# EDGAR Filing Document

**Accession Number:** 0000890453
**File Stem:** 0001145549-23-012328
**Filing Date:** 2023-2
**Character Count:** 228018
**Document Hash:** 726d9765e9bda0abf43c06be30ca3e0b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-012328.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-012328

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WILSHIRE MUTUAL FUNDS INC
- **CENTRAL INDEX KEY:** 0000890453
- **IRS NUMBER:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07076
- **FILM NUMBER:** 23678895

**BUSINESS ADDRESS:**
- **STREET 1:** 1299 OCEAN AVENUE
- **STREET 2:** SUITE 700
- **CITY:** SANTA MONICA
- **STATE:** CA
- **ZIP:** 90401
- **BUSINESS PHONE:** 610-676-3419

**MAIL ADDRESS:**
- **STREET 1:** 1299 OCEAN AVENUE
- **STREET 2:** SUITE 700
- **CITY:** SANTA MONICA
- **STATE:** CA
- **ZIP:** 90401

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WILSHIRE TARGET FUNDS INC
- **DATE OF NAME CHANGE:** 19960603

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS WILSHIRE TARGET FUNDS INC
- **DATE OF NAME CHANGE:** 19921014

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS WILSHIRE SERIES FUND INC/
- **DATE OF NAME CHANGE:** 19921014

## Series and Classes Contracts Data

### SMALL COMPANY VALUE PORTFOLIO (Series ID: S000001048)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000002811 | INVESTMENT CLASS    | DTSVX           |
| C000002812 | INSTITUTIONAL CLASS | WSMVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Wilshire Mutual Funds Inc

