# EDGAR Filing Document

**Accession Number:** 0001174610
**File Stem:** 0001752724-23-011592
**Filing Date:** 2023-1
**Character Count:** 216938
**Document Hash:** 665634ec88daede564bf5294e879458b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-011592.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-011592

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230125

**DATE AS OF CHANGE**: 20230125

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PROSHARES TRUST
- **CENTRAL INDEX KEY:** 0001174610
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21114
- **FILM NUMBER:** 23550604

**BUSINESS ADDRESS:**
- **STREET 1:** 7272 WISCONSIN AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BETHESDA
- **STATE:** MD
- **ZIP:** 20814
- **BUSINESS PHONE:** 240-497-6400

**MAIL ADDRESS:**
- **STREET 1:** 7272 WISCONSIN AVENUE
- **STREET 2:** 21ST FLOOR
- **CITY:** BETHESDA
- **STATE:** MD
- **ZIP:** 20814

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** XTRASHARES TRUST
- **DATE OF NAME CHANGE:** 20030409

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PROFUNDS ETF TRUST
- **DATE OF NAME CHANGE:** 20020531

## Series and Classes Contracts Data

### ProShares Ultra SmallCap600 (Series ID: S000014259)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000038818 | ProShares Ultra SmallCap600 | SAA             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-21114

- **c. CIK number of Registrant:** 0001174610

- **d. LEI of Registrant:** 5493005D9DS7C1P5AM59

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

  - **Street Address 1:** 7272 Wisconsin Avenue

  - **City:** Bethesda

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 20814

  - **Telephone number:** 240-497-6400

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

- **a. Name of Series:** ProShares Ultra SmallCap600

- **b. EDGAR series identifier (if any):** S000014259

- **c. LEI of Series:** QOEPI3XUDE1M6I02XL90

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

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $35735759.86

**Total Liabilities:** $3138160.76

**Net Assets:** $32597599.10

**Cash Not Reported:** $2307777.51

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000038818 | -19.56%              | 24.89%               | 7.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-331646.51              | $-2238509.11                               |
| Month 2  | $75551.82                | $2591679.66                                |
| Month 3  | $-26798.91               | $1005084.57                                |

