inc                          | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2474 | NS      | $43690.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                            | Topgolf Callaway Brands Corp                            | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     16242 | NS      | $320779.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp                                  | Premier Financial Corp                                  | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4369 | NS      | $117831.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                      | ADMA Biologics Inc                                      | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11833 | NS      | $45912.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc                                  | Velocity Financial Inc                                  | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       890 | NS      | $8588.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                     | Ladder Capital Corp                                     | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |     13132 | NS      | $131845.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                 | Pebblebrook Hotel Trust                                 | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |     15124 | NS      | $202510.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                                 | Tompkins Financial Corp                                 | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      1621 | NS      | $125757.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                                 | Alexander & Baldwin Inc                                 | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |      8450 | NS      | $158268.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                          | Community Healthcare Trust Inc                          | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |      1091 | NS      | $39057.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                                            | Big Lots Inc                                            | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3369 | NS      | $49524.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                  | Hims & Hers Health Inc                                  | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |      2226 | NS      | $14268.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                        | Essent Group Ltd                                        | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     12425 | NS      | $483084.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc                             | German American Bancorp Inc                             | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3386 | NS      | $126297.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp                                    | First Advantage Corp                                    | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |      6271 | NS      | $81523.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricida Inc                                             | Tricida Inc                                             | CUSIP: 89610F101<br>LEI: 549300QVPFFJC8SZXG25 | Long             | EC               | CORP              | US        |      3101 | NS      | $474.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc                              | PureCycle Technologies Inc                              | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2567 | NS      | $17352.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Theseus Pharmaceuticals Inc                             | Theseus Pharmaceuticals Inc                             | CUSIP: 88369M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1942 | NS      | $9671.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                           | National Health Investors Inc                           | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |      4888 | NS      | $255251.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings Inc                                | Instructure Holdings Inc                                | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1712 | NS      | $40129.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                                 | Ellington Financial Inc                                 | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |      6599 | NS      | $81629.63     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                                  | Home BancShares Inc/AR                                  | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22143 | NS      | $504638.97    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                              | Matson Inc                                              | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      4350 | NS      | $271918.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                         | SiriusPoint Ltd                                         | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      9946 | NS      | $58681.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One Inc                                           | Urban One Inc                                           | CUSIP: 91705J105<br>LEI: 549300PLGIGPBRQUP240 | Long             | EC               | CORP              | US        |      1193 | NS      | $5428.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc                           | Riley Exploration Permian Inc                           | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |       470 | NS      | $13832.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc                                     | Amerant Bancorp Inc                                     | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |      3289 | NS      | $88276.76     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                                           | Tidewater Inc                                           | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |      5401 | NS      | $199026.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                           | Academy Sports & Outdoors Inc                           | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9012 | NS      | $473490.48    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Terran Orbital Corp                                     | Terran Orbital Corp                                     | CUSIP: 88105P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4647 | NS      | $7342.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Technical Consultants Inc                         | Atlas Technical Consultants Inc                         | CUSIP: 049430101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       558 | NS      | $2873.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                           | LGI Homes Inc                                           | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      2222 | NS      | $205757.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                                     | ADTRAN Holdings Inc                                     | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |       877 | NS      | $16478.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc                                   | HarborOne Bancorp Inc                                   | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |      5405 | NS      | $75129.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc                              | Third Coast Bancshares Inc                              | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1394 | NS      | $25691.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc                               | Orchid Island Capital Inc                               | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               |  | US        |      3941 | NS      | $41380.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Daily Journal Corp                                      | Daily Journal Corp                                      | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |       135 | NS      | $33818.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc                               | Utah Medical Products Inc                               | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |         6 | NS      | $603.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences Inc                                  | Ideaya Biosciences Inc                                  | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |      5141 | NS      | $93411.97     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Butterfly Network Inc                                   | Butterfly Network Inc                                   | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15575 | NS      | $38314.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                                    | Veritex Holdings Inc                                    | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      4266 | NS      | $119789.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                                       | PC Connection Inc                                       | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      1304 | NS      | $61157.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                             | Community Trust Bancorp Inc                             | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1943 | NS      | $89241.99     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                                | Towne Bank/Portsmouth VA                                | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      8043 | NS      | $248046.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                               | Ribbon Communications Inc                               | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |      8451 | NS      | $23578.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                       | Eagle Bancorp Inc                                       | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      3593 | NS      | $158343.51    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Latch Inc                                               | Latch Inc                                               | CUSIP: 51818V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12494 | NS      | $8869.49      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Torrid Holdings Inc                                     | Torrid Holdings Inc                                     | CUSIP: 89142B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       693 | NS      | $2051.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                              | Heritage Financial Corp/WA                              | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3568 | NS      | $109323.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                             | Heartland Financial USA Inc                             | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      4919 | NS      | $229323.78    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                        | NMI Holdings Inc                                        | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      8997 | NS      | $188037.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                                 | Avidity Biosciences Inc                                 | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6218 | NS      | $137977.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                                            | Winmark Corp                                            | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       318 | NS      | $74993.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                              | Independent Bank Group Inc                              | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4241 | NS      | $254799.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                                     | Titan Machinery Inc                                     | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      2341 | NS      | $93007.93     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashford Hospitality Trust Inc                           | Ashford Hospitality Trust Inc                           | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               |  | US        |      4003 | NS      | $17893.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc                                         | BCB Bancorp Inc                                         | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      1779 | NS      | $32004.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group Inc                                     | Replimune Group Inc                                     | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |      4724 | NS      | $128492.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                           | United Community Banks Inc/GA                           | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     12003 | NS      | $405701.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                                | National HealthCare Corp                                | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1431 | NS      | $85144.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                            | Griffon Corp                                            | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      2640 | NS      | $94485.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc                        | Granite Point Mortgage Trust Inc                        | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               |  | US        |      6040 | NS      | $32374.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                          | Green Dot Corp                                          | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4911 | NS      | $77692.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                            | Innospec Inc                                            | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       452 | NS      | $46492.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp                                    | Arrow Financial Corp                                    | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |      1808 | NS      | $61291.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Weber Inc                                               | Weber Inc                                               | CUSIP: 94770D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3061 | NS      | $24641.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc                            | Washington Trust Bancorp Inc                            | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      2102 | NS      | $99172.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                                          | MGE Energy Inc                                          | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2459 | NS      | $173113.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp                                             | Teekay Corp                                             | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | MH        |      8189 | NS      | $37178.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp                       | Stewart Information Services Corp                       | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      2968 | NS      | $126822.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc                                  | Civista Bancshares Inc                                  | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      1931 | NS      | $42501.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                          | Noble Corp PLC                                          | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |      8046 | NS      | $303414.66    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc                                | Northern Oil and Gas Inc                                | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      1171 | NS      | $36090.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies Inc                             | NanoString Technologies Inc                             | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |       528 | NS      | $4208.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp                        | Peapack-Gladstone Financial Corp                        | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      2172 | NS      | $80841.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp                                           | Liquidia Corp                                           | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1937 | NS      | $12338.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                            | Phreesia Inc                                            | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      3023 | NS      | $97824.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences Inc                                     | IGM Biosciences Inc                                     | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |       322 | NS      | $5477.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                                 | Nu Skin Enterprises Inc                                 | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      3396 | NS      | $143175.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                         | OSI Systems Inc                                         | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      1671 | NS      | $132877.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE Therapeutics Inc                                   | DICE Therapeutics Inc                                   | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4112 | NS      | $128294.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp                      | Enterprise Financial Services Corp                      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      4238 | NS      | $207492.