- **b. Investment Company Act file number:** 811-07076

- **c. CIK number of Registrant:** 0000890453

- **d. LEI of Registrant:** 5493002LR0X1H0O6US42

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

  - **Street Address 1:** 1299 Ocean Avenue

  - **City:** Santa Monica

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90401-1085

  - **Telephone number:** 310-451-3051

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

- **a. Name of Series:** Small Company Value Portfolio

- **b. EDGAR series identifier (if any):** S000001048

- **c. LEI of Series:** 549300JKYPHEBZ3HT292

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $24604518.77

**Total Liabilities:** $133332.75

**Net Assets:** $24471186.02

**Cash Not Reported:** $277440.06

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002811 | 12.86%               | 4.29%                | -5.83%               |
| Class ID C000002812 | 12.91%               | 4.29%                | -5.81%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6265.46                | $3025261.62                                |
| Month 2  | $132435.49               | $928458.53                                 |
| Month 3  | $256694.04               | $-1858493.67                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Perella Weinberg Partners      | Perella Weinberg Partners                               | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1900 | NS      | $18620.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp         | Permian Resources Corp                                  | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |      9170 | NS      | $86198.00     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PetIQ Inc                      | PetIQ Inc                                               | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |       704 | NS      | $6490.88      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp      | Phibro Animal Health Corp                               | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      1300 | NS      | $17433.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                 | Photronics Inc                                          | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      1860 | NS      | $31303.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                   | Phreesia Inc                                            | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      1020 | NS      | $33007.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp              | Sleep Number Corp                                       | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |       160 | NS      | $4156.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructur | Solaris Oilfield Infrastructure Inc                     | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |      1900 | NS      | $18867.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc           | Sonic Automotive Inc                                    | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       700 | NS      | $34489.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc    | South Jersey Industries Inc                             | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      1500 | NS      | $53295.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc     | South Plains Financial Inc                              | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |       430 | NS      | $11837.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc  | Southern First Bancshares Inc                           | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       190 | NS      | $8692.50      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc  | Southern Missouri Bancorp Inc                           | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $9166.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc       | Southside Bancshares Inc                                | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |       360 | NS      | $12956.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc     | Southwest Gas Holdings Inc                              | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       530 | NS      | $32796.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Inc            | Spirit Airlines Inc                                     | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |       250 | NS      | $4870.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                      | Spire Inc                                               | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       500 | NS      | $34430.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc            | STAG Industrial Inc                                     | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |       770 | NS      | $24878.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc                   | Stagwell Inc                                            | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |      4000 | NS      | $24840.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc            | Stellar Bancorp Inc                                     | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |       830 | NS      | $24451.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc            | StepStone Group Inc                                     | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       660 | NS      | $16618.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc    | Sterling Infrastructure Inc                             | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |       270 | NS      | $8856.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C | Stewart Information Services Corp                       | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       600 | NS      | $25638.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp          | Stifel Financial Corp                                   | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |       392 | NS      | $22881.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc         | Stoke Therapeutics Inc                                  | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |       340 | NS      | $3138.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Financial Group Inc     | Summit Financial Group Inc                              | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       180 | NS      | $4480.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc                 | Sumo Logic Inc                                          | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |      1140 | NS      | $9234.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc             | SunCoke Energy Inc                                      | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |       660 | NS      | $5695.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International I | Sunnova Energy International Inc                        | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |      2939 | NS      | $52931.39     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc       | Super Micro Computer Inc                                | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |       465 | NS      | $38176.50     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Partners Inc           | Surgery Partners Inc                                    | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |       600 | NS      | $16716.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc            | Sutro Biopharma Inc                                     | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |       910 | NS      | $7352.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc           | Tri Pointe Homes Inc                                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       945 | NS      | $17567.55     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc       | TPG RE Finance Trust Inc                                | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $6790.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc           | TTM Technologies Inc                                    | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      4710 | NS      | $71026.80     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc | Tactile Systems Technology Inc                          | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |      2690 | NS      | $30881.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc               | Talos Energy Inc                                        | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      1000 | NS      | $18880.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Taseko Mines Ltd               | Taseko Mines Ltd                                        | CUSIP: 876511106<br>LEI: 549300XKUO1JSLU7KX54 | Long             | EC               | CORP              | CA        |    123098 | NS      | $180954.06    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp      | Taylor Morrison Home Corp                               | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |       600 | NS      | $18210.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                      | TEGNA Inc                                               | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |       715 | NS      | $15150.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Telos Corp                     | Telos Corp                                              | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4700 | NS      | $23923.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                     | Terex Corp                                              | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |       110 | NS      | $4699.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Territorial Bancorp Inc        | Territorial Bancorp Inc                                 | CUSIP: 88145X108<br>LEI: 5493003VDUGN5KBPTN24 | Long             | EC               | CORP              | US        |       500 | NS      | $12005.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc   | Texas Capital Bancshares Inc                            | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |       620 | NS      | $37392.20     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The               | RealReal Inc/The                                        | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |      1610 | NS      | $2012.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc     | Thermon Group Holdings Inc                              | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |      1160 | NS      | $23292.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                   | Safehold Inc                                            | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |       644 | NS      | $18431.28     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc     | Safety Insurance Group Inc                              | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       200 | NS      | $16852.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp               | Black Hills Corp                                        | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      1130 | NS      | $79484.20     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc  | Blackstone Mortgage Trust Inc                           | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |       475 | NS      | $10055.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc          | Sage Therapeutics Inc                                   | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |       250 | NS      | $9535.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc       | Sandy Spring Bancorp Inc                                | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1240 | NS      | $43685.20     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc            | Bloomin' Brands Inc                                     | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      1600 | NS      | $32192.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                 | Blue Bird Corp                                          | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |      1000 | NS      | $10710.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio Inc               | Bluebird Bio Inc                                        | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       230 | NS      | $1591.60      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc          | BlueLinx Holdings Inc                                   | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |       370 | NS      | $26310.70     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc       | Sangamo Therapeutics Inc                                | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |      1490 | NS      | $4678.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                   | Sanmina Corp                                            | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      3437 | NS      | $196905.73    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Co | Bluegreen Vacations Holding Corp                        | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |      1070 | NS      | $26707.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co               | Boise Cascade Co                                        | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |       680 | NS      | $46695.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                 | ScanSource Inc                                          | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       960 | NS      | $28051.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp                  | Seaboard Corp                                           | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        33 | NS      | $124581.93    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc         | Boot Barn Holdings Inc                                  | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       420 | NS      | $26258.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                     | Brady Corp                                              | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |       320 | NS      | $15072.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Flori | Seacoast Banking Corp of Florida                        | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |       260 | NS      | $8109.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc     | SeaWorld Entertainment Inc                              | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |       490 | NS      | $26219.90     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc   | Braemar Hotels & Resorts Inc                            | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |      5100 | NS      | $20961.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc           | Bridgebio Pharma Inc                                    | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      1390 | NS      | $10591.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc     | Bridgewater Bancshares Inc                              | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |       500 | NS      | $8870.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc      | Brighthouse Financial Inc                               | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |       400 | NS      | $20508.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc                       | Seer Inc                                                | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1940 | NS      | $11252.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp   | Select Medical Holdings Corp                            | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1190 | NS      | $29547.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc  | Selective Insurance Group Inc                           | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       405 | NS      | $35887.05     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote Inc                | Selectquote Inc                                         | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |     10500 | NS      | $7054.95      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc        | BrightSpire Capital Inc                                 | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |      1300 | NS      | $8099.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc      | Brinker International Inc                               | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |       720 | NS      | $22975.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                   | Semtech Corp                                            | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      1200 | NS      | $34428.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Seritage Growth Properties     | Seritage Growth Properties                              | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |      2850 | NS      | $33715.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                 | Brink's Co/The                                          | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |       500 | NS      | $26855.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc              | Bristow Group Inc                                       | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |       430 | NS      | $11665.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc              | Shoe Carnival Inc                                       | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       138 | NS      | $3299.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                 | Sierra Bancorp                                          | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $10620.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc    | Brookdale Senior Living Inc                             | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |      8110 | NS      | $22140.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp | Brookfield Infrastructure Corp                          | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       925 | NS      | $35982.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc  | Deciphera Pharmaceuticals Inc                           | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |       390 | NS      | $6392.10      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Denbury Inc                    | Denbury Inc                                             | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |       200 | NS      | $17404.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management G | Silvercrest Asset Management Group Inc                  | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       500 | NS      | $9385.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp        | Silvergate Capital Corp                                 | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |       160 | NS      | $2784.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Destination XL Group Inc       | Destination XL Group Inc                                | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2320 | NS      | $15660.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group  | Diamond Hill Investment Group Inc                       | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |        90 | NS      | $16651.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc          | Brookline Bancorp Inc                                   | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5220 | NS      | $73863.00     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA          | CNB Financial Corp/PA                                   | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |       400 | NS      | $9516.