# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0002048251-26-000658
**Filing Date:** 2026-1
**Character Count:** 156075
**Document Hash:** e6b95fb87d83e73652f593ca3139decc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-000658.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0002048251-26-000658

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 26572065

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

**MAIL ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456

## Series and Classes Contracts Data

### SIIT SMALL MID CAP EQUITY FUND (Series ID: S000006770)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000018359 | SIIT SMALL MID CAP EQUITY FUND - CLASS A | SSMAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-07257

- **c. CIK number of Registrant:** 0000939934

- **d. LEI of Registrant:** 0N2JSH1PTH72JCCP2A88

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

  - **Street Address 1:** ONE FREEDOM VALLEY DRIVE

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** SIIT SMALL/MID CAP FUND

- **b. EDGAR series identifier (if any):** S000006770

- **c. LEI of Series:** B93VKJCZK6YN2RNSSE61

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-30

**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:** $901195516.08

**Total Liabilities:** $277502.75

**Net Assets:** $900918013.33

**Cash Not Reported:** $0.20

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018359 | 1.66%                | -1.25%               | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $497259.95               | $12987206.80                               |
| Month 2  | $5710285.09              | $-17185753.85                              |
| Month 3  | $5882797.89              | $-6784436.71                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INCYTE CORPORATION                               | INCYTE CORP COMMON STOCK                            | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               |  | US        |     34340 | NS      | $3587156.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC.                                | AMC NETWORKS INC-A COMMON STOCK                     | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               |  | US        |     22800 | NS      | $203376.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORPORATION.                        | ARES CAPITAL CORP COMMON STOCK                      | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | EC               |  | US        |     35700 | NS      | $736134.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO REALTY GROWTH, INC.                          | CTO REALTY GROWTH INC REIT                          | CUSIP: 22948Q101<br>LEI: 254900ZQ99OFO1WXS678 | Long             | EC               |  | US        |     36630 | NS      | $662270.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LANDSTAR SYSTEM, INC.                            | LANDSTAR SYSTEM INC COMMON STOCK                    | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               |  | US        |     12783 | NS      | $1672527.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O AMERICA                                      | H2O AMERICA COMMON STOCK                            | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               |  | US        |     30290 | NS      | $1406364.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET, INC.                                     | RADNET INC COMMON STOCK                             | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               |  | US        |     26975 | NS      | $2233260.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTONATION, INC.                                 | AUTONATION INC COMMON STOCK                         | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               |  | US        |      6200 | NS      | $1309998.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYWARD HOLDINGS, INC.                           | HAYWARD HOLDINGS INC COMMON STOCK                   | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               |  | US        |     84570 | NS      | $1391176.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP-ON INCORPORATED                             | SNAP-ON INC COMMON STOCK                            | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               |  | US        |      4050 | NS      | $1377202.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORPORATION                      | HANMI FINANCIAL CORPORATION COMMON STOCK            | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               |  | US        |     62800 | NS      | $1734536.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIFF DAVIS, INC.                                 | ZIFF DAVIS INC COMMON STOCK                         | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               |  | US        |     19600 | NS      | $643272.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO.                             | TRAVEL + LEISURE CO COMMON STOCK                    | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               |  | US        |     73315 | NS      | $5027942.70   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIVIOR PLC                                     | INDIVIOR PLC COMMON STOCK                           | CUSIP: G4766E116<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               |  | US        |     60140 | NS      | $2020704.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS, INC.                   | MONOLITHIC POWER SYSTEMS INC COMMON STOCK           | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               |  | US        |      4816 | NS      | $4470066.72   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL DISPLAY CORPORATION                    | UNIVERSAL DISPLAY CORP COMMON STOCK                 | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               |  | US        |     17388 | NS      | $2067954.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic N.V.                                     | ELASTIC NV COMMON STOCK                             | CUSIP: N14506104<br>LEI: 2549003I48WHHH937I59 | Long             | EC               |  | US        |     16170 | NS      | $1140470.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA TECH, INC.                                 | TETRA TECH INC COMMON STOCK                         | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               |  | US        |     54082 | NS      | $1878808.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| EPAM SYSTEMS, INC.                               | EPAM SYSTEMS INC COMMON STOCK                       | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               |  | US        |     10253 | NS      | $1917311.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HAVERTY FURNITURE COMPANIES, INC.                | HAVERTY FURNITURE COMMON STOCK                      | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               |  | US        |     38200 | NS      | $909160.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORPORATION                             | UNIFIRST CORP/MA COMMON STOCK                       | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               |  | US        |      9984 | NS      | $1722739.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE, INC.                                   | RELIANCE INC COMMON STOCK                           | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               |  | US        |      7411 | NS      | $2070040.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                            | BLOOMIN' BRANDS INC COMMON STOCK                    | CUSIP: N/A<br>LEI: E1UJ2GO305B5FXGV7N04       | Long             | EC               |  | US        |     53700 | NS      | $381270.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT INC.                                         | ADT INC COMMON STOCK                                | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               |  | US        |    345920 | NS      | $2853840.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR, INC.                                 | FORMFACTOR INC COMMON STOCK                         | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               |  | US        |     23470 | NS      | $1291319.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES, INC.                             | UFP INDUSTRIES INC COMMON STOCK                     | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               |  | US        |     15052 | NS      | $1399685.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORPORATION                        | VAREX IMAGING CORP COMMON STOCK                     | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               |  | US        |     64000 | NS      | $740480.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RYMAN HOSPITALITY PROPERTIES, INC.               | RYMAN HOSPITALITY PROPERTIES REIT                   | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |     21935 | NS      | $2093257.05   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP, INC.                                 | APTARGROUP INC COMMON STOCK                         | CUSIP: N/A<br>LEI: VNPEQDQFAA7IY1T2PX43       | Long             | EC               |  | US        |     11270 | NS      | $1405932.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.              | HUNTINGTON INGALLS INDUSTRIE COMMON STOCK           | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               |  | US        |      4700 | NS      | $1474014.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HAMILTON LANE INCORPORATED                       | HAMILTON LANE INC-CLASS A COMMON STOCK              | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               |  | US        |     17820 | NS      | $2208521.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| THE WESTERN UNION COMPANY                        | WESTERN UNION CO COMMON STOCK                       | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               |  | US        |     87100 | NS      | $765609.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HOLDINGS INC.                          | SIRIUS XM HOLDINGS INC COMMON STOCK                 | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               |  | US        |     95510 | NS      | $2030542.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK IN THE BOX INC.                             | JACK IN THE BOX INC COMMON STOCK                    | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               |  | US        |      7184 | NS      | $141596.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORPORATION                            | GREEN DOT CORP-CLASS A COMMON STOCK                 | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               |  | US        |    117820 | NS      | $1480997.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVITA INC.                                      | DAVITA INC COMMON STOCK                             | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | EC               |  | US        |      9700 | NS      | $1160896.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CABOT CORPORATION                                | CABOT CORP COMMON STOCK                             | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               |  | US        |     15600 | NS      | $976092.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW INC.                                        | DNOW INC COMMON STOCK                               | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               |  | US        |     43300 | NS      | $604468.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONY BIOSCIENCES HOLDINGS, INC.               | HARMONY BIOSCIENCES HOLDINGS COMMON STOCK           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               |  | US        |     43700 | NS      | $1542173.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnera Corporation                              | MAGNERA CORP COMMON STOCK                           | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               |  | US        |      7654 | NS      | $108373.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibex Ltd                                         | IBEX LTD COMMON STOCK                               | CUSIP: G4690M101<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               |  | US        |     33660 | NS      | $1184495.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK                                   | PREFERRED BANK/LOS ANGELES COMMON STOCK             | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               |  | US        |     14940 | NS      | $1410485.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INCORPORATED                      | ABM INDUSTRIES INC COMMON STOCK                     | CUSIP: N/A<br>LEI: QF02R89VEIOROM77J447       | Long             | EC               |  | US        |     30770 | NS      | $1323110.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDPACE HOLDINGS, INC.                           | MEDPACE HOLDINGS INC COMMON STOCK                   | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               |  | US        |      2300 | NS      | $1362658.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                         | ENERGIZER HOLDINGS INC COMMON STOCK                 | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               |  | US        |     50900 | NS      | $927907.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC.                                 | UNITI GROUP INC COMMON STOCK                        | CUSIP: 912932100<br>LEI: N/A                  | Long             | EC               |  | US        |     42963 | NS      | $273672.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXTRON INC.                                     | TEXTRON INC COMMON STOCK                            | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               |  | US        |     43500 | NS      | $3617460.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| WATSCO, INC.                                     | WATSCO INC COMMON STOCK                             | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               |  | US        |      6819 | NS      | $2362101.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORPORATION                                  | SLM CORP COMMON STOCK                               | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               |  | US        |     25400 | NS      | $744220.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UIPATH, INC.                                     | UIPATH INC - CLASS A COMMON STOCK                   | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               |  | US        |    116630 | NS      | $1616491.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BUILDERS FIRSTSOURCE, INC.                       | BUILDERS FIRSTSOURCE INC COMMON STOCK               | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               |  | US        |      5000 | NS      | $561150.