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                                | Waterstone Financial Inc                                | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      2483 | NS      | $42806.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc                                    | Surgery Partners Inc                                    | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |       674 | NS      | $18777.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                                | Anywhere Real Estate Inc                                | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     12517 | NS      | $79983.63     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                             | Genesco Inc                                             | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      1469 | NS      | $67603.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc                        | Helix Energy Solutions Group Inc                        | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     16730 | NS      | $123467.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc                                        | Safe Bulkers Inc                                        | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MH        |      8087 | NS      | $23533.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                             | Banner Corp                                             | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3759 | NS      | $237568.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CompX International Inc                                 | CompX International Inc                                 | CUSIP: 20563P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       121 | NS      | $2236.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp Inc                               | John Marshall Bancorp Inc                               | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1397 | NS      | $40205.66     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                 | Central Garden & Pet Co                                 | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       628 | NS      | $23518.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc                                     | Chuy's Holdings Inc                                     | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2095 | NS      | $59288.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                    | Rush Enterprises Inc                                    | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      4758 | NS      | $248748.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                       | GEO Group Inc/The                                       | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               |  | US        |     13368 | NS      | $146379.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                        | Radian Group Inc                                        | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     18557 | NS      | $353881.99    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc                            | Covenant Logistics Group Inc                            | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1093 | NS      | $37785.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                            | Veracyte Inc                                            | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      8330 | NS      | $197670.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                       | International Game Technology PLC                       | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |      8860 | NS      | $200944.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                               | SJW Group                                               | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3133 | NS      | $254368.27    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands Inc                                     | Lifetime Brands Inc                                     | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |      1356 | NS      | $10292.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                                | Equitrans Midstream Corp                                | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |     36394 | NS      | $243839.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                                       | Dynex Capital Inc                                       | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               |  | US        |      5145 | NS      | $65444.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                                     | Xerox Holdings Corp                                     | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     13354 | NS      | $194968.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings Inc                       | Lindblad Expeditions Holdings Inc                       | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |      3598 | NS      | $27704.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                                | Atea Pharmaceuticals Inc                                | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8916 | NS      | $42885.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                         | City Holding Co                                         | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1545 | NS      | $143824.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc                                             | SunOpta Inc                                             | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |       794 | NS      | $6701.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                          | Ziff Davis Inc                                          | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      4315 | NS      | $341316.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                                       | PNM Resources Inc                                       | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      9907 | NS      | $483362.53    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                         | Murphy Oil Corp                                         | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      9712 | NS      | $417713.12    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                                | AAR Corp                                                | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      3976 | NS      | $178522.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ViewRay Inc                                             | ViewRay Inc                                             | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |      2002 | NS      | $8968.96      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                                          | Quanterix Corp                                          | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3388 | NS      | $46923.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rite Aid Corp                                           | Rite Aid Corp                                           | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |      3399 | NS      | $11352.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| P3 Health Partners Inc                                  | P3 Health Partners Inc                                  | CUSIP: 744413105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1094 | NS      | $2012.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                                  | Employers Holdings Inc                                  | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2894 | NS      | $124818.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc                                                | MBIA Inc                                                | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |      5595 | NS      | $71895.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                  | Heritage Commerce Corp                                  | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      7291 | NS      | $94783.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers & Merchants Bancorp Inc/Archbold OH             | Farmers & Merchants Bancorp Inc/Archbold OH             | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1003 | NS      | $27261.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc                                        | FRP Holdings Inc                                        | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       775 | NS      | $41741.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                         | Macerich Co/The                                         | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |     25129 | NS      | $282952.54    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc                                   | Hawaiian Holdings Inc                                   | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |      5897 | NS      | $60503.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                               | Albany International Corp                               | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      2924 | NS      | $288277.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sorrento Therapeutics Inc                               | Sorrento Therapeutics Inc                               | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |     45421 | NS      | $40243.01     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                                   | ATN International Inc                                   | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      1274 | NS      | $57724.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                                  | Werner Enterprises Inc                                  | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      6531 | NS      | $262938.06    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                                        | Primo Water Corp                                        | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | CA        |     18262 | NS      | $283791.48    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                         | Hillenbrand Inc                                         | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      4024 | NS      | $171704.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                               | Liberty Latin America Ltd                               | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |      3711 | NS      | $27943.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics Inc                                  | Tango Therapeutics Inc                                  | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5436 | NS      | $39411.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp                                   | Bank of Marin Bancorp                                   | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1974 | NS      | $64905.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VIA RENEWABLES INC                                      | Via Renewables Inc                                      | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |       198 | NS      | $1011.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc                            | Bankwell Financial Group Inc                            | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |       862 | NS      | $25368.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group Inc                        | Air Transport Services Group Inc                        | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      4197 | NS      | $109038.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                             | Summit Hotel Properties Inc                             | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |     12049 | NS      | $86993.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Invivyd Inc                                             | Invivyd Inc                                             | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5966 | NS      | $8949.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                       | Newmark Group Inc                                       | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14616 | NS      | $116489.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                             | Sterling Infrastructure Inc                             | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       533 | NS      | $17482.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc                                     | Morphic Holding Inc                                     | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |       479 | NS      | $12813.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Imago Biosciences Inc                                   | Imago Biosciences Inc                                   | CUSIP: 45250K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1260 | NS      | $45297.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Investment and Management Co                  | Apartment Investment and Management Co                  | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               |  | US        |     17357 | NS      | $123581.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ForgeRock Inc                                           | ForgeRock Inc                                           | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1239 | NS      | $28212.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                                    | Camden National Corp                                    | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      1811 | NS      | $75500.59     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Bancorp Inc/MA                               | Enterprise Bancorp Inc/MA                               | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1181 | NS      | $41689.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Global Inc                                        | Spire Global Inc                                        | CUSIP: 848560108<br>LEI: 549300EZFBLFFHJ5MF06 | Long             | EC               | CORP              | US        |     14563 | NS      | $13980.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                                    | Bridgebio Pharma Inc                                    | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      4657 | NS      | $35486.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                                        | Weis Markets Inc                                        | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1918 | NS      | $157832.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                               | Perella Weinberg Partners                               | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       312 | NS      | $3057.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                     | Cal-Maine Foods Inc                                     | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |       347 | NS      | $18894.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                                     | Kodiak Sciences Inc                                     | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |      3912 | NS      | $28009.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                       | SITE Centers Corp                                       | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |     22776 | NS      | $311120.16    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                            | Nuvalent Inc                                            | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2340 | NS      | $69685.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                                    | Merchants Bancorp/IN                                    | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      1917 | NS      | $46621.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                                       | Patterson Cos Inc                                       | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      2187 | NS      | $61301.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc                        | Piedmont Office Realty Trust Inc                        | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |     14419 | NS      | $132222.23    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranty Bancshares Inc/TX                              | Guaranty Bancshares Inc/TX                              | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1093 | NS      | $37861.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings Inc                         | Aveanna Healthcare Holdings Inc                         | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5103 | NS      | $3980.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                      | ABM Industries Inc                                      | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      7747 | NS      | $344121.74    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinnate Biopharma Inc                                   | Kinnate Biopharma Inc                                   | CUSIP: 49705R105<br>LEI: 549300YVIWV7HJ5WHI66 | Long             | EC               | CORP              | US        |      3406 | NS      | $20776.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                            | Genco Shipping & Trading Ltd                            | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |      4293 | NS      | $65940.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                           | Preferred Bank/Los Angeles CA                           | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       417 | NS      | $31116.54     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                                         | MacroGenics Inc                                         | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |      7074 | NS      | $47466.