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co     | DiamondRock Hospitality Co                              | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      2743 | NS      | $22465.17     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc            | Diebold Nixdorf Inc                                     | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      4210 | NS      | $5978.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc        | CNO Financial Group Inc                                 | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      1600 | NS      | $36560.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp             | CNX Resources Corp                                      | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      1785 | NS      | $30059.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp    | Simmons First National Corp                             | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      1630 | NS      | $35175.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The       | Simply Good Foods Co/The                                | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       740 | NS      | $28142.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc        | DigitalBridge Group Inc                                 | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      2040 | NS      | $22317.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc         | Dine Brands Global Inc                                  | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |       310 | NS      | $20026.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp             | CVB Financial Corp                                      | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2765 | NS      | $71198.75     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                     | Cabot Corp                                              | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       255 | NS      | $17044.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                     | Diodes Inc                                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |       260 | NS      | $19796.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc             | Douglas Emmett Inc                                      | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2725 | NS      | $42728.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc           | Douglas Dynamics Inc                                    | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |      2277 | NS      | $82336.32     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc            | Douglas Elliman Inc                                     | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |      1500 | NS      | $6105.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                   | Cadence Bank                                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |       680 | NS      | $16768.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc            | Cal-Maine Foods Inc                                     | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      3980 | NS      | $216711.00    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                  | Dril-Quip Inc                                           | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      1300 | NS      | $35321.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                   | Ducommun Inc                                            | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |       275 | NS      | $13739.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc     | El Pollo Loco Holdings Inc                              | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |       990 | NS      | $9860.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc              | Eagle Bancorp Inc                                       | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       840 | NS      | $37018.80     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc         | Eastern Bankshares Inc                                  | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |      2545 | NS      | $43901.25     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                       | Ebix Inc                                                | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      1050 | NS      | $20958.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                    | Ecovyst Inc                                             | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3685 | NS      | $32649.10     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc            | Editas Medicine Inc                                     | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |       648 | NS      | $5747.76      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp                     | eGain Corp                                              | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3450 | NS      | $31153.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc                    | eHealth Inc                                             | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |       710 | NS      | $3436.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                | EMCOR Group Inc                                         | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       282 | NS      | $41767.02     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp      | California Resources Corp                               | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      2460 | NS      | $107034.60    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                      | Calix Inc                                               | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |       405 | NS      | $27714.15     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp              | SITE Centers Corp                                       | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      3160 | NS      | $43165.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp           | Camden National Corp                                    | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |       400 | NS      | $16676.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc  | Capitol Federal Financial Inc                           | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $18165.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                   | Carter's Inc                                            | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |       100 | NS      | $7461.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cass Information Systems Inc   | Cass Information Systems Inc                            | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |      1340 | NS      | $61398.80     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                     | Sabre Corp                                              | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |      3675 | NS      | $22711.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc      | USANA Health Sciences Inc                               | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       410 | NS      | $21812.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc         | US Silica Holdings Inc                                  | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |       360 | NS      | $4500.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV       | United Bankshares Inc/WV                                | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |       750 | NS      | $30367.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc          | United Fire Group Inc                                   | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       283 | NS      | $7742.88      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc       | United Natural Foods Inc                                | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |       725 | NS      | $28064.75     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Lime & Minerals  | United States Lime & Minerals Inc                       | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |       266 | NS      | $37442.16     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                | Uniti Group Inc                                         | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      1630 | NS      | $9013.90      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings I | Universal Insurance Holdings Inc                        | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      2239 | NS      | $23711.01     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp         | Univest Financial Corp                                  | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      2934 | NS      | $76665.42     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc           | Urban Outfitters Inc                                    | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       320 | NS      | $7632.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties          | Urban Edge Properties                                   | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1390 | NS      | $19585.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc      | Utah Medical Products Inc                               | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |       190 | NS      | $19100.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc               | Vail Resorts Inc                                        | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       445 | NS      | $106065.75    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp        | Valley National Bancorp                                 | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |      1115 | NS      | $12610.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc      | Vanda Pharmaceuticals Inc                               | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      3600 | NS      | $26604.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd               | Vector Group Ltd                                        | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |       526 | NS      | $6238.36      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                        | V2X Inc                                                 | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       920 | NS      | $37986.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Bradley Inc               | Vera Bradley Inc                                        | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |      3320 | NS      | $15039.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                   | Veracyte Inc                                            | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      1380 | NS      | $32747.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc           | Veritex Holdings Inc                                    | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |       390 | NS      | $10951.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                   | Veritiv Corp                                            | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |       312 | NS      | $37973.52     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp            | Verra Mobility Corp                                     | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      1500 | NS      | $20745.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Energy Inc              | Vertex Energy Inc                                       | CUSIP: 92534K107<br>LEI: 549300TTMSREGCR7D585 | Long             | EC               | CORP              | US        |      3600 | NS      | $22320.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc   | Victory Capital Holdings Inc                            | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      1035 | NS      | $27769.05     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc       | Village Super Market Inc                                | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |       610 | NS      | $14206.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc          | Vir Biotechnology Inc                                   | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1870 | NS      | $47329.70     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc            | Virtu Financial Inc                                     | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      1700 | NS      | $34697.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc | Virtus Investment Partners Inc                          | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       130 | NS      | $24887.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc     | Vishay Intertechnology Inc                              | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      3980 | NS      | $85848.60     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc     | Vishay Precision Group Inc                              | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1806 | NS      | $69801.90     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc              | Vista Outdoor Inc                                       | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      1517 | NS      | $36969.29     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home Inc          | Vivint Smart Home Inc                                   | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       910 | NS      | $10829.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                   | Vontier Corp                                            | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      1900 | NS      | $36727.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WNS Holdings Ltd               | WNS Holdings Ltd                                        | CUSIP: 92932M101<br>LEI: 529900RM7QHUD3W9DM42 | Long             | EC               | CORP              | IN        |      3072 | NS      | $245729.28    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp           | Wabash National Corp                                    | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      1150 | NS      | $25990.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc         | Washington Federal Inc                                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4425 | NS      | $148458.75    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc   | Washington Trust Bancorp Inc                            | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |       350 | NS      | $16513.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc       | Waterstone Financial Inc                                | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      1000 | NS      | $17240.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp         | Webster Financial Corp                                  | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      4844 | NS      | $229314.96    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc        | WESCO International Inc                                 | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      2607 | NS      | $326396.40    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp            | Westamerica BanCorp                                     | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1450 | NS      | $85564.50     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Up Experience Inc       | Wheels Up Experience Inc                                | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13860 | NS      | $14275.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| William Penn Bancorp           | William Penn Bancorp                                    | CUSIP: 96927A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $4848.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc       | Winnebago Industries Inc                                | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       140 | NS      | $7378.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp        | Wintrust Financial Corp                                 | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |       325 | NS      | $27469.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc       | Wolverine World Wide Inc                                | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      4984 | NS      | $54475.12     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp       | World Fuel Services Corp                                | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      2220 | NS      | $60672.60     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Industries Inc     | Worthington Industries Inc                              | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |       200 | NS      | $9942.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc           | WW International Inc                                    | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      1107 | NS      | $4273.02      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                     | Xencor Inc                                              | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |       200 | NS      | $5208.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                      | Xperi Inc                                               | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       170 | NS      | $1463.70      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                     | Zumiez Inc                                              | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       400 | NS      | $8696.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                 | Constellium SE                                          | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |      1895 | NS      | $22417.85     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                     | Adient PLC                                              | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | US        |      1000 | NS      | $34690.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd           | Assured Guaranty Ltd                                    | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |       565 | NS      | $35176.90     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd      | Axis Capital Holdings Ltd                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       460 | NS      | $24918.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son L | Bank of NT Butterfield & Son Ltd/The                    | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |       290 | NS      | $8644.90      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC        | Cushman & Wakefield PLC                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3000 | NS      | $37380.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd               | Enstar Group Ltd                                        | CUSIP: N/A<br>LEI: 213800AMAL5QFXVUCN04       | Long             | EC               | CORP              | BM        |       936 | NS      | $216253.44    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd               | Essent Group Ltd                                        | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | US        |      3215 | NS      | $124999.20    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd              | FTAI Aviation Ltd                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |      2636 | NS      | $45128.32     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC      | Gates Industrial Corp PLC                               | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | US        |      9328 | NS      | $106432.48    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd      | Greenlight Capital Re Ltd                               | CUSIP: N/A<br>LEI: 549300Q9HRIFA2BGHJ51       | Long             | EC               | CORP              | KY        |      1000 | NS      | $8150.