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                     | FRESH DEL MONTE PRODUCE INC COMMON STOCK            | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               |  | US        |     64500 | NS      | $2331030.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA, INC.                           | BRIDGEBIO PHARMA INC COMMON STOCK                   | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               |  | US        |     38380 | NS      | $2763743.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PEGASYSTEMS INC.                                 | PEGASYSTEMS INC COMMON STOCK                        | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               |  | US        |     25840 | NS      | $1415256.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR CAPITAL CORP.                             | FS KKR CAPITAL CORP COMMON STOCK                    | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               |  | US        |     35800 | NS      | $576380.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OSHKOSH CORPORATION                              | OSHKOSH CORP COMMON STOCK                           | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               |  | US        |     29800 | NS      | $3819764.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                         | FABRINET COMMON STOCK                               | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               |  | US        |     12750 | NS      | $5857477.50   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Group, Ltd.                              | EVEREST GROUP LTD COMMON STOCK                      | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               |  | US        |      2600 | NS      | $817154.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS, INC.                   | NATIONAL VISION HOLDINGS INC COMMON STOCK           | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               |  | US        |     67690 | NS      | $1952856.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PULTEGROUP, INC.                                 | PULTEGROUP INC COMMON STOCK                         | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               |  | US        |     18600 | NS      | $2365734.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORPORATION                       | FEDERAL SIGNAL CORP COMMON STOCK                    | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               |  | US        |      5560 | NS      | $633840.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANKSHARES, INC.                 | FIRST FINL BANKSHARES INC COMMON STOCK              | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               |  | US        |     69140 | NS      | $2159933.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC.                                      | RAMBUS INC COMMON STOCK                             | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               |  | US        |     50040 | NS      | $4782322.80   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE AND SOFFA INDUSTRIES, INC.               | KULICKE & SOFFA INDUSTRIES COMMON STOCK             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               |  | US        |     50402 | NS      | $2273634.22   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                               | INTERDIGITAL INC COMMON STOCK                       | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               |  | US        |     13310 | NS      | $4761652.50   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)        | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  27121464 | NS      | $27121464.45  | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GAP, INC.                                    | GAP INC/THE COMMON STOCK                            | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               |  | US        |     41700 | NS      | $1128819.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX CORPORATION                            | TD SYNNEX CORP COMMON STOCK                         | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               |  | US        |     12800 | NS      | $1951744.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CORPORATION                 | CALIFORNIA RESOURCES CORP COMMON STOCK              | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               |  | US        |     30130 | NS      | $1439611.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LITTELFUSE, INC.                                 | LITTELFUSE INC COMMON STOCK                         | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               |  | US        |     10514 | NS      | $2691794.28   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MARKETAXESS HOLDINGS INC.                        | MARKETAXESS HOLDINGS INC COMMON STOCK               | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               |  | US        |      6724 | NS      | $1101996.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES, INC.                         | APOGEE ENTERPRISES INC COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300579S7QW8V4IJ60       | Long             | EC               |  | US        |     26800 | NS      | $975788.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE, INC.                           | SONIC AUTOMOTIVE INC-CLASS A COMMON STOCK           | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               |  | US        |     17640 | NS      | $1111849.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL MONEY EXPRESS, INC.                | INTERNATIONAL MONEY EXPRESS COMMON STOCK            | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               |  | US        |     46200 | NS      | $704088.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONFLUENT, INC.                                  | CONFLUENT INC-CLASS A COMMON STOCK                  | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               |  | US        |     59480 | NS      | $1323430.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORPORATION                            | AIR LEASE CORP COMMON STOCK                         | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               |  | US        |     21255 | NS      | $1358832.15   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC.                           | JACKSON FINANCIAL INC-A COMMON STOCK                | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               |  | US        |     29030 | NS      | $2845230.30   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION                     | BLUE OWL CAPITAL CORP COMMON STOCK                  | CUSIP: 69121K104<br>LEI: 2549000BD79OOCPF2L94 | Long             | EC               |  | US        |     69500 | NS      | $915315.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc                               | PROG HOLDINGS INC COMMON STOCK                      | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               |  | US        |     36500 | NS      | $1050470.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBE LIFE INC.                                  | GLOBE LIFE INC COMMON STOCK                         | CUSIP: N/A<br>LEI: 5493001JFHKQOPP6XA71       | Long             | EC               |  | US        |     12500 | NS      | $1684125.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                  | AFFILIATED MANAGERS GROUP COMMON STOCK              | CUSIP: N/A<br>LEI: 2JE75BUE3T1BLCYYGK54       | Long             | EC               |  | US        |     12300 | NS      | $3306609.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | E-MINI RUSS 2000  DEC25 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        47 | NC      | $5886985.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED THERAPEUTICS CORPORATION                  | UNITED THERAPEUTICS CORP COMMON STOCK               | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               |  | US        |      5400 | NS      | $2624400.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, INC.                                     | EZCORP INC-CL A COMMON STOCK                        | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               |  | US        |     92340 | NS      | $1780315.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                   | QUINSTREET INC COMMON STOCK                         | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               |  | US        |     70900 | NS      | $989764.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORPORATION                             | REPLIGEN CORP COMMON STOCK                          | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               |  | US        |     25132 | NS      | $4298074.64   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                     | TENET HEALTHCARE CORP COMMON STOCK                  | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               |  | US        |     15000 | NS      | $3252600.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINO'S PIZZA, INC.                             | DOMINO'S PIZZA INC COMMON STOCK                     | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               |  | US        |      4690 | NS      | $1968064.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS, INC.                   | SUPERNUS PHARMACEUTICALS INC COMMON STOCK           | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               |  | US        |     19635 | NS      | $895159.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PEOPLES BANCORP INC.                             | PEOPLES BANCORP INC COMMON STOCK                    | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               |  | US        |     48000 | NS      | $1422240.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN HOLDINGS, INC.                             | CROWN HOLDINGS INC COMMON STOCK                     | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               |  | US        |     13330 | NS      | $1290743.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RADIAN GROUP INC.                                | RADIAN GROUP INC COMMON STOCK                       | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               |  | US        |     40700 | NS      | $1446885.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VERTEX, INC.                                     | VERTEX INC - CLASS A COMMON STOCK                   | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               |  | US        |     99382 | NS      | $1954843.94   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GOODYEAR TIRE & RUBBER COMPANY               | GOODYEAR TIRE & RUBBER CO COMMON STOCK              | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               |  | US        |     71642 | NS      | $620419.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES, INC.                         | VALMONT INDUSTRIES COMMON STOCK                     | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               |  | US        |     10407 | NS      | $4297778.79   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ROLLINS, INC.                                    | ROLLINS INC COMMON STOCK                            | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               |  | US        |     82262 | NS      | $5057467.76   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                      | DICK'S SPORTING GOODS INC COMMON STOCK              | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               |  | US        |     14838 | NS      | $3065085.66   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT LAKES DREDGE & DOCK CORPORATION            | GREAT LAKES DREDGE & DOCK CO COMMON STOCK           | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               |  | US        |    112970 | NS      | $1442626.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMAS CORPORATION                               | TRIMAS CORP COMMON STOCK                            | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               |  | US        |     42750 | NS      | $1456492.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                     | VERACYTE INC COMMON STOCK                           | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               |  | US        |     40740 | NS      | $1928631.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWARD SPECIALTY INSURANCE GROUP, INC.          | SKYWARD SPECIALTY INSURANCE COMMON STOCK            | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               |  | US        |     23386 | NS      | $1144978.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS, INC.                                | OSI SYSTEMS INC COMMON STOCK                        | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               |  | US        |     17285 | NS      | $4681642.25   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT HOLDINGS, INC.                               | DHT HOLDINGS INC COMMON STOCK                       | CUSIP: Y2065G121<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               |  | US        |    105750 | NS      | $1377922.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                              | S&P MID 400 EMINI DEC25 PHYSICAL INDEX FUTURE.      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        19 | NC      | $6297360.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| PLANET FITNESS, INC.                             | PLANET FITNESS INC - CL A COMMON STOCK              | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               |  | US        |     13000 | NS      | $1455610.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD KINECT CORPORATION                         | WORLD KINECT CORP COMMON STOCK                      | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               |  | US        |     64600 | NS      | $1497428.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                  | CSG SYSTEMS INTL INC COMMON STOCK                   | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               |  | US        |     13150 | NS      | $1035825.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORPORATION                           | BIO-TECHNE CORP COMMON STOCK                        | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               |  | US        |     39295 | NS      | $2534920.45   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TURTLE BEACH CORPORATION                         | TURTLE BEACH CORP COMMON STOCK                      | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               |  | US        |     47300 | NS      | $656524.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec, Inc.                                    | EVERTEC INC COMMON STOCK                            | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               |  | US        |     34980 | NS      | $1010922.