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                                 | Kymera Therapeutics Inc                                 | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4391 | NS      | $109599.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc                          | National Presto Industries Inc                          | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       613 | NS      | $41965.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                                     | Diebold Nixdorf Inc                                     | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      2222 | NS      | $3155.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc                                  | Stoke Therapeutics Inc                                  | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |      2639 | NS      | $24357.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp                                       | Turtle Beach Corp                                       | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |       409 | NS      | $2932.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                                            | Ducommun Inc                                            | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      1276 | NS      | $63748.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc                                       | HBT Financial Inc                                       | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      1393 | NS      | $27261.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings Inc                      | Sportsman's Warehouse Holdings Inc                      | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      4430 | NS      | $41686.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                                 | Goosehead Insurance Inc                                 | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |       280 | NS      | $9615.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                                     | Douglas Elliman Inc                                     | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |      8220 | NS      | $33455.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                       | Getty Realty Corp                                       | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |      4826 | NS      | $163360.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                                     | Stellar Bancorp Inc                                     | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      5173 | NS      | $152396.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                                    | Marten Transport Ltd                                    | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1763 | NS      | $34872.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                          | Photronics Inc                                          | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      1918 | NS      | $32279.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                                     | PotlatchDeltic Corp                                     | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |      8440 | NS      | $371275.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc                                         | Citi Trends Inc                                         | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |       916 | NS      | $24255.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                  | Cathay General Bancorp                                  | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      8528 | NS      | $347857.12    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketWise Inc                                          | MarketWise Inc                                          | CUSIP: 57064P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1370 | NS      | $2301.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                   | Urban Edge Properties                                   | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |     13452 | NS      | $189538.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                          | Atlantic Union Bankshares Corp                          | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8895 | NS      | $312570.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings Inc                        | AssetMark Financial Holdings Inc                        | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |      2490 | NS      | $57270.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                                  | Trinity Industries Inc                                  | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      8131 | NS      | $240433.67    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                                         | Foot Locker Inc                                         | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      9384 | NS      | $354621.36    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                                 | G-III Apparel Group Ltd                                 | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      5023 | NS      | $68865.33     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                                              | Zimvie Inc                                              | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |      2419 | NS      | $22593.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc                                                | Seer Inc                                                | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6038 | NS      | $35020.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                               | Smith & Wesson Brands Inc                               | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      4890 | NS      | $42445.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax Inc                                            | Icosavax Inc                                            | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2580 | NS      | $20485.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                           | CoreCivic Inc                                           | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     13287 | NS      | $153597.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                 | Insight Enterprises Inc                                 | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       592 | NS      | $59359.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                                 | Kimball Electronics Inc                                 | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      2730 | NS      | $61670.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                              | RPT Realty                                              | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               |  | US        |      9674 | NS      | $97126.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc                           | Deciphera Pharmaceuticals Inc                           | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |      3860 | NS      | $63265.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp                                     | Centrus Energy Corp                                     | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      1010 | NS      | $32804.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp/The                                           | Cato Corp/The                                           | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |      2005 | NS      | $18706.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                                    | Sonic Automotive Inc                                    | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      2093 | NS      | $103122.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                                 | BrightView Holdings Inc                                 | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      5154 | NS      | $35511.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                             | Hibbett Inc                                             | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |       311 | NS      | $21216.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp                        | Integral Ad Science Holding Corp                        | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3143 | NS      | $27626.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                                             | Arcellx Inc                                             | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3435 | NS      | $106416.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefitfocus Inc                                        | Benefitfocus Inc                                        | CUSIP: 08180D106<br>LEI: 254900W89KP1OS3RXO89 | Long             | EC               | CORP              | US        |       961 | NS      | $10052.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials Inc                                    | Origin Materials Inc                                    | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |      4834 | NS      | $22284.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                                             | TriMas Corp                                             | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      4844 | NS      | $134372.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                                       | Chord Energy Corp                                       | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      1978 | NS      | $270610.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health Inc                                          | Cue Health Inc                                          | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12700 | NS      | $26289.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                              | Apple Hospitality REIT Inc                              | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |     25016 | NS      | $394752.48    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                               | Liberty Latin America Ltd                               | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |     17656 | NS      | $134185.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TuSimple Holdings Inc                                   | TuSimple Holdings Inc                                   | CUSIP: 90089L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16322 | NS      | $26768.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida                        | Seacoast Banking Corp of Florida                        | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      6669 | NS      | $208006.11    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ProFrac Holding Corp                                    | ProFrac Holding Corp                                    | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1471 | NS      | $37069.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                                | Sandy Spring Bancorp Inc                                | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5202 | NS      | $183266.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                                   | Veeco Instruments Inc                                   | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      1141 | NS      | $21199.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos Inc                                     | Century Casinos Inc                                     | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |       415 | NS      | $2917.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                               | Taylor Morrison Home Corp                               | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     10629 | NS      | $322590.15    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc                           | Business First Bancshares Inc                           | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      2850 | NS      | $63099.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                                      | Graham Holdings Co                                      | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       429 | NS      | $259206.09    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                              | El Pollo Loco Holdings Inc                              | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      2176 | NS      | $21672.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Real Estate Finance Inc                        | Nexpoint Real Estate Finance Inc                        | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               |  | US        |       887 | NS      | $14094.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                                | Northwest Bancshares Inc                                | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13086 | NS      | $182942.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluerock Homes Trust Inc                                | Bluerock Homes Trust Inc                                | CUSIP: 09631H100<br>LEI: N/A                  | Long             | EC               |  | US        |       268 | NS      | $5711.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                                  | iTeos Therapeutics Inc                                  | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2746 | NS      | $53629.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co/The                                    | Beauty Health Co/The                                    | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |      1273 | NS      | $11584.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc                        | Atlas Air Worldwide Holdings Inc                        | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      3252 | NS      | $327801.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerSchool Holdings Inc                                | PowerSchool Holdings Inc                                | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3508 | NS      | $80964.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                                              | nLight Inc                                              | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5168 | NS      | $52403.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co Inc                                          | Gannett Co Inc                                          | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     16776 | NS      | $34055.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                                 | Perdoceo Education Corp                                 | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      7765 | NS      | $107933.50    | 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        |      1683 | NS      | $54697.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc                               | Edgewise Therapeutics Inc                               | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4377 | NS      | $39130.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                             | ONE Gas Inc                                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      6264 | NS      | $474310.08    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                            | ArcBest Corp                                            | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      1923 | NS      | $134686.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                                   | Clearwater Paper Corp                                   | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      1941 | NS      | $73389.21     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust                   | Industrial Logistics Properties Trust                   | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |      7218 | NS      | $23602.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc                                               | Cowen Inc                                               | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      3121 | NS      | $120533.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Doma Holdings Inc                                       | Doma Holdings Inc                                       | CUSIP: 25703A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15529 | NS      | $7033.08      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                              | Alight Inc                                              | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     39516 | NS      | $330353.76    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                                         | Chico's FAS Inc                                         | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |      3937 | NS      | $19370.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AN2 Therapeutics Inc                                    | AN2 Therapeutics Inc                                    | CUSIP: 037326105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       978 | NS      | $9320.34      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                      | UFP Industries Inc                                      | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       859 | NS      | $68075.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                             | National Bank Holdings Corp                             | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2985 | NS      | $125578.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Playstudios Inc                                         | Playstudios Inc                                         | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4483 | NS      | $17394.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                                    | Fulgent Genetics Inc                                    | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      2433 | NS      | $72454.