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd        | Herbalife Nutrition Ltd                                 | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | US        |      1600 | NS      | $23808.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC      | Janus Henderson Group PLC                               | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | GB        |      1400 | NS      | $32928.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology  | International Game Technology PLC                       | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | US        |       450 | NS      | $10206.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reuni | National Energy Services Reunited Corp                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      4040 | NS      | $28037.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                 | Noble Corp PLC                                          | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | US        |       300 | NS      | $11313.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Ltd                    | Paysafe Ltd                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |      1251 | NS      | $17376.39     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                   | SFL Corp Ltd                                            | CUSIP: N/A<br>LEI: 549300RLYYPSB0C7RH77       | Long             | EC               | CORP              | NO        |      5260 | NS      | $48497.20     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd            | Signet Jewelers Ltd                                     | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | US        |       423 | NS      | $28764.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc        | Live Oak Bancshares Inc                                 | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8900 | NS      | $268780.00    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc          | LiveRamp Holdings Inc                                   | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |       720 | NS      | $16876.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp         | Louisiana-Pacific Corp                                  | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |       550 | NS      | $32560.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring Holdings Inc       | LL Flooring Holdings Inc                                | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3300 | NS      | $18546.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp            | Luther Burbank Corp                                     | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |       700 | NS      | $7777.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc              | MFA Financial Inc                                       | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |       845 | NS      | $8323.25      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp           | MGIC Investment Corp                                    | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      2000 | NS      | $26000.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                  | M/I Homes Inc                                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      1040 | NS      | $48027.20     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Hol | MACOM Technology Solutions Holdings Inc                 | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       470 | NS      | $29600.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Macatawa Bank Corp             | Macatawa Bank Corp                                      | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2380 | NS      | $26251.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                | Macerich Co/The                                         | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      2322 | NS      | $26145.72     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                     | Macy's Inc                                              | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |       600 | NS      | $12390.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd              | Steven Madden Ltd                                       | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |       700 | NS      | $22372.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                    | Magnite Inc                                             | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |      1679 | NS      | $17780.61     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp        | Magnolia Oil & Gas Corp                                 | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       905 | NS      | $21222.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc              | ManpowerGroup Inc                                       | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       250 | NS      | $20802.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc         | Marcus & Millichap Inc                                  | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      1490 | NS      | $51330.50     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                  | MarineMax Inc                                           | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |       810 | NS      | $25288.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                     | MasTec Inc                                              | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |        14 | NS      | $1194.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co              | Matrix Service Co                                       | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |      1180 | NS      | $7339.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                     | Matson Inc                                              | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1105 | NS      | $69073.55     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                  | MaxLinear Inc                                           | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |       600 | NS      | $20370.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc         | Maxar Technologies Inc                                  | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |       500 | NS      | $25870.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                    | Maximus Inc                                             | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |       300 | NS      | $21999.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                   | Medifast Inc                                            | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |       180 | NS      | $20763.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable I | Hannon Armstrong Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1225 | NS      | $35500.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc      | Haverty Furniture Cos Inc                               | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      1065 | NS      | $31843.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc    | Pediatrix Medical Group Inc                             | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       295 | NS      | $4383.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp           | Mercantile Bank Corp                                    | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      1423 | NS      | $47642.04     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries I | Hawaiian Electric Industries Inc                        | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |       880 | NS      | $36828.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                    | Hawkins Inc                                             | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       300 | NS      | $11580.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc       | Mercer International Inc                                | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | CA        |      2100 | NS      | $24444.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN           | Merchants Bancorp/IN                                    | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |       400 | NS      | $9728.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc  | Healthcare Services Group Inc                           | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      1680 | NS      | $20160.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc            | Health Catalyst Inc                                     | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |      1120 | NS      | $11905.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp           | Mercury General Corp                                    | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       500 | NS      | $17100.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc      | Merit Medical Systems Inc                               | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |       150 | NS      | $10593.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc    | Healthcare Realty Trust Inc                             | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |       510 | NS      | $9827.70      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc          | Heartland Express Inc                                   | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |      7170 | NS      | $109987.80    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp            | Meritage Homes Corp                                     | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       554 | NS      | $51078.80     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics Inc       | Mersana Therapeutics Inc                                | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |       240 | NS      | $1406.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc    | Heartland Financial USA Inc                             | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |       110 | NS      | $5128.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles Internati | Heidrick & Struggles International Inc                  | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      1580 | NS      | $44192.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc         | Pathward Financial Inc                                  | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       120 | NS      | $5166.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc     | Midland States Bancorp Inc                              | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |       700 | NS      | $18634.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group I | Helix Energy Solutions Group Inc                        | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      3630 | NS      | $26789.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc          | Helmerich & Payne Inc                                   | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |       530 | NS      | $26272.10     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp         | Heritage Commerce Corp                                  | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      3270 | NS      | $42510.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc     | Heritage-Crystal Clean Inc                              | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1380 | NS      | $44822.40     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                    | Hibbett Inc                                             | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |       330 | NS      | $22512.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                | Hillenbrand Inc                                         | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |       640 | NS      | $27308.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc           | Hilltop Holdings Inc                                    | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      1100 | NS      | $33011.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR         | Home BancShares Inc/AR                                  | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2320 | NS      | $52872.80     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc               | Home Bancorp Inc                                        | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $8006.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                 | HomeStreet Inc                                          | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $33096.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hooker Furnishings Corp        | Hooker Furnishings Corp                                 | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $20570.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc | MidWestOne Financial Group Inc                          | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       270 | NS      | $8572.50      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                | MillerKnoll Inc                                         | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      1800 | NS      | $37818.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN       | Miller Industries Inc/TN                                | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |       600 | NS      | $15996.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc      | Minerals Technologies Inc                               | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       340 | NS      | $20644.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co        | Modine Manufacturing Co                                 | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |       240 | NS      | $4766.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                  | ModivCare Inc                                           | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |        40 | NS      | $3589.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                       | Moog Inc                                                | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       325 | NS      | $28522.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc               | Movado Group Inc                                        | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       930 | NS      | $29992.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc         | Mueller Industries Inc                                  | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      2225 | NS      | $131275.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc     | Mueller Water Products Inc                              | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      2300 | NS      | $24748.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc            | Mr Cooper Group Inc                                     | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      5012 | NS      | $201131.56    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                | Murphy Oil Corp                                         | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      1670 | NS      | $71826.70     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc           | Myers Industries Inc                                    | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |       900 | NS      | $20007.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust I | Piedmont Office Realty Trust Inc                        | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2540 | NS      | $23291.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                    | Plexus Corp                                             | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       540 | NS      | $55582.20     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                    | Popular Inc                                             | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |       530 | NS      | $35149.60     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co   | Portland General Electric Co                            | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      1280 | NS      | $62720.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc              | Post Holdings Inc                                       | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      1173 | NS      | $105874.98    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc          | Powell Industries Inc                                   | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |        40 | NS      | $1407.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc | Praxis Precision Medicines Inc                          | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1990 | NS      | $4736.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision Drilling Corp        | Precision Drilling Corp                                 | CUSIP: 74022D407<br>LEI: 549300WF2OE8T5BP4B84 | Long             | EC               | CORP              | CA        |       350 | NS      | $26845.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA  | Preferred Bank/Los Angeles CA                           | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       670 | NS      | $49995.40     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co     | Preformed Line Products Co                              | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       100 | NS      | $8329.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                    | Premier Inc                                             | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $34980.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp         | Premier Financial Corp                                  | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2471 | NS      | $66642.87     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I | Prestige Consumer Healthcare Inc                        | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       560 | NS      | $35056.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp         | Primoris Services Corp                                  | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |       400 | NS      | $8776.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                  | Primerica Inc                                           | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |        70 | NS      | $9927.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp          | Primis Financial Corp                                   | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |       700 | NS      | $8295.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc              | PROG Holdings Inc                                       | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      3423 | NS      | $57814.47     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp          | ProPetro Holding Corp                                   | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $18666.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc      | Prosperity Bancshares Inc                               | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       209 | NS      | $15190.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc   | Protagonist Therapeutics Inc                            | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       530 | NS      | $5782.30      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                 | Proto Labs Inc                                          | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      1300 | NS      | $33189.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Bancorp Inc          | Provident Bancorp Inc                                   | CUSIP: 74383L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1180 | NS      | $8590.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I | Provident Financial Services Inc                        | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      3626 | NS      | $77451.36     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp  | Quanex Building Products Corp                           | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |      2580 | NS      | $61094.40     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc              | Qurate Retail Inc                                       | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |      1410 | NS      | $2298.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                    | RBB Bancorp                                             | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |       390 | NS      | $8131.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The              | RMR Group Inc/The                                       | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      1935 | NS      | $54663.75     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                     | RPT Realty                                              | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |       865 | NS      | $8684.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc               | Radian Group Inc                                        | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      2630 | NS      | $50154.10     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc          | Radiant Logistics Inc                                   | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      4140 | NS      | $21072.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                     | Rambus Inc                                              | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      1455 | NS      | $52118.10     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp  | Adaptive Biotechnologies Corp                           | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      3400 | NS      | $25976.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                   | AdvanSix Inc                                            | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       650 | NS      | $24713.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings In | Aerojet Rocketdyne Holdings Inc                         | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |       478 | NS      | $26734.54     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                   | AerSale Corp                                            | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $12976.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc      | Agios Pharmaceuticals Inc                               | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      1140 | NS      | $32011.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp              | Agree Realty Corp                                       | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       430 | NS      | $30499.90     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc                | Alexander's Inc                                         | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               | CORP              | US        |       140 | NS      | $30808.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co            | Allegiant Travel Co                                     | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      1707 | NS      | $116058.93    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                     | ALLETE Inc                                              | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       530 | NS      | $34190.30     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc   | Bread Financial Holdings Inc                            | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      2330 | NS      | $87747.80     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies Inc | Allied Motion Technologies Inc                          | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      3747 | NS      | $130433.07    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings  | Allison Transmission Holdings Inc                       | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |       810 | NS      | $33696.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc      | Allogene Therapeutics Inc                               | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $8177.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veradigm Inc                   | Veradigm Inc                                            | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |      1375 | NS      | $24255.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc           | Alto Ingredients Inc                                    | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |      1800 | NS      | $5184.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc           | Kinetik Holdings Inc                                    | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $23156.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Amerant Bancorp Inc            | Amerant Bancorp Inc                                     | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |      1584 | NS      | $42514.56     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Lif | American Equity Investment Life Holding Co              | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      1160 | NS      | $52919.20     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corp             | American Well Corp                                      | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6700 | NS      | $18961.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                 | Ameris Bancorp                                          | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |       400 | NS      | $18856.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc           | Amkor Technology Inc                                    | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |       645 | NS      | $15467.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The              | Andersons Inc/The                                       | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       600 | NS      | $20994.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate  | Apollo Commercial Real Estate Finance Inc               | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |      5850 | NS      | $62946.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc     | Apple Hospitality REIT Inc                              | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      2800 | NS      | $44184.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                   | Arconic Corp                                            | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      1000 | NS      | $21160.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                      | Argan Inc                                               | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |       590 | NS      | $21759.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc  | Armada Hoffler Properties Inc                           | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |       680 | NS      | $7820.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Managem | Artisan Partners Asset Management Inc                   | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |       800 | NS      | $23760.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc    | Asbury Automotive Group Inc                             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       139 | NS      | $24915.75     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                    | Ashland Inc                                             | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |      1873 | NS      | $201403.69    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp           | Associated Banc-Corp                                    | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      2928 | NS      | $67607.52     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc       | Atea Pharmaceuticals Inc                                | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3387 | NS      | $16291.47     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings I | Atlas Air Worldwide Holdings Inc                        | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |       210 | NS      | $21168.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc             | Avanos Medical Inc                                      | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       390 | NS      | $10553.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                    | Avista Corp                                             | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |       830 | NS      | $36802.20     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc               | Hope Bancorp Inc                                        | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      7115 | NS      | $91143.15     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp     | Horace Mann Educators Corp                              | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |       840 | NS      | $31390.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN         | Horizon Bancorp Inc/IN                                  | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      1020 | NS      | $15381.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co             | Crescent Energy Co                                      | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2600 | NS      | $31174.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp             | IPG Photonics Corp                                      | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |       370 | NS      | $35027.90     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                      | iStar Inc                                               | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      3721 | NS      | $28391.23     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI       | Independent Bank Corp/MI                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1863 | NS      | $44562.96     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                  | Ingevity Corp                                           | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |       140 | NS      | $9861.60      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc             | Ingles Markets Inc                                      | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |       120 | NS      | $11575.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc        | Insight Enterprises Inc                                 | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       295 | NS      | $29579.65     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                   | Innospec Inc                                            | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       665 | NS      | $68401.90     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc         | Insteel Industries Inc                                  | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |       300 | NS      | $8256.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                   | Innoviva Inc                                            | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      1940 | NS      | $25705.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCard Corp                  | CoreCard Corp                                           | CUSIP: 45816D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $11588.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp          | Integer Holdings Corp                                   | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       394 | NS      | $26973.24     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc      | Intellia Therapeutics Inc                               | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |       170 | NS      | $5931.30      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc              | Inter Parfums Inc                                       | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        60 | NS      | $5791.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                  | Interface Inc                                           | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      2100 | NS      | $20727.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc               | InterDigital Inc                                        | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $34636.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp  | International Bancshares Corp                           | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      2810 | NS      | $128585.60    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express In | International Money Express Inc                         | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $36555.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Investar Holding Corp          | Investar Holding Corp                                   | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |       500 | NS      | $10765.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitae Corp                   | Invitae Corp                                            | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |     10120 | NS      | $18823.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc     | Iridium Communications Inc                              | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |       900 | NS      | $46260.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc   | Ironwood Pharmaceuticals Inc                            | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      2800 | NS      | $34692.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                      | Itron Inc                                               | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |       640 | NS      | $32416.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc            | Jack in the Box Inc                                     | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |       120 | NS      | $8187.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc          | Jackson Financial Inc                                   | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      2820 | NS      | $98107.80     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc              | JAKKS Pacific Inc                                       | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |       897 | NS      | $15688.53     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc           | JELD-WEN Holding Inc                                    | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      3200 | NS      | $30880.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc           | Johnson Outdoors Inc                                    | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1125 | NS      | $74385.00     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc         | Jones Lang LaSalle Inc                                  | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |       183 | NS      | $29164.71     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp           | Kaiser Aluminum Corp                                    | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       300 | NS      | $22788.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                        | KB Home                                                 | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      2590 | NS      | $82491.50     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD       | Kearny Financial Corp/MD                                | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $14210.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc             | Kelly Services Inc                                      | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $21970.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                    | Kemper Corp                                             | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |       600 | NS      | $29520.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc    | Kennedy-Wilson Holdings Inc                             | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |      3760 | NS      | $59144.80     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                     | Kforce Inc                                              | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |       400 | NS      | $21932.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First of Long Island Corp/The  | First of Long Island Corp/The                           | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       520 | NS      | $9360.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp           | First Merchants Corp                                    | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      1220 | NS      | $50154.20     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc       | First Mid Bancshares Inc                                | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $6416.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                | 1st Source Corp                                         | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       320 | NS      | $16988.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc         | FirstCash Holdings Inc                                  | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       180 | NS      | $15643.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                     | Fluor Corp                                              | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      1100 | NS      | $38126.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                 | Flowserve Corp                                          | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |      1230 | NS      | $37736.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp        | Flushing Financial Corp                                 | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1340 | NS      | $25969.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp               | Forward Air Corp                                        | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       240 | NS      | $25173.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust In | Four Corners Property Trust Inc                         | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |       250 | NS      | $6482.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics Inc  | 4D Molecular Therapeutics Inc                           | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       150 | NS      | $3331.