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS, INC.                            | MERCURY SYSTEMS INC COMMON STOCK                    | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               |  | US        |     26231 | NS      | $1833284.59   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                   | AMDOCS LTD COMMON STOCK                             | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               |  | US        |     25900 | NS      | $1980832.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAD/GRAPHICS, INC.                              | QUAD GRAPHICS INC COMMON STOCK                      | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               |  | US        |     86600 | NS      | $497084.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The Descartes Systems Group Inc.                 | DESCARTES SYSTEMS GRP/THE COMMON STOCK              | CUSIP: 249906108<br>LEI: N/A                  | Long             | EC               |  | US        |     33000 | NS      | $2719860.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SCORPIO TANKERS INC.                             | SCORPIO TANKERS INC COMMON STOCK                    | CUSIP: Y7542C130<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               |  | US        |     18000 | NS      | $1031940.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GREENBRIER COMPANIES, INC.                   | GREENBRIER COMPANIES INC COMMON STOCK               | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               |  | US        |     22900 | NS      | $1018592.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHNIPFMC PLC                                   | TECHNIPFMC PLC COMMON STOCK                         | CUSIP: G87110105<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               |  | US        |     33300 | NS      | $1507158.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE, INC.                            | AXON ENTERPRISE INC COMMON STOCK                    | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               |  | US        |      6867 | NS      | $3709141.38   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORPORATION                               | CHEMED CORP COMMON STOCK                            | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               |  | US        |      4387 | NS      | $1926726.53   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                        | BAXTER INTERNATIONAL INC COMMON STOCK               | CUSIP: N/A<br>LEI: J5OIVXX3P24RJRW5CK77       | Long             | EC               |  | US        |     48100 | NS      | $901394.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                    | EVERQUOTE INC - CLASS A COMMON STOCK                | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               |  | US        |     50580 | NS      | $1334806.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MANPOWERGROUP INC.                               | MANPOWERGROUP INC COMMON STOCK                      | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               |  | US        |     14300 | NS      | $411268.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTU FINANCIAL, INC.                            | VIRTU FINANCIAL INC-CLASS A COMMON STOCK            | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               |  | US        |     35060 | NS      | $1253745.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MORNINGSTAR, INC.                                | MORNINGSTAR INC COMMON STOCK                        | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               |  | US        |      8472 | NS      | $1820293.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Soleno Therapeutics Inc                          | SOLENO THERAPEUTICS INC COMMON STOCK                | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               |  | US        |     15060 | NS      | $759777.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                            | EXCELERATE ENERGY INC-A COMMON STOCK                | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               |  | US        |     42370 | NS      | $1189749.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS, INC.                   | VICTORY CAPITAL HOLDING - A COMMON STOCK            | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               |  | US        |     22000 | NS      | $1383580.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER'S, INC.                                   | CARTER'S INC COMMON STOCK                           | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               |  | US        |     12100 | NS      | $386111.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INCORPORATED                           | INGREDION INC COMMON STOCK                          | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               |  | US        |     17300 | NS      | $1860442.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ARGAN, INC.                                      | ARGAN INC COMMON STOCK                              | CUSIP: N/A<br>LEI: 529900E4KZWBV9KGBS83       | Long             | EC               |  | US        |     13845 | NS      | $5471544.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP, INC.                              | EXPEDIA GROUP INC COMMON STOCK                      | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               |  | US        |      6800 | NS      | $1738692.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| KINSALE CAPITAL GROUP, INC.                      | KINSALE CAPITAL GROUP INC COMMON STOCK              | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               |  | US        |     11452 | NS      | $4407874.80   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART, INC.                                     | COPART INC COMMON STOCK                             | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               |  | US        |     65229 | NS      | $2542626.42   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE CORPORATION                                  | VSE CORP COMMON STOCK                               | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               |  | US        |     18380 | NS      | $3311892.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                  | O-I GLASS INC COMMON STOCK                          | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               |  | US        |    148660 | NS      | $2003936.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BETA Technologies Inc                            | BETA TECHNOLOGIES INC -CL A COMMON STOCK            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     19310 | NS      | $526583.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIX, INC.                                      | CALIX INC COMMON STOCK                              | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               |  | US        |     29450 | NS      | $1627701.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSUNION                                       | TRANSUNION COMMON STOCK                             | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               |  | US        |     27835 | NS      | $2367366.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Amer Sports, Inc                                 | AMER SPORTS INC COMMON STOCK                        | CUSIP: G0260P102<br>LEI: 391200YCSWTRD1J21867 | Long             | EC               |  | US        |     33690 | NS      | $1250909.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PELOTON INTERACTIVE, INC.                        | PELOTON INTERACTIVE INC-A COMMON STOCK              | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               |  | US        |    180760 | NS      | $1227360.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                          | SIGNET JEWELERS LTD COMMON STOCK                    | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               |  | US        |      8000 | NS      | $801280.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROW ELECTRONICS, INC.                          | ARROW ELECTRONICS INC COMMON STOCK                  | CUSIP: N/A<br>LEI: 549300YNNLBXT8N8R512       | Long             | EC               |  | US        |     16000 | NS      | $1728160.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HOLDINGS, INC.                           | PALOMAR HOLDINGS INC COMMON STOCK                   | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               |  | US        |      9560 | NS      | $1187447.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS, INC.              | ALLISON TRANSMISSION HOLDING COMMON STOCK           | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               |  | US        |     25900 | NS      | $2296294.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME BANCSHARES, INC.                            | HOME BANCSHARES INC COMMON STOCK                    | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               |  | US        |     83932 | NS      | $2355131.92   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIXMOR PROPERTY GROUP INC.                      | BRIXMOR PROPERTY GROUP INC REIT                     | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |     45100 | NS      | $1178914.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BRINK'S COMPANY                              | BRINK'S CO/THE COMMON STOCK                         | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               |  | US        |     24780 | NS      | $2783537.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HAWAIIAN, INC.                             | FIRST HAWAIIAN INC COMMON STOCK                     | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               |  | US        |     55200 | NS      | $1375584.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEIA INC.                                       | ADEIA INC COMMON STOCK                              | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               |  | US        |     66900 | NS      | $827553.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS, INC.                      | HALOZYME THERAPEUTICS INC COMMON STOCK              | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               |  | US        |     17390 | NS      | $1241646.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VITAL FARMS, INC.                                | VITAL FARMS INC COMMON STOCK                        | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               |  | US        |     28491 | NS      | $931655.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES, INC.                           | BWX TECHNOLOGIES INC COMMON STOCK                   | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               |  | US        |      5900 | NS      | $1055392.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES, INC.                    | JACK HENRY & ASSOCIATES INC COMMON STOCK            | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               |  | US        |     12480 | NS      | $2177510.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                         | SERVICE PROPERTIES TRUST REIT                       | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |     48500 | NS      | $84390.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COHEN & STEERS, INC.                             | COHEN & STEERS INC COMMON STOCK                     | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               |  | US        |     25793 | NS      | $1631407.25   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KILROY REALTY CORPORATION                        | KILROY REALTY CORP REIT                             | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |     22400 | NS      | $960736.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT, INC.                             | CARETRUST REIT INC REIT                             | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |    108738 | NS      | $4080937.14   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR ATLEOS CORPORATION                           | NCR ATLEOS CORP COMMON STOCK                        | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               |  | US        |      8100 | NS      | $300267.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION                 | CHESAPEAKE UTILITIES CORP COMMON STOCK              | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               |  | US        |     16792 | NS      | $2335095.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS, INC.                       | PAR PACIFIC HOLDINGS INC COMMON STOCK               | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               |  | US        |     39880 | NS      | $1820522.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSIENT TECHNOLOGIES CORPORATION                | SENSIENT TECHNOLOGIES CORP COMMON STOCK             | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               |  | US        |     27276 | NS      | $2659137.24   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMERICA, INC.                                  | PRIMERICA INC COMMON STOCK                          | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               |  | US        |     12276 | NS      | $3158860.32   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS, INC.                                   | EXELIXIS INC COMMON STOCK                           | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               |  | US        |     76900 | NS      | $3396673.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                    | REGIONS FINANCIAL CORP COMMON STOCK                 | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               |  | US        |     63600 | NS      | $1618620.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9, INC.                                      | FIVE9 INC COMMON STOCK                              | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               |  | US        |     46240 | NS      | $905841.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc                      | RUSH STREET INTERACTIVE INC COMMON STOCK            | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               |  | US        |     66670 | NS      | $1229394.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBUS MEDICAL, INC.                             | GLOBUS MEDICAL INC - A COMMON STOCK                 | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               |  | US        |     40058 | NS      | $3646880.32   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSOCIATED BANC-CORP                             | ASSOCIATED BANC-CORP COMMON STOCK                   | CUSIP: N/A<br>LEI: 549300N3CIN473IW5094       | Long             | EC               |  | US        |     54400 | NS      | $1430176.