**Designated Index Information**

- **Index Name:** S&P SmallCap 600

- **Index Identifier:** SML

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Green Plains, Inc.                           | Green Plains, Inc.                                      | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      1618 | NS      | $55918.08     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                       | Independent Bank Corp.                                  | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      1279 | NS      | $115775.08    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                     | Group 1 Automotive, Inc.                                | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       440 | NS      | $85069.60     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp.                           | Agree Realty Corp.                                      | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2225 | NS      | $155638.75    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp.                               | Renasant Corp.                                          | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      1559 | NS      | $63560.43     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                     | Trinity Industries, Inc.                                | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      2284 | NS      | $69958.92     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess?, Inc.                                 | Guess?, Inc.                                            | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |       930 | NS      | $19306.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Wolverine World Wide, Inc.                   | Wolverine World Wide, Inc.                              | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      2193 | NS      | $24561.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                           | InterDigital, Inc.                                      | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       827 | NS      | $41490.59     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                  | Sonos, Inc.                                             | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      3543 | NS      | $62108.79     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp.                   | Chesapeake Utilities Corp.                              | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |       494 | NS      | $59146.62     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.           | Helix Energy Solutions Group, Inc.                      | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      3974 | NS      | $25354.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS, Inc.                                    | GMS, Inc.                                               | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      1188 | NS      | $58330.80     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate, Inc.                   | Anywhere Real Estate, Inc.                              | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      3187 | NS      | $24061.85     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman, Inc.                        | Douglas Elliman, Inc.                                   | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |      1880 | NS      | $7745.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International, Inc.                      | ATN International, Inc.                                 | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |       299 | NS      | $14474.59     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                  | Brinker International, Inc.                             | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      1221 | NS      | $40842.45     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy, Inc.                           | Talos Energy, Inc.                                      | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      1818 | NS      | $35723.70     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                         | Addus HomeCare Corp.                                    | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       448 | NS      | $49405.44     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                | Six Flags Entertainment Corp.                           | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |      2061 | NS      | $49649.49     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                      | Oxford Industries, Inc.                                 | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |       417 | NS      | $47062.62     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings, Inc.                       | Koppers Holdings, Inc.                                  | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       582 | NS      | $17337.78     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings, Inc.                      | Hawaiian Holdings, Inc.                                 | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |      1432 | NS      | $19904.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      8409 | NC      | $-815911.02   | -2.50%            |  |  |  | No            |                  2 | On Loan: No      |
| Resideo Technologies, Inc.                   | Resideo Technologies, Inc.                              | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      4060 | NS      | $65772.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                                   | uniQure NV                                              | CUSIP: N/A<br>LEI: 724500RPCTZLFYJZ3S98       | Long             | EC               | CORP              | NL        |      1146 | NS      | $30323.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue, Inc.                               | TrueBlue, Inc.                                          | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       910 | NS      | $19637.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors, Inc.                  | Ethan Allen Interiors, Inc.                             | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       636 | NS      | $18094.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings, Inc.                | Apollo Medical Holdings, Inc.                           | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      1094 | NS      | $31135.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son, Inc.                | John B Sanfilippo & Son, Inc.                           | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       249 | NS      | $21087.81     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience, Inc.                    | Meridian Bioscience, Inc.                               | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |      1219 | NS      | $39008.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan, Inc.                                | OneSpan, Inc.                                           | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |       982 | NS      | $12343.74     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties, Inc.              | Urstadt Biddle Properties, Inc., Class A                | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |       840 | NS      | $16069.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                        | Cal-Maine Foods, Inc.                                   | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      1057 | NS      | $61601.96     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp.                                  | Heska Corp.                                             | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |       284 | NS      | $18275.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp.                                | Balchem Corp.                                           | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |       896 | NS      | $126156.80    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                 | Two Harbors Investment Corp.                            | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |      2398 | NS      | $39335.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.                 | Ligand Pharmaceuticals, Inc.                            | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       448 | NS      | $32659.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                         | Meritage Homes Corp.                                    | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      1019 | NS      | $88051.79     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group, Inc.                          | Triumph Group, Inc.                                     | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      1810 | NS      | $20724.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co.                              | SpartanNash Co.                                         | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      1006 | NS      | $33047.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi, Inc.                                  | Xperi, Inc.                                             | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1160 | NS      | $12423.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services, Inc.                   | KAR Auction Services, Inc.                              | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      3229 | NS      | $44366.46     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries, Inc.                | Tootsie Roll Industries, Inc.                           | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |       495 | NS      | $22250.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                        | Bloomin' Brands, Inc.                                   | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      2486 | NS      | $55984.72     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart, Inc.                             | PriceSmart, Inc.                                        | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |       698 | NS      | $49585.92     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                      | Brookline Bancorp, Inc.                                 | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2136 | NS      | $30373.92     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett, Inc.                                | Hibbett, Inc.                                           | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |       360 | NS      | $23997.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                       | Integer Holdings Corp.                                  | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |       923 | NS      | $68597.36     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                   | Axcelis Technologies, Inc.                              | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       921 | NS      | $73551.06     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bancorp, Inc.                       | Flagstar Bancorp, Inc.                                  | CUSIP: 337930705<br>LEI: 549300Q22V2Y3J4R2715 | Long             | EC               | CORP              | US        |      1486 | NS      | $55784.44     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co.                | Northwest Natural Holding Co.                           | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       970 | NS      | $48606.70     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                   | Northwest Bancshares, Inc.                              | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3535 | NS      | $54050.15     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp.                  | Standex International Corp.                             | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       334 | NS      | $35086.70     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc. (The)                          | Bancorp, Inc. (The)                                     | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1576 | NS      | $47232.72     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp.                          | Varex Imaging Corp.                                     | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      1113 | NS      | $23640.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box, Inc.                        | Jack in the Box, Inc.                                   | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |       586 | NS      | $42367.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart, Inc.                     | America's Car-Mart, Inc.                                | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       167 | NS      | $12150.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust         | Universal Health Realty Income Trust                    | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |       355 | NS      | $18633.95     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co., Inc.                            | Gannett Co., Inc.                                       | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |      3939 | NS      | $9847.50      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings, Inc.                       | Hilltop Holdings, Inc.                                  | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      1277 | NS      | $38054.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc. | American Axle & Manufacturing Holdings, Inc.            | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3192 | NS      | $33228.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                             | Proto Labs, Inc.                                        | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |       766 | NS      | $20314.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp.                 | REX American Resources Corp.                            | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       438 | NS      | $12925.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                   | United Natural Foods, Inc.                              | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      1625 | NS      | $77480.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings, Inc.                        | ADTRAN Holdings, Inc.                                   | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |      1964 | NS      | $39810.28     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings, Inc.                 | El Pollo Loco Holdings, Inc.                            | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |       547 | NS      | $5962.30      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                   | Winnebago Industries, Inc.                              | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |       885 | NS      | $51852.15     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet, Inc.                                 | RadNet, Inc.                                            | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      1358 | NS      | $26847.66     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar, Inc.                                  | iStar, Inc.                                             | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |      2379 | NS      | $19103.37     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust                 | Diversified Healthcare Trust                            | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6663 | NS      | $6596.37      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                    | ATI, Inc.                                               | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      3620 | NS      | $110446.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Liquidity Services, Inc.                     | Liquidity Services, Inc.                                | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |       754 | NS      | $12584.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4900 | NC      | $289223.42    | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Motor Products, Inc.                | Standard Motor Products, Inc.                           | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |       518 | NS      | $19896.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                  | DiamondRock Hospitality Co.                             | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |      5877 | NS      | $55302.57     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo plc                                  | Trinseo plc                                             | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | IE        |       974 | NS      | $24009.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                       | Urban Outfitters, Inc.                                  | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      1679 | NS      | $48590.26     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp.                              | Trustmark Corp.                                         | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      1705 | NS      | $62368.90     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                | Hawkins, Inc.                                           | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       527 | NS      | $21923.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                  | Centerspace                                             | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |       429 | NS      | $27670.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                      | Abercrombie & Fitch Co., Class A                        | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      1406 | NS      | $33715.88     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp.                                | Lindsay Corp.                                           | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       307 | NS      | $54182.43     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                             | Clearfield, Inc.                                        | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |       317 | NS      | $41723.54     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions, Inc.                          | PDF Solutions, Inc.                                     | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |       821 | NS      | $25754.77     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California, Inc.                     | Banc of California, Inc.                                | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      1555 | NS      | $26388.35     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp, Inc.                     | Northfield Bancorp, Inc.                                | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1187 | NS      | $18932.65     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp.                       | World Acceptance Corp.                                  | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       101 | NS      | $7161.91      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings, Inc.                     | Employers Holdings, Inc.                                | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       760 | NS      | $35317.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                    | Titan International, Inc.                               | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |      1417 | NS      | $20305.61     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics, Inc.                  | Universal Electronics, Inc.                             | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |       335 | NS      | $7326.45      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                             | SiriusPoint Ltd.                                        | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |      2368 | NS      | $15439.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                             | Elme Communities                                        | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      2435 | NS      | $48115.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp.             | Comtech Telecommunications Corp.                        | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |       766 | NS      | $8939.22      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media, Inc.                         | Outfront Media, Inc.                                    | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |      4236 | NS      | $77476.44     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust               | Office Properties Income Trust                          | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1350 | NS      | $20641.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group, Inc. (The)                        | GEO Group, Inc. (The)                                   | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      3458 | NS      | $40873.56     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp.                                 | CorVel Corp.                                            | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       258 | NS      | $39466.26     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                       | Warrior Met Coal, Inc.                                  | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      1440 | NS      | $53020.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems, Inc.                  | Merit Medical Systems, Inc.                             | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      1582 | NS      | $113904.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings, Inc.                        | Chuy's Holdings, Inc.                                   | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       525 | NS      | $16637.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit, Inc.                                | Enhabit, Inc.                                           | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |      1383 | NS      | $19790.73     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings, Inc.                 | Organogenesis Holdings, Inc.                            | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |      1969 | NS      | $5395.06      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp.                   | Phibro Animal Health Corp., Class A                     | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       566 | NS      | $6967.46      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu, Inc.                                   | Cohu, Inc.                                              | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      1344 | NS      | $48142.08     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.               | Ironwood Pharmaceuticals, Inc.                          | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |      3713 | NS      | $44964.43     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials, Inc.            | Rayonier Advanced Materials, Inc.                       | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |      1783 | NS      | $13800.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises, Inc.                        | DXP Enterprises, Inc.                                   | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       441 | NS      | $11391.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen, Inc.                                 | Inogen, Inc.                                            | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |       638 | NS      | $14240.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International, Inc.                   | Haynes International, Inc.                              | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |       347 | NS      | $17336.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS, Inc.                            | Chico's FAS, Inc.                                       | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |      3487 | NS      | $20468.69     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                | SM Energy Co.                                           | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      3416 | NS      | $147263.76    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap, Inc.                     | Marcus & Millichap, Inc.                                | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |       702 | NS      | $26142.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.             | Virtus Investment Partners, Inc.                        | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       190 | NS      | $36848.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.           | Atlas Air Worldwide Holdings, Inc.                      | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |       718 | NS      | $72352.86     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co.                         | Allegiant Travel Co.                                    | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |       431 | NS      | $35604.91     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies, Inc.                   | OraSure Technologies, Inc.                              | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      2024 | NS      | $10200.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education, Inc.                    | Strategic Education, Inc.                               | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |       625 | NS      | $51125.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.               | Community Health Systems, Inc.                          | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3490 | NS      | $11970.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co. (The)                             | St Joe Co. (The)                                        | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |       953 | NS      | $36623.79     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec, Inc.                               | Innospec, Inc.                                          | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |       691 | NS      | $76624.99     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place, Inc. (The)                 | Children's Place, Inc. (The)                            | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |       366 | NS      | $12993.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust        | Industrial Logistics Properties Trust                   | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |      1824 | NS      | $7423.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics, Inc.                        | Myriad Genetics, Inc.                                   | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      2247 | NS      | $45524.22     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                              | LGI Homes, Inc.                                         | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |       570 | NS      | $56623.80     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast, Inc.                               | Medifast, Inc.                                          | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |       308 | NS      | $38823.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers, Inc.                           | Saul Centers, Inc.                                      | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       359 | NS      | $15472.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares, Inc.                   | Southside Bancshares, Inc.                              | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |       851 | NS      | $30925.34     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                          | Nektar Therapeutics                                     | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |      5221 | NS      | $14618.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research, Inc.                     | Forrester Research, Inc.                                | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |       312 | NS      | $10976.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings, Inc.          | Sun Country Airlines Holdings, Inc.                     | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |       945 | NS      | $19089.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp.                              | Universal Corp.                                         | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |       686 | NS      | $39040.26     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                        | Walker & Dunlop, Inc.                                   | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       856 | NS      | $76449.36     | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Consensus Cloud Solutions, Inc.              | Consensus Cloud Solutions, Inc.                         | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       492 | NS      | $27940.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                     | Mueller Industries, Inc.                                | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      1580 | NS      | $108656.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                     | Central Garden & Pet Co., Class A                       | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      1155 | NS      | $45125.85     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                     | Hersha Hospitality Trust, Class A                       | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |       916 | NS      | $8821.08      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                       | SPX Technologies, Inc.                                  | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |      1260 | NS      | $84294.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                           | Steven Madden Ltd.                                      | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      2070 | NS      | $71497.80     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare, Inc.                              | ModivCare, Inc.                                         | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |       352 | NS      | $27104.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                        | Assured Guaranty Ltd.                                   | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |      1726 | NS      | $114899.82    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office REIT, Inc.                      | Orion Office REIT, Inc.                                 | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1578 | NS      | $14659.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp.                        | Mercury General Corp.                                   | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       741 | NS      | $26883.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                   | Korn Ferry                                              | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      1521 | NS      | $86742.63     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc.        | Allscripts Healthcare Solutions, Inc.                   | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |      3087 | NS      | $58467.78     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp.                           | TrustCo Bank Corp.                                      | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       533 | NS      | $20701.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp.                             | Scholastic Corp.                                        | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       842 | NS      | $34623.04     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences, Inc.                  | USANA Health Sciences, Inc.                             | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |       311 | NS      | $17117.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                     | Fabrinet                                                | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |      1026 | NS      | $136878.66    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services, Inc.                         | Kelly Services, Inc., Class A                           | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       964 | NS      | $16378.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings, Inc.            | Aerojet Rocketdyne Holdings, Inc.                       | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      2107 | NS      | $109564.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions, Inc.                        | Viavi Solutions, Inc.                                   | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |      6349 | NS      | $71934.17     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.      | Essential Properties Realty Trust, Inc.                 | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      3936 | NS      | $91354.56     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust, Inc.                | New York Mortgage Trust, Inc.                           | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     10525 | NS      | $29575.25     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                 | United Community Banks, Inc.                            | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      2956 | NS      | $115195.32    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                            | Boise Cascade Co.                                       | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      1099 | NS      | $81369.96     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold, Inc.                               | Safehold, Inc.                                          | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |       667 | NS      | $19693.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies, Inc.                      | Arlo Technologies, Inc.                                 | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      2442 | NS      | $9328.44      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial, Inc.                    | Ellington Financial, Inc.                               | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |      1587 | NS      | $21646.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                              | Interface, Inc.                                         | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      1638 | NS      | $17739.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                           | Cytokinetics, Inc.                                      | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      2623 | NS      | $111477.50    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson, Inc.                             | LivePerson, Inc.                                        | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |      1934 | NS      | $22705.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp.                             | 3D Systems Corp.                                        | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |      3630 | NS      | $36808.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| EW Scripps Co. (The)                         | EW Scripps Co. (The), Class A                           | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      1613 | NS      | $24162.74     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International, Inc.                   | Mercer International, Inc.                              | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |      1125 | NS      | $15525.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group, Inc.              | Healthcare Services Group, Inc.                         | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      2064 | NS      | $28792.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group, Inc.                 | Safety Insurance Group, Inc.                            | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |       410 | NS      | $37613.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp.                                  | Brady Corp., Class A                                    | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      1301 | NS      | $62317.90     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co.                         | Callon Petroleum Co.                                    | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      1428 | NS      | $59861.76     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                | ARMOUR Residential REIT, Inc.                           | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |      3194 | NS      | $18780.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| J&J Snack Foods Corp.                        | J & J Snack Foods Corp.                                 | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       417 | NS      | $68396.34     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                                | Griffon Corp.                                           | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      1319 | NS      | $46573.89     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings, Inc.                      | Cinemark Holdings, Inc.                                 | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      2991 | NS      | $40707.51     | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| California Water Service Group               | California Water Service Group                          | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |      1514 | NS      | $98304.02     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands, Inc.                        | Designer Brands, Inc., Class A                          | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      1571 | NS      | $24036.