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                                      | Ichor Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |      3267 | NS      | $87620.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc                                    | 1Life Healthcare Inc                                    | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20943 | NS      | $349957.53    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                                  | Washington Federal Inc                                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7640 | NS      | $256322.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FuelCell Energy Inc                                     | FuelCell Energy Inc                                     | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |     13056 | NS      | $36295.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote Inc                                         | Selectquote Inc                                         | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |     15706 | NS      | $10552.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arena Group Holdings Inc/The                            | Arena Group Holdings Inc/The                            | CUSIP: 040044109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       317 | NS      | $3363.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc                                   | Rigetti Computing Inc                                   | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8769 | NS      | $6394.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                          | Central Pacific Financial Corp                          | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      2786 | NS      | $56500.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                                     | RE/MAX Holdings Inc                                     | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      2043 | NS      | $38081.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                                     | Bloomin' Brands Inc                                     | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      2803 | NS      | $56396.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moneylion Inc                                           | Moneylion Inc                                           | CUSIP: 60938K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16319 | NS      | $10117.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc                     | Allscripts Healthcare Solutions Inc                     | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     12541 | NS      | $221223.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co/The                                      | Gorman-Rupp Co/The                                      | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |      2083 | NS      | $53366.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Honest Co Inc/The                                       | Honest Co Inc/The                                       | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7615 | NS      | $22921.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen Inc                                            | FibroGen Inc                                            | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |      1106 | NS      | $17718.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                                    | Hancock Whitney Corp                                    | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     10095 | NS      | $488497.05    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions SA                                  | Perimeter Solutions SA                                  | CUSIP: 000000000<br>LEI: 2221003U8GJZ9U4MR505 | Long             | EC               | CORP              | LU        |     13665 | NS      | $124898.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                                 | Herbalife Nutrition Ltd                                 | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |      3867 | NS      | $57540.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                                  | Hillman Solutions Corp                                  | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15611 | NS      | $112555.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Danimer Scientific Inc                                  | Danimer Scientific Inc                                  | CUSIP: 236272100<br>LEI: 549300L6Q02MAX72BH35 | Long             | EC               | CORP              | US        |     10583 | NS      | $18943.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Materials Handling Inc                      | Hyster-Yale Materials Handling Inc                      | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1296 | NS      | $32801.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                                | Sangamo Therapeutics Inc                                | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |     14587 | NS      | $45803.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc                           | American Public Education Inc                           | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |      2131 | NS      | $26189.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                          | Proto Labs Inc                                          | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      2654 | NS      | $67756.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc                                    | Alto Ingredients Inc                                    | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |      9161 | NS      | $26383.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Professional Holding Corp                               | Professional Holding Corp                               | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |      1435 | NS      | $39806.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc                                        | ACV Auctions Inc                                        | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7061 | NS      | $57970.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                                  | Mueller Industries Inc                                  | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      4163 | NS      | $245617.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WM Technology Inc                                       | WM Technology Inc                                       | CUSIP: 92971A109<br>LEI: 549300APSNIYJ4PTIL34 | Long             | EC               | CORP              | US        |       735 | NS      | $742.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                          | California Water Service Group                          | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      4663 | NS      | $282764.32    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                                  | Oportun Financial Corp                                  | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |      3134 | NS      | $17268.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KORE Group Holdings Inc                                 | KORE Group Holdings Inc                                 | CUSIP: 50066V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4876 | NS      | $6143.76      | 0.00%             |  |  |  | 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        |      8300 | NS      | $378646.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                           | Renasant Corp                                           | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      6133 | NS      | $230539.47    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                             | Unitil Corp                                             | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1842 | NS      | $94605.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Inc                                       | MicroStrategy Inc                                       | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |       452 | NS      | $63989.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                     | Mr Cooper Group Inc                                     | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      8079 | NS      | $324210.27    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                         | S&T Bancorp Inc                                         | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3990 | NS      | $136378.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats Inc                                         | Vivid Seats Inc                                         | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2219 | NS      | $16198.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                            | Embecta Corp                                            | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |       897 | NS      | $22685.13     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                         | NeoGenomics Inc                                         | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14691 | NS      | $135744.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                                     | Paramount Group Inc                                     | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               |  | US        |     21943 | NS      | $130341.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc                                | Alta Equipment Group Inc                                | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |      1854 | NS      | $24454.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                              | OMNIAB INC                                              | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       588 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Vintage Wine Estates Inc                                | Vintage Wine Estates Inc                                | CUSIP: 92747V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3293 | NS      | $10735.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc                                        | BGC Partners Inc                                        | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     36700 | NS      | $138359.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp                         | Comtech Telecommunications Corp                         | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |      3017 | NS      | $36626.38     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NI Holdings Inc                                         | NI Holdings Inc                                         | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |      1048 | NS      | $13906.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Purple Innovation Inc                                   | Purple Innovation Inc                                   | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5897 | NS      | $28246.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc                                        | Fossil Group Inc                                        | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |      5468 | NS      | $23567.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc                          | MidWestOne Financial Group Inc                          | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1764 | NS      | $56007.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                             | Unisys Corp                                             | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      2112 | NS      | $10792.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                                    | Beazer Homes USA Inc                                    | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      3302 | NS      | $42133.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Science 37 Holdings Inc                                 | Science 37 Holdings Inc                                 | CUSIP: 808644108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       596 | NS      | $247.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                         | Alamo Group Inc                                         | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       168 | NS      | $23788.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                             | PCB Bancorp                                             | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |      1487 | NS      | $26305.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                               | Itron Inc                                               | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      4841 | NS      | $245196.65    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Medicine Inc                                      | Prime Medicine Inc                                      | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       702 | NS      | $13043.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singular Genomics Systems Inc                           | Singular Genomics Systems Inc                           | CUSIP: 82933R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6501 | NS      | $13067.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                                    | Sturm Ruger & Co Inc                                    | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |       177 | NS      | $8959.74      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp                                          | NETSTREIT Corp                                          | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |      6377 | NS      | $116890.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc                                        | Home Bancorp Inc                                        | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       935 | NS      | $37428.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                | United Natural Foods Inc                                | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      6298 | NS      | $243795.58    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                              | Tennant Co                                              | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      1212 | NS      | $74622.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                              | Impinj Inc                                              | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       232 | NS      | $25329.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                       | Owens & Minor Inc                                       | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      7560 | NS      | $147646.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                                           | Tredegar Corp                                           | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      3176 | NS      | $32458.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                       | Andersons Inc/The                                       | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      3753 | NS      | $131317.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                                       | Seneca Foods Corp                                       | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       594 | NS      | $36204.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nano-X Imaging Ltd                                      | Nano-X Imaging Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      4850 | NS      | $35793.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                     | Allegiant Travel Co                                     | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      1025 | NS      | $69689.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc                                   | RAPT Therapeutics Inc                                   | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |       941 | NS      | $18631.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                   | Arcus Biosciences Inc                                   | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5957 | NS      | $123190.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                           | PRA Group Inc                                           | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      4505 | NS      | $152178.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc                                    | Kinetik Holdings Inc                                    | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1762 | NS      | $58286.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                | Service Properties Trust                                | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |     19133 | NS      | $139479.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Bio Inc                                          | Kronos Bio Inc                                          | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4714 | NS      | $7636.68      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                  | Abercrombie & Fitch Co                                  | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      5655 | NS      | $129556.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics Inc                                          | Cardlytics Inc                                          | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |      3782 | NS      | $21859.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                              | Sabre Corp                                              | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |     30346 | NS      | $187538.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowlero Corp                                            | Bowlero Corp                                            | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3445 | NS      | $46438.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                                   | Vir Biotechnology Inc                                   | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8440 | NS      | $213616.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Beachbody Co Inc/The                                    | Beachbody Co Inc/The                                    | CUSIP: 073463101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10724 | NS      | $5640.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matterport Inc                                          | Matterport Inc                                          | CUSIP: 577096100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7284 | NS      | $20395.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc                                     | Intrepid Potash Inc                                     | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      1308 | NS      | $37761.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                                    | Orthofix Medical Inc                                    | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2260 | NS      | $46397.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc                                 | Design Therapeutics Inc                                 | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3979 | NS      | $40824.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AppHarvest Inc                                          | AppHarvest Inc                                          | CUSIP: 03783T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8750 | NS      | $4964.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Velodyne Lidar Inc                                      | Velodyne Lidar Inc                                      | CUSIP: 92259F101<br>LEI: 549300JQOKE3P3PB2T84 | Long             | EC               | CORP              | US        |     24720 | NS      | $18260.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs Inc                                                | Figs Inc                                                | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2178 | NS      | $14657.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                            | Texas Capital Bancshares Inc                            | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      5903 | NS      | $356009.93    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                               | Sally Beauty Holdings Inc                               | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |       839 | NS      | $10504.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                             | Pacific Premier Bancorp Inc                             | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     10462 | NS      | $330180.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co                        | Shenandoah Telecommunications Co                        | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      5618 | NS      | $89213.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                       | PROG Holdings Inc                                       | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      4921 | NS      | $83115.69     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp                                      | MVB Financial Corp                                      | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |      1320 | NS      | $29066.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc                                          | Sumo Logic Inc                                          | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |      4698 | NS      | $38053.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Markforged Holding Corp                                 | Markforged Holding Corp                                 | CUSIP: 57064N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11159 | NS      | $12944.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                                   | Fulton Financial Corp                                   | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     19258 | NS      | $324112.14    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cvent Holding Corp                                      | Cvent Holding Corp                                      | CUSIP: 126677103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5434 | NS      | $29343.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaSpine Holdings Corp                                  | SeaSpine Holdings Corp                                  | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |      4202 | NS      | $35086.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                                | Moog Inc                                                | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      2781 | NS      | $244060.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                                   | Powell Industries Inc                                   | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      1063 | NS      | $37396.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                                 | Republic Bancorp Inc/KY                                 | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1097 | NS      | $44889.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Party City Holdco Inc                                   | Party City Holdco Inc                                   | CUSIP: 702149105<br>LEI: 549300BUAG9YASF5Q703 | Long             | EC               | CORP              | US        |      7984 | NS      | $2918.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc                                  | Cogent Biosciences Inc                                  | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7456 | NS      | $86191.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                                        | HealthStream Inc                                        | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      2603 | NS      | $64658.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc                               | ALX Oncology Holdings Inc                               | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2532 | NS      | $28535.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                   | Chatham Lodging Trust                                   | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |      5572 | NS      | $68368.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                             | John B Sanfilippo & Son Inc                             | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       406 | NS      | $33015.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc                                | CIRCOR International Inc                                | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |      1530 | NS      | $36658.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                               | Emergent BioSolutions Inc                               | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      5898 | NS      | $69655.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                             | Fresh Del Monte Produce Inc                             | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |      3558 | NS      | $93184.02     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc                                       | Overstock.com Inc                                       | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      4990 | NS      | $96606.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Microvast Holdings Inc                                  | Microvast Holdings Inc                                  | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |      8392 | NS      | $12839.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                                    | Quaker Chemical Corp                                    | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       538 | NS      | $89792.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc                                              | OmniAb Inc                                              | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7609 | NS      | $27392.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                    | LXP Industrial Trust                                    | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |     31645 | NS      | $317082.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                              | ALLETE Inc                                              | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      6658 | NS      | $429507.58    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd                                | Triton International Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      6780 | NS      | $466328.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                          | Virtus Investment Partners Inc                          | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       725 | NS      | $138794.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Energy Inc                                       | Vertex Energy Inc                                       | CUSIP: 92534K107<br>LEI: 549300TTMSREGCR7D585 | Long             | EC               | CORP              | US        |       801 | NS      | $4966.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaleyra Inc                                             | Kaleyra Inc                                             | CUSIP: 483379103<br>LEI: 549300Q16CZ1PDK9BL93 | Long             | EC               | CORP              | US        |      3021 | NS      | $2281.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                              | Vishay Precision Group Inc                              | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $54110.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                         | 1st Source Corp                                         | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1981 | NS      | $105171.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                         | Hecla Mining Co                                         | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     64320 | NS      | $357619.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| View Inc                                                | View Inc                                                | CUSIP: 92671V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13240 | NS      | $12775.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Health Group Inc                                 | Bright Health Group Inc                                 | CUSIP: 10920V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23013 | NS      | $14956.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                          | Office Properties Income Trust                          | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               |  | US        |      5668 | NS      | $75667.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                                  | Dine Brands Global Inc                                  | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |       234 | NS      | $15116.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                                     | Upland Software Inc                                     | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |      3417 | NS      | $24363.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Affimed NV                                              | Affimed NV                                              | CUSIP: 000000000<br>LEI: 5493004V4FSXT1D04610 | Long             | EC               | CORP              | NL        |      1132 | NS      | $1403.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                                        | QCR Holdings Inc                                        | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      1919 | NS      | $95259.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | Hannon Armstrong Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               |  | US        |      9465 | NS      | $274295.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                                            | PubMatic Inc                                            | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       493 | NS      | $6315.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                                                | ON24 Inc                                                | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4970 | NS      | $42891.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                                     | Editas Medicine Inc                                     | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |      8099 | NS      | $71838.13     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                                  | Arbor Realty Trust Inc                                  | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               |  | US        |     19141 | NS      | $252469.79    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Crinetics Pharmaceuticals Inc                           | Crinetics Pharmaceuticals Inc                           | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |      5269 | NS      | $96422.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bionano Genomics Inc                                    | Bionano Genomics Inc                                    | CUSIP: 09075F107<br>LEI: 54930086AP7ROH0VJ631 | Long             | EC               | CORP              | US        |     34862 | NS      | $50898.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc                 | Kratos Defense & Security Solutions Inc                 | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     14463 | NS      | $149258.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                                   | Hackett Group Inc/The                                   | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |       322 | NS      | $6559.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc/The                                | First Bancshares Inc/The                                | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |      2540 | NS      | $81305.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VistaGen Therapeutics Inc                               | VistaGen Therapeutics Inc                               | CUSIP: 92840H202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4412 | NS      | $454.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                                   | Brookline Bancorp Inc                                   | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8165 | NS      | $115534.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                                 | BrightSpire Capital Inc                                 | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               |  | US        |     11049 | NS      | $68835.27     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                                   | Ardmore Shipping Corp                                   | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |      4714 | NS      | $67928.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                               | Chesapeake Utilities Corp                               | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |       863 | NS      | $101989.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc                                      | Hippo Holdings Inc                                      | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2031 | NS      | $27621.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc                               | CrossFirst Bankshares Inc                               | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5432 | NS      | $67411.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Harmonic Bio Inc                                  | Third Harmonic Bio Inc                                  | CUSIP: 88427A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       815 | NS      | $3504.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                            | Cadence Bank                                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     18570 | NS      | $457936.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc                           | Blackstone Mortgage Trust Inc                           | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               |  | US        |     19783 | NS      | $418806.11    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                               | Ethan Allen Interiors Inc                               | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2655 | NS      | $70145.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc                                     | Capital Bancorp Inc                                     | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |      1181 | NS      | $27800.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontline Ltd/Bermuda                                   | Frontline Ltd/Bermuda                                   | CUSIP: 000000000<br>LEI: 5493004BCIKYU1YL3H63 | Long             | EC               | CORP              | BM        |     14543 | NS      | $176552.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fathom Digital Manufacturing C                          | Fathom Digital Manufacturing C                          | CUSIP: 31189Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1317 | NS      | $1738.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc                                       | Unity Bancorp Inc                                       | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |       920 | NS      | $25143.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                            | Terawulf Inc                                            | CUSIP: 88080T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2353 | NS      | $1566.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp                        | Ares Commercial Real Estate Corp                        | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               |  | US        |      6001 | NS      | $61750.29     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Galactic Holdings Inc                            | Virgin Galactic Holdings Inc                            | CUSIP: 92766K106<br>LEI: 549300C631IMXCSMN048 | Long             | EC               | CORP              | US        |     14790 | NS      | $51469.