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Smithfield Foods, Inc.                           | SMITHFIELD FOODS INC COMMON STOCK                   | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               |  | US        |     64540 | NS      | $1394709.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NICOLET BANKSHARES, INC.                         | NICOLET BANKSHARES INC COMMON STOCK                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |      9460 | NS      | $1191770.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                                | JOBY AVIATION INC COMMON STOCK                      | CUSIP: G65163100<br>LEI: N/A                  | Long             | EC               |  | US        |     41541 | NS      | $599436.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL DOWNS INCORPORATED                     | CHURCHILL DOWNS INC COMMON STOCK                    | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               |  | US        |     18834 | NS      | $2054601.06   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, INC.                                       | AAON INC COMMON STOCK                               | CUSIP: N/A<br>LEI: 549300ZHF0E5VM7PUD37       | Long             | EC               |  | US        |     69463 | NS      | $6493401.24   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIE SEMICONDUCTOR, INC.                        | INDIE SEMICONDUCTOR INC-A COMMON STOCK              | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               |  | US        |    134780 | NS      | $479816.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                          | ENERSYS COMMON STOCK                                | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               |  | US        |     19700 | NS      | $2819267.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST, INC.                      | AMERICAN ASSETS TRUST INC REIT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     36700 | NS      | $715650.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIRLINES HOLDINGS, INC.                   | UNITED AIRLINES HOLDINGS INC COMMON STOCK           | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               |  | US        |     16200 | NS      | $1651752.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc                                    | NEXTPOWER INC-CL A COMMON STOCK                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     39245 | NS      | $3595626.90   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHEQUITY, INC.                               | HEALTHEQUITY INC COMMON STOCK                       | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               |  | US        |     53133 | NS      | $5588528.94   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| MODINE MANUFACTURING COMPANY                     | MODINE MANUFACTURING CO COMMON STOCK                | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               |  | US        |     16740 | NS      | $2714056.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES, INC.                         | MUELLER INDUSTRIES INC COMMON STOCK                 | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               |  | US        |     13700 | NS      | $1505219.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS, INC.                         | BOOT BARN HOLDINGS INC COMMON STOCK                 | CUSIP: N/A<br>LEI: 529900QE1BFMYA3N4E71       | Long             | EC               |  | US        |     14500 | NS      | $2810390.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORPORATION                            | BRUNSWICK CORP COMMON STOCK                         | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               |  | US        |     36818 | NS      | $2434037.98   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE HOLDINGS, INC.                         | EQUITABLE HOLDINGS INC COMMON STOCK                 | CUSIP: N/A<br>LEI: 549300FIBAKMNHPZ4009       | Long             | EC               |  | US        |     15800 | NS      | $737702.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORPORATION                     | ENVISTA HOLDINGS CORP COMMON STOCK                  | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               |  | US        |     68840 | NS      | $1438756.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BORGWARNER INC.                                  | BORGWARNER INC COMMON STOCK                         | CUSIP: N/A<br>LEI: 549300DSFX2IE88NSX47       | Long             | EC               |  | US        |     84820 | NS      | $3652349.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS CORPORATION                      | REGENCY CENTERS CORP REIT                           | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |     16200 | NS      | $1152792.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE, INC.                                  | INTERFACE INC COMMON STOCK                          | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               |  | US        |    123120 | NS      | $3436279.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| POOL CORPORATION                                 | POOL CORP COMMON STOCK                              | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               |  | US        |     15655 | NS      | $3813558.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC.                                       | TEGNA INC COMMON STOCK                              | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               |  | US        |     49300 | NS      | $962336.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                 | CARPENTER TECHNOLOGY COMMON STOCK                   | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               |  | US        |      4775 | NS      | $1521028.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP.                         | FIRST FINANCIAL BANCORP COMMON STOCK                | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               |  | US        |     51150 | NS      | $1272612.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI GROUP, INC.                                  | HCI GROUP INC COMMON STOCK                          | CUSIP: N/A<br>LEI: 549300CZF7EZJH0MPH74       | Long             | EC               |  | US        |      9930 | NS      | $1765057.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP.                              | RITHM CAPITAL CORP REIT                             | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |     85300 | NS      | $980097.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GENPACT LIMITED                                  | GENPACT LTD COMMON STOCK                            | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               |  | US        |     64100 | NS      | $2824246.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust, Inc.                      | PIEDMONT REALTY TRUST INC REIT                      | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |     55300 | NS      | $483322.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBSPOT, INC.                                    | HUBSPOT INC COMMON STOCK                            | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               |  | US        |      4483 | NS      | $1646695.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GeneDx Holdings Corp                             | GENEDX HOLDINGS CORP COMMON STOCK                   | CUSIP: 81663L200<br>LEI: N/A                  | Long             | EC               |  | US        |     11105 | NS      | $1853979.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES, INC.           | INNOVATIVE INDUSTRIAL PROPER REIT                   | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |      9200 | NS      | $454940.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PHINIA INC.                                      | PHINIA INC COMMON STOCK                             | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               |  | US        |     27000 | NS      | $1460430.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS, INC.                           | URBAN OUTFITTERS INC COMMON STOCK                   | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               |  | US        |     22830 | NS      | $1691018.10   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH CORP.                                        | PVH CORP COMMON STOCK                               | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               |  | US        |     13300 | NS      | $1127308.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES, INC.                      | PROSPERITY BANCSHARES INC COMMON STOCK              | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               |  | US        |     28667 | NS      | $1969709.57   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION           | OLD REPUBLIC INTL CORP COMMON STOCK                 | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               |  | US        |     38100 | NS      | $1756410.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd               | CREDO TECHNOLOGY GROUP HOLDI COMMON STOCK           | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               |  | US        |     22495 | NS      | $3995112.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL INSURANCE HOLDINGS, INC.               | UNIVERSAL INSURANCE HOLDINGS COMMON STOCK           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               |  | US        |      7500 | NS      | $248475.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTCASH HOLDINGS, INC.                         | FIRSTCASH HOLDINGS INC COMMON STOCK                 | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               |  | US        |     18335 | NS      | $2904447.35   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORPORATION                             | MATERION CORP COMMON STOCK                          | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               |  | US        |     12240 | NS      | $1495605.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| F.N.B. CORPORATION                               | FNB CORP COMMON STOCK                               | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               |  | US        |     81000 | NS      | $1347840.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ATKORE INC                                       | Atkore Inc COMMON STOCK                             | CUSIP: N/A<br>LEI: 52990002TI38AM4RPV48       | Long             | EC               |  | US        |     19600 | NS      | $1312220.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior, S.A. | BANCO LATINOAMERICANO COME-E COMMON STOCK           | CUSIP: P16994132<br>LEI: 549300CN3134K4LC0651 | Long             | EC               |  | US        |     41700 | NS      | $1872330.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MANNKIND CORPORATION                             | MANNKIND CORP COMMON STOCK                          | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               |  | US        |    191950 | NS      | $1026932.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                       | MATSON INC COMMON STOCK                             | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               |  | US        |     20200 | NS      | $2201396.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                     | FULTON FINANCIAL CORP COMMON STOCK                  | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               |  | US        |     56300 | NS      | $1021845.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KAISER ALUMINUM CORPORATION                      | KAISER ALUMINUM CORP COMMON STOCK                   | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               |  | US        |     19130 | NS      | $1837436.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp                             | WAYSTAR HOLDING CORP COMMON STOCK                   | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               |  | US        |     30310 | NS      | $1118742.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BUCKLE, INC.                                 | BUCKLE INC/THE COMMON STOCK                         | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               |  | US        |     31010 | NS      | $1751444.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORPORATION                                  | UGI CORP COMMON STOCK                               | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               |  | US        |    111970 | NS      | $4428413.50   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK, INC.                               | SHUTTERSTOCK INC COMMON STOCK                       | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               |  | US        |     19900 | NS      | $414318.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES, INC.                           | FEDERATED HERMES INC COMMON STOCK                   | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               |  | US        |     40700 | NS      | $2041919.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                     | LINCOLN NATIONAL CORP COMMON STOCK                  | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               |  | US        |     20780 | NS      | $854889.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE LTD.                                   | HERBALIFE LTD COMMON STOCK                          | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               |  | US        |    129900 | NS      | $1653627.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AVNET, INC.                                      | AVNET INC COMMON STOCK                              | CUSIP: N/A<br>LEI: XJI53DCPL7QABOWK4Z75       | Long             | EC               |  | US        |     26500 | NS      | $1259015.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STEEL DYNAMICS, INC.                             | STEEL DYNAMICS INC COMMON STOCK                     | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               |  | US        |     13000 | NS      | $2181790.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT, INC.                                   | EXPONENT INC COMMON STOCK                           | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               |  | US        |     54650 | NS      | $3951195.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES, INC.                     | CASEY'S GENERAL STORES INC COMMON STOCK             | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               |  | US        |     13648 | NS      | $7785638.08   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREATE EDUCATION, INC.                         | LAUREATE EDUCATION INC COMMON STOCK                 | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               |  | US        |     45510 | NS      | $1406259.