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm, Inc.                               | Gentherm, Inc.                                          | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |       924 | NS      | $66149.16     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co.            | Shenandoah Telecommunications Co.                       | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      1395 | NS      | $27160.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget, Inc.                             | TechTarget, Inc.                                        | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |       756 | NS      | $34518.96     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co.                          | Middlesex Water Co.                                     | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       491 | NS      | $45883.95     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                      | National Beverage Corp.                                 | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |       651 | NS      | $33546.03     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences, Inc.                    | Coherus Biosciences, Inc.                               | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |      1797 | NS      | $12327.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp.                        | Wabash National Corp.                                   | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      1353 | NS      | $33919.71     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics, Inc.                       | Fulgent Genetics, Inc.                                  | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |       564 | NS      | $20456.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond, Inc.                      | Bed Bath & Beyond, Inc.                                 | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |      1937 | NS      | $6585.80      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| La-Z-Boy, Inc.                               | La-Z-Boy, Inc.                                          | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      1210 | NS      | $32948.30     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals, Inc.                 | Enanta Pharmaceuticals, Inc.                            | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |       543 | NS      | $23777.97     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                    | Insight Enterprises, Inc.                               | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |       852 | NS      | $88531.32     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                                | ArcBest Corp.                                           | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |       684 | NS      | $56614.68     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream, Inc.                           | HealthStream, Inc.                                      | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |       673 | NS      | $17094.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd.             | Alpha & Omega Semiconductor Ltd.                        | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |       617 | NS      | $21644.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys, Inc.                               | Agilysys, Inc.                                          | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |       552 | NS      | $36652.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.  | Apollo Commercial Real Estate Finance, Inc.             | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |      3605 | NS      | $44557.80     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent, Inc.                               | Exponent, Inc.                                          | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      1424 | NS      | $147255.84    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum, Inc.                       | Laredo Petroleum, Inc.                                  | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |       477 | NS      | $30446.91     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express, Inc.                         | PetMed Express, Inc.                                    | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |       585 | NS      | $11583.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group, Inc. (The)                     | Ensign Group, Inc. (The)                                | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      1540 | NS      | $146300.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                           | Hope Bancorp, Inc.                                      | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      3329 | NS      | $45340.98     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp.                                | Arconic Corp.                                           | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      2861 | NS      | $68177.63     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods, Inc.                        | TreeHouse Foods, Inc.                                   | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      1406 | NS      | $69498.58     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA, Inc.                                   | CEVA, Inc.                                              | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |       648 | NS      | $17606.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group, Inc.                  | Ambac Financial Group, Inc.                             | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      1253 | NS      | $20373.78     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp. (The)                             | Cato Corp. (The), Class A                               | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |       453 | NS      | $4711.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp.                                    | HNI Corp.                                               | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      1151 | NS      | $33379.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp.                                 | Livent Corp.                                            | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      4996 | NS      | $139838.04    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                 | Plexus Corp.                                            | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       773 | NS      | $85200.06     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp.                                | Veritiv Corp.                                           | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |       389 | NS      | $52336.06     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus, Inc.                                  | ePlus, Inc.                                             | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       749 | NS      | $37195.34     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.               | Cross Country Healthcare, Inc.                          | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      1012 | NS      | $36209.36     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                   | Ultra Clean Holdings, Inc.                              | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      1266 | NS      | $45107.58     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp.                       | Clearwater Paper Corp.                                  | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |       465 | NS      | $18148.95     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                                | EVERTEC, Inc.                                           | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      1839 | NS      | $62103.03     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals, Inc.                  | Eagle Pharmaceuticals, Inc.                             | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |       296 | NS      | $10750.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd.                            | Vector Group Ltd.                                       | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |      3666 | NS      | $40692.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group, Inc.                          | Bristow Group, Inc.                                     | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |       654 | NS      | $17004.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems, Inc.                 | Cardiovascular Systems, Inc.                            | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |      1137 | NS      | $15929.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies, Inc.                      | ESCO Technologies, Inc.                                 | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       721 | NS      | $67781.21     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp.                  | Horace Mann Educators Corp.                             | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      1140 | NS      | $43992.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings, Inc.                     | US Silica Holdings, Inc.                                | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |      2105 | NS      | $27554.45     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co.                                  | Tennant Co.                                             | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       517 | NS      | $32845.01     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp, Inc.                            | NBT Bancorp, Inc.                                       | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1194 | NS      | $55115.04     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's, Inc.                               | Leslie's, Inc.                                          | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4160 | NS      | $60736.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash, Inc.                        | Mister Car Wash, Inc.                                   | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2220 | NS      | $22732.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection, Inc.                   | Resources Connection, Inc.                              | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       885 | NS      | $17080.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International, Inc.                       | WW International, Inc.                                  | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      1491 | NS      | $6157.83      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                | Berkshire Hills Bancorp, Inc.                           | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      1275 | NS      | $39754.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro, Inc.                                  | Monro, Inc.                                             | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       898 | NS      | $40832.06     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings, Inc.   | Consolidated Communications Holdings, Inc.              | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |      2057 | NS      | $9503.34      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                         | UFP Industries, Inc.                                    | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      1717 | NS      | $140553.62    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp.                 | National Bank Holdings Corp., Class A                   | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       837 | NS      | $38928.87     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics, Inc.                              | Surmodics, Inc.                                         | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |       390 | NS      | $14090.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp.                           | Seneca Foods Corp., Class A                             | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       157 | NS      | $10091.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog, Inc.                                   | Moog, Inc., Class A                                     | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       807 | NS      | $70233.21     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust, Inc.              | Franklin BSP Realty Trust, Inc.                         | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |      2335 | NS      | $34091.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings, Inc.           | Universal Insurance Holdings, Inc.                      | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |       771 | NS      | $8473.29      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System, Inc.                  | Community Bank System, Inc.                             | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      1496 | NS      | $97449.44     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical, Inc.                         | Avanos Medical, Inc.                                    | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      1296 | NS      | $34862.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com, Inc.                               | Cars.com, Inc.                                          | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      1758 | NS      | $25983.24     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorp                          | Westamerica Bancorp                                     | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       750 | NS      | $46312.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp.           | First Commonwealth Financial Corp.                      | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      2603 | NS      | $38316.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix, Inc.                                   | Ebix, Inc.                                              | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |       655 | NS      | $12438.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez, Inc.                                 | Zumiez, Inc.                                            | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |       434 | NS      | $10090.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp.                               | UniFirst Corp.                                          | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       420 | NS      | $81379.20     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp.                     | Heritage Financial Corp.                                | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       978 | NS      | $32176.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                         | Axos Financial, Inc.                                    | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      1483 | NS      | $59483.13     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics, Inc.                             | Photronics, Inc.                                        | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      1717 | NS      | $32279.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group, Inc.                            | Uniti Group, Inc.                                       | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |      6612 | NS      | $50383.44     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education, Inc.               | Adtalem Global Education, Inc.                          | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      1260 | NS      | $52416.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                         | LXP Industrial Trust                                    | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      7800 | NS      | $83928.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Xenia Hotels & Resorts, Inc.                 | Xenia Hotels & Resorts, Inc.                            | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      3186 | NS      | $49128.12     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp. of Florida            | Seacoast Banking Corp. of Florida                       | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      1710 | NS      | $58789.80     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial, Inc.              | Capitol Federal Financial, Inc.                         | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3599 | NS      | $30123.63     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences, Inc.                     | Pacira BioSciences, Inc.                                | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1276 | NS      | $61567.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, Inc.                                   | AAON, Inc.                                              | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1171 | NS      | $92813.46     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1466423 | PA      | $1466423.30   | 4.50%             |  |  |  | No            |                  2 | On Loan: No      |
| XPEL, Inc.                                   | XPEL, Inc.                                              | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |       547 | NS      | $37496.85     | 0.12%             |  |  |  | Yes           |                  1 | On Loan: No      |
| John Bean Technologies Corp.                 | John Bean Technologies Corp.                            | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |       887 | NS      | $81479.82     | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Apogee Enterprises, Inc.                     | Apogee Enterprises, Inc.                                | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       616 | NS      | $29722.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                 | Stride, Inc.                                            | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      1133 | NS      | $40119.53     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global, Inc.                             | NV5 Global, Inc.                                        | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       347 | NS      | $50144.97     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                         | Federal Signal Corp.                                    | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      1689 | NS      | $82068.51     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce, Inc.                | Fresh Del Monte Produce, Inc.                           | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |       854 | NS      | $23638.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Shoe Carnival, Inc.                          | Shoe Carnival, Inc.                                     | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       477 | NS      | $12597.57     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings, Inc.               | National Vision Holdings, Inc.                          | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      2197 | NS      | $88890.62     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                          | Redwood Trust, Inc.                                     | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      3254 | NS      | $25706.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group, Inc. (The)                    | Pennant Group, Inc. (The)                               | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |       783 | NS      | $8096.22      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor, Inc.                                 | Xencor, Inc.                                            | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      1663 | NS      | $49424.36     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust           | PennyMac Mortgage Investment Trust                      | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |      2524 | NS      | $38541.48     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants, Inc.                       | BJ's Restaurants, Inc.                                  | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |       654 | NS      | $20980.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                   | RPT Realty                                              | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |      2372 | NS      | $26566.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp.                                 | Unisys Corp.                                            | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |      1889 | NS      | $8122.70      | 0.02%             |  |  |  | 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        |      2378 | NS      | $94882.20     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone & Data Systems, Inc.               | Telephone and Data Systems, Inc.                        | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2791 | NS      | $29417.14     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp.                      | American Woodmark Corp.                                 | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |       463 | NS      | $25094.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                        | Hanmi Financial Corp.                                   | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |       850 | NS      | $22992.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                             | elf Beauty, Inc.                                        | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      1388 | NS      | $76284.48     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical, Inc.               | Collegium Pharmaceutical, Inc.                          | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |       951 | NS      | $20798.37     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's, Inc.                                 | Conn's, Inc.                                            | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |       359 | NS      | $3575.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group, Inc.          | Brightsphere Investment Group, Inc.                     | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |       901 | NS      | $18344.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                           | FB Financial Corp.                                      | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |       980 | NS      | $41953.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust, Inc.          | KKR Real Estate Finance Trust, Inc.                     | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |      1621 | NS      | $26827.55     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global, Inc.                             | DMC Global, Inc.                                        | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |       516 | NS      | $9489.24      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                    | AAR Corp.                                               | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       937 | NS      | $43626.72     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      4520 | NC      | $265939.91    | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Mesa Laboratories, Inc.                      | Mesa Laboratories, Inc.                                 | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |       139 | NS      | $23514.63     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                           | SPS Commerce, Inc.                                      | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      1003 | NS      | $142686.78    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust, Inc.            | Four Corners Property Trust, Inc.                       | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      2271 | NS      | $61634.94     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp.                            | TimkenSteel Corp.                                       | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |      1146 | NS      | $21430.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                              | Whitestone REIT                                         | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1294 | NS      | $12590.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                   | Gogo, Inc.                                              | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      1829 | NS      | $28697.01     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd.                         | Signet Jewelers Ltd.                                    | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |      1296 | NS      | $84240.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Corp.             | Franklin Street Properties Corp.                        | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |      2560 | NS      | $7475.20      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp.                           | Sleep Number Corp.                                      | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |       611 | NS      | $17871.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco, Inc.                                | Genesco, Inc.                                           | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |       363 | NS      | $18948.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group, Inc. (The)             | Hain Celestial Group, Inc. (The)                        | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      2441 | NS      | $45744.34     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                          | Ichor Holdings Ltd.                                     | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |       801 | NS      | $23853.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                                | SkyWest, Inc.                                           | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      1410 | NS      | $26014.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix, Inc.                               | AdvanSix, Inc.                                          | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       781 | NS      | $32145.96     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                                 | Avista Corp.                                            | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      2035 | NS      | $84004.80     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                | First Bancorp                                           | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       995 | NS      | $48386.85     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors, Inc.               | Sunstone Hotel Investors, Inc.                          | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |      5916 | NS      | $65016.84     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp.                        | Kaiser Aluminum Corp.                                   | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       444 | NS      | $40137.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp.                                 | Unitil Corp.                                            | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       447 | NS      | $24504.54     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    293281 | PA      | $293280.73    | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Dine Brands Global, Inc.                     | Dine Brands Global, Inc.                                | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |       437 | NS      | $32595.83     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp.                             | Ranger Oil Corp.                                        | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |       553 | NS      | $24094.21     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment, Inc.          | Dave & Buster's Entertainment, Inc.                     | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      1186 | NS      | $47036.76     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks, Inc.                       | Extreme Networks, Inc.                                  | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      3602 | NS      | $75533.94     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, Inc.                                    | RPC, Inc.                                               | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2319 | NS      | $21473.94     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co.                                    | WD-40 Co.                                               | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       380 | NS      | $63650.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp.                          | Park National Corp.                                     | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |       404 | NS      | $61137.32     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings, Inc.                       | Palomar Holdings, Inc.                                  | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |       704 | NS      | $44168.96     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                       | Veritex Holdings, Inc.                                  | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      1505 | NS      | $49153.30     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                    | American States Water Co.                               | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      1030 | NS      | $100929.70    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                       | Cavco Industries, Inc.                                  | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       229 | NS      | $52585.27     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                        | Urban Edge Properties                                   | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3273 | NS      | $51484.29     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin, Inc.                    | Alexander & Baldwin, Inc.                               | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2027 | NS      | $40033.25     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                | First Bancorp                                           | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      5239 | NS      | $80575.82     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.           | Stewart Information Services Corp.                      | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |       755 | NS      | $33416.30     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries, Inc.                     | Insteel Industries, Inc.                                | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |       543 | NS      | $16013.07     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories NV                         | Core Laboratories NV                                    | CUSIP: N/A<br>LEI: 724500MDYY5VBSAF5W50       | Long             | EC               | CORP              | NL        |      1292 | NS      | $28010.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp.                                 | Rogers Corp.                                            | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       521 | NS      | $56809.84     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical, Inc.                       | Orthofix Medical, Inc.                                  | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       558 | NS      | $10038.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp.                               | Materion Corp.                                          | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       571 | NS      | $45999.76     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                   | Par Pacific Holdings, Inc.                              | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      1542 | NS      | $36129.06     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International, Inc.              | CSG Systems International, Inc.                         | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       895 | NS      | $55346.80     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel, Inc.                          | Olympic Steel, Inc.                                     | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |       267 | NS      | $9369.03      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences, Inc.                      | Arcus Biosciences, Inc.                                 | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1447 | NS      | $50890.99     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                    | Century Communities, Inc.                               | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |       800 | NS      | $38528.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease, Inc.                       | Global Net Lease, Inc.                                  | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |      2890 | NS      | $39101.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                 | ServisFirst Bancshares, Inc.                            | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1362 | NS      | $103266.84    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus, Inc.                       | Simulations Plus, Inc.                                  | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       445 | NS      | $18062.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals, Inc.                  | Vanda Pharmaceuticals, Inc.                             | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      1576 | NS      | $17194.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.               | Catalyst Pharmaceuticals, Inc.                          | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      2745 | NS      | $46033.65     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                          | Acadia Realty Trust                                     | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2646 | NS      | $40695.48     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                         | Mativ Holdings, Inc.                                    | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      1524 | NS      | $31653.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp. (The)                           | Marcus Corp. (The)                                      | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |       680 | NS      | $11043.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Shutterstock, Inc.                           | Shutterstock, Inc.                                      | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |       671 | NS      | $36113.22     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient, Inc.                             | Perficient, Inc.                                        | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |       964 | NS      | $68492.20     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd.              | James River Group Holdings Ltd.                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      1044 | NS      | $25076.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp.                                | Sanmina Corp.                                           | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      1610 | NS      | $106404.90    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                              | Hub Group, Inc., Class A                                | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       948 | NS      | $79774.20     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp.                                 | Deluxe Corp.                                            | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      1200 | NS      | $23208.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group, Inc.                              | HCI Group, Inc.                                         | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       200 | NS      | $7484.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Enerpac Tool Group Corp.                     | Enerpac Tool Group Corp.                                | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      1620 | NS      | $40564.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO, Inc.                              | REGENXBIO, Inc.                                         | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      1048 | NS      | $25047.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group, Inc.               | Ruth's Hospitality Group, Inc.                          | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |       858 | NS      | $15023.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                               | Ameris Bancorp                                          | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1818 | NS      | $96135.84     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp, Inc.                          | Eagle Bancorp, Inc.                                     | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |       895 | NS      | $42208.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties, Inc.       | Innovative Industrial Properties, Inc.                  | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       780 | NS      | $94543.80     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                | Pacific Premier Bancorp, Inc.                           | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      2647 | NS      | $97806.65     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services, Inc.                | AMN Healthcare Services, Inc.                           | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      1207 | NS      | $149305.90    | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Big Lots, Inc.                               | Big Lots, Inc.                                          | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       806 | NS      | $15717.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy, Inc.                    | US Physical Therapy, Inc.                               | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       362 | NS      | $31280.42     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp.                         | WSFS Financial Corp.                                    | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      1771 | NS      | $85911.21     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp.                               | Tredegar Corp.                                          | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |       701 | NS      | $7248.34      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp.                                 | Harsco Corp.                                            | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      2214 | NS      | $16560.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                  | Sally Beauty Holdings, Inc.                             | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      2982 | NS      | $35068.32     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs & Systems, Inc.            | Computer Programs and Systems, Inc.                     | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |       411 | NS      | $12165.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                   | Encore Capital Group, Inc.                              | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |       664 | NS      | $33465.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp.                    | World Fuel Services Corp.                               | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      1730 | NS      | $49218.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp.                 | Matthews International Corp., Class A                   | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |       854 | NS      | $27037.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks, Inc.                           | A10 Networks, Inc.                                      | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      1846 | NS      | $34538.66     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients, Inc.                        | MGP Ingredients, Inc.                                   | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |       429 | NS      | $53650.74     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                     | Patrick Industries, Inc.                                | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |       606 | NS      | $33893.58     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp.                                 | Banner Corp.                                            | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       953 | NS      | $67300.86     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology, Inc.                        | Avid Technology, Inc.                                   | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |       946 | NS      | $26563.68     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                           | NMI Holdings, Inc., Class A                             | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      2361 | NS      | $50832.33     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings, Inc.                        | RE/MAX Holdings, Inc., Class A                          | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |       522 | NS      | $10857.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products, Inc.            | Installed Building Products, Inc.                       | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |       657 | NS      | $55799.01     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co., Inc.                      | Sturm Ruger & Co., Inc.                                 | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |       492 | NS      | $27025.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos., Inc. (The)                  | Greenbrier Cos., Inc. (The)                             | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       908 | NS      | $34858.12     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries, Inc.                       | Myers Industries, Inc.                                  | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      1016 | NS      | $23713.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                  | Itron, Inc.                                             | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      1258 | NS      | $66900.44     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America, Inc.              | Motorcar Parts of America, Inc.                         | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |       536 | NS      | $6040.72      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp.                                 | CONMED Corp.                                            | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       849 | NS      | $70339.65     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations, Inc.                        | PGT Innovations, Inc.                                   | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      1671 | NS      | $33069.09     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions, Inc.                      | BioLife Solutions, Inc.                                 | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |       950 | NS      | $20111.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                              | Frontdoor, Inc.                                         | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      2271 | NS      | $53073.27     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp.                             | OptimizeRx Corp.                                        | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       504 | NS      | $10629.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                              | M/I Homes, Inc.                                         | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       774 | NS      | $34969.32     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                              | MYR Group, Inc.                                         | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |       465 | NS      | $44421.45     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.              | Amphastar Pharmaceuticals, Inc.                         | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      1065 | NS      | $31406.85     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties, Inc.         | Easterly Government Properties, Inc.                    | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |      2530 | NS      | $40075.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                       | Nabors Industries Ltd.                                  | CUSIP: N/A<br>LEI: 5493008TXYN3II3PU369       | Long             | EC               | CORP              | BM        |       250 | NS      | $39582.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust, Inc.             | NexPoint Residential Trust, Inc.                        | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       639 | NS      | $30729.51     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet, Inc.                             | QuinStreet, Inc.                                        | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      1436 | NS      | $20434.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers, Inc.          | Tanger Factory Outlet Centers, Inc.                     | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      2909 | NS      | $56580.05     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                | Asbury Automotive Group, Inc.                           | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       616 | NS      | $115573.92    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties, Inc.                         | LTC Properties, Inc.                                    | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      1128 | NS      | $44319.12     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion, Inc.                              | Trupanion, Inc.                                         | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |       976 | NS      | $51015.52     | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| National Presto Industries, Inc.             | National Presto Industries, Inc.                        | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       141 | NS      | $9745.92      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor, Inc.                          | Vista Outdoor, Inc.                                     | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      1576 | NS      | $44080.72     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Bancorp, Inc.                        | Triumph Bancorp, Inc.                                   | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       641 | NS      | $38306.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Vir Biotechnology, Inc.                      | Vir Biotechnology, Inc.                                 | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2107 | NS      | $59459.54     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp.         | Retail Opportunity Investments Corp.                    | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3471 | NS      | $52932.75     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion, Inc.                               | Artivion, Inc.                                          | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |      1124 | NS      | $14375.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp.                          | Ready Capital Corp.                                     | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |      2838 | NS      | $38029.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming, Inc.                         | Corsair Gaming, Inc.                                    | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |      1069 | NS      | $18034.03     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                      | Brandywine Realty Trust                                 | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |      4781 | NS      | $33036.71     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                            | AdaptHealth Corp.                                       | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2136 | NS      | $47654.16     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.               | Supernus Pharmaceuticals, Inc.                          | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      1491 | NS      | $54749.52     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust, Inc.           | Granite Point Mortgage Trust, Inc.                      | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |      1459 | NS      | $9352.19      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries, Inc.                | South Jersey Industries, Inc.                           | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      3412 | NS      | $118396.40    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                          | AeroVironment, Inc.                                     | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |       697 | NS      | $64117.03     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                              | B&G Foods, Inc.                                         | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      1997 | NS      | $26520.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Dorman Products, Inc.                        | Dorman Products, Inc.                                   | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       788 | NS      | $70636.32     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd.                        | Marten Transport Ltd.                                   | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1604 | NS      | $34181.24     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                     | Boot Barn Holdings, Inc.                                | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       831 | NS      | $55967.85     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes, Inc.                                 | Diodes, Inc.                                            | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      1268 | NS      | $116947.64    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                       | Sonic Automotive, Inc., Class A                         | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       515 | NS      | $27367.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1390151 | PA      | $1390150.67   | 4.26%             |  |  |  | No            |                  2 | On Loan: No      |
| HB Fuller Co.                                | HB Fuller Co.                                           | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      1482 | NS      | $119019.42    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp.                             | FutureFuel Corp.                                        | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |       719 | NS      | $6355.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International, Inc.                     | Digi International, Inc.                                | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |       978 | NS      | $41535.66     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp. (The)                              | ODP Corp. (The)                                         | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1192 | NS      | $57370.96     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort, Inc.                | Monarch Casino & Resort, Inc.                           | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |       367 | NS      | $31139.95     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp.                     | Tompkins Financial Corp.                                | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |       351 | NS      | $29322.54     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals, Inc.                    | ANI Pharmaceuticals, Inc.                               | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |       337 | NS      | $14137.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers, Inc.                         | Calavo Growers, Inc.                                    | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       494 | NS      | $17270.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence, Inc.                                | Cerence, Inc.                                           | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      1098 | NS      | $22519.98     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Onto Innovation, Inc.                        | Onto Innovation, Inc.                                   | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |      1385 | NS      | $110730.75    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine, Inc.                        | Digital Turbine, Inc.                                   | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      2508 | NS      | $45796.08     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                    | INVESCO GOVERNMENT & AGENCY PORTFOLIO OPEN-END FUND USD | CUSIP: 825252885<br>LEI: O37NHJVF7S22I1ONOU83 | Long             | STIV             | RF                | US        |    132034 | NS      | $132034.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                             | PBF Energy, Inc., Class A                               | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      2989 | NS      | $118872.53    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries, Inc.                         | ABM Industries, Inc.                                    | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      1861 | NS      | $87801.98     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics, Inc.                   | Corcept Therapeutics, Inc.                              | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      2657 | NS      | $67168.96     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.             | Advanced Energy Industries, Inc.                        | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      1041 | NS      | $96438.24     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                       | ProPetro Holding Corp.                                  | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2442 | NS      | $26813.16     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                          | PROG Holdings, Inc.                                     | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      1407 | NS      | $27703.83     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                     | Service Properties Trust                                | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |      4603 | NS      | $36133.55     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp.                                  | Kaman Corp.                                             | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |       781 | NS      | $15908.97     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands, Inc.                         | Hostess Brands, Inc.                                    | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3803 | NS      | $100399.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia, Inc.                                  | Adeia, Inc.                                             | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2904 | NS      | $32089.20     | 0.10%             |  |  |  | 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        |       857 | NS      | $10446.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global, Inc.                        | Payoneer Global, Inc.                                   | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5511 | NS      | $29759.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                               | Preferred Bank                                          | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       380 | NS      | $28724.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                      | Progress Software Corp.                                 | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      1212 | NS      | $64623.84     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices, Inc.                       | Avid Bioservices, Inc.                                  | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |      1724 | NS      | $26997.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| OFG Bancorp                                  | OFG Bancorp                                             | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      1324 | NS      | $38356.28     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.                  | Franklin Electric Co., Inc.                             | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      1084 | NS      | $90297.20     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co.                             | City Holding Co.                                        | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       415 | NS      | $42296.80     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co.                   | Edgewell Personal Care Co.                              | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      1443 | NS      | $62352.03     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings, Inc.                           | MDC Holdings, Inc.                                      | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      1586 | NS      | $51433.98     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection, Inc.                          | PC Connection, Inc.                                     | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |       315 | NS      | $17498.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                    | Comfort Systems USA, Inc.                               | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       997 | NS      | $126379.72    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                | Columbia Banking System, Inc.                           | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2191 | NS      | $74625.46     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                              | O-I Glass, Inc.                                         | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4339 | NS      | $71202.99     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                 | Matson, Inc.                                            | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1087 | NS      | $69307.12     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular, Inc.                      | LeMaitre Vascular, Inc.                                 | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |       538 | NS      | $25205.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy, Inc.                          | CONSOL Energy, Inc.                                     | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |       914 | NS      | $70789.30     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                  | Benchmark Electronics, Inc.                             | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |       980 | NS      | $28292.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf, Inc.                        | Diebold Nixdorf, Inc.                                   | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      2071 | NS      | $4452.65      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center, Inc.                          | Rent-A-Center, Inc.                                     | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      1485 | NS      | $35773.65     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics, Inc.                      | Cara Therapeutics, Inc.                                 | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |      1258 | NS      | $14844.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                              | CoreCivic, Inc.                                         | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      3278 | NS      | $43531.84     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex, Inc.                                  | Zynex, Inc.                                             | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       621 | NS      | $8520.12      | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Badger Meter, Inc.                           | Badger Meter, Inc.                                      | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       815 | NS      | $94393.30     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics, Inc.                            | NeoGenomics, Inc.                                       | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3505 | NS      | $39291.05     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| B. Riley Financial, Inc.                     | B Riley Financial, Inc.                                 | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       441 | NS      | $19368.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    293281 | PA      | $293280.73    | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Dril-Quip, Inc.                              | Dril-Quip, Inc.                                         | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |       957 | NS      | $22527.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                  | Minerals Technologies, Inc.                             | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |       908 | NS      | $54743.32     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.     | Heidrick & Struggles International, Inc.                | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |       552 | NS      | $16394.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                             | FormFactor, Inc.                                        | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      2149 | NS      | $49577.43     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.           | Prestige Consumer Healthcare, Inc.                      | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1387 | NS      | $85245.02     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp.                | Select Medical Holdings Corp.                           | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2877 | NS      | $70716.66     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp.                                | Knowles Corp.                                           | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |      2555 | NS      | $39858.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                        | Chatham Lodging Trust                                   | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1360 | NS      | $18183.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums, Inc.                          | Inter Parfums, Inc.                                     | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       497 | NS      | $47359.13     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, Inc.                                 | EZCORP, Inc., Class A                                   | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      1495 | NS      | $14979.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Albany International Corp.                   | Albany International Corp., Class A                     | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       867 | NS      | $87887.79     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.              | Academy Sports & Outdoors, Inc.                         | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2371 | NS      | $119688.08    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                             | ScanSource, Inc.                                        | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       703 | NS      | $20991.58     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries, Inc.                      | Powell Industries, Inc.                                 | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       253 | NS      | $6658.96      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                           | AMC Networks, Inc., Class A                             | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |       780 | NS      | $15568.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems, Inc.                       | NetScout Systems, Inc.                                  | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      1892 | NS      | $70533.76     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                | Glaukos Corp.                                           | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      1325 | NS      | $61705.25     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust, Inc.                  | American Assets Trust, Inc.                             | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1451 | NS      | $42499.79     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings, Inc.                  | SMART Global Holdings, Inc.                             | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |      1394 | NS      | $23572.54     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment, Inc.                   | Golden Entertainment, Inc.                              | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       611 | NS      | $27073.41     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp, Inc.                        | Stellar Bancorp, Inc.                                   | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      1250 | NS      | $42262.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp.                     | Lakeland Financial Corp.                                | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       706 | NS      | $55745.76     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.         | Cogent Communications Holdings, Inc.                    | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1189 | NS      | $69021.45     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust, Inc.             | Community Healthcare Trust, Inc.                        | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |       651 | NS      | $22954.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp.                            | Encore Wire Corp.                                       | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       533 | NS      | $77876.63     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                     | Genworth Financial, Inc., Class A                       | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     14037 | NS      | $70606.11     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries, Inc.             | Kulicke & Soffa Industries, Inc.                        | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      1617 | NS      | $77535.15     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax, Inc.                              | MarineMax, Inc.                                         | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |       600 | NS      | $19818.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings, Inc.                     | Alarm.com Holdings, Inc.                                | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      1387 | NS      | $69211.30     | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Viad Corp.                                   | Viad Corp.                                              | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |       575 | NS      | $17025.75     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                 | Arcosa, Inc.                                            | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      1347 | NS      | $82301.70     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      5439 | NC      | $-2121771.97  | -6.51%            |  |  |  | No            |                  2 | On Loan: No      |
| Stepan Co.                                   | Stepan Co.                                              | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       591 | NS      | $65937.87     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora, Inc.                                | Blucora, Inc.                                           | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |      1331 | NS      | $33341.55     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic, Inc.                               | Harmonic, Inc.                                          | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      2927 | NS      | $44900.18     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.              | Oceaneering International, Inc.                         | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      2795 | NS      | $42456.05     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp, Inc.                                   | Yelp, Inc.                                              | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      1958 | NS      | $60600.10     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                      | LiveRamp Holdings, Inc.                                 | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      1872 | NS      | $41109.12     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                           | Getty Realty Corp.                                      | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      1185 | NS      | $39128.70     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction, Inc.                   | Granite Construction, Inc.                              | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      1228 | NS      | $44232.56     | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Innoviva, Inc.                               | Innoviva, Inc.                                          | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      1748 | NS      | $22951.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, Inc.                                | NETGEAR, Inc.                                           | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |       801 | NS      | $15803.73     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares, Inc.              | Dime Community Bancshares, Inc.                         | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       904 | NS      | $32245.68     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                      | United Fire Group, Inc.                                 | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       604 | NS      | $18452.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties, Inc.              | Armada Hoffler Properties, Inc.                         | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |      1886 | NS      | $22914.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp, Inc.                            | S&T Bancorp, Inc.                                       | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1091 | NS      | $40825.22     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                     | Perdoceo Education Corp.                                | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      1888 | NS      | $27092.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.              | Central Pacific Financial Corp.                         | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |       763 | NS      | $16167.97     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group, Inc.                        | Mr Cooper Group, Inc.                                   | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      1996 | NS      | $90139.36     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp.                            | Forward Air Corp.                                       | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       748 | NS      | $84052.76     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp. (The)                            | Joint Corp. (The)                                       | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       405 | NS      | $6038.55      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring Holdings, Inc.                   | LL Flooring Holdings, Inc.                              | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       818 | NS      | $5570.58      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                             | WisdomTree, Inc.                                        | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      3104 | NS      | $17289.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack, Inc.                            | Shake Shack, Inc., Class A                              | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      1040 | NS      | $54704.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics, Inc.                    | Methode Electronics, Inc.                               | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      1025 | NS      | $46822.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties, Inc.                | Summit Hotel Properties, Inc.                           | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |      2978 | NS      | $25461.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential, Inc.                      | Veris Residential, Inc.                                 | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2209 | NS      | $35476.54     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp.                                | Sylvamo Corp.                                           | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |       922 | NS      | $49870.98     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co.                         | Century Aluminum Co.                                    | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |      1425 | NS      | $12839.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne, Inc.                      | Helmerich & Payne, Inc.                                 | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      2935 | NS      | $149919.80    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp.                                    | CTS Corp.                                               | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |       887 | NS      | $37697.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics, Inc.                     | iTeos Therapeutics, Inc.                                | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       685 | NS      | $13802.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.                   | Carpenter Technology Corp.                              | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      1345 | NS      | $55225.70     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                     | Pathward Financial, Inc.                                | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |       809 | NS      | $35215.77     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express, Inc.                      | Heartland Express, Inc.                                 | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |      1297 | NS      | $21711.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties, Inc.              | Hudson Pacific Properties, Inc.                         | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3593 | NS      | $41535.08     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments, Inc.                      | Veeco Instruments, Inc.                                 | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      1434 | NS      | $28507.92     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                    | Enova International, Inc.                               | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       892 | NS      | $35983.28     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp.                         | Park Aerospace Corp.                                    | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |       541 | NS      | $7157.43      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                     | Central Garden & Pet Co.                                | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |       270 | NS      | $11083.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                      | First Financial Bancorp                                 | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      2645 | NS      | $69907.35     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems, Inc.                            | OSI Systems, Inc.                                       | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       442 | NS      | $39108.16     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                          | CVB Financial Corp.                                     | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3660 | NS      | $104968.80    | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| NOW, Inc.                                    | NOW, Inc.                                               | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      3089 | NS      | $38550.72     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group, Inc.                 | Independent Bank Group, Inc.                            | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       987 | NS      | $65082.78     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                            | Alamo Group, Inc.                                       | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       287 | NS      | $43193.50     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics, Inc.                     | Anika Therapeutics, Inc.                                | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |       407 | NS      | $12836.78     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.               | Bread Financial Holdings, Inc.                          | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      1386 | NS      | $56867.58     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres, Inc.                                | Caleres, Inc.                                           | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      1025 | NS      | $24764.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes, Inc.                           | Pitney Bowes, Inc.                                      | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      4505 | NS      | $17209.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE, Inc.                              | AMERISAFE, Inc.                                         | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |       537 | NS      | $31881.69     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                         | Kontoor Brands, Inc.                                    | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      1373 | NS      | $59656.85     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp.                 | Simmons First National Corp., Class A                   | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      3576 | NS      | $82998.96     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                   | Patterson-UTI Energy, Inc.                              | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |      6042 | NS      | $108453.90    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                     | G-III Apparel Group Ltd.                                | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      1210 | NS      | $26172.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                 | Chefs' Warehouse, Inc. (The)                            | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |       949 | NS      | $36868.65     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International, Inc.                   | CIRCOR International, Inc.                              | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |       567 | NS      | $15620.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare, Inc.                     | NextGen Healthcare, Inc.                                | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1536 | NS      | $31948.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings, Inc.                          | TTEC Holdings, Inc.                                     | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |       526 | NS      | $25221.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries, Inc.                       | Astec Industries, Inc.                                  | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |       638 | NS      | $28225.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp.                        | Quaker Chemical Corp.                                   | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |       380 | NS      | $74780.20     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie, Inc.                                 | Zimvie, Inc.                                            | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |       581 | NS      | $5194.14      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                       | TTM Technologies, Inc.                                  | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      2848 | NS      | $45767.36     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8, Inc.                                    | 8x8, Inc.                                               | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |      3336 | NS      | $14278.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.              | American Eagle Outfitters, Inc.                         | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      4390 | NS      | $69449.80     | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Archrock, Inc.                               | Archrock, Inc.                                          | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      3730 | NS      | $32488.30     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Total Return Swap                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      7058 | NC      | $381472.17    | 1.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BancFirst Corp.                              | BancFirst Corp.                                         | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |       484 | NS      | $49338.96     | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Cheesecake Factory, Inc. (The)               | Cheesecake Factory, Inc. (The)                          | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      1354 | NS      | $47444.16     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ, Inc.                                    | AZZ, Inc.                                               | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       691 | NS      | $28766.33     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp.                              | Green Dot Corp., Class A                                | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1334 | NS      | $27186.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp.                      | Tupperware Brands Corp.                                 | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |      1077 | NS      | $4986.51      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.          | Donnelley Financial Solutions, Inc.                     | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |       711 | NS      | $27145.98     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp.                                | Vericel Corp.                                           | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      1315 | NS      | $30021.45     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                      | Civitas Resources, Inc.                                 | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      1445 | NS      | $97335.20     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings, Inc.           | Harmony Biosciences Holdings, Inc.                      | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       825 | NS      | $49310.25     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital, Inc.               | Invesco Mortgage Capital, Inc.                          | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |       920 | NS      | $12079.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners, Inc.                   | Green Brick Partners, Inc.                              | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |       757 | NS      | $18304.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian, Inc.                         | First Hawaiian, Inc.                                    | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      3564 | NS      | $94624.20     | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp.               | Quanex Building Products Corp.                          | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |       928 | NS      | $22058.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos., Inc.                 | Haverty Furniture Cos., Inc.                            | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |       373 | NS      | $11760.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions, Inc.                  | Emergent BioSolutions, Inc.                             | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      1237 | NS      | $15215.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                 | Rambus, Inc.                                            | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      3080 | NS      | $118210.40    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree, Inc.                            | LendingTree, Inc.                                       | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |       303 | NS      | $7256.85      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies, Inc.                      | FARO Technologies, Inc.                                 | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |       510 | NS      | $15259.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services, Inc.           | Provident Financial Services, Inc.                      | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      2091 | NS      | $47110.23     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Repurchase Agreement                         | Repurchase Agreement                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   2874151 | PA      | $2874151.18   | 8.82%             |  |  |  | No            |                  2 | On Loan: No      |
| American Equity Investment Life Holding Co.  | American Equity Investment Life Holding Co.             | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      1978 | NS      | $80128.78     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                       | EnPro Industries, Inc.                                  | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       580 | NS      | $68904.00     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group, Inc.                              | PRA Group, Inc.                                         | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      1087 | NS      | $37371.06     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International, Inc.               | Oil States International, Inc.                          | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      1781 | NS      | $12021.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Dorian LPG Ltd.                              | Dorian LPG Ltd.                                         | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |       884 | NS      | $17211.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                   | Gibraltar Industries, Inc.                              | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       881 | NS      | $44587.41     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                              | MaxLinear, Inc.                                         | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      2008 | NS      | $73492.80     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group, Inc.                           | Barnes Group, Inc.                                      | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      1408 | NS      | $59966.72     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle, Inc. (The)                           | Buckle, Inc. (The)                                      | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |       824 | NS      | $36214.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                           | StoneX Group, Inc.                                      | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |       480 | NS      | $48705.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI Pointe Homes, Inc.                       | Tri Pointe Homes, Inc.                                  | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2832 | NS      | $52222.08     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera, Inc.                                 | Cutera, Inc.                                            | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |       496 | NS      | $23599.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group, Inc.                | Pediatrix Medical Group, Inc.                           | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2351 | NS      | $37568.98     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings, Inc.                         | Thryv Holdings, Inc.                                    | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       855 | NS      | $16398.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group, Inc.                           | Movado Group, Inc.                                      | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       447 | NS      | $14388.93     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                           | SITE Centers Corp.                                      | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |      5190 | NS      | $70532.10     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                        | Andersons, Inc. (The)                                   | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |       886 | NS      | $34111.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                      | Customers Bancorp, Inc.                                 | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       851 | NS      | $27461.77     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp.                   | Dynavax Technologies Corp.                              | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      3278 | NS      | $40679.98     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International, Inc.         | Compass Minerals International, Inc.                    | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |       952 | NS      | $42221.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics, Inc.                          | AngioDynamics, Inc.                                     | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |      1086 | NS      | $14063.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos.                           | Piper Sandler Cos.                                      | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       382 | NS      | $54878.12     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                               | LCI Industries                                          | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       709 | NS      | $70091.74     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp.                           | ProAssurance Corp.                                      | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      1505 | NS      | $30084.95     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                         | SunCoke Energy, Inc.                                    | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      2322 | NS      | $19644.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp.                      | American Vanguard Corp.                                 | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |       808 | NS      | $18584.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT, Inc.                         | CareTrust REIT, Inc.                                    | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      2705 | NS      | $53559.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                | Embecta Corp.                                           | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      1610 | NS      | $53001.20     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                             | BankUnited, Inc.                                        | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      2172 | NS      | $79755.84     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.        | Applied Industrial Technologies, Inc.                   | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      1072 | NS      | $142029.28    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                          | Owens & Minor, Inc.                                     | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      2126 | NS      | $43816.86     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp.                                 | iRobot Corp.                                            | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |       758 | NS      | $39484.22     | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| HomeStreet, Inc.                             | HomeStreet, Inc.                                        | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $13513.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                            | Hillenbrand, Inc.                                       | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      1936 | NS      | $96800.00     | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll, Inc.                            | MillerKnoll, Inc.                                       | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      2111 | NS      | $43043.29     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

**Name of Applicant:** ProShares Trust

**Signature:** Maria Clem Sell

**Name of Signer:** Maria Clem Sell

**Title:** Treasurer