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc       | Fulcrum Therapeutics Inc                                | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1070 | NS      | $7789.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp          | Fulton Financial Corp                                   | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      2540 | NS      | $42748.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc                      | Funko Inc                                               | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |      1300 | NS      | $14183.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                | FutureFuel Corp                                         | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |       230 | NS      | $1869.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd        | G-III Apparel Group Ltd                                 | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      1900 | NS      | $26049.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                    | Genesco Inc                                             | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |       330 | NS      | $15186.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc         | Genworth Financial Inc                                  | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     13310 | NS      | $70409.90     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp              | Getty Realty Corp                                       | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      1200 | NS      | $40620.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co           | Global Industrial Co                                    | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       289 | NS      | $6800.17      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The  | Goodyear Tire & Rubber Co/The                           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |      1500 | NS      | $15225.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd     | GrafTech International Ltd                              | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |      4600 | NS      | $21896.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Corp                    | Graham Corp                                             | CUSIP: 384556106<br>LEI: 254900EI9P4LTY524J77 | Long             | EC               | CORP              | US        |      2333 | NS      | $22443.46     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co             | Graham Holdings Co                                      | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        10 | NS      | $6042.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc       | Granite Construction Inc                                | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       710 | NS      | $24899.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust I | Granite Point Mortgage Trust Inc                        | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |       900 | NS      | $4824.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Ajax Corp                | Great Ajax Corp                                         | CUSIP: 38983D300<br>LEI: 5493004ID2QQWNGDYC18 | Long             | EC               | CORP              | US        |       813 | NS      | $5894.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc            | Thor Industries Inc                                     | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |       340 | NS      | $25666.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc             | Thryv Holdings Inc                                      | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       350 | NS      | $6650.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                  | Tidewater Inc                                           | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |       820 | NS      | $30217.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                  | Timken Co/The                                           | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |       500 | NS      | $35335.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA       | Towne Bank/Portsmouth VA                                | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |       600 | NS      | $18504.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co            | Travel + Leisure Co                                     | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |       620 | NS      | $22568.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc   | TravelCenters of America Inc                            | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |       500 | NS      | $22390.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                  | Tredegar Corp                                           | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      1700 | NS      | $17374.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                    | TriMas Corp                                             | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      1727 | NS      | $47906.98     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc         | Trinity Industries Inc                                  | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |       610 | NS      | $18037.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc          | Triumph Financial Inc                                   | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      2816 | NS      | $137617.92    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                   | TrueBlue Inc                                            | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $35244.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY           | TrustCo Bank Corp NY                                    | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1770 | NS      | $66534.30     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc              | TTEC Holdings Inc                                       | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       500 | NS      | $22065.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp              | Tutor Perini Corp                                       | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |      3600 | NS      | $27180.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp          | Twist Bioscience Corp                                   | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |       521 | NS      | $12405.01     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp    | Two Harbors Investment Corp                             | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |       392 | NS      | $6181.84      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc                         | 2U Inc                                                  | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |      2315 | NS      | $14515.05     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc           | UFP Technologies Inc                                    | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      1499 | NS      | $176717.11    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                       | UGI Corp                                                | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |      1767 | NS      | $65502.69     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp             | UMB Financial Corp                                      | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |       200 | NS      | $16704.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc             | UFP Industries Inc                                      | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |       770 | NS      | $61022.50     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                | NBT Bancorp Inc                                         | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1018 | NS      | $44201.56     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp                       | NCR Corp                                                | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |      1200 | NS      | $28092.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc               | NMI Holdings Inc                                        | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      2075 | NS      | $43367.50     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp    | National Bank Holdings Corp                             | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       245 | NS      | $10307.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bankshares Inc        | National Bankshares Inc                                 | CUSIP: 634865109<br>LEI: 549300Q745S62Q6QNW78 | Long             | EC               | CORP              | US        |       200 | NS      | $8060.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp       | National HealthCare Corp                                | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       933 | NS      | $55513.50     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc  | National Health Investors Inc                           | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |       436 | NS      | $22767.92     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc | National Presto Industries Inc                          | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       375 | NS      | $25672.50     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group In | National Western Life Group Inc                         | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |       179 | NS      | $50299.00     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cot | Natural Grocers by Vitamin Cottage Inc                  | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |      1940 | NS      | $17731.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                   | Navient Corp                                            | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      2150 | NS      | $35367.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc          | RAPT Therapeutics Inc                                   | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |       600 | NS      | $11880.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                   | Rayonier Inc                                            | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      3194 | NS      | $105274.24    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials In | Rayonier Advanced Materials Inc                         | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      2789 | NS      | $26774.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc            | RE/MAX Holdings Inc                                     | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      1800 | NS      | $33552.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc           | Red Rock Resorts Inc                                    | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9579 | NS      | $383255.79    | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc              | Redwood Trust Inc                                       | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      1945 | NS      | $13148.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                  | REGENXBIO Inc                                           | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      2390 | NS      | $54205.20     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp       | Regional Management Corp                                | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      2449 | NS      | $68767.92     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc         | Relay Therapeutics Inc                                  | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1230 | NS      | $18376.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Relmada Therapeutics Inc       | Relmada Therapeutics Inc                                | CUSIP: 75955J402<br>LEI: 549300217EASRZ9JSF81 | Long             | EC               | CORP              | US        |       790 | NS      | $2757.10      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX           | Rent-A-Center Inc/TX                                    | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      1550 | NS      | $34952.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY        | Republic Bancorp Inc/KY                                 | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       250 | NS      | $10230.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc       | Resideo Technologies Inc                                | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      1361 | NS      | $22388.45     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc       | Resources Connection Inc                                | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1710 | NS      | $31429.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments | Retail Opportunity Investments Corp                     | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       390 | NS      | $5861.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp    | REX American Resources Corp                             | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1275 | NS      | $40621.50     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street Inc              | Rimini Street Inc                                       | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |     36927 | NS      | $140691.87    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc     | Rocket Pharmaceuticals Inc                              | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |       200 | NS      | $3914.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc               | Rocky Brands Inc                                        | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |      3002 | NS      | $70907.24     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc           | Rush Enterprises Inc                                    | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      1815 | NS      | $94888.20     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc   | Ruth's Hospitality Group Inc                            | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |      1100 | NS      | $17028.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp           | Ryerson Holding Corp                                    | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |       700 | NS      | $21182.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties I | Ryman Hospitality Properties Inc                        | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      1578 | NS      | $129048.84    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                | S&T Bancorp Inc                                         | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       440 | NS      | $15039.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                       | SLM Corp                                                | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $34860.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corp                   | SP Plus Corp                                            | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |       320 | NS      | $11110.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc     | Sabra Health Care REIT Inc                              | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |        80 | NS      | $994.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp               | ACCO Brands Corp                                        | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |      4600 | NS      | $25714.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp                      | ACNB Corp                                               | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $7962.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc               | ACV Auctions Inc                                        | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1240 | NS      | $10180.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc             | ABM Industries Inc                                      | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      1095 | NS      | $48639.90     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc               | ACM Research Inc                                        | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |      4200 | NS      | $32382.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc      | ALX Oncology Holdings Inc                               | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2390 | NS      | $26935.30     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc               | A10 Networks Inc                                        | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      1500 | NS      | $24945.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                        | AZZ Inc                                                 | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      1660 | NS      | $66732.00     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The             | Aaron's Co Inc/The                                      | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6280 | NS      | $75046.00     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc  | Academy Sports & Outdoors Inc                           | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2110 | NS      | $110859.40    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust            | Acadia Realty Trust                                     | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       680 | NS      | $9758.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade Inc                   | Accolade Inc                                            | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |      1030 | NS      | $8023.70      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc              | ACI Worldwide Inc                                       | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      1600 | NS      | $36800.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc   | Catalyst Pharmaceuticals Inc                            | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |       990 | NS      | $18414.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp         | Cathay General Bancorp                                  | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      5107 | NS      | $208314.53    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp/The                  | Cato Corp/The                                           | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |      1600 | NS      | $14928.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co        | Central Garden & Pet Co                                 | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       400 | NS      | $14980.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp | Central Pacific Financial Corp                          | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      1300 | NS      | $26364.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc        | Enova International Inc                                 | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       260 | NS      | $9976.20      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services  | Enterprise Financial Services Corp                      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |       400 | NS      | $19584.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                      | ePlus Inc                                               | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       405 | NS      | $17933.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp       | Equitrans Midstream Corp                                | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |      6410 | NS      | $42947.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                      | Esab Corp                                               | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      3611 | NS      | $169428.12    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc | Esquire Financial Holdings Inc                          | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       910 | NS      | $39366.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr | Essential Properties Realty Trust Inc                   | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      2532 | NS      | $59426.04     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc          | Euronet Worldwide Inc                                   | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |       350 | NS      | $33033.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                   | Evercore Inc                                            | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |       300 | NS      | $32724.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                    | FNB Corp/PA                                             | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      2010 | NS      | $26230.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp              | FB Financial Corp                                       | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       643 | NS      | $23238.02     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp Inc                 | FS Bancorp Inc                                          | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       260 | NS      | $8694.40      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                     | Fastly Inc                                              | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |      1520 | NS      | $12448.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc           | Federated Hermes Inc                                    | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |       855 | NS      | $31045.05     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc     | Financial Institutions Inc                              | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       350 | NS      | $8526.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Advantage Corp           | First Advantage Corp                                    | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |      7942 | NS      | $103246.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico      | First BanCorp/Puerto Rico                               | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      7315 | NS      | $93046.80     | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines N | First Bancorp/Southern Pines NC                         | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       670 | NS      | $28702.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp               | First Busey Corp                                        | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      1100 | NS      | $27192.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Servi | First Business Financial Services Inc                   | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |       300 | NS      | $10965.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc | First Community Bankshares Inc                          | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2304 | NS      | $78105.60     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp        | First Financial Bancorp                                 | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      1175 | NS      | $28470.25     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp/IN        | First Financial Corp/IN                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       931 | NS      | $42900.48     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc             | First Hawaiian Inc                                      | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      1300 | NS      | $33852.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp         | First Internet Bancorp                                  | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |       600 | NS      | $14568.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem In | First Interstate BancSystem Inc                         | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      4186 | NS      | $161788.90    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International Inc      | Kimball International Inc                               | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |      3100 | NS      | $20150.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc        | Kimball Electronics Inc                                 | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |       900 | NS      | $20331.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                     | Kirby Corp                                              | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |      1060 | NS      | $68211.00     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc            | Kodiak Sciences Inc                                     | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |      2680 | NS      | $19188.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Valley Community Banco | Central Valley Community Bancorp                        | CUSIP: 155685100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       400 | NS      | $8472.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp            | Centrus Energy Corp                                     | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      1547 | NS      | $50246.56     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos Inc            | Century Casinos Inc                                     | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |       670 | NS      | $4710.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc        | Century Communities Inc                                 | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      1246 | NS      | $62312.46     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                 | ChampionX Corp                                          | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |       760 | NS      | $22032.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp                     | Chase Corp                                              | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2230 | NS      | $192359.80    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The     | Cheesecake Factory Inc/The                              | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |       358 | NS      | $11352.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Chefs' Warehouse Inc/The       | Chefs' Warehouse Inc/The                                | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      2320 | NS      | $77209.60     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc               | Cirrus Logic Inc                                        | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       330 | NS      | $24578.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                | City Holding Co                                         | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       499 | NS      | $46451.91     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc         | Civista Bancshares Inc                                  | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |       400 | NS      | $8804.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc          | Civitas Resources Inc                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      4124 | NS      | $238903.32    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp        | Clean Energy Fuels Corp                                 | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |      4790 | NS      | $24908.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings | Clear Channel Outdoor Holdings Inc                      | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4800 | NS      | $5040.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp          | Clearwater Paper Corp                                   | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       250 | NS      | $9452.50      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc            | Clearway Energy Inc                                     | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |       980 | NS      | $29321.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                  | Coherent Corp                                           | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      1000 | NS      | $35100.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                    | Enovis Corp                                             | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      4181 | NS      | $223767.12    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc    | Columbia Banking System Inc                             | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2520 | NS      | $75927.60     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY      | Columbus McKinnon Corp/NY                               | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |       700 | NS      | $22729.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc      | Community Bank System Inc                               | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |       610 | NS      | $38399.50     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial Corp/The   | Community Financial Corp/The                            | CUSIP: 20368X101<br>LEI: 549300IM1P8BVV642449 | Long             | EC               | CORP              | US        |       100 | NS      | $3990.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc    | Community Trust Bancorp Inc                             | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       425 | NS      | $19520.25     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Concrete Pumping Holdings Inc  | Concrete Pumping Holdings Inc                           | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21109 | NS      | $123487.65    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc         | ConnectOne Bancorp Inc                                  | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      1400 | NS      | $33894.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc              | CONSOL Energy Inc                                       | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       590 | NS      | $38350.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Tr | Corporate Office Properties Trust                       | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |       480 | NS      | $12451.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc      | CrossFirst Bankshares Inc                               | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1375 | NS      | $17063.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                      | CubeSmart                                               | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2178 | NS      | $87664.50     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc          | Customers Bancorp Inc                                   | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      1100 | NS      | $31174.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment  | Dave & Buster's Entertainment Inc                       | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |       150 | NS      | $5316.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp | Great Lakes Dredge & Dock Corp                          | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      2410 | NS      | $14339.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc     | Great Southern Bancorp Inc                              | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |       720 | NS      | $42832.80     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc       | Green Brick Partners Inc                                | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      5076 | NS      | $122991.48    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The         | Greenbrier Cos Inc/The                                  | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       960 | NS      | $32188.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenhill & Co Inc             | Greenhill & Co Inc                                      | CUSIP: 395259104<br>LEI: 529900VEOQHHHSPI9C69 | Long             | EC               | CORP              | US        |      1690 | NS      | $17322.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                      | Greif Inc                                               | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |       720 | NS      | $48283.20     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc         | Group 1 Automotive Inc                                  | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       267 | NS      | $48158.79     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The          | Hackett Group Inc/The                                   | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      1360 | NS      | $27703.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp           | Hancock Whitney Corp                                    | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      2096 | NS      | $101425.44    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                | Hanesbrands Inc                                         | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      8855 | NS      | $56317.80     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp           | Hanmi Financial Corp                                    | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      1500 | NS      | $37125.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc             | Kontoor Brands Inc                                      | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       210 | NS      | $8397.90      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                     | Korn Ferry                                              | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      1000 | NS      | $50620.00     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd              | Kosmos Energy Ltd                                       | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |      5800 | NS      | $36888.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Bio Inc                 | Kronos Bio Inc                                          | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1320 | NS      | $2138.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                   | La-Z-Boy Inc                                            | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |       900 | NS      | $20538.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc           | Lakeland Bancorp Inc                                    | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |      1400 | NS      | $24654.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Industries Inc        | Lakeland Industries Inc                                 | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |       700 | NS      | $9310.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp          | Lancaster Colony Corp                                   | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |       939 | NS      | $185264.70    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc           | Laredo Petroleum Inc                                    | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |       410 | NS      | $21082.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc               | Latham Group Inc                                        | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4100 | NS      | $13202.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc         | Laureate Education Inc                                  | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      3685 | NS      | $35449.70     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corp            | Legacy Housing Corp                                     | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2480 | NS      | $47020.80     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust           | LXP Industrial Trust                                    | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      1955 | NS      | $19589.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc             | Liberty Energy Inc                                      | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $20813.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings  | Lindblad Expeditions Holdings Inc                       | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |      1530 | NS      | $11781.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment Inc  | Live Nation Entertainment Inc                           | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |       424 | NS      | $29569.76     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc       | Oppenheimer Holdings Inc                                | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       695 | NS      | $29419.35     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc       | OraSure Technologies Inc                                | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      1180 | NS      | $5687.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc     | Organogenesis Holdings Inc                              | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |      1200 | NS      | $3228.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services In | Orrstown Financial Services Inc                         | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      1080 | NS      | $25012.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                | Otter Tail Corp                                         | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1610 | NS      | $94523.10     | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Outbrain Inc                   | Outbrain Inc                                            | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |      1350 | NS      | $4887.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc             | Outfront Media Inc                                      | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      2430 | NS      | $40289.40     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc          | Oxford Industries Inc                                   | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       530 | NS      | $49385.40     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PAM Transportation Services In | PAM Transportation Services Inc                         | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $18130.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                 | PBF Energy Inc                                          | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |       470 | NS      | $19166.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc              | PC Connection Inc                                       | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |       705 | NS      | $33064.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                    | PCB Bancorp                                             | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |       700 | NS      | $12383.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc            | PGT Innovations Inc                                     | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |       410 | NS      | $7363.60      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc              | PNM Resources Inc                                       | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       765 | NS      | $37324.35     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals Inc        | PMV Pharmaceuticals Inc                                 | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       320 | NS      | $2784.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of Califor | Pacific Biosciences of California Inc                   | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |      1650 | NS      | $13497.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc    | Pacific Premier Bancorp Inc                             | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |       600 | NS      | $18936.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                | PacWest Bancorp                                         | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |      1500 | NS      | $34425.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc       | Par Pacific Holdings Inc                                | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      1100 | NS      | $25575.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc            | Paramount Group Inc                                     | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |      2950 | NS      | $17523.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc      | Park Hotels & Resorts Inc                               | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |      3000 | NS      | $35370.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc              | Parke Bancorp Inc                                       | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |       860 | NS      | $17836.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust        | Pebblebrook Hotel Trust                                 | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |      2885 | NS      | $38630.15     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp                | Ranger Oil Corp                                         | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |       660 | NS      | $26683.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Cor | Peoples Financial Services Corp                         | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1340 | NS      | $69465.60     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp        | Perdoceo Education Corp                                 | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      1660 | NS      | $23074.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                | SiriusPoint Ltd                                         | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |      4900 | NS      | $28910.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                    | StoneCo Ltd                                             | CUSIP: N/A<br>LEI: 549300O1A9LEF0XZCR35       | Long             | EC               | CORP              | BR        |      6680 | NS      | $63059.20     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                 | TechnipFMC PLC                                          | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |      1500 | NS      | $18285.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd      | Liberty Latin America Ltd                               | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | US        |      1545 | NS      | $11633.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd      | Liberty Latin America Ltd                               | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | US        |      2785 | NS      | $21166.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                    | Trinseo PLC                                             | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | US        |      1500 | NS      | $34065.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd       | Triton International Ltd                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |       684 | NS      | $47045.52     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                  | Golar LNG Ltd                                           | CUSIP: N/A<br>LEI: 213800C2VSFZG3EZLO34       | Long             | EC               | CORP              | BM        |      2450 | NS      | $55835.50     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Grou | White Mountains Insurance Group Ltd                     | CUSIP: N/A<br>LEI: 549300N3FL068JERBG02       | Long             | EC               | CORP              | US        |        20 | NS      | $28286.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Taro Pharmaceutical Industries | Taro Pharmaceutical Industries Ltd                      | CUSIP: N/A<br>LEI: 5493002WIJCSC2L2VL79       | Long             | EC               | CORP              | IL        |       960 | NS      | $27878.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV        | Expro Group Holdings NV                                 | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | US        |      1670 | NS      | $30277.10     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc               | DHT Holdings Inc                                        | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | BM        |      6340 | NS      | $56299.20     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                 | Dorian LPG Ltd                                          | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | US        |       200 | NS      | $3790.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc      | International Seaways Inc                               | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | US        |       220 | NS      | $8144.40      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc               | Safe Bulkers Inc                                        | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | MC        |     14120 | NS      | $41089.20     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc            | Scorpio Tankers Inc                                     | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MC        |       140 | NS      | $7527.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd             | Teekay Tankers Ltd                                      | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | CA        |       840 | NS      | $25880.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                      | Avnet Inc                                               | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |       830 | NS      | $34511.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc       | Axcelis Technologies Inc                                | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       235 | NS      | $18649.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                  | B&G Foods Inc                                           | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      1740 | NS      | $19401.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| BCB Bancorp Inc                | BCB Bancorp Inc                                         | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |       400 | NS      | $7196.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc               | BGC Partners Inc                                        | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |      1390 | NS      | $5240.30      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp             | BOK Financial Corp                                      | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      1543 | NS      | $160147.97    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial Inc          | B Riley Financial Inc                                   | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $6840.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BGSF Inc                       | BGSF Inc                                                | CUSIP: 05601C105<br>LEI: 549300AUC6I9ZG3KKQ91 | Long             | EC               | CORP              | US        |       310 | NS      | $4749.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corp                   | Bally's Corp                                            | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |       410 | NS      | $7945.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                 | BancFirst Corp                                          | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       555 | NS      | $48939.90     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth Inc                  | Bandwidth Inc                                           | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |       760 | NS      | $17442.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp          | Bank of Marin Bancorp                                   | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       260 | NS      | $8548.80      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                       | Bank OZK                                                | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      7294 | NS      | $292197.64    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                 | BankUnited Inc                                          | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      1874 | NS      | $63659.78     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                    | Banner Corp                                             | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       360 | NS      | $22752.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc               | Barnes Group Inc                                        | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |       600 | NS      | $24510.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc  | Barrett Business Services Inc                           | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |       270 | NS      | $25185.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                    | BayCom Corp                                             | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |      1090 | NS      | $20688.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                     | Belden Inc                                              | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      1000 | NS      | $71900.00     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc      | Benchmark Electronics Inc                               | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |       400 | NS      | $10676.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc    | Berkshire Hills Bancorp Inc                             | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      1870 | NS      | $55913.00     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp                     | Berry Corp                                              | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5630 | NS      | $45040.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp      | Big 5 Sporting Goods Corp                               | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |        60 | NS      | $529.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| BioLife Solutions Inc          | BioLife Solutions Inc                                   | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |       220 | NS      | $4004.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                  | Bioventus Inc                                           | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       480 | NS      | $1252.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc      | Emergent BioSolutions Inc                               | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      2960 | NS      | $34957.60     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerald Holding Inc            | Emerald Holding Inc                                     | CUSIP: 29103W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $10266.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc  | Empire State Realty Trust Inc                           | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |     11770 | NS      | $79329.80     | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc         | Employers Holdings Inc                                  | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1605 | NS      | $69223.65     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc             | Enact Holdings Inc                                      | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $14472.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp               | Encore Wire Corp                                        | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       605 | NS      | $83223.80     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Recovery Inc            | Energy Recovery Inc                                     | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      4238 | NS      | $86836.62     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                        | EnerSys                                                 | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       325 | NS      | $23998.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp        | Enerpac Tool Group Corp                                 | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |       900 | NS      | $22905.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                      | Ennis Inc                                               | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2760 | NS      | $61161.60     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                    | Neogen Corp                                             | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      2020 | NS      | $30764.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                | NeoGenomics Inc                                         | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $15708.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp      | New Jersey Resources Corp                               | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |       430 | NS      | $21336.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc | New York Community Bancorp Inc                          | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |      3600 | NS      | $30960.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc    | New York Mortgage Trust Inc                             | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |      6300 | NS      | $16128.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                 | NewMarket Corp                                          | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        30 | NS      | $9333.30      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Newpark Resources Inc          | Newpark Resources Inc                                   | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |      5540 | NS      | $22991.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc | NexTier Oilfield Solutions Inc                          | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |      2300 | NS      | $21252.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                 | Northeast Bank                                          | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |       200 | NS      | $8420.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp In | Northeast Community Bancorp Inc                         | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |       700 | NS      | $10444.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc       | Northern Oil and Gas Inc                                | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |       900 | NS      | $27738.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc         | Northfield Bancorp Inc                                  | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $18876.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc           | Northrim BanCorp Inc                                    | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |       200 | NS      | $10914.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co   | Northwest Natural Holding Co                            | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       830 | NS      | $39499.70     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp              | NorthWestern Corp                                       | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |       600 | NS      | $35604.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc        | Nu Skin Enterprises Inc                                 | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |       485 | NS      | $20447.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc         | Nurix Therapeutics Inc                                  | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       920 | NS      | $10101.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                    | OFG Bancorp                                             | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      1218 | NS      | $33568.08     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                | OSI Systems Inc                                         | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       325 | NS      | $25844.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp              | Chord Energy Corp                                       | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       664 | NS      | $90841.84     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp      | OceanFirst Financial Corp                               | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1550 | NS      | $32937.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corp of America        | Oil-Dri Corp of America                                 | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |       896 | NS      | $30051.84     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN        | Old National Bancorp/IN                                 | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |      5430 | NS      | $97631.40     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc              | Olympic Steel Inc                                       | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |       300 | NS      | $10074.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                    | ONE Gas Inc                                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       450 | NS      | $34074.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 1Life Healthcare Inc           | 1Life Healthcare Inc                                    | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       452 | NS      | $7552.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc            | OneWater Marine Inc                                     | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       920 | NS      | $26312.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Wilshire Mutual Funds Inc

**Signature:** /s/Bendukai Bouey

**Name of Signer:** Wilshire Mutual Funds Inc

**Title:** Chief Compliance Officer