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS CORNING                                    | OWENS CORNING COMMON STOCK                          | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               |  | US        |     19700 | NS      | $2230828.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST HORIZON CORPORATION                        | FIRST HORIZON CORP COMMON STOCK                     | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               |  | US        |    105800 | NS      | $2363572.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| OLLIE'S BARGAIN OUTLET HOLDINGS, INC.            | OLLIE'S BARGAIN OUTLET HOLDI COMMON STOCK           | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               |  | US        |     41315 | NS      | $5086289.65   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PUBLIC LIMITED COMPANY                    | STERIS PLC COMMON STOCK                             | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               |  | US        |      9757 | NS      | $2598093.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SHARKNINJA, INC.                                 | SHARKNINJA INC COMMON STOCK                         | CUSIP: G8068L108<br>LEI: N/A                  | Long             | EC               |  | US        |     12670 | NS      | $1236211.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MOSAIC COMPANY                               | MOSAIC CO/THE COMMON STOCK                          | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               |  | US        |     34700 | NS      | $849803.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR HOLDINGS, INC.                               | QCR HOLDINGS INC COMMON STOCK                       | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               |  | US        |     17930 | NS      | $1463625.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAMARE INC.                                   | COSTAMARE INC COMMON STOCK                          | CUSIP: Y1771G102<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               |  | US        |    121900 | NS      | $1861413.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES, INC.                         | PATRICK INDUSTRIES INC COMMON STOCK                 | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               |  | US        |      8688 | NS      | $940215.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                              | SANMINA CORP COMMON STOCK                           | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               |  | US        |     11900 | NS      | $1858363.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC.                     | BIOMARIN PHARMACEUTICAL INC COMMON STOCK            | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               |  | US        |     18700 | NS      | $1045891.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS, INC.                            | DORMAN PRODUCTS INC COMMON STOCK                    | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               |  | US        |      8620 | NS      | $1140167.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORPORATION                                 | GATX CORP COMMON STOCK                              | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               |  | US        |      9050 | NS      | $1447366.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                        | CNO FINANCIAL GROUP INC COMMON STOCK                | CUSIP: N/A<br>LEI: 11XPYHB76MPM4Y4P2897       | Long             | EC               |  | US        |     79400 | NS      | $3249842.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL, INC.                        | ENOVA INTERNATIONAL INC COMMON STOCK                | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               |  | US        |     15180 | NS      | $1989946.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MIAMI INTERNATIONAL HOLDINGS, INC.               | MIAMI INTERNATIONAL HOLDINGS COMMON STOCK           | CUSIP: 59356Q108<br>LEI: 254900TREUDBWGLAP788 | Long             | EC               |  | US        |     37965 | NS      | $1731583.65   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DT MIDSTREAM, INC.                               | DT MIDSTREAM INC COMMON STOCK                       | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               |  | US        |     19267 | NS      | $2340169.82   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC.                             | ONTO INNOVATION INC COMMON STOCK                    | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               |  | US        |     12637 | NS      | $1809112.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UPBOUND GROUP, INC.                              | UPBOUND GROUP INC COMMON STOCK                      | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               |  | US        |     38200 | NS      | $684544.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FLEX LTD.                                        | FLEX LTD COMMON STOCK                               | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               |  | US        |     26020 | NS      | $1538042.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIMERA INVESTMENT CORPORATION                   | CHIMERA INVESTMENT CORP REIT                        | CUSIP: 16934Q802<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |     72000 | NS      | $920880.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRA HEALTH CARE REIT, INC.                     | SABRA HEALTH CARE REIT INC REIT                     | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |    129040 | NS      | $2517570.40   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                    | POPULAR INC COMMON STOCK                            | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               |  | US        |     29700 | NS      | $3406887.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| RYAN SPECIALTY HOLDINGS, INC.                    | RYAN SPECIALTY HOLDINGS INC COMMON STOCK            | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               |  | US        |     60135 | NS      | $3492039.45   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKBAUD, INC.                                  | BLACKBAUD INC COMMON STOCK                          | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               |  | US        |     19760 | NS      | $1114068.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORPORATION                         | BLOOM ENERGY CORP- A COMMON STOCK                   | CUSIP: N/A<br>LEI: 549300XB5J9BFW5JXV97       | Long             | EC               |  | US        |     18180 | NS      | $1985983.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                              | XEROX HOLDINGS CORP COMMON STOCK                    | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               |  | US        |     43900 | NS      | $122042.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PUBLIC LIMITED COMPANY            | NVENT ELECTRIC PLC COMMON STOCK                     | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               |  | US        |     22238 | NS      | $2385470.26   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TYLER TECHNOLOGIES, INC.                         | TYLER TECHNOLOGIES INC COMMON STOCK                 | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               |  | US        |      9347 | NS      | $4389538.14   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH, INC.                            | GUARDANT HEALTH INC COMMON STOCK                    | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               |  | US        |     32985 | NS      | $3576233.70   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIR ISAAC CORPORATION                           | FAIR ISAAC CORP COMMON STOCK                        | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               |  | US        |      1812 | NS      | $3272163.96   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS INC.                  | REYNOLDS CONSUMER PRODUCTS I COMMON STOCK           | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               |  | US        |     57110 | NS      | $1426607.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINA, INC.                                   | ILLUMINA INC COMMON STOCK                           | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               |  | US        |     16300 | NS      | $2142635.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| 1ST SOURCE CORPORATION                           | 1ST SOURCE CORP COMMON STOCK                        | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               |  | US        |     20440 | NS      | $1276273.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD MOTOR PRODUCTS, INC.                    | STANDARD MOTOR PRODS COMMON STOCK                   | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               |  | US        |     43180 | NS      | $1620977.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORPORATION                                  | APA CORP COMMON STOCK                               | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               |  | US        |    136930 | NS      | $3419142.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC.                                     | OVINTIV INC COMMON STOCK                            | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               |  | US        |     35400 | NS      | $1449984.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORPORATION                                  | FOX CORP - CLASS A COMMON STOCK                     | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               |  | US        |     57100 | NS      | $3740050.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORPORATION                              | ARCBEST CORP COMMON STOCK                           | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               |  | US        |     14700 | NS      | $943299.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS, INC.                        | ANI PHARMACEUTICALS INC COMMON STOCK                | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               |  | US        |     16010 | NS      | $1358448.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL LOGISTICS PROPERTIES TRUST            | INDUSTRIAL LOGISTICS PROPERT REIT                   | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |     35900 | NS      | $198886.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD LIMITED                      | CUSHMAN & WAKEFIELD LTD COMMON STOCK                | CUSIP: G2717C106<br>LEI: N/A                  | Long             | EC               |  | US        |    170170 | NS      | $2850347.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE CORPORATION                             | CELANESE CORP COMMON STOCK                          | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               |  | US        |      9200 | NS      | $383180.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                        | NATIONAL FUEL GAS CO COMMON STOCK                   | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               |  | US        |     15900 | NS      | $1310955.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC.                                   | MYR GROUP INC/DELAWARE COMMON STOCK                 | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               |  | US        |      6360 | NS      | $1426675.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS, INC.                      | HOST HOTELS & RESORTS INC REIT                      | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |    193660 | NS      | $3414225.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR, INC.                          | LEMAITRE VASCULAR INC COMMON STOCK                  | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               |  | US        |     24507 | NS      | $2032855.65   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MoonLake Immunotherapeutics                      | MOONLAKE IMMUNOTHERAPEUTICS COMMON STOCK            | CUSIP: 61559X104<br>LEI: N/A                  | Long             | EC               |  | US        |      4695 | NS      | $64462.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR SECURE, INC.                               | CLEAR SECURE INC -CLASS A COMMON STOCK              | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               |  | US        |     76244 | NS      | $2706662.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                        | YELP INC COMMON STOCK                               | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               |  | US        |     31100 | NS      | $899101.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORPORATION                              | BALCHEM CORP COMMON STOCK                           | CUSIP: N/A<br>LEI: 549300VR70OPMHUI3557       | Long             | EC               |  | US        |     32902 | NS      | $5139621.42   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR GROUP, INC.                                | EMCOR GROUP INC COMMON STOCK                        | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               |  | US        |      2820 | NS      | $1734497.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                            | NEWMARKET CORP COMMON STOCK                         | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               |  | US        |      3400 | NS      | $2596002.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA FINANCIAL CORPORATION                        | CNA FINANCIAL CORP COMMON STOCK                     | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               |  | US        |     18800 | NS      | $878900.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC, INC.                               | CIRRUS LOGIC INC COMMON STOCK                       | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               |  | US        |     24900 | NS      | $2996466.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CASELLA WASTE SYSTEMS, INC.                      | CASELLA WASTE SYSTEMS INC-A COMMON STOCK            | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               |  | US        |     32875 | NS      | $3168821.25   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                 | ACM RESEARCH INC-CLASS A COMMON STOCK               | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               |  | US        |     27300 | NS      | $912093.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP, INC.                              | NEWMARK GROUP INC-CLASS A COMMON STOCK              | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               |  | US        |     77850 | NS      | $1353033.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY, INC.                             | SUNCOKE ENERGY INC COMMON STOCK                     | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               |  | US        |    170600 | NS      | $1112312.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA, INC.                        | COMFORT SYSTEMS USA INC COMMON STOCK                | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               |  | US        |      1908 | NS      | $1864001.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KITE REALTY GROUP TRUST                          | KITE REALTY GROUP TRUST REIT                        | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |     29900 | NS      | $691886.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GARRETT MOTION INC.                              | GARRETT MOTION INC COMMON STOCK                     | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               |  | US        |    144430 | NS      | $2387427.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| POWER INTEGRATIONS, INC.                         | POWER INTEGRATIONS INC COMMON STOCK                 | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               |  | US        |     44249 | NS      | $1486766.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ANNALY CAPITAL MANAGEMENT, INC.                  | ANNALY CAPITAL MANAGEMENT IN REIT                   | CUSIP: N/A<br>LEI: 2DTL0G3FPRYUT58TI025       | Long             | EC               |  | US        |     32200 | NS      | $734160.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORPORATION                     | ENCOMPASS HEALTH CORP COMMON STOCK                  | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               |  | US        |     29934 | NS      | $3478929.48   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS, INC.                                    | ONE GAS INC COMMON STOCK                            | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               |  | US        |     17990 | NS      | $1506482.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY COMPANY                                | SM ENERGY CO COMMON STOCK                           | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               |  | US        |     19200 | NS      | $365760.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                                 | ESSENT GROUP LTD COMMON STOCK                       | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               |  | US        |     17600 | NS      | $1104576.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAYTIKA HOLDING CORP.                           | PLAYTIKA HOLDING CORP COMMON STOCK                  | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               |  | US        |     56700 | NS      | $229635.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC.                    | ADTALEM GLOBAL EDUCATION INC COMMON STOCK           | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               |  | US        |     10918 | NS      | $1010570.08   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HARLEY-DAVIDSON, INC.                            | HARLEY-DAVIDSON INC COMMON STOCK                    | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               |  | US        |     60400 | NS      | $1479196.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES, INC.                           | SPX TECHNOLOGIES INC COMMON STOCK                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     17256 | NS      | $3710730.24   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA FINANCIAL, INC.                             | VOYA FINANCIAL INC COMMON STOCK                     | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               |  | US        |     18630 | NS      | $1309689.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MOELIS & COMPANY                                 | MOELIS & CO - CLASS A COMMON STOCK                  | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               |  | US        |     44020 | NS      | $2824763.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTEC INDUSTRIES, INC.                           | ASTEC INDUSTRIES INC COMMON STOCK                   | CUSIP: N/A<br>LEI: 5493002DO2QKHLKB2A48       | Long             | EC               |  | US        |     30990 | NS      | $1371617.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BENTLEY SYSTEMS, INCORPORATED                    | BENTLEY SYSTEMS INC-CLASS B COMMON STOCK            | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               |  | US        |     40921 | NS      | $1717045.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc.                                      | TANGER INC REIT                                     | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |     41400 | NS      | $1390212.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTSERVICE CORPORATION                         | FIRSTSERVICE CORP COMMON STOCK                      | CUSIP: N/A<br>LEI: 5493000XUDIV75BCF118       | Long             | EC               |  | US        |     10514 | NS      | $1649120.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO INTERNATIONAL, INC.                        | WESCO INTERNATIONAL INC COMMON STOCK                | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               |  | US        |     12632 | NS      | $3377923.12   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                       | RHYTHM PHARMACEUTICALS INC COMMON STOCK             | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               |  | US        |     15440 | NS      | $1684349.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAKER CHEMICAL CORPORATION                      | QUAKER CHEMICAL CORPORATION COMMON STOCK            | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               |  | US        |      6202 | NS      | $854945.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                                  | BUNGE GLOBAL SA COMMON STOCK                        | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               |  | US        |     12000 | NS      | $1152840.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RYDER SYSTEM, INC.                               | RYDER SYSTEM INC COMMON STOCK                       | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               |  | US        |     15400 | NS      | $2667434.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                    | MOLSON COORS BEVERAGE CO - B COMMON STOCK           | CUSIP: 60871R209<br>LEI: 54930073LBBH6ZCBE225 | Long             | EC               |  | US        |     63300 | NS      | $2944083.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                         | EASTMAN CHEMICAL CO COMMON STOCK                    | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               |  | US        |     14200 | NS      | $881536.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENNIS, INC.                                      | ENNIS INC COMMON STOCK                              | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               |  | US        |     45100 | NS      | $786544.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORPORATION           | Zurn Elkay Water Solutions Corporation COMMON STOCK | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               |  | US        |     38110 | NS      | $1817847.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYSTEMS, INC.                            | VARONIS SYSTEMS INC COMMON STOCK                    | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               |  | US        |     43670 | NS      | $1444166.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD INFRASTRUCTURE CORPORATION            | BROOKFIELD INFRASTRUCTURE-A COMMON STOCK            | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               |  | US        |     43927 | NS      | $2005267.55   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE REALTY TRUST                          | BRANDYWINE REALTY TRUST REIT                        | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |     80600 | NS      | $276458.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GATES INDUSTRIAL CORPORATION PLC                 | GATES INDUSTRIAL CORP PLC COMMON STOCK              | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               |  | US        |     73200 | NS      | $1666032.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORPORATION                                | TEREX CORP COMMON STOCK                             | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               |  | US        |     17600 | NS      | $813296.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA, INCORPORATED       | REINSURANCE GROUP OF AMERICA COMMON STOCK           | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               |  | US        |      3900 | NS      | $740493.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP, INC.                    | Pediatrix Medical Group Inc COMMON STOCK            | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               |  | US        |     84100 | NS      | $2025969.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTRUCTION PARTNERS, INC.                      | CONSTRUCTION PARTNERS INC-A COMMON STOCK            | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               |  | US        |     21613 | NS      | $2355817.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO CORPORATION                                 | AGCO CORP COMMON STOCK                              | CUSIP: N/A<br>LEI: LYOM0B2GCF1JWXK5ZG04       | Long             | EC               |  | US        |     21200 | NS      | $2246352.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMKOR TECHNOLOGY, INC.                           | AMKOR TECHNOLOGY INC COMMON STOCK                   | CUSIP: N/A<br>LEI: 529900VHLRTKPWZJBM84       | Long             | EC               |  | US        |     85730 | NS      | $3119714.70   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL, INC.                                | MILLERKNOLL INC COMMON STOCK                        | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               |  | US        |     67200 | NS      | $1063776.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVANTA INC.                                     | NOVANTA INC COMMON STOCK                            | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               |  | US        |     26917 | NS      | $3059386.22   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC THERAPEUTICS, INC.                           | PTC THERAPEUTICS INC COMMON STOCK                   | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               |  | US        |     18200 | NS      | $1565018.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                      | OFG BANCORP COMMON STOCK                            | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               |  | US        |     42300 | NS      | $1680579.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS, INC.                        | EXLSERVICE HOLDINGS INC COMMON STOCK                | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               |  | US        |    128328 | NS      | $5098471.44   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| MGM RESORTS INTERNATIONAL                        | MGM RESORTS INTERNATIONAL COMMON STOCK              | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Long             | EC               |  | US        |     44200 | NS      | $1559818.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES, INC.                           | TTM TECHNOLOGIES COMMON STOCK                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               |  | US        |     23470 | NS      | $1647124.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MURPHY OIL CORPORATION                           | MURPHY OIL CORP COMMON STOCK                        | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               |  | US        |     49161 | NS      | $1576593.27   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RYERSON HOLDING CORPORATION                      | RYERSON HOLDING CORP COMMON STOCK                   | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               |  | US        |     17000 | NS      | $389810.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                   | CITIZENS FINANCIAL GROUP COMMON STOCK               | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               |  | US        |     77700 | NS      | $4203570.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC.                                         | AZZ INC COMMON STOCK                                | CUSIP: N/A<br>LEI: 549300HD1X2NFLWPYC83       | Long             | EC               |  | US        |     16716 | NS      | $1762200.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ENSIGN GROUP, INC.                           | ENSIGN GROUP INC/THE COMMON STOCK                   | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               |  | US        |     56751 | NS      | $10529580.54  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY      | JAZZ PHARMACEUTICALS PLC COMMON STOCK               | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               |  | US        |     27200 | NS      | $4801616.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWAY ENERGY, INC.                            | CLEARWAY ENERGY INC-A COMMON STOCK                  | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               |  | US        |     39000 | NS      | $1333800.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REV GROUP, INC.                                  | REV GROUP INC COMMON STOCK                          | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               |  | US        |     23340 | NS      | $1243321.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                       | ALBERTSONS COS INC - CLASS A COMMON STOCK           | CUSIP: N/A<br>LEI: 549300YKWOC0AOR16R51       | Long             | EC               |  | US        |    167200 | NS      | $3064776.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES, INC.                        | MIRION TECHNOLOGIES INC COMMON STOCK                | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               |  | US        |    133445 | NS      | $3472238.90   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES, INC.                          | BURLINGTON STORES INC COMMON STOCK                  | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               |  | US        |     14211 | NS      | $3584440.53   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ELANCO ANIMAL HEALTH INCORPORATED                | ELANCO ANIMAL HEALTH INC COMMON STOCK               | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               |  | US        |     68120 | NS      | $1585152.