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                                     | Gray Television Inc                                     | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |      5371 | NS      | $60101.49     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 1stdibs.com Inc                                         | 1stdibs.com Inc                                         | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2732 | NS      | $13878.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                                    | Koppers Holdings Inc                                    | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2267 | NS      | $63929.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                       | Agree Realty Corp                                       | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |     10172 | NS      | $721499.96    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp                                              | Berry Corp                                              | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7487 | NS      | $59896.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                                            | ODP Corp/The                                            | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4661 | NS      | $212261.94    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp                           | Quanex Building Products Corp                           | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      3796 | NS      | $89889.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                                  | Liquidity Services Inc                                  | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |      1391 | NS      | $19557.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                                   | FARO Technologies Inc                                   | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |      2029 | NS      | $59672.89     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp                                   | Primis Financial Corp                                   | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      2927 | NS      | $34684.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc                           | Armada Hoffler Properties Inc                           | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |      7515 | NS      | $86422.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                             | Berkshire Hills Bancorp Inc                             | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      4879 | NS      | $145882.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                    | Commercial Metals Co                                    | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     11293 | NS      | $545451.90    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc                        | Universal Logistics Holdings Inc                        | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       188 | NS      | $6286.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                          | NexPoint Residential Trust Inc                          | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |       155 | NS      | $6745.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                    | Warrior Met Coal Inc                                    | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      5354 | NS      | $185462.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc                            | Life Time Group Holdings Inc                            | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4897 | NS      | $58568.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                                       | EW Scripps Co/The                                       | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      6860 | NS      | $90483.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Guaranty Bancshares Inc                           | First Guaranty Bancshares Inc                           | CUSIP: 32043P106<br>LEI: 549300600XNPWN48W622 | Long             | EC               | CORP              | US        |       647 | NS      | $15172.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                          | PriceSmart Inc                                          | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      1061 | NS      | $64487.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc                      | Cogent Communications Holdings Inc                      | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2283 | NS      | $130313.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VBI Vaccines Inc                                        | VBI Vaccines Inc                                        | CUSIP: 91822J103<br>LEI: 52990076U5YRLVGDJE40 | Long             | EC               | CORP              | CA        |     22088 | NS      | $8638.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO Inc                                                | AMMO Inc                                                | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |     10095 | NS      | $17464.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                                  | Digi International Inc                                  | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      2631 | NS      | $96163.05     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                                                | EVgo Inc                                                | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7018 | NS      | $31370.46     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                        | Cytokinetics Inc                                        | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |       922 | NS      | $42246.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                             | Moelis & Co                                             | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      3764 | NS      | $144424.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                               | Minerals Technologies Inc                               | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      3770 | NS      | $228914.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc                       | Donnelley Financial Solutions Inc                       | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      2761 | NS      | $106712.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd                   | Argo Group International Holdings Ltd                   | CUSIP: 000000000<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |      3700 | NS      | $95645.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                                      | Teekay Tankers Ltd                                      | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | MH        |      2647 | NS      | $81554.07     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Co                                       | Northwest Pipe Co                                       | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |       895 | NS      | $30161.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                               | TEGNA Inc                                               | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     25976 | NS      | $550431.44    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp                      | Federal Agricultural Mortgage Corp                      | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |      1059 | NS      | $119359.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ADURO BIOTECH I                                  | CONTRA ADURO BIOTECH I                                  | CUSIP: 007CVR012<br>LEI: N/A                  | N/A              | DE               |  | US        |       123 | NS      | $312.30       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Strategic Education Inc                                 | Strategic Education Inc                                 | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      2638 | NS      | $206608.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc                            | Cass Information Systems Inc                            | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |      1351 | NS      | $61902.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix Inc                                            | Chimerix Inc                                            | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |      3499 | NS      | $6508.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                                        | UniFirst Corp/MA                                        | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      1759 | NS      | $339469.41    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenidge Generation Holdings Inc                       | Greenidge Generation Holdings Inc                       | CUSIP: 39531G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1077 | NS      | $311.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Offshore Drilling Inc                           | Diamond Offshore Drilling Inc                           | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |     11722 | NS      | $121908.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc                          | First Community Bankshares Inc                          | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2022 | NS      | $68545.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                                    | Summit Materials Inc                                    | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     13901 | NS      | $394641.58    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                           | Interface Inc                                           | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      1255 | NS      | $12386.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                           | MarineMax Inc                                           | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      2248 | NS      | $70182.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                             | SkyWest Inc                                             | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      5811 | NS      | $95939.61     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                                | Village Super Market Inc                                | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |       900 | NS      | $20961.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                                   | Integer Holdings Corp                                   | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      3830 | NS      | $262201.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's Inc                                              | Conn's Inc                                              | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |      1501 | NS      | $10326.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Inotiv Inc                                              | Inotiv Inc                                              | CUSIP: 45783Q100<br>LEI: 549300FH5Z13X0Q5SK81 | Long             | EC               | CORP              | US        |      2030 | NS      | $10028.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN                                 | First Financial Corp/IN                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1408 | NS      | $64880.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                                  | Nurix Therapeutics Inc                                  | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5430 | NS      | $59621.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                           | Healthcare Services Group Inc                           | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      4560 | NS      | $54720.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                | Encore Capital Group Inc                                | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      2701 | NS      | $129485.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc                                 | Postal Realty Trust Inc                                 | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |       769 | NS      | $11173.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                              | Syndax Pharmaceuticals Inc                              | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |      4735 | NS      | $120505.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Realty Investors Inc                           | American Realty Investors Inc                           | CUSIP: 029174109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       146 | NS      | $3744.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International Inc                             | MoneyGram International Inc                             | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |     10942 | NS      | $119158.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate Finance Inc                | Chicago Atlantic Real Estate Finance Inc                | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       569 | NS      | $8574.83      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                                         | OPKO Health Inc                                         | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |     47070 | NS      | $58837.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesarstone Ltd                                         | Caesarstone Ltd                                         | CUSIP: 000000000<br>LEI: 254900MJ7IXAH75VFC61 | Long             | EC               | CORP              | IL        |      2543 | NS      | $14520.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| fuboTV Inc                                              | fuboTV Inc                                              | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21886 | NS      | $38081.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwire Corp                                            | Redwire Corp                                            | CUSIP: 75776W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1776 | NS      | $3516.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pardes Biosciences Inc                                  | Pardes Biosciences Inc                                  | CUSIP: 69945Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4052 | NS      | $6847.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                                | HomeTrust Bancshares Inc                                | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1513 | NS      | $36569.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                            | Cross Country Healthcare Inc                            | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      3611 | NS      | $95944.27     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                             | Avista Corp                                             | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      8518 | NS      | $377688.12    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                           | REGENXBIO Inc                                           | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      4649 | NS      | $105439.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                          | Great Lakes Dredge & Dock Corp                          | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      5610 | NS      | $33379.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                                          | Immunovant Inc                                          | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5153 | NS      | $91465.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares Inc                                | Metrocity Bankshares Inc                                | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |      1741 | NS      | $37657.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                                            | SFL Corp Ltd                                            | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |     13311 | NS      | $122727.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                                   | Veris Residential Inc                                   | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               |  | US        |     10011 | NS      | $159475.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                                     | STAG Industrial Inc                                     | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |     21001 | NS      | $678542.31    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                         | Uniti Group Inc                                         | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               |  | US        |     27787 | NS      | $153662.11    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                             | South Jersey Industries Inc                             | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     14279 | NS      | $507332.87    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                                        | Oscar Health Inc                                        | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14054 | NS      | $34572.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vacasa Inc                                              | Vacasa Inc                                              | CUSIP: 91854V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13090 | NS      | $16493.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                                   | Nabors Industries Ltd                                   | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |       136 | NS      | $21062.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                                 | Enova International Inc                                 | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      3578 | NS      | $137287.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com Inc                                   | 1-800-Flowers.com Inc                                   | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3170 | NS      | $30305.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                          | Metropolitan Bank Holding Corp                          | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1145 | NS      | $67177.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                                  | Northfield Bancorp Inc                                  | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5045 | NS      | $79357.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                              | Brady Corp                                              | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      1254 | NS      | $59063.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc                          | Day One Biopharmaceuticals Inc                          | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3234 | NS      | $69595.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                                  | Peoples Bancorp Inc/OH                                  | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3457 | NS      | $97660.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc                                  | Columbia Financial Inc                                  | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |      2704 | NS      | $58460.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                             | Matthews International Corp                             | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      3492 | NS      | $106296.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                                     | Glacier Bancorp Inc                                     | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     11368 | NS      | $561806.56    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc                            | Community Health Systems Inc                            | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14560 | NS      | $62899.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                                     | Westamerica BanCorp                                     | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2234 | NS      | $131828.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services Inc                         | Orrstown Financial Services Inc                         | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      1325 | NS      | $30687.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc                              | Rocket Pharmaceuticals Inc                              | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |      6245 | NS      | $122214.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc                         | Rayonier Advanced Materials Inc                         | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      7195 | NS      | $69072.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                                    | Urban Outfitters Inc                                    | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      7436 | NS      | $177348.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc                               | Atara Biotherapeutics Inc                               | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |      9974 | NS      | $32714.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                           | O-I Glass Inc                                           | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3433 | NS      | $56884.81     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PolyMet Mining Corp                                     | PolyMet Mining Corp                                     | CUSIP: 731916409<br>LEI: 529900I1B64WM0PRZW40 | Long             | EC               | CORP              | CA        |      3342 | NS      | $8856.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group Inc                                     | Workhorse Group Inc                                     | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |      1324 | NS      | $2012.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares Inc                                | Red River Bancshares Inc                                | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |       539 | NS      | $27521.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EQRx Inc                                                | EQRx Inc                                                | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23414 | NS      | $57598.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BARK Inc                                                | BARK Inc                                                | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13825 | NS      | $20599.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                            | Artivion Inc                                            | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |       656 | NS      | $7950.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping Inc                                 | Eagle Bulk Shipping Inc                                 | CUSIP: 000000000<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               | CORP              | MH        |      1572 | NS      | $78505.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                      | Enact Holdings Inc                                      | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3576 | NS      | $86253.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corp                                     | Legacy Housing Corp                                     | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       967 | NS      | $18334.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                                       | Triumph Group Inc                                       | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      7447 | NS      | $78342.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                                    | Astec Industries Inc                                    | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      2656 | NS      | $107992.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                            | Sylvamo Corp                                            | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       243 | NS      | $11807.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                       | Tutor Perini Corp                                       | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      4878 | NS      | $36828.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corp                                              | Vuzix Corp                                              | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               | CORP              | US        |       831 | NS      | $3024.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc                                | Oppenheimer Holdings Inc                                | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       933 | NS      | $39493.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp                     | Retail Opportunity Investments Corp                     | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               |  | US        |     14271 | NS      | $214493.13    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                               | Phibro Animal Health Corp                               | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       107 | NS      | $1434.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                      | CNX Resources Corp                                      | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     19644 | NS      | $330804.96    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Root Inc/OH                                             | Root Inc/OH                                             | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       947 | NS      | $4252.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | MICRO EMIN RUS2000MAR23                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       135 | NC      | $-19842.09    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Desktop Metal Inc                                       | Desktop Metal Inc                                       | CUSIP: 25058X105<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | EC               | CORP              | US        |     30747 | NS      | $41815.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Quad/Graphics Inc                                       | Quad/Graphics Inc                                       | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |      3956 | NS      | $16140.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                      | SunCoke Energy Inc                                      | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      9695 | NS      | $83667.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc                                         | Solid Power Inc                                         | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9214 | NS      | $23403.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tilly's Inc                                             | Tilly's Inc                                             | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2586 | NS      | $23403.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Corp                        | Bluegreen Vacations Holding Corp                        | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |       730 | NS      | $18220.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESS Tech Inc                                            | ESS Tech Inc                                            | CUSIP: 26916J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       784 | NS      | $1905.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                                        | MDC Holdings Inc                                        | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      5041 | NS      | $159295.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerovate Therapeutics Inc                               | Aerovate Therapeutics Inc                               | CUSIP: 008064107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1060 | NS      | $31058.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                              | Adient PLC                                              | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |     11079 | NS      | $384330.51    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp                                     | Gladstone Land Corp                                     | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               |  | US        |      1716 | NS      | $31488.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                             | Standard Motor Products Inc                             | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      2363 | NS      | $82232.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                           | Sapiens International Corp NV                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1060 | NS      | $19588.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                                   | United Fire Group Inc                                   | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2491 | NS      | $68153.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                                  | Acushnet Holdings Corp                                  | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      2790 | NS      | $118463.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                                          | Utz Brands Inc                                          | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       985 | NS      | $15622.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc                                    | Mid Penn Bancorp Inc                                    | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1763 | NS      | $52837.11     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc                                    | City Office REIT Inc                                    | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               |  | US        |      4542 | NS      | $38061.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                               | Edgewell Personal Care Co                               | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      5999 | NS      | $231201.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade Inc                                            | Accolade Inc                                            | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |      7598 | NS      | $59188.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                 | Valley National Bancorp                                 | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     50658 | NS      | $572941.98    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                               | Greif Inc                                               | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       508 | NS      | $39740.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CareMax Inc                                             | CareMax Inc                                             | CUSIP: 14171W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6908 | NS      | $25214.20     | 0.02%             |  |  |  | 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        |     12438 | NS      | $97265.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Russell 2000 Value ETF                          | iShares Russell 2000 Value ETF                          | CUSIP: 464287630<br>LEI: 549300WJAJCAZZLTQD63 | Long             | EC               | RF                | US        |     28408 | NS      | $3939337.36   | 2.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Aterian Inc                                             | Aterian Inc                                             | CUSIP: 02156U101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7052 | NS      | $5432.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc                                     | C4 Therapeutics Inc                                     | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4924 | NS      | $29051.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                      | Varex Imaging Corp                                      | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      4428 | NS      | $89888.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                                    | PTC Therapeutics Inc                                    | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      1977 | NS      | $75462.09     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                                   | Independent Bank Corp                                   | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      4670 | NS      | $394288.10    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc                                            | CryoPort Inc                                            | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |       963 | NS      | $16708.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneti Inc                                               | Eneti Inc                                               | CUSIP: 000000000<br>LEI: 549300MHZ4YKRPGBH616 | Long             | EC               | CORP              | MH        |      2582 | NS      | $25949.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                                  | Ormat Technologies Inc                                  | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      2531 | NS      | $218880.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                          | Stitch Fix Inc                                          | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |      5990 | NS      | $18628.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Poshmark Inc                                            | Poshmark Inc                                            | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5443 | NS      | $97320.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA                                   | CNB Financial Corp/PA                                   | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      2414 | NS      | $57429.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                                     | TreeHouse Foods Inc                                     | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      5919 | NS      | $292280.22    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                       | ProAssurance Corp                                       | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      5583 | NS      | $97535.01     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                  | Genworth Financial Inc                                  | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     52858 | NS      | $279618.82    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                                      | Light & Wonder Inc                                      | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     10991 | NS      | $644072.60    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                              | A-Mark Precious Metals Inc                              | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      2126 | NS      | $73835.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LNG Ltd                                            | FLEX LNG Ltd                                            | CUSIP: 000000000<br>LEI: 21380084THHU3MPC3647 | Long             | EC               | CORP              | BM        |      3336 | NS      | $109053.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                                | World Fuel Services Corp                                | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      7272 | NS      | $198743.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiger BioPharmaceuticals Inc                            | Eiger BioPharmaceuticals Inc                            | CUSIP: 28249U105<br>LEI: 549300GO4VMIHDKJNU46 | Long             | EC               | CORP              | US        |       402 | NS      | $474.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Corp                                | Brookfield Business Corp                                | CUSIP: 11259V106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       387 | NS      | $7271.73      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                      | CareTrust REIT Inc                                      | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |     10390 | NS      | $193046.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                                    | WW International Inc                                    | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      6178 | NS      | $23847.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc                            | SpringWorks Therapeutics Inc                            | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3377 | NS      | $87835.77     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc                                   | CTO Realty Growth Inc                                   | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               |  | US        |      2035 | NS      | $37199.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                                | Haynes International Inc                                | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |      1405 | NS      | $64194.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cryptyde Inc                                            | Cryptyde Inc                                            | CUSIP: 22890A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       848 | NS      | $162.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico Inc                                               | Alico Inc                                               | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       707 | NS      | $16876.09     | 0.01%             |  |  |  | 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        |      2790 | NS      | $50220.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics Inc                           | 4D Molecular Therapeutics Inc                           | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3496 | NS      | $77646.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear Therapeutics Inc                                   | Pear Therapeutics Inc                                   | CUSIP: 704723105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4327 | NS      | $5105.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reservoir Media Inc                                     | Reservoir Media Inc                                     | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Long             | EC               | CORP              | US        |       202 | NS      | $1205.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                                        | ACCO Brands Corp                                        | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     10721 | NS      | $59930.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc                                             | MaxCyte Inc                                             | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |     10074 | NS      | $55004.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                                  | American Woodmark Corp                                  | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      1806 | NS      | $88241.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Ocean Group Ltd                                  | Golden Ocean Group Ltd                                  | CUSIP: 000000000<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | BM        |     14383 | NS      | $124988.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                              | Financial Institutions Inc                              | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1914 | NS      | $46625.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                                | Dana Inc                                                | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     15060 | NS      | $227857.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd                               | Greenlight Capital Re Ltd                               | CUSIP: 000000000<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |      3229 | NS      | $26316.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                                    | Ryerson Holding Corp                                    | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      2144 | NS      | $64877.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                        | TriCo Bancshares                                        | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3735 | NS      | $190447.65    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                                 | DigitalBridge Group Inc                                 | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      2024 | NS      | $22142.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                        | Boise Cascade Co                                        | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      3638 | NS      | $249821.46    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc                                        | EverCommerce Inc                                        | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2523 | NS      | $18771.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimera Investment Corp                                 | Chimera Investment Corp                                 | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |     27168 | NS      | $149424.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                           | Capitol Federal Financial Inc                           | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14071 | NS      | $121714.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                                           | Blackbaud Inc                                           | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |       298 | NS      | $17540.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                                  | Castle Biosciences Inc                                  | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2871 | NS      | $67583.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc                          | Schnitzer Steel Industries Inc                          | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      2685 | NS      | $82295.25     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Traeger Inc                                             | Traeger Inc                                             | CUSIP: 89269P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3788 | NS      | $10682.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                           | M/I Homes Inc                                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      2660 | NS      | $122838.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Faraday Future Intelligent Electric Inc                 | Faraday Future Intelligent Electric Inc                 | CUSIP: 307359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11416 | NS      | $3314.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                                | TPG RE Finance Trust Inc                                | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               |  | US        |      7962 | NS      | $54061.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Claros Mortgage Trust Inc                               | Claros Mortgage Trust Inc                               | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               |  | US        |     10663 | NS      | $156852.73    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The                    | Bank of NT Butterfield & Son Ltd/The                    | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      5546 | NS      | $165326.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc                                  | Maxar Technologies Inc                                  | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      8566 | NS      | $443204.84    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                                           | Bioventus Inc                                           | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3646 | NS      | $9516.06      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp                                              | Chase Corp                                              | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       649 | NS      | $55982.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                                       | CONSOL Energy Inc                                       | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       243 | NS      | $15795.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                               | Stepan Co                                               | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      2226 | NS      | $236979.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                 | KB Home                                                 | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      7433 | NS      | $236741.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                          | SpartanNash Co                                          | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      4081 | NS      | $123409.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc                                | Fulcrum Therapeutics Inc                                | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5033 | NS      | $36640.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lordstown Motors Corp                                   | Lordstown Motors Corp                                   | CUSIP: 54405Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20522 | NS      | $23395.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Loyalty Ventures Inc                                    | Loyalty Ventures Inc                                    | CUSIP: 54911Q107<br>LEI: 549300Q3YKVWNY6JIJ44 | Long             | EC               | CORP              | US        |      1637 | NS      | $3945.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                                       | Olympic Steel Inc                                       | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      1071 | NS      | $35964.18     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                               | Monro Inc                                               | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3638 | NS      | $164437.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp                                         | SolarWinds Corp                                         | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5693 | NS      | $53286.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                              | Xencor Inc                                              | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      6648 | NS      | $173113.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                                    | Johnson Outdoors Inc                                    | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       620 | NS      | $40994.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                               | Argan Inc                                               | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      1544 | NS      | $56942.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                              | Midland States Bancorp Inc                              | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      2616 | NS      | $69637.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi Inc                                               | Valhi Inc                                               | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       299 | NS      | $6578.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp                                 | Clean Energy Fuels Corp                                 | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |     19814 | NS      | $103032.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                             | BayCom Corp                                             | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |      1396 | NS      | $26496.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                              | FIXED INC CLEARING CORP.REPO                            | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   1145161 | PA      | $1145160.83   | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Heidrick & Struggles International Inc                  | Heidrick & Struggles International Inc                  | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      2254 | NS      | $63044.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                                     | PAR Technology Corp                                     | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |      1939 | NS      | $50549.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                         | Otter Tail Corp                                         | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2651 | NS      | $155640.21    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc                               | Allogene Therapeutics Inc                               | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9300 | NS      | $58497.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences Inc                                    | Tyra Biosciences Inc                                    | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1504 | NS      | $11430.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                                     | Equity Commonwealth                                     | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |     12191 | NS      | $304409.27    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                                      | Corsair Gaming Inc                                      | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      2037 | NS      | $27642.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                      | CVB Financial Corp                                      | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15753 | NS      | $405639.75    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc                        | Provident Financial Services Inc                        | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      8145 | NS      | $173977.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem Inc                                                | Stem Inc                                                | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |       890 | NS      | $7956.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics Inc                                  | Janux Therapeutics Inc                                  | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1973 | NS      | $25984.41     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp                                           | MannKind Corp                                           | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |     26324 | NS      | $138727.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                    | Rush Enterprises Inc                                    | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       837 | NS      | $47097.99     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc                            | Zentalis Pharmaceuticals Inc                            | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       298 | NS      | $6001.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc                                         | Weyco Group Inc                                         | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |       640 | NS      | $13542.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                                     | Repay Holdings Corp                                     | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10276 | NS      | $82721.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                            | Cars.com Inc                                            | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      6660 | NS      | $91708.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Consumer Portfolio Services Inc                         | Consumer Portfolio Services Inc                         | CUSIP: 210502100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1137 | NS      | $10062.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                                       | Borr Drilling Ltd                                       | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | BM        |     12617 | NS      | $62706.49     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                        | Encore Wire Corp                                        | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2060 | NS      | $283373.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Akoustis Technologies Inc                               | Akoustis Technologies Inc                               | CUSIP: 00973N102<br>LEI: 549300DLBFV9XWL6J142 | Long             | EC               | CORP              | US        |       361 | NS      | $1018.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                               | Brinker International Inc                               | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       526 | NS      | $16784.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-17

**Name of Applicant:** PACIFIC SELECT FUND

**Signature:** Trevor Smith

**Name of Signer:** Trevor Smith

**Title:** Assistant Vice President