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CIMPRESS PUBLIC LIMITED COMPANY                  | CIMPRESS PLC COMMON STOCK                           | CUSIP: G2143T103<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               |  | US        |     22110 | NS      | $1522273.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                      | KEYSIGHT TECHNOLOGIES IN COMMON STOCK               | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               |  | US        |     27230 | NS      | $5390178.50   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY                | PORTLAND GENERAL ELECTRIC CO COMMON STOCK           | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               |  | US        |     30350 | NS      | $1542387.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS, INC.                         | EMPLOYERS HOLDINGS INC COMMON STOCK                 | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               |  | US        |     25650 | NS      | $1022152.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN RESOURCES, INC.                         | FRANKLIN RESOURCES INC COMMON STOCK                 | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               |  | US        |     56740 | NS      | $1281756.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGI INTERNATIONAL INC.                          | DIGI INTERNATIONAL INC COMMON STOCK                 | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               |  | US        |     37450 | NS      | $1566533.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORPORATION                        | CNX RESOURCES CORP COMMON STOCK                     | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               |  | US        |     26100 | NS      | $1013724.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION             | FIRST AMERICAN FINANCIAL COMMON STOCK               | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               |  | US        |     22230 | NS      | $1461844.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GEN DIGITAL INC.                                 | GEN DIGITAL INC COMMON STOCK                        | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               |  | US        |    111110 | NS      | $2929970.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES HOLDINGS INC.                      | HOWARD HUGHES HOLDINGS INC COMMON STOCK             | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               |  | US        |     17580 | NS      | $1573937.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                         | SONOCO PRODUCTS CO COMMON STOCK                     | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               |  | US        |     31100 | NS      | $1311487.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JABIL INC.                                       | JABIL INC COMMON STOCK                              | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               |  | US        |     18530 | NS      | $3904456.30   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WINGSTOP INC.                                    | WINGSTOP INC COMMON STOCK                           | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               |  | US        |      9293 | NS      | $2460135.89   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CONCENTRIX CORPORATION                           | CONCENTRIX CORP COMMON STOCK                        | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               |  | US        |     37139 | NS      | $1344803.19   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.                   | COLLEGIUM PHARMACEUTICAL INC COMMON STOCK           | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               |  | US        |     29200 | NS      | $1363056.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEFS' WAREHOUSE, INC.                       | CHEFS' WAREHOUSE INC/THE COMMON STOCK               | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               |  | US        |     19930 | NS      | $1222107.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| THE NEW YORK TIMES COMPANY                       | NEW YORK TIMES CO-A COMMON STOCK                    | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               |  | US        |     33659 | NS      | $2171005.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                  | UNIVERSAL HEALTH SERVICES-B COMMON STOCK            | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               |  | US        |     17910 | NS      | $4363413.30   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES INC.                       | ZOOMINFO TECHNOLOGIES INC COMMON STOCK              | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               |  | US        |     62900 | NS      | $623968.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES HOLDINGS, INC.                     | CF INDUSTRIES HOLDINGS INC COMMON STOCK             | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               |  | US        |     13700 | NS      | $1078190.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES, INC.                 | ARMSTRONG WORLD INDUSTRIES COMMON STOCK             | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               |  | US        |      6960 | NS      | $1320590.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CERTARA, INC.                                    | CERTARA INC COMMON STOCK                            | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               |  | US        |    153984 | NS      | $1410493.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S, INC.                                     | MACY'S INC COMMON STOCK                             | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               |  | US        |     43100 | NS      | $963716.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PUBLIC LIMITED COMPANY                  | ALLEGION PLC COMMON STOCK                           | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               |  | US        |      7790 | NS      | $1293373.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIOS TECHNOLOGIES, INC.                        | HELIOS TECHNOLOGIES INC COMMON STOCK                | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               |  | US        |     25280 | NS      | $1364867.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNUM GROUP                                       | UNUM GROUP COMMON STOCK                             | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               |  | US        |     39000 | NS      | $2962830.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR PROPERTIES                                   | EPR PROPERTIES REIT                                 | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |     27700 | NS      | $1447879.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC.                    | FACTSET RESEARCH SYSTEMS INC COMMON STOCK           | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               |  | US        |      6656 | NS      | $1845509.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTEL, INC.                                     | MATTEL INC COMMON STOCK                             | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               |  | US        |     78600 | NS      | $1660032.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RINGCENTRAL, INC.                                | RINGCENTRAL INC-CLASS A COMMON STOCK                | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               |  | US        |     33000 | NS      | $931920.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                      | MGIC INVESTMENT CORP COMMON STOCK                   | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               |  | US        |     81200 | NS      | $2302020.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                  | CARLISLE COS INC COMMON STOCK                       | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               |  | US        |      5824 | NS      | $1852439.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC.                              | ALLY FINANCIAL INC COMMON STOCK                     | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               |  | US        |     40300 | NS      | $1664390.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN SUPERCONDUCTOR CORPORATION              | AMERICAN SUPERCONDUCTOR CORP COMMON STOCK           | CUSIP: N/A<br>LEI: 549300S9YT8Z8LOK4452       | Long             | EC               |  | US        |     23235 | NS      | $722376.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMNEAL PHARMACEUTICALS, INC.                     | AMNEAL PHARMACEUTICALS INC COMMON STOCK             | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               |  | US        |    175320 | NS      | $2195006.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORPORATION                               | HEXCEL CORP COMMON STOCK                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               |  | US        |     29121 | NS      | $2219893.83   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHL'S CORPORATION                               | KOHLS CORP COMMON STOCK                             | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               |  | US        |     24700 | NS      | $607373.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTH INVESTORS, INC.                  | NATL HEALTH INVESTORS INC REIT                      | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |     18300 | NS      | $1454484.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IONQ Inc                                         | IONQ INC COMMON STOCK                               | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               |  | US        |     23515 | NS      | $1159289.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC.                           | GFL ENVIRONMENTAL INC-SUB VT COMMON STOCK           | CUSIP: 36168Q104<br>LEI: N/A                  | Long             | EC               |  | US        |     46518 | NS      | $2115173.46   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INCORPORATED                   | QUEST DIAGNOSTICS INC COMMON STOCK                  | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               |  | US        |     11875 | NS      | $2246512.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS, INC.                             | CONAGRA BRANDS INC COMMON STOCK                     | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               |  | US        |     38100 | NS      | $680085.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS AND OUTDOORS, INC.                | ACADEMY SPORTS & OUTDOORS IN COMMON STOCK           | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               |  | US        |     14800 | NS      | $714100.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial N.V.                              | CNH INDUSTRIAL NV COMMON STOCK                      | CUSIP: N20944109<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               |  | US        |    170000 | NS      | $1603100.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies Inc                | ATMUS FILTRATION TECHNOLOGIE COMMON STOCK           | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               |  | US        |     23590 | NS      | $1193889.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CARS.COM INC.                                    | CARS.COM INC COMMON STOCK                           | CUSIP: N/A<br>LEI: 5493002G6J07LNGX4M98       | Long             | EC               |  | US        |    103830 | NS      | $1204428.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOS FINANCIAL, INC.                             | AXOS FINANCIAL INC COMMON STOCK                     | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               |  | US        |     16350 | NS      | $1343643.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TAPESTRY, INC.                                   | TAPESTRY INC COMMON STOCK                           | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               |  | US        |     21600 | NS      | $2360448.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDEX INTERNATIONAL CORPORATION                | STANDEX INTERNATIONAL CORP COMMON STOCK             | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               |  | US        |      8472 | NS      | $2076995.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES, INC.                       | AXCELIS TECHNOLOGIES INC COMMON STOCK               | CUSIP: N/A<br>LEI: 529900HF9B6NL1QG9F05       | Long             | EC               |  | US        |     16850 | NS      | $1394674.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INCORPORATED                              | INSMED INC COMMON STOCK                             | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               |  | US        |     16325 | NS      | $3391845.25   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC.           | ARTISAN PARTNERS ASSET MA -A COMMON STOCK           | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               |  | US        |     28150 | NS      | $1167662.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORPORATION                               | COGNEX CORP COMMON STOCK                            | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               |  | US        |     47047 | NS      | $1792490.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HURON CONSULTING GROUP INC.                      | HURON CONSULTING GROUP INC COMMON STOCK             | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               |  | US        |      8154 | NS      | $1342229.94   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA LTD                                         | NOVA LTD COMMON STOCK                               | CUSIP: M7516K103<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               |  | US        |     11305 | NS      | $3536656.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                         | SKYWORKS SOLUTIONS INC COMMON STOCK                 | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               |  | US        |     29880 | NS      | $1970586.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV, INC.                                    | AUTOLIV INC COMMON STOCK                            | CUSIP: N/A<br>LEI: A23RUXWKASG834LTMK28       | Long             | EC               |  | US        |     17250 | NS      | $2035327.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| STERLING INFRASTRUCTURE, INC.                    | STERLING INFRASTRUCTURE INC COMMON STOCK            | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               |  | US        |     12240 | NS      | $4214354.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS, INC.                  | ADVANCED DRAINAGE SYSTEMS IN COMMON STOCK           | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               |  | US        |     36976 | NS      | $5634402.88   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON ENTERPRISES, INC.                    | WORTHINGTON ENTERPRISES INC COMMON STOCK            | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               |  | US        |     22260 | NS      | $1221183.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                          | CUSTOMERS BANCORP INC COMMON STOCK                  | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               |  | US        |     20610 | NS      | $1420029.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELIS INSURANCE HOLDINGS LIMITED               | FIDELIS INSURANCE HOLDINGS L COMMON STOCK           | CUSIP: G3398L118<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | EC               |  | US        |     49400 | NS      | $940576.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                     | APPLE HOSPITALITY REIT INC REIT                     | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |    105000 | NS      | $1248450.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AXSOME THERAPEUTICS, INC.                        | AXSOME THERAPEUTICS INC COMMON STOCK                | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               |  | US        |     10655 | NS      | $1614232.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP, LTD.                        | G-III APPAREL GROUP LTD COMMON STOCK                | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               |  | US        |     38000 | NS      | $1107700.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CROCS, INC.                                      | CROCS INC COMMON STOCK                              | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               |  | US        |     14400 | NS      | $1223712.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                       | COREBRIDGE FINANCIAL INC COMMON STOCK               | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               |  | US        |     23000 | NS      | $690460.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL GOLD, INC.                                 | ROYAL GOLD INC COMMON STOCK                         | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               |  | US        |     10392 | NS      | $2118305.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTEC, INC.                                     | MASTEC INC COMMON STOCK                             | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               |  | US        |      7480 | NS      | $1599822.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DROPBOX, INC.                                    | DROPBOX INC-CLASS A COMMON STOCK                    | CUSIP: 26210C104<br>LEI: N/A                  | Long             | EC               |  | US        |     94700 | NS      | $2829636.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS PACIFIC, INC.                              | JAKKS PACIFIC INC COMMON STOCK                      | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               |  | US        |     15700 | NS      | $257951.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MOHAWK INDUSTRIES, INC.                          | MOHAWK INDUSTRIES INC COMMON STOCK                  | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               |  | US        |      7800 | NS      | $904020.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & CO.                                    | ORGANON & CO COMMON STOCK                           | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               |  | US        |    106100 | NS      | $818031.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS, INC.                      | MERIT MEDICAL SYSTEMS INC COMMON STOCK              | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               |  | US        |     21860 | NS      | $1892857.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                     | PROTAGONIST THERAPEUTICS INC COMMON STOCK           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     16540 | NS      | $1488600.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN HOLDINGS, INC.                           | ONEMAIN HOLDINGS INC COMMON STOCK                   | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               |  | US        |     22800 | NS      | $1414284.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI WORLDWIDE, INC.                              | ACI WORLDWIDE INC COMMON STOCK                      | CUSIP: N/A<br>LEI: 5493003BPVMZUJ6F5C02       | Long             | EC               |  | US        |     22780 | NS      | $1067470.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| U. S. PHYSICAL THERAPY, INC.                     | U.S. PHYSICAL THERAPY INC COMMON STOCK              | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               |  | US        |     24053 | NS      | $1776314.05   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HANCOCK WHITNEY CORPORATION                      | HANCOCK WHITNEY CORP COMMON STOCK                   | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               |  | US        |     27200 | NS      | $1648048.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TOLL BROTHERS, INC.                              | TOLL BROTHERS INC COMMON STOCK                      | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               |  | US        |     32400 | NS      | $4530492.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIONS BANCORPORATION, NATIONAL ASSOCIATION       | ZIONS BANCORP NA COMMON STOCK                       | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               |  | US        |     44500 | NS      | $2368735.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES, INC.                          | CIVITAS RESOURCES INC COMMON STOCK                  | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               |  | US        |     39600 | NS      | $1163052.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSON CORPORATION                              | NORDSON CORP COMMON STOCK                           | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               |  | US        |      8925 | NS      | $2121115.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                        | CHURCH & DWIGHT CO INC COMMON STOCK                 | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               |  | US        |     33811 | NS      | $2879344.76   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOZ ALLEN HAMILTON HOLDING CORPORATION          | BOOZ ALLEN HAMILTON HOLDINGS COMMON STOCK           | CUSIP: N/A<br>LEI: 529900JPV47PIUWMA015       | Long             | EC               |  | US        |     19742 | NS      | $1647667.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EAST WEST BANCORP, INC.                          | EAST WEST BANCORP INC COMMON STOCK                  | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               |  | US        |     13900 | NS      | $1483130.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART, INC.                                 | PRICESMART INC COMMON STOCK                         | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               |  | US        |     19137 | NS      | $2355764.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORPORATION                               | DELUXE CORP COMMON STOCK                            | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               |  | US        |     43900 | NS      | $892048.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORPORATION                       | TERRENO REALTY CORP REIT                            | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |     34899 | NS      | $2191308.21   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS, INC.                                 | PHOTRONICS INC COMMON STOCK                         | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               |  | US        |     45900 | NS      | $1051569.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CARVANA CO.                                      | CARVANA CO COMMON STOCK                             | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               |  | US        |      4200 | NS      | $1572900.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC.                             | VIAVI SOLUTIONS INC COMMON STOCK                    | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               |  | US        |     81360 | NS      | $1459598.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                              | NAVIENT CORP COMMON STOCK                           | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               |  | US        |     65200 | NS      | $808480.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORPORATION                          | FIRST BUSEY CORP COMMON STOCK                       | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               |  | US        |     27700 | NS      | $652058.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE, INC.                          | HELMERICH & PAYNE COMMON STOCK                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               |  | US        |     27900 | NS      | $778410.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDER & BALDWIN, INC.                        | ALEXANDER & BALDWIN INC REIT                        | CUSIP: N/A<br>LEI: 254900TP8X40TRBKC281       | Long             | EC               |  | US        |     71280 | NS      | $1114106.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MATADOR RESOURCES COMPANY                        | MATADOR RESOURCES CO COMMON STOCK                   | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               |  | US        |     91842 | NS      | $3894100.80   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                                         | CRANE CO COMMON STOCK                               | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               |  | US        |     17118 | NS      | $3136873.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| STIFEL FINANCIAL CORP.                           | STIFEL FINANCIAL CORP COMMON STOCK                  | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               |  | US        |     30690 | NS      | $3744180.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                      | ARCUTIS BIOTHERAPEUTICS INC COMMON STOCK            | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               |  | US        |     55660 | NS      | $1705979.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP, INC.                               | COSTAR GROUP INC COMMON STOCK                       | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               |  | US        |     46257 | NS      | $3182481.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS, INC.                          | COMMVAULT SYSTEMS INC COMMON STOCK                  | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               |  | US        |     11810 | NS      | $1458535.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                  | JONES LANG LASALLE INC COMMON STOCK                 | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               |  | US        |      4600 | NS      | $1498174.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PIPER SANDLER COMPANIES                          | PIPER SANDLER COS COMMON STOCK                      | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               |  | US        |      8815 | NS      | $2960958.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMERCIAL METALS COMPANY                        | COMMERCIAL METALS CO COMMON STOCK                   | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               |  | US        |     23780 | NS      | $1516688.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHWOODS PROPERTIES, INC.                       | HIGHWOODS PROPERTIES INC REIT                       | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |     26000 | NS      | $722800.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC.                                | PJT PARTNERS INC - A COMMON STOCK                   | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               |  | US        |      8360 | NS      | $1404563.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SERVICES CORPORATION                    | PRIMORIS SERVICES CORP COMMON STOCK                 | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               |  | US        |     11820 | NS      | $1495939.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORPORATION                   | PERDOCEO EDUCATION CORP COMMON STOCK                | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               |  | US        |     79302 | NS      | $2217283.92   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                         | GROUP 1 AUTOMOTIVE INC COMMON STOCK                 | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               |  | US        |      8900 | NS      | $3569256.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENCE APPLICATIONS INTERNATIONAL CORPORATION   | SCIENCE APPLICATIONS INTE COMMON STOCK              | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               |  | US        |     12670 | NS      | $1092280.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, INC.                                        | KBR INC COMMON STOCK                                | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               |  | US        |     33840 | NS      | $1394884.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC BEARINGS INCORPORATED                        | RBC BEARINGS INC COMMON STOCK                       | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               |  | US        |     23196 | NS      | $10321524.12  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP, INC.                                | MATCH GROUP INC COMMON STOCK                        | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               |  | US        |     57900 | NS      | $1928649.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA GROUP, INC.                        | Nexstar Media Group Inc COMMON STOCK                | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               |  | US        |     22800 | NS      | $4380792.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| HF SINCLAIR CORPORATION                          | HF SINCLAIR CORP COMMON STOCK                       | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               |  | US        |     36800 | NS      | $1947088.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS INCORPORATED              | LIGAND PHARMACEUTICALS COMMON STOCK                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               |  | US        |      6702 | NS      | $1361712.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-30

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer