# EDGAR Filing Document

**Accession Number:** 0001056707
**File Stem:** 0001775697-23-000131
**Filing Date:** 2023-2
**Character Count:** 220125
**Document Hash:** 48a7faf1962b541d13e9868b352d8328
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000131.hdr.sgml**: 20230224

**ACCESSION NUMBER**: 0001775697-23-000131

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230224

**DATE AS OF CHANGE**: 20230224

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY MELLON INVESTMENT PORTFOLIOS
- **CENTRAL INDEX KEY:** 0001056707
- **IRS NUMBER:** 134000024
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08673
- **FILM NUMBER:** 23664709

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10289
- **BUSINESS PHONE:** 2129226400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10289

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS INVESTMENT PORTFOLIOS
- **DATE OF NAME CHANGE:** 19980226

## Series and Classes Contracts Data

### Small Cap Stock Index Portfolio (Series ID: S000002780)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000007613 | Small Cap Stock Index Portfolio - Service Shares |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY Mellon Investment Portfolios

- **b. Investment Company Act file number:** 811-08673

- **c. CIK number of Registrant:** 0001056707

- **d. LEI of Registrant:** 5493002N4L8U8Q1DSK82

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

  - **Street Address 1:** 240 Greenwich Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212 495 1784

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

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

- **b. EDGAR series identifier (if any):** S000002780

- **c. LEI of Series:** 549300DGKKYG8GP6G257

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $524846765.67

**Total Liabilities:** $752374.44

**Net Assets:** $524094391.23

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007613 | 12.25%               | 4.11%                | -6.75%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3793330.39              | $54923911.28                               |
| Month 2  | $-255283.80              | $21593693.76                               |
| Month 3  | $1199431.91              | $-39797603.33                              |

**Designated Index Information**

- **Index Name:** 0

- **Index Identifier:** 0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MERCER INTERNATIONAL INC                   | MERCER INTERNATIONAL INC                                          | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |     23743 | NS      | $276368.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGENOMICS INC                            | NEOGENOMICS INC                                                   | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74403 | NS      | $687483.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| XENIA HOTELS & RESORTS INC                 | XENIA HOTELS & RESORTS INC                                        | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     67170 | NS      | $885300.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVENT CORP                                | LIVENT CORP                                                       | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |    106112 | NS      | $2108445.44   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| DMC GLOBAL INC                             | DMC GLOBAL INC                                                    | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     11361 | NS      | $220857.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ARLO TECHNOLOGIES INC                      | ARLO TECHNOLOGIES INC                                             | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     52159 | NS      | $183078.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIG LOTS INC                               | BIG LOTS INC                                                      | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17209 | NS      | $252972.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| CARDIOVASCULAR SYSTEMS INC                 | CARDIOVASCULAR SYSTEMS INC                                        | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     25091 | NS      | $341739.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ELME COMMUNITIES                           | ELME COMMUNITIES                                                  | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     51413 | NS      | $915151.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS INC                        | BLOOMIN' BRANDS INC                                               | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     51882 | NS      | $1043865.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| XENCOR INC                                 | XENCOR INC                                                        | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     35398 | NS      | $921763.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MESA LABORATORIES INC                      | MESA LABORATORIES INC                                             | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      2974 | NS      | $494308.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| ANYWHERE REAL ESTATE INC                   | ANYWHERE REAL ESTATE INC                                          | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     64555 | NS      | $412506.45    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS INC                                    | GMS INC                                                           | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     24978 | NS      | $1243904.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC INC                                    | RPC INC                                                           | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48369 | NS      | $430000.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BEVERAGE CORP                     | NATIONAL BEVERAGE CORP                                            | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     13756 | NS      | $640066.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA HEALTH SCIENCES INC                  | USANA HEALTH SCIENCES INC                                         | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      6678 | NS      | $355269.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVATIVE INDUSTRIAL PROPERTIES INC       | INNOVATIVE INDUSTRIAL PROPERTIES INC                              | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     16476 | NS      | $1669842.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| FRESH DEL MONTE PRODUCE INC                | FRESH DEL MONTE PRODUCE INC                                       | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |     18225 | NS      | $477312.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET INC                                 | RADNET INC                                                        | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     28604 | NS      | $538613.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES INC                    | CENTURY COMMUNITIES INC                                           | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     16692 | NS      | $834766.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL INC                       | WARRIOR MET COAL INC                                              | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     30339 | NS      | $1050942.96   | 0.20%             |  |  |  | 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        |     33998 | NS      | $474612.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| PACIRA PHARMACEUTICALS INC/DE              | PACIRA BIOSCIENCES INC                                            | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27058 | NS      | $1044709.38   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS INC                     | BOOT BARN HOLDINGS INC                                            | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     17588 | NS      | $1099601.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL PROPERTIES REALTY TRUST INC      | ESSENTIAL PROPERTIES REALTY TRUST INC                             | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     83819 | NS      | $1967231.93   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC                           | TALOS ENERGY INC                                                  | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     38334 | NS      | $723745.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFEHOLD INC                               | SAFEHOLD INC                                                      | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |     14107 | NS      | $403742.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| READY CAPITAL CORP                         | READY CAPITAL CORP                                                | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |     58537 | NS      | $652102.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| VECTOR GROUP LTD                           | VECTOR GROUP LTD                                                  | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     77986 | NS      | $924913.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LTD                        | SIGNET JEWELERS LTD                                               | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |     27343 | NS      | $1859324.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| DORIAN LPG LTD                             | DORIAN LPG LTD                                                    | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |     18483 | NS      | $350252.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNANT GROUP INC/THE                      | PENNANT GROUP INC/THE                                             | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     16704 | NS      | $183409.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ST JOE CO/THE                              | ST JOE CO/THE                                                     | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     20041 | NS      | $774584.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| PRICESMART INC                             | PRICESMART INC                                                    | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     14782 | NS      | $898449.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SM ENERGY CO                               | SM ENERGY CO                                                      | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     72610 | NS      | $2529006.30   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| DRIL-QUIP INC                              | DRIL-QUIP INC                                                     | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     19829 | NS      | $538753.93    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PITNEY BOWES INC                           | PITNEY BOWES INC                                                  | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     94726 | NS      | $359958.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| KONTOOR BRANDS INC                         | KONTOOR BRANDS INC                                                | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     29087 | NS      | $1163189.13   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| PERDOCEO EDUCATION CORP                    | PERDOCEO EDUCATION CORP                                           | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     40078 | NS      | $557084.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TANGER FACTORY OUTLET CENTERS INC          | TANGER FACTORY OUTLET CENTERS INC                                 | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     61380 | NS      | $1101157.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICA'S CAR-MART INC/TX                  | AMERICA'S CAR-MART INC/TX                                         | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3375 | NS      | $243877.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| NABORS INDUSTRIES LTD                      | NABORS INDUSTRIES LTD                                             | CUSIP: N/A<br>LEI: 5493008TXYN3II3PU369       | Long             | EC               | CORP              | BM        |      5313 | NS      | $822824.31    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION INC                          | PC CONNECTION INC                                                 | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      6769 | NS      | $317466.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORP                               | ARCONIC CORP                                                      | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     59959 | NS      | $1268732.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK GROUP INC                 | INDEPENDENT BANK GROUP INC                                        | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21036 | NS      | $1263842.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| PATTERSON-UTI ENERGY INC                   | PATTERSON-UTI ENERGY INC                                          | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    128544 | NS      | $2164680.96   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP                    | ENERPAC TOOL GROUP CORP                                           | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     33579 | NS      | $854585.55    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL INC                  | BRINKER INTERNATIONAL INC                                         | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     25941 | NS      | $827777.31    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORP                               | GLAUKOS CORP                                                      | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     28157 | NS      | $1229897.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAYNE INC                      | HELMERICH & PAYNE INC                                             | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     62396 | NS      | $3092969.72   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC                   | GRANITE CONSTRUCTION INC                                          | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     25682 | NS      | $900667.74    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HOLDINGS INC                       | PALOMAR HOLDINGS INC                                              | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     14803 | NS      | $668503.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP INDUSTRIES INC                         | UFP INDUSTRIES INC                                                | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     36461 | NS      | $2889534.25   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW INC                                    | NOW INC                                                           | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     65321 | NS      | $829576.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INDUSTRIAL LOGISTICS PROPERTIES TRUST      | INDUSTRIAL LOGISTICS PROPERTIES TRUST                             | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |     39276 | NS      | $128432.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BED BATH & BEYOND INC                      | BED BATH & BEYOND INC                                             | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |     46715 | NS      | $117254.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ALEXANDER & BALDWIN INC                    | ALEXANDER & BALDWIN INC                                           | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43217 | NS      | $809454.41    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CORE LABORATORIES NV                       | CORE LABORATORIES NV                                              | CUSIP: N/A<br>LEI: 724500MDYY5VBSAF5W50       | Long             | EC               | CORP              | NL        |     27136 | NS      | $550046.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LAREDO PETROLEUM INC                       | LAREDO PETROLEUM INC                                              | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      9814 | NS      | $504635.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| COHERUS BIOSCIENCES INC                    | COHERUS BIOSCIENCES INC                                           | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     37785 | NS      | $299257.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC              | OCEANEERING INTERNATIONAL INC                                     | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     59064 | NS      | $1033029.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSCRIPTS HEALTHCARE SOLUTIONS INC        | ALLSCRIPTS HEALTHCARE SOLUTIONS INC                               | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     64614 | NS      | $1139790.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDEO TECHNOLOGIES INC                   | RESIDEO TECHNOLOGIES INC                                          | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     86018 | NS      | $1414996.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SHENANDOAH TELECOMMUNICATIONS CO           | SHENANDOAH TELECOMMUNICATIONS CO                                  | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     30138 | NS      | $478591.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP CORP/THE                               | ODP CORP/THE                                                      | CUSIP: 88337F105<br>LEI: 549300OI428NU7XTM839 | Long             | EC               | CORP              | US        |     23822 | NS      | $1084853.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC                           | STONEX GROUP INC                                                  | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     10214 | NS      | $973394.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC INC                              | CORECIVIC INC                                                     | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     67955 | NS      | $785559.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP INC                          | BRISTOW GROUP INC                                                 | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     14114 | NS      | $382912.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL INC              | CAPITOL FEDERAL FINANCIAL INC                                     | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76373 | NS      | $660626.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED INC                             | BANKUNITED INC                                                    | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     45652 | NS      | $1550798.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMULATIONS PLUS INC                       | SIMULATIONS PLUS INC                                              | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9443 | NS      | $345330.51    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| ATI INC                                    | ATI INC                                                           | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     76621 | NS      | $2287903.06   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURED GUARANTY LTD                       | ASSURED GUARANTY LTD                                              | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     35470 | NS      | $2208362.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORP                  | CHESAPEAKE UTILITIES CORP                                         | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     10446 | NS      | $1234508.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE CENTERS CORP                          | SITE CENTERS CORP                                                 | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |    108994 | NS      | $1488858.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                  | CARPENTER TECHNOLOGY CORP                                         | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     28538 | NS      | $1054193.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEESECAKE FACTORY INC/THE                 | CHEESECAKE FACTORY INC/THE                                        | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     28230 | NS      | $895173.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| DELUXE CORP                                | DELUXE CORP                                                       | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     25465 | NS      | $432395.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FULGENT GENETICS INC                       | FULGENT GENETICS INC                                              | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     11614 | NS      | $345864.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST HAWAIIAN INC                         | FIRST HAWAIIAN INC                                                | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     75564 | NS      | $1967686.56   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FB FINANCIAL CORP                          | FB FINANCIAL CORP                                                 | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     20850 | NS      | $753519.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUPANION INC                              | TRUPANION INC                                                     | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     20934 | NS      | $994993.02    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| BANCFIRST CORP                             | BANCFIRST CORP                                                    | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     10336 | NS      | $911428.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| ZYNEX INC                                  | ZYNEX INC                                                         | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12686 | NS      | $176462.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| SALLY BEAUTY HOLDINGS INC                  | SALLY BEAUTY HOLDINGS INC                                         | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     63400 | NS      | $793768.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| RENASANT CORP                              | RENASANT CORP                                                     | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     33018 | NS      | $1241146.62   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BRANDYWINE REALTY TRUST                    | BRANDYWINE REALTY TRUST                                           | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    102165 | NS      | $628314.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIDIAN BIOSCIENCE INC                    | MERIDIAN BIOSCIENCE INC                                           | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     25621 | NS      | $850873.41    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RUTH'S HOSPITALITY GROUP INC               | RUTH'S HOSPITALITY GROUP INC                                      | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     17723 | NS      | $274352.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL ELECTRONICS INC                  | UNIVERSAL ELECTRONICS INC                                         | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      7190 | NS      | $149623.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE & BUSTER'S ENTERTAINMENT INC          | DAVE & BUSTER'S ENTERTAINMENT INC                                 | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     24805 | NS      | $879089.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HANMI FINANCIAL CORP                       | HANMI FINANCIAL CORP                                              | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     18072 | NS      | $447282.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY INC                         | SUNCOKE ENERGY INC                                                | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     48979 | NS      | $422688.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE WIRE CORP                           | ENCORE WIRE CORP                                                  | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10881 | NS      | $1496790.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MR COOPER GROUP INC                        | MR COOPER GROUP INC                                               | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     41741 | NS      | $1675066.33   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CALLON PETROLEUM CO                        | CALLON PETROLEUM CO                                               | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     30181 | NS      | $1119413.29   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| VERIS RESIDENTIAL INC                      | VERIS RESIDENTIAL INC                                             | CUSIP: 554489104<br>LEI: 549300MJC9VNA6VSEE11 | Long             | EC               | CORP              | US        |     46987 | NS      | $748502.91    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR INC                                | NETGEAR INC                                                       | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     17239 | NS      | $312198.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORP                                 | BRADY CORP                                                        | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     27434 | NS      | $1292141.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CHUY'S HOLDINGS INC                        | CHUY'S HOLDINGS INC                                               | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10743 | NS      | $304026.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FABRINET                                   | FABRINET                                                          | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     21664 | NS      | $2777758.08   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES INC                   | AXCELIS TECHNOLOGIES INC                                          | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     19399 | NS      | $1539504.64   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                        | FEDERAL SIGNAL CORP                                               | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     35645 | NS      | $1656423.15   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UNISYS CORP                                | UNISYS CORP                                                       | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     40044 | NS      | $204624.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK NATIONAL CORP                         | PARK NATIONAL CORP                                                | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      8545 | NS      | $1202708.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIFAST INC                               | MEDIFAST INC                                                      | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      6403 | NS      | $738586.05    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD ACCEPTANCE CORP                      | WORLD ACCEPTANCE CORP                                             | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1952 | NS      | $128714.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ASTEC INDUSTRIES INC                       | ASTEC INDUSTRIES INC                                              | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     13285 | NS      | $540168.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK AEROSPACE CORP                        | PARK AEROSPACE CORP                                               | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |     12005 | NS      | $160987.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR INTERNATIONAL INC                   | CIRCOR INTERNATIONAL INC                                          | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |     12372 | NS      | $296433.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI PHARMACEUTICALS INC                    | ANI PHARMACEUTICALS INC                                           | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      7218 | NS      | $290380.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| GREENBRIER COS INC/THE                     | GREENBRIER COS INC/THE                                            | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     19310 | NS      | $647464.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWAIIAN HOLDINGS INC                      | HAWAIIAN HOLDINGS INC                                             | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |     30493 | NS      | $312858.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PATHWARD FINANCIAL INC                     | PATHWARD FINANCIAL INC                                            | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     17022 | NS      | $732797.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGI INTERNATIONAL INC                     | DIGI INTERNATIONAL INC                                            | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     21049 | NS      | $769340.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8 INC                                    | 8X8 INC                                                           | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     65745 | NS      | $284018.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS INC                    | METHODE ELECTRONICS INC                                           | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     21490 | NS      | $953511.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HEIDRICK & STRUGGLES INTERNATIONAL INC     | HEIDRICK & STRUGGLES INTERNATIONAL INC                            | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     11649 | NS      | $325822.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC                               | ARCHROCK INC                                                      | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     78797 | NS      | $707597.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR INC                      | LEMAITRE VASCULAR INC                                             | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     11557 | NS      | $531853.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                      | INTEGER HOLDINGS CORP                                             | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     19522 | NS      | $1336476.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN INTERNATIONAL INC                      | ATN INTERNATIONAL INC                                             | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      6171 | NS      | $279608.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                  | EMERGENT BIOSOLUTIONS INC                                         | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     26410 | NS      | $311902.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS COMMERCE INC                           | SPS COMMERCE INC                                                  | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     21318 | NS      | $2737870.74   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT CO                                 | TENNANT CO                                                        | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     10923 | NS      | $672529.11    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM INC                | COLUMBIA BANKING SYSTEM INC                                       | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46223 | NS      | $1392698.99   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA INC                               | INNOVIVA INC                                                      | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     37562 | NS      | $497696.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SURMODICS INC                              | SURMODICS INC                                                     | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      8497 | NS      | $289917.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUL CENTERS INC                           | SAUL CENTERS INC                                                  | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7678 | NS      | $312341.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST COMMONWEALTH FINANCIAL CORP          | FIRST COMMONWEALTH FINANCIAL CORP                                 | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     54903 | NS      | $766994.91    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER PAPER CORP                      | CLEARWATER PAPER CORP                                             | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      9927 | NS      | $375339.87    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IROBOT CORP                                | IROBOT CORP                                                       | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     15960 | NS      | $768154.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC                               | INNOSPEC INC                                                      | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     14656 | NS      | $1507516.16   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DIODES INC                                 | DIODES INC                                                        | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     26896 | NS      | $2047861.44   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HAWKINS INC                                | HAWKINS INC                                                       | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     11195 | NS      | $432127.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM TECHNOLOGIES INC                       | TTM TECHNOLOGIES INC                                              | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     60829 | NS      | $917301.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORP                             | GREEN DOT CORP                                                    | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27527 | NS      | $435477.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC        | APPLIED INDUSTRIAL TECHNOLOGIES INC                               | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     22824 | NS      | $2876508.72   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYNES INTERNATIONAL INC                   | HAYNES INTERNATIONAL INC                                          | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |      7350 | NS      | $335821.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                     | GROUP 1 AUTOMOTIVE INC                                            | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      8632 | NS      | $1556953.84   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SCANSOURCE INC                             | SCANSOURCE INC                                                    | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     14787 | NS      | $432076.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EASTERLY GOVERNMENT PROPERTIES INC         | EASTERLY GOVERNMENT PROPERTIES INC                                | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     53257 | NS      | $759977.39    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS INC                      | HEARTLAND EXPRESS INC                                             | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     27628 | NS      | $423813.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP ENTERPRISES INC/TX                     | DXP ENTERPRISES INC/TX                                            | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9409 | NS      | $259217.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP                                   | AAR CORP                                                          | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     19667 | NS      | $883048.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| POWELL INDUSTRIES INC                      | POWELL INDUSTRIES INC                                             | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      5470 | NS      | $192434.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORP                               | GRIFFON CORP                                                      | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     28083 | NS      | $1005090.57   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU INC                                   | COHU INC                                                          | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     28207 | NS      | $904034.35    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS AIR WORLDWIDE HOLDINGS INC           | ATLAS AIR WORLDWIDE HOLDINGS INC                                  | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     15232 | NS      | $1535385.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MATIV HOLDINGS INC                         | MATIV HOLDINGS INC                                                | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     32158 | NS      | $672102.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| INSTEEL INDUSTRIES INC                     | INSTEEL INDUSTRIES INC                                            | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     11574 | NS      | $318516.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                              | B&G FOODS INC                                                     | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     42409 | NS      | $472860.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| PRA GROUP INC                              | PRA GROUP INC                                                     | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     23097 | NS      | $780216.66    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICO'S FAS INC                            | CHICO'S FAS INC                                                   | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     72625 | NS      | $357315.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHFIELD BANCORP INC                     | NORTHFIELD BANCORP INC                                            | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24745 | NS      | $389238.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KORN FERRY                                 | KORN FERRY                                                        | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     31583 | NS      | $1598731.46   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMONDROCK HOSPITALITY CO                 | DIAMONDROCK HOSPITALITY CO                                        | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    123403 | NS      | $1010670.57   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS HOLDINGS INC   | CONSOLIDATED COMMUNICATIONS HOLDINGS INC                          | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |     44216 | NS      | $158293.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP                        | MERITAGE HOMES CORP                                               | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     21670 | NS      | $1997974.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS INC                   | PAR PACIFIC HOLDINGS INC                                          | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     32714 | NS      | $760600.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN PLAINS INC                           | GREEN PLAINS INC                                                  | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     35123 | NS      | $1071251.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| LA-Z-BOY INC                               | LA-Z-BOY INC                                                      | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     25263 | NS      | $576501.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORP                | NATIONAL BANK HOLDINGS CORP                                       | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22006 | NS      | $925792.42    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOE CARNIVAL INC                          | SHOE CARNIVAL INC                                                 | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10152 | NS      | $242734.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS INC                  | MERIT MEDICAL SYSTEMS INC                                         | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     33778 | NS      | $2385402.36   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORP                       | WABASH NATIONAL CORP                                              | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     28104 | NS      | $635150.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FORRESTER RESEARCH INC                     | FORRESTER RESEARCH INC                                            | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |      6484 | NS      | $231867.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP                                | PLEXUS CORP                                                       | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     16308 | NS      | $1678582.44   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL ENERGY INC                          | CONSOL ENERGY INC                                                 | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     19286 | NS      | $1253590.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHA HOSPITALITY TRUST                   | HERSHA HOSPITALITY TRUST                                          | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |     20401 | NS      | $173816.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS INC                          | TTEC HOLDINGS INC                                                 | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     11058 | NS      | $487989.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHAN ALLEN INTERIORS INC                  | ETHAN ALLEN INTERIORS INC                                         | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13589 | NS      | $359021.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORP                                | BANNER CORP                                                       | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20315 | NS      | $1283908.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARD AIR CORP                           | FORWARD AIR CORP                                                  | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15772 | NS      | $1654325.08   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMESTREET INC                             | HOMESTREET INC                                                    | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10654 | NS      | $293837.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC                              | MYR GROUP INC                                                     | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      9908 | NS      | $912229.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTHCARE TRUST INC             | COMMUNITY HEALTHCARE TRUST INC                                    | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |     14062 | NS      | $503419.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AXLE & MANUFACTURING HOLDINGS INC | AMERICAN AXLE & MANUFACTURING HOLDINGS INC                        | CUSIP: 024061103<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | EC               | CORP              | US        |     68565 | NS      | $536178.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 CO                                   | WD-40 CO                                                          | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      8003 | NS      | $1290163.63   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS INC                            | OSI SYSTEMS INC                                                   | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      9205 | NS      | $731981.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EPLUS INC                                  | EPLUS INC                                                         | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     16004 | NS      | $708657.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                | OFG BANCORP                                                       | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     28254 | NS      | $778680.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORP                                | CORVEL CORP                                                       | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5383 | NS      | $782311.39    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVISFIRST BANCSHARES INC                 | SERVISFIRST BANCSHARES INC                                        | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28959 | NS      | $1995564.69   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP INC                           | HOPE BANCORP INC                                                  | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     70356 | NS      | $901260.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUR CORNERS PROPERTY TRUST INC            | FOUR CORNERS PROPERTY TRUST INC                                   | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     49408 | NS      | $1281149.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MARCUS CORP/THE                            | MARCUS CORP/THE                                                   | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     14038 | NS      | $202006.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| AGILYSYS INC                               | AGILYSYS INC                                                      | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     11692 | NS      | $925304.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| QUAKER CHEMICAL CORP                       | QUAKER CHEMICAL CORP                                              | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      8066 | NS      | $1346215.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| KAISER ALUMINUM CORP                       | KAISER ALUMINUM CORP                                              | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9432 | NS      | $716454.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HESKA CORP                                 | HESKA CORP                                                        | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |      6054 | NS      | $376316.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HB FULLER CO                               | HB FULLER CO                                                      | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     31398 | NS      | $2248724.76   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO MUFFLER BRAKE INC                    | MONRO INC                                                         | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18572 | NS      | $839454.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSIGN GROUP INC/THE                       | ENSIGN GROUP INC/THE                                              | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     32760 | NS      | $3099423.60   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS COUNTRY HEALTHCARE INC               | CROSS COUNTRY HEALTHCARE INC                                      | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     20939 | NS      | $556349.23    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KAMAN CORP                                 | KAMAN CORP                                                        | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |     16760 | NS      | $373748.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                     | PROGRESS SOFTWARE CORP                                            | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     25536 | NS      | $1288291.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY ALUMINUM CO                        | CENTURY ALUMINUM CO                                               | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     31121 | NS      | $254569.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT REALTY                                 | RPT REALTY                                                        | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |     50287 | NS      | $504881.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ANIKA THERAPEUTICS INC                     | ANIKA THERAPEUTICS INC                                            | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      8900 | NS      | $263440.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPONENT INC                               | EXPONENT INC                                                      | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     29983 | NS      | $2971015.47   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIFIRST CORP/MA                           | UNIFIRST CORP/MA                                                  | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      8892 | NS      | $1716067.08   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITIV CORP                               | VERITIV CORP                                                      | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      7981 | NS      | $971367.51    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS CORP                                   | CTS CORP                                                          | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     18679 | NS      | $736326.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES INC                   | NORTHWEST BANCSHARES INC                                          | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74555 | NS      | $1042278.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSIDE BANCSHARES INC                   | SOUTHSIDE BANCSHARES INC                                          | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     17916 | NS      | $644796.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP INC                                 | EZCORP INC                                                        | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     31702 | NS      | $258371.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TIMKENSTEEL CORP                           | TIMKENSTEEL CORP                                                  | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     23496 | NS      | $426922.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD MOTOR PRODUCTS INC                | STANDARD MOTOR PRODUCTS INC                                       | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     10964 | NS      | $381547.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KNOWLES CORP                               | KNOWLES CORP                                                      | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     53609 | NS      | $880259.78    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| AGREE REALTY CORP                          | AGREE REALTY CORP                                                 | CUSIP: 008492100<br>LEI: 549300DXY3G299V1BO77 | Long             | EC               | CORP              | US        |     52234 | NS      | $3704957.62   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INC                               | GENTHERM INC                                                      | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     19693 | NS      | $1285755.97   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KELLY SERVICES INC                         | KELLY SERVICES INC                                                | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20568 | NS      | $347599.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMO GROUP INC                            | ALAMO GROUP INC                                                   | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      6096 | NS      | $863193.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES INC                     | APOGEE ENTERPRISES INC                                            | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     13078 | NS      | $581447.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STURM RUGER & CO INC                       | STURM RUGER & CO INC                                              | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |     10323 | NS      | $522550.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| CHATHAM LODGING TRUST                      | CHATHAM LODGING TRUST                                             | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28850 | NS      | $353989.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR INC                              | MAXLINEAR INC                                                     | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     42955 | NS      | $1458322.25   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HIBBETT INC                                | HIBBETT INC                                                       | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      7659 | NS      | $522496.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED COMMUNITY BANKS INC/GA              | UNITED COMMUNITY BANKS INC/GA                                     | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     62682 | NS      | $2118651.60   | 0.40%             |  |  |  | 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        |     77120 | NS      | $829811.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALARM.COM HOLDINGS INC                     | ALARM.COM HOLDINGS INC                                            | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     29614 | NS      | $1465300.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE CO                           | BOISE CASCADE CO                                                  | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     23365 | NS      | $1604474.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| INSIGHT ENTERPRISES INC                    | INSIGHT ENTERPRISES INC                                           | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     17942 | NS      | $1799044.34   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MONARCH CASINO & RESORT INC                | MONARCH CASINO & RESORT INC                                       | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      7840 | NS      | $602817.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMMIT HOTEL PROPERTIES INC                | SUMMIT HOTEL PROPERTIES INC                                       | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |     63884 | NS      | $461242.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL INSURANCE HOLDINGS INC           | UNIVERSAL INSURANCE HOLDINGS INC                                  | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     15957 | NS      | $168984.63    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL NET LEASE INC                       | GLOBAL NET LEASE INC                                              | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     61718 | NS      | $775795.26    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DESIGNER BRANDS INC                        | DESIGNER BRANDS INC                                               | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     30036 | NS      | $293752.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TREDEGAR CORP                              | TREDEGAR CORP                                                     | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     15257 | NS      | $155926.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MATSON INC                                 | MATSON INC                                                        | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     22353 | NS      | $1397286.03   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGIANT TRAVEL CO                        | ALLEGIANT TRAVEL CO                                               | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      9301 | NS      | $632374.99    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO INC                              | REGENXBIO INC                                                     | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     22436 | NS      | $508848.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                      | OXFORD INDUSTRIES INC                                             | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      8881 | NS      | $827531.58    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR INC                             | FORMFACTOR INC                                                    | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     45513 | NS      | $1011753.99   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTGEN HEALTHCARE INC                     | NEXTGEN HEALTHCARE INC                                            | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32624 | NS      | $612678.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFICIENT INC                             | PERFICIENT INC                                                    | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     20535 | NS      | $1433959.05   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CARETRUST REIT INC                         | CARETRUST REIT INC                                                | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     57322 | NS      | $1065042.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC                               | HARMONIC INC                                                      | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     61786 | NS      | $809396.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORP/VA                          | UNIVERSAL CORP/VA                                                 | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     14617 | NS      | $771923.77    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTIVION INC                               | ARTIVION INC                                                      | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     24141 | NS      | $292588.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC                        | VIAVI SOLUTIONS INC                                               | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    133749 | NS      | $1405701.99   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BUCKLE INC/THE                             | BUCKLE INC/THE                                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     17620 | NS      | $799067.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN HEALTHCARE SERVICES INC                | AMN HEALTHCARE SERVICES INC                                       | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     25642 | NS      | $2636510.44   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORP                    | TOMPKINS FINANCIAL CORP                                           | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      7518 | NS      | $583246.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T BANCORP INC                            | S&T BANCORP INC                                                   | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23184 | NS      | $792429.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUCORA INC                                | BLUCORA INC                                                       | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     28465 | NS      | $726711.45    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDERSONS INC/THE                          | ANDERSONS INC/THE                                                 | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     18424 | NS      | $644655.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS INC          | DONNELLEY FINANCIAL SOLUTIONS INC                                 | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     14758 | NS      | $570396.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC             | ADVANCED ENERGY INDUSTRIES INC                                    | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     22020 | NS      | $1888875.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE FINANCIAL CORP/WA                 | HERITAGE FINANCIAL CORP/WA                                        | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20512 | NS      | $628487.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHSTREAM INC                           | HEALTHSTREAM INC                                                  | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     14135 | NS      | $351113.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY HEALTH SYSTEMS INC               | COMMUNITY HEALTH SYSTEMS INC                                      | CUSIP: 203668108<br>LEI: 5493007X5NC5XI1BB106 | Long             | EC               | CORP              | US        |     72497 | NS      | $313187.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE & SOFFA INDUSTRIES INC             | KULICKE & SOFFA INDUSTRIES INC                                    | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     34353 | NS      | $1520463.78   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| LXP INDUSTRIAL TRUST                       | LXP INDUSTRIAL TRUST                                              | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    162995 | NS      | $1633209.90   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                     | PATRICK INDUSTRIES INC                                            | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     12841 | NS      | $778164.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS INVESTMENT PARTNERS INC             | VIRTUS INVESTMENT PARTNERS INC                                    | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      4061 | NS      | $777437.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CHILDREN'S PLACE INC/THE                   | CHILDREN'S PLACE INC/THE                                          | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |      7747 | NS      | $282145.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CALERES INC                                | CALERES INC                                                       | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     21786 | NS      | $485392.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESCO INC                                | GENESCO INC                                                       | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      7327 | NS      | $337188.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES INC                              | M/I HOMES INC                                                     | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     16192 | NS      | $747746.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE INC                       | SONIC AUTOMOTIVE INC                                              | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      9890 | NS      | $487280.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERIS BANCORP                             | AMERIS BANCORP                                                    | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     38410 | NS      | $1810647.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                | ASBURY AUTOMOTIVE GROUP INC                                       | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     13092 | NS      | $2346741.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMMONS FIRST NATIONAL CORP                | SIMMONS FIRST NATIONAL CORP                                       | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     75182 | NS      | $1622427.56   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SHAKE SHACK INC                            | SHAKE SHACK INC                                                   | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     22192 | NS      | $921633.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC              | AMPHASTAR PHARMACEUTICALS INC                                     | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     22265 | NS      | $623865.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS INC                       | EXTREME NETWORKS INC                                              | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     77616 | NS      | $1421148.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EL POLLO LOCO HOLDINGS INC                 | EL POLLO LOCO HOLDINGS INC                                        | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     11421 | NS      | $113753.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RAYONIER ADVANCED MATERIALS INC            | RAYONIER ADVANCED MATERIALS INC                                   | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     37509 | NS      | $360086.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MOVADO GROUP INC                           | MOVADO GROUP INC                                                  | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      9228 | NS      | $297603.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PROASSURANCE CORP                          | PROASSURANCE CORP                                                 | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     31909 | NS      | $557450.23    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA OUTDOOR INC                          | VISTA OUTDOOR INC                                                 | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     33179 | NS      | $808572.23    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| HUB GROUP INC                              | HUB GROUP INC                                                     | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19373 | NS      | $1539959.77   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                   | MOOG INC                                                          | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     17007 | NS      | $1492534.32   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS INC            | INSTALLED BUILDING PRODUCTS INC                                   | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     13953 | NS      | $1194376.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN STATES WATER CO                   | AMERICAN STATES WATER CO                                          | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     21809 | NS      | $2018422.95   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| CUSTOMERS BANCORP INC                      | CUSTOMERS BANCORP INC                                             | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     17852 | NS      | $505925.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOURCES CONNECTION INC                   | RESOURCES CONNECTION INC                                          | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19115 | NS      | $351333.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGIODYNAMICS INC                          | ANGIODYNAMICS INC                                                 | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     23102 | NS      | $318114.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GUESS? INC                                 | GUESS? INC                                                        | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     17953 | NS      | $371447.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS INC                        | CAL-MAINE FOODS INC                                               | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     22445 | NS      | $1222130.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL INC                    | ENOVA INTERNATIONAL INC                                           | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     18577 | NS      | $712799.49    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                               | SEMTECH CORP                                                      | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     37024 | NS      | $1062218.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBANY INTERNATIONAL CORP                  | ALBANY INTERNATIONAL CORP                                         | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     18332 | NS      | $1807351.88   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| REX AMERICAN RESOURCES CORP                | REX AMERICAN RESOURCES CORP                                       | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9159 | NS      | $291805.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CUTERA INC                                 | CUTERA INC                                                        | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |     10533 | NS      | $465769.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PETMED EXPRESS INC                         | PETMED EXPRESS INC                                                | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |     12184 | NS      | $215656.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| INDEPENDENT BANK CORP                      | INDEPENDENT BANK CORP                                             | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     27131 | NS      | $2290670.33   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS INC                 | LIGAND PHARMACEUTICALS INC                                        | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      9544 | NS      | $637539.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORP                                | AVISTA CORP                                                       | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     43622 | NS      | $1934199.48   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EW SCRIPPS CO/THE                          | EW SCRIPPS CO/THE                                                 | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     34252 | NS      | $451783.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK MORTGAGE TRUST INC                | NEW YORK MORTGAGE TRUST INC                                       | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |    217975 | NS      | $558016.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EQUITY INVESTMENT LIFE HOLDING CO | AMERICAN EQUITY INVESTMENT LIFE HOLDING CO                        | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     41033 | NS      | $1871925.46   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| EBIX INC                                   | EBIX INC                                                          | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |     14041 | NS      | $280258.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MYERS INDUSTRIES INC                       | MYERS INDUSTRIES INC                                              | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     21680 | NS      | $481946.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA INC                     | BANC OF CALIFORNIA INC                                            | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     33457 | NS      | $532970.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI HOLDINGS INC                           | NMI HOLDINGS INC                                                  | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     49433 | NS      | $1033149.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX INC                              | MARINEMAX INC                                                     | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     12974 | NS      | $405048.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ITRON INC                                  | ITRON INC                                                         | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     26800 | NS      | $1357420.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORP               | SELECT MEDICAL HOLDINGS CORP                                      | CUSIP: 81619Q105<br>LEI: 549300X05KS0JKR8CB50 | Long             | EC               | CORP              | US        |     61822 | NS      | $1535040.26   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORP                        | WESTAMERICA BANCORP                                               | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15785 | NS      | $931472.85    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HOLDINGS INC                   | ULTRA CLEAN HOLDINGS INC                                          | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     26829 | NS      | $889381.35    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES INC                       | CAVCO INDUSTRIES INC                                              | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4903 | NS      | $1109303.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT LTD                       | MARTEN TRANSPORT LTD                                              | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34162 | NS      | $675724.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROJET ROCKETDYNE HOLDINGS INC            | AEROJET ROCKETDYNE HOLDINGS INC                                   | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     44764 | NS      | $2503650.52   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES INC           | PROVIDENT FINANCIAL SERVICES INC                                  | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     44586 | NS      | $952356.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CORCEPT THERAPEUTICS INC                   | CORCEPT THERAPEUTICS INC                                          | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     56321 | NS      | $1143879.51   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL INC              | CSG SYSTEMS INTERNATIONAL INC                                     | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     17992 | NS      | $1029142.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ORTHOFIX INTERNATIONAL NV                  | ORTHOFIX MEDICAL INC                                              | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | CW        |     12196 | NS      | $250383.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLASTIC CORP                            | SCHOLASTIC CORP                                                   | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17520 | NS      | $691339.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KOPPERS HOLDINGS INC                       | KOPPERS HOLDINGS INC                                              | CUSIP: 50060P106<br>LEI: LTO4ZL5EBDR1NE6FGJ36 | Long             | EC               | CORP              | US        |     12538 | NS      | $353571.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST INC                                | SKYWEST INC                                                       | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     29505 | NS      | $487127.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE PHARMACEUTICALS INC/DE               | EAGLE PHARMACEUTICALS INC/DE                                      | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      5987 | NS      | $175000.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE INC                             | WISDOMTREE INC                                                    | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     67234 | NS      | $366425.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS INC               | SUPERNUS PHARMACEUTICALS INC                                      | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     31818 | NS      | $1134948.06   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC                      | VEECO INSTRUMENTS INC                                             | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     30418 | NS      | $565166.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERFACE INC                              | INTERFACE INC                                                     | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     33810 | NS      | $333704.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF SOLUTIONS INC                          | PDF SOLUTIONS INC                                                 | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     17736 | NS      | $505830.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS INC                             | PHOTRONICS INC                                                    | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     36674 | NS      | $617223.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO TECHNOLOGIES INC                      | FARO TECHNOLOGIES INC                                             | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |     10786 | NS      | $317216.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR RESIDENTIAL REIT INC                | ARMOUR RESIDENTIAL REIT INC                                       | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |     75325 | NS      | $424079.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| JOHN B SANFILIPPO & SON INC                | JOHN B SANFILIPPO & SON INC                                       | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      5280 | NS      | $429369.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HARSCO CORP                                | HARSCO CORP                                                       | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     46222 | NS      | $290736.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKLINE BANCORP INC                      | BROOKLINE BANCORP INC                                             | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45281 | NS      | $640726.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SENECA FOODS CORP                          | SENECA FOODS CORP                                                 | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3247 | NS      | $197904.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PIPER SANDLER COS                          | PIPER SANDLER COS                                                 | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      8308 | NS      | $1081618.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PHIBRO ANIMAL HEALTH CORP                  | PHIBRO ANIMAL HEALTH CORP                                         | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     12562 | NS      | $168456.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORP                         | VAREX IMAGING CORP                                                | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     23615 | NS      | $479384.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES INC                              | LGI HOMES INC                                                     | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     12150 | NS      | $1125090.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| WOLVERINE WORLD WIDE INC                   | WOLVERINE WORLD WIDE INC                                          | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     46692 | NS      | $510343.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RANGER OIL CORP                            | RANGER OIL CORP                                                   | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     11343 | NS      | $458597.49    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP/PUERTO RICO                  | FIRST BANCORP/PUERTO RICO                                         | CUSIP: 318672706<br>LEI: 5493000C44WC17AV1S09 | Long             | EC               | CORP              | PR        |    109423 | NS      | $1391860.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| OLYMPIC STEEL INC                          | OLYMPIC STEEL INC                                                 | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      5491 | NS      | $184387.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HAVERTY FURNITURE COS INC                  | HAVERTY FURNITURE COS INC                                         | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      7900 | NS      | $236210.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INSURANCE GROUP INC                 | SAFETY INSURANCE GROUP INC                                        | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      8825 | NS      | $743594.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI GROUP INC                              | HCI GROUP INC                                                     | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      4248 | NS      | $168178.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| FIRST FINANCIAL BANCORP                    | FIRST FINANCIAL BANCORP                                           | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     55929 | NS      | $1355159.67   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LIQUIDITY SERVICES INC                     | LIQUIDITY SERVICES INC                                            | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     15961 | NS      | $224411.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY HOLDING CO                            | CITY HOLDING CO                                                   | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8749 | NS      | $814444.41    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN ELECTRIC CO INC                   | FRANKLIN ELECTRIC CO INC                                          | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     23048 | NS      | $1838078.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ABERCROMBIE & FITCH CO                     | ABERCROMBIE & FITCH CO                                            | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     29195 | NS      | $668857.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMBAC FINANCIAL GROUP INC                  | AMBAC FINANCIAL GROUP INC                                         | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     26133 | NS      | $455759.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA HOFFLER PROPERTIES INC              | ARMADA HOFFLER PROPERTIES INC                                     | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     40143 | NS      | $461644.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CALAVO GROWERS INC                         | CALAVO GROWERS INC                                                | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10470 | NS      | $307818.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BARNES GROUP INC                           | BARNES GROUP INC                                                  | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     30040 | NS      | $1227134.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTER PROGRAMS AND SYSTEMS INC          | COMPUTER PROGRAMS AND SYSTEMS INC                                 | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      8476 | NS      | $230716.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROPETRO HOLDING CORP                      | PROPETRO HOLDING CORP                                             | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56687 | NS      | $587844.19    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                   | ENCORE CAPITAL GROUP INC                                          | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     13797 | NS      | $661428.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S RESTAURANTS INC                       | BJ'S RESTAURANTS INC                                              | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     13795 | NS      | $363912.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J SNACK FOODS CORP                     | J & J SNACK FOODS CORP                                            | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8853 | NS      | $1325382.63   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST INC                  | AMERICAN ASSETS TRUST INC                                         | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30984 | NS      | $821076.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MATTHEWS INTERNATIONAL CORP                | MATTHEWS INTERNATIONAL CORP                                       | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     18281 | NS      | $556473.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS INC                        | DORMAN PRODUCTS INC                                               | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16725 | NS      | $1352550.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| COMTECH TELECOMMUNICATIONS CORP            | COMTECH TELECOMMUNICATIONS CORP                                   | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |     16274 | NS      | $197566.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SLEEP NUMBER CORP                          | SLEEP NUMBER CORP                                                 | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     12823 | NS      | $333141.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OIL STATES INTERNATIONAL INC               | OIL STATES INTERNATIONAL INC                                      | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     37911 | NS      | $282816.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUEBLUE INC                               | TRUEBLUE INC                                                      | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19326 | NS      | $378403.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ONESPAN INC                                | ONESPAN INC                                                       | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |     21069 | NS      | $235762.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIX ENERGY SOLUTIONS GROUP INC           | HELIX ENERGY SOLUTIONS GROUP INC                                  | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     84247 | NS      | $621742.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA INC                                   | CEVA INC                                                          | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     13735 | NS      | $351341.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK ELECTRONICS INC                  | BENCHMARK ELECTRONICS INC                                         | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     21045 | NS      | $561691.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX HOLDINGS INC                        | RE/MAX HOLDINGS INC                                               | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     10950 | NS      | $204108.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTORCAR PARTS OF AMERICA INC              | MOTORCAR PARTS OF AMERICA INC                                     | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |     11014 | NS      | $130626.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP                                | CONMED CORP                                                       | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     18037 | NS      | $1598799.68   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| MDC HOLDINGS INC                           | MDC HOLDINGS INC                                                  | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     33509 | NS      | $1058884.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN CO                                  | STEPAN CO                                                         | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     12437 | NS      | $1324043.02   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL PRESTO INDUSTRIES INC             | NATIONAL PRESTO INDUSTRIES INC                                    | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2906 | NS      | $198944.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVEPERSON INC                             | LIVEPERSON INC                                                    | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |     40807 | NS      | $413782.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBRALTAR INDUSTRIES INC                   | GIBRALTAR INDUSTRIES INC                                          | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18320 | NS      | $840521.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDEX INTERNATIONAL CORP                 | STANDEX INTERNATIONAL CORP                                        | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      7082 | NS      | $725267.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ONTO INNOVATION INC                        | ONTO INNOVATION INC                                               | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     29321 | NS      | $1996466.89   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON INC                                   | AAON INC                                                          | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24928 | NS      | $1877576.96   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MYRIAD GENETICS INC                        | MYRIAD GENETICS INC                                               | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     47889 | NS      | $694869.39    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER INC/TX                       | RENT-A-CENTER INC/TX                                              | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     29594 | NS      | $667344.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST             | OFFICE PROPERTIES INCOME TRUST                                    | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29203 | NS      | $389860.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED FIRE GROUP INC                      | UNITED FIRE GROUP INC                                             | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12810 | NS      | $350481.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BALCHEM CORP                               | BALCHEM CORP                                                      | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     18995 | NS      | $2319479.45   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC                           | CYTOKINETICS INC                                                  | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     56095 | NS      | $2570272.90   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN STREET PROPERTIES CORP            | FRANKLIN STREET PROPERTIES CORP                                   | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |     53489 | NS      | $146024.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORP                               | ARCBEST CORP                                                      | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     14338 | NS      | $1004233.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INOGEN INC                                 | INOGEN INC                                                        | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     13394 | NS      | $263995.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN VANGUARD CORP                     | AMERICAN VANGUARD CORP                                            | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     16571 | NS      | $359756.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                             | LCI INDS COM                                                      | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     15019 | NS      | $1388506.55   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ENANTA PHARMACEUTICALS INC                 | ENANTA PHARMACEUTICALS INC                                        | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     11528 | NS      | $536282.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTUREFUEL CORP                            | FUTUREFUEL CORP                                                   | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     14870 | NS      | $120893.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER INC                           | BADGER METER INC                                                  | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     17251 | NS      | $1880876.53   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES INC                | SOUTH JERSEY INDUSTRIES INC                                       | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     72415 | NS      | $2572904.95   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC                      | ESCO TECHNOLOGIES INC                                             | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     15367 | NS      | $1345227.18   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAD CORP                                  | VIAD CORP                                                         | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     12270 | NS      | $299265.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL PACIFIC FINANCIAL CORP             | CENTRAL PACIFIC FINANCIAL CORP                                    | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     16582 | NS      | $336282.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS INC                        | MGP INGREDIENTS INC                                               | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      9083 | NS      | $966249.54    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ZUMIEZ INC                                 | ZUMIEZ INC                                                        | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      9292 | NS      | $202008.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QUINSTREET INC                             | QUINSTREET INC                                                    | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     29852 | NS      | $428376.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM INDUSTRIES INC                         | ABM INDUSTRIES INC                                                | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     39144 | NS      | $1738776.48   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION INC                    | STRATEGIC EDUCATION INC                                           | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     13126 | NS      | $1028028.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC                            | NBT BANCORP INC                                                   | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25450 | NS      | $1105039.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OWENS & MINOR INC                          | OWENS & MINOR INC                                                 | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     45222 | NS      | $883185.66    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP LTD                    | G-III APPAREL GROUP LTD                                           | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     25154 | NS      | $344861.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC                               | ADVANSIX INC                                                      | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     16126 | NS      | $613110.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPRO INDUSTRIES INC                       | ENPRO INDUSTRIES INC                                              | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     12362 | NS      | $1343625.78   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDSAY CORP                               | LINDSAY CORP                                                      | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      6460 | NS      | $1052011.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE INC                              | AMERISAFE INC                                                     | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     11313 | NS      | $587936.61    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET CO                    | CENTRAL GARDEN & PET CO                                           | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      5996 | NS      | $224550.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ORASURE TECHNOLOGIES INC                   | ORASURE TECHNOLOGIES INC                                          | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     44496 | NS      | $214470.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GETTY REALTY CORP                          | GETTY REALTY CORP                                                 | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     25070 | NS      | $848619.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PROTO LABS INC                             | PROTO LABS INC                                                    | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     16268 | NS      | $415322.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC MORTGAGE INVESTMENT TRUST         | PENNYMAC MORTGAGE INVESTMENT TRUST                                | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     52502 | NS      | $650499.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WOODMARK CORP                     | AMERICAN WOODMARK CORP                                            | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      9929 | NS      | $485130.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET CO                    | CENTRAL GARDEN & PET CO                                           | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     24208 | NS      | $866646.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITESTONE REIT                            | WHITESTONE REIT                                                   | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27129 | NS      | $261523.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT INC                          | AEROVIRONMENT INC                                                 | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     14778 | NS      | $1265883.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| SHUTTERSTOCK INC                           | SHUTTERSTOCK INC                                                  | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     14232 | NS      | $750311.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DINE BRANDS GLOBAL INC                     | DINE BRANDS GLOBAL INC                                            | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      9359 | NS      | $604591.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| MATERION CORP                              | MATERION CORP                                                     | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     12124 | NS      | $1060971.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| WINNEBAGO INDUSTRIES INC                   | WINNEBAGO INDUSTRIES INC                                          | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     18057 | NS      | $951603.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                     | MUELLER INDUSTRIES INC                                            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     33605 | NS      | $1982695.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS INC                     | EMPLOYERS HOLDINGS INC                                            | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16148 | NS      | $696463.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH GROUP INC                          | TRIUMPH GROUP INC                                                 | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     38876 | NS      | $408975.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GANNETT CO INC                             | GANNETT CO INC                                                    | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     87883 | NS      | $178402.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORP                               | SANMINA CORP                                                      | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     33994 | NS      | $1947516.26   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA WATER SERVICE GROUP             | CALIFORNIA WATER SERVICE GROUP                                    | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     32393 | NS      | $1964311.52   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| US SILICA HOLDINGS INC                     | US SILICA HOLDINGS INC                                            | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     45111 | NS      | $563887.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA REALTY TRUST                        | ACADIA REALTY TRUST                                               | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56693 | NS      | $813544.55    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS CORP                                | ROGERS CORP                                                       | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     11111 | NS      | $1325986.74   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HILLS BANCORP INC                | BERKSHIRE HILLS BANCORP INC                                       | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     26582 | NS      | $794801.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC PREMIER BANCORP INC                | PACIFIC PREMIER BANCORP INC                                       | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     55944 | NS      | $1765592.64   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC                                    | AZZ INC                                                           | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     14585 | NS      | $586317.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC INC                                | EVERTEC INC                                                       | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     38549 | NS      | $1248216.62   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RAMBUS INC                                 | RAMBUS INC                                                        | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     63593 | NS      | $2277901.26   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| US PHYSICAL THERAPY INC                    | US PHYSICAL THERAPY INC                                           | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      7617 | NS      | $617205.51    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| TITAN INTERNATIONAL INC                    | TITAN INTERNATIONAL INC                                           | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     30145 | NS      | $461821.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD TRUST INC                          | REDWOOD TRUST INC                                                 | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     66928 | NS      | $452433.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D SYSTEMS CORP                            | 3D SYSTEMS CORP                                                   | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     77624 | NS      | $574417.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| JOHN BEAN TECHNOLOGIES CORP                | JOHN BEAN TECHNOLOGIES CORP                                       | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     18820 | NS      | $1718830.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| COMFORT SYSTEMS USA INC                    | COMFORT SYSTEMS USA INC                                           | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     21155 | NS      | $2434517.40   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER & DUNLOP INC                        | WALKER & DUNLOP INC                                               | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18153 | NS      | $1424647.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE POINT MORTGAGE TRUST INC           | GRANITE POINT MORTGAGE TRUST INC                                  | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |     31452 | NS      | $168582.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| COGENT COMMUNICATIONS HOLDINGS INC         | COGENT COMMUNICATIONS HOLDINGS INC                                | CUSIP: 19239V302<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | EC               | CORP              | US        |     25210 | NS      | $1438986.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RETAIL OPPORTUNITY INVESTMENTS CORP        | RETAIL OPPORTUNITY INVESTMENTS CORP                               | CUSIP: 76131N101<br>LEI: 549300KH0PNTJK9NTE57 | Long             | EC               | CORP              | US        |     74239 | NS      | $1115812.17   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| URSTADT BIDDLE PROPERTIES INC              | URSTADT BIDDLE PROPERTIES INC                                     | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |     17660 | NS      | $334657.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING CO               | NORTHWEST NATURAL HOLDING CO                                      | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     20902 | NS      | $994726.18    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT INNOVATIONS INC                        | PGT INNOVATIONS INC                                               | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     35888 | NS      | $644548.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMUNITY BANK SYSTEM INC                  | COMMUNITY BANK SYSTEM INC                                         | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     31841 | NS      | $2004390.95   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEFS' WAREHOUSE INC/THE                   | CHEFS' WAREHOUSE INC/THE                                          | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     20182 | NS      | $671656.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK/LOS ANGELES CA              | PREFERRED BANK/LOS ANGELES CA                                     | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      7801 | NS      | $582110.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA INC                                 | ARCOSA INC                                                        | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     28610 | NS      | $1554667.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS INC                   | UNITED NATURAL FOODS INC                                          | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     34565 | NS      | $1338011.15   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ISTAR INC                                  | ISTAR INC                                                         | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     50836 | NS      | $387878.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE BANCORP INC                          | EAGLE BANCORP INC                                                 | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     18741 | NS      | $825915.87    | 0.16%             |  |  |  | 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        |     18505 | NS      | $221134.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITEX HOLDINGS INC                       | VERITEX HOLDINGS INC                                              | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     32041 | NS      | $899711.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH FINANCIAL INC                      | TRIUMPH FINANCIAL INC                                             | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     13645 | NS      | $666831.15    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO GROUP INC/THE                          | GEO GROUP INC/THE                                                 | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     73781 | NS      | $807901.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| AXOS FINANCIAL INC                         | AXOS FINANCIAL INC                                                | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     31582 | NS      | $1207064.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART GLOBAL HOLDINGS INC                  | SMART GLOBAL HOLDINGS INC                                         | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |     28599 | NS      | $425553.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COLLEGIUM PHARMACEUTICAL INC               | COLLEGIUM PHARMACEUTICAL INC                                      | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     19582 | NS      | $454302.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERSPACE                                | CENTERSPACE                                                       | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |      8855 | NS      | $519522.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MARCUS & MILLICHAP INC                     | MARCUS & MILLICHAP INC                                            | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     14873 | NS      | $512374.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| ICHOR HOLDINGS LTD                         | ICHOR HOLDINGS LTD                                                | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |     17104 | NS      | $458729.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORP                                   | HNI CORP                                                          | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     24638 | NS      | $700458.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                | PEDIATRIX MEDICAL GROUP INC                                       | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48312 | NS      | $717916.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC                           | AMC NETWORKS INC                                                  | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     16585 | NS      | $259886.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORP                        | ADDUS HOMECARE CORP                                               | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      9602 | NS      | $955302.98    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB FINANCIAL CORP                         | CVB FINANCIAL CORP                                                | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77513 | NS      | $1995959.75   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP/TROY NC                      | FIRST BANCORP/SOUTHERN PINES NC                                   | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21268 | NS      | $911121.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| VANDA PHARMACEUTICALS INC                  | VANDA PHARMACEUTICALS INC                                         | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     33096 | NS      | $244579.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUSPOINT LTD                            | SIRIUSPOINT LTD                                                   | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |     51441 | NS      | $303501.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MODIVCARE INC                              | MODIVCARE INC                                                     | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      7561 | NS      | $678448.53    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VERICEL CORP                               | VERICEL CORP                                                      | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     27671 | NS      | $728854.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JOINT CORP/THE                             | JOINT CORP/THE                                                    | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8903 | NS      | $124463.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTCO BANK CORP NY                       | TRUSTCO BANK CORP NY                                              | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11353 | NS      | $426759.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CARA THERAPEUTICS INC                      | CARA THERAPEUTICS INC                                             | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |     26631 | NS      | $286016.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| B RILEY FINANCIAL INC                      | B RILEY FINANCIAL INC                                             | CUSIP: 05580M108<br>LEI: 549300WPS4ZNLL19Q678 | Long             | EC               | CORP              | US        |      9420 | NS      | $322164.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTARGET INC                             | TECHTARGET INC                                                    | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |     15896 | NS      | $700377.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AVANOS MEDICAL INC                         | AVANOS MEDICAL INC                                                | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     27463 | NS      | $743148.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ELF BEAUTY INC                             | ELF BEAUTY INC                                                    | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     29589 | NS      | $1636271.70   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERDIGITAL INC                           | INTERDIGITAL INC                                                  | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17579 | NS      | $869808.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL INC                     | GENWORTH FINANCIAL INC                                            | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    293201 | NS      | $1551033.29   | 0.30%             |  |  |  | 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        |     49828 | NS      | $1894958.84   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ELLINGTON FINANCIAL INC                    | ELLINGTON FINANCIAL INC                                           | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     33960 | NS      | $420085.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS INC                              | O-I GLASS INC                                                     | CUSIP: 67098H104<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | EC               | CORP              | US        |     91323 | NS      | $1513222.11   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CINEMARK HOLDINGS INC                      | CINEMARK HOLDINGS INC                                             | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     63586 | NS      | $550654.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID BIOSERVICES INC                       | AVID BIOSERVICES INC                                              | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |     36659 | NS      | $504794.43    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| BANCORP INC/DE                             | BANCORP INC/THE                                                   | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33018 | NS      | $937050.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO MEDICAL HOLDINGS INC                | APOLLO MEDICAL HOLDINGS INC                                       | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     23250 | NS      | $687967.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITIL CORP                                | UNITIL CORP                                                       | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9563 | NS      | $491155.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS FINANCIAL CORP                        | WSFS FINANCIAL CORP                                               | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     36608 | NS      | $1659806.72   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES INC              | DIME COMMUNITY BANCSHARES INC                                     | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19282 | NS      | $613746.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC                       | HILLTOP HOLDINGS INC                                              | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     27155 | NS      | $814921.55    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICE PROPERTIES TRUST                   | SERVICE PROPERTIES TRUST                                          | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |     97611 | NS      | $711584.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS INC              | CONSENSUS CLOUD SOLUTIONS INC                                     | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10374 | NS      | $557706.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OPTIMIZERX CORP                            | OPTIMIZERX CORP                                                   | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10098 | NS      | $169646.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND FINANCIAL CORP                    | LAKELAND FINANCIAL CORP                                           | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14954 | NS      | $1091193.38   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIQURE NV                                 | UNIQURE NV                                                        | CUSIP: N/A<br>LEI: 724500RPCTZLFYJZ3S98       | Long             | EC               | CORP              | NL        |     24352 | NS      | $552059.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EDGEWELL PERSONAL CARE CO                  | EDGEWELL PERSONAL CARE CO                                         | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     30760 | NS      | $1185490.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONY BIOSCIENCES HOLDINGS INC           | HARMONY BIOSCIENCES HOLDINGS INC                                  | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17514 | NS      | $965021.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANOGENESIS HOLDINGS INC                 | ORGANOGENESIS HOLDINGS INC                                        | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     43175 | NS      | $116140.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER CO                         | MIDDLESEX WATER CO                                                | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10455 | NS      | $822494.85    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC           | PRESTIGE CONSUMER HEALTHCARE INC                                  | CUSIP: 74112D101<br>LEI: 549300JBVP4J6D42I235 | Long             | EC               | CORP              | US        |     29330 | NS      | $1836058.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANKLIN BSP REALTY TRUST INC              | FRANKLIN BSP REALTY TRUST INC                                     | CUSIP: 35243J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49106 | NS      | $633467.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION INC               | ADTALEM GLOBAL EDUCATION INC                                      | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     26843 | NS      | $952926.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS INC                         | THRYV HOLDINGS INC                                                | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18589 | NS      | $353191.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CARS.COM INC                               | CARS.COM INC                                                      | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     36066 | NS      | $496628.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 HOLDINGS INC                           | NV5 GLOBAL INC                                                    | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7357 | NS      | $973478.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGTREE INC                            | LENDINGTREE INC                                                   | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      6615 | NS      | $141097.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS INC                       | NETSCOUT SYSTEMS INC                                              | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     40346 | NS      | $1311648.46   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TREEHOUSE FOODS INC                        | TREEHOUSE FOODS INC                                               | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     29975 | NS      | $1480165.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR AUCTION SERVICES INC                   | KAR AUCTION SERVICES INC                                          | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     64359 | NS      | $839884.95    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORP                             | TRUSTMARK CORP                                                    | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     35857 | NS      | $1251767.87   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOLIFE SOLUTIONS INC                      | BIOLIFE SOLUTIONS INC                                             | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     20146 | NS      | $366657.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FUEL SERVICES CORP                   | WORLD FUEL SERVICES CORP                                          | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     36743 | NS      | $1004186.19   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK IN THE BOX INC                        | JACK IN THE BOX INC                                               | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     12378 | NS      | $844550.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DOUGLAS ELLIMAN INC                        | DOUGLAS ELLIMAN INC                                               | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     40429 | NS      | $164546.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINSEO PLC                                | TRINSEO PLC                                                       | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | IE        |     20710 | NS      | $470324.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| VIR BIOTECHNOLOGY INC                      | VIR BIOTECHNOLOGY INC                                             | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44601 | NS      | $1128851.31   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP                               | EMBECTA CORP                                                      | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     34180 | NS      | $864412.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| GOGO INC                                   | GOGO INC                                                          | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     37902 | NS      | $559433.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS MINERALS INTERNATIONAL INC         | COMPASS MINERALS INTERNATIONAL INC                                | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     19976 | NS      | $819016.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG HOLDINGS INC                          | PROG HOLDINGS INC                                                 | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     29964 | NS      | $506091.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP INC              | HEALTHCARE SERVICES GROUP INC                                     | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     43900 | NS      | $526800.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CORSAIR GAMING INC                         | CORSAIR GAMING INC                                                | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     22511 | NS      | $305474.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORION OFFICE REIT INC                      | ORION OFFICE REIT INC                                             | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33319 | NS      | $284544.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL INC                                   | XPEL INC                                                          | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |     11610 | NS      | $697296.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| NEKTAR THERAPEUTICS                        | NEKTAR THERAPEUTICS                                               | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |    113744 | NS      | $257061.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ENTERTAINMENT INC                   | GOLDEN ENTERTAINMENT INC                                          | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     12906 | NS      | $482684.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS INC                           | A10 NETWORKS INC                                                  | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     37953 | NS      | $631158.39    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUS BIOSCIENCES INC                      | ARCUS BIOSCIENCES INC                                             | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30676 | NS      | $634379.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HOSTESS BRANDS INC                         | HOSTESS BRANDS INC                                                | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79366 | NS      | $1780973.04   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS INC                                  | SONOS INC                                                         | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     75408 | NS      | $1274395.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| URBAN OUTFITTERS INC                       | URBAN OUTFITTERS INC                                              | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     35178 | NS      | $838995.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC                                   | YELP INC                                                          | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     41203 | NS      | $1126490.02   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADEMY SPORTS & OUTDOORS INC              | ACADEMY SPORTS & OUTDOORS INC                                     | CUSIP: 00402L107<br>LEI: 549300BN53IR80C35Z14 | Long             | EC               | CORP              | US        |     47182 | NS      | $2478942.28   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORP                  | DYNAVAX TECHNOLOGIES CORP                                         | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     70840 | NS      | $753737.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS INC               | IRONWOOD PHARMACEUTICALS INC                                      | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     79063 | NS      | $979590.57    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WW INTERNATIONAL INC                       | WW INTERNATIONAL INC                                              | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     32870 | NS      | $126878.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES INC                     | TRINITY INDUSTRIES INC                                            | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     48124 | NS      | $1423026.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| DIGITAL TURBINE INC                        | DIGITAL TURBINE INC                                               | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     53243 | NS      | $811423.32    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ITEOS THERAPEUTICS INC                     | ITEOS THERAPEUTICS INC                                            | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14455 | NS      | $282306.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES INC                | TOOTSIE ROLL INDUSTRIES INC                                       | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     10553 | NS      | $449241.21    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS INC               | NATIONAL VISION HOLDINGS INC                                      | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     46680 | NS      | $1809316.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVERAMP HOLDINGS INC                      | LIVERAMP HOLDINGS INC                                             | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     39038 | NS      | $915050.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORP                               | SYLVAMO CORP                                                      | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     19651 | NS      | $954842.09    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN HOLDINGS INC                        | ADTRAN HOLDINGS INC                                               | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     41902 | NS      | $787338.58    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS INC                   | GREEN BRICK PARTNERS INC                                          | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     16256 | NS      | $393882.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| SIX FLAGS ENTERTAINMENT CORP               | SIX FLAGS ENTERTAINMENT CORP                                      | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     44012 | NS      | $1023279.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| SUNSTONE HOTEL INVESTORS INC               | SUNSTONE HOTEL INVESTORS INC                                      | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    124288 | NS      | $1200622.08   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES INC              | HUDSON PACIFIC PROPERTIES INC                                     | CUSIP: 444097109<br>LEI: 5493007NTUGLGZ8T3526 | Long             | EC               | CORP              | US        |     75108 | NS      | $730800.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE INC                                 | STRIDE INC                                                        | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     24091 | NS      | $753566.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SUN COUNTRY AIRLINES HOLDINGS              | SUN COUNTRY AIRLINES HOLDINGS INC                                 | CUSIP: 866683105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18945 | NS      | $300467.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ENHABIT INC                                | ENHABIT INC                                                       | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     29031 | NS      | $382047.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP                           | ADAPTHEALTH CORP                                                  | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45476 | NS      | $874048.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| MISTER CAR WASH INC                        | MISTER CAR WASH INC                                               | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46678 | NS      | $430837.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS INC              | AMERICAN EAGLE OUTFITTERS INC                                     | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    102765 | NS      | $1434599.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| CLEARFIELD INC                             | CLEARFIELD INC                                                    | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      6730 | NS      | $633562.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC               | BREAD FINANCIAL HOLDINGS INC                                      | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     29373 | NS      | $1106187.18   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| TWO HARBORS INVESTMENT CORP                | TWO HARBORS INVESTMENT CORP                                       | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     51516 | NS      | $812407.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES INC                       | SPX TECHNOLOGIES INC                                              | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     26601 | NS      | $1746355.65   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC/OLD                             | OMNIAB INC/OLD                                                    | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3619 | NS      | $0.00         |  |  |  |  | No            |                  2 | On Loan: No      |
| CATALYST PHARMACEUTICALS INC               | CATALYST PHARMACEUTICALS INC                                      | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     56162 | NS      | $1044613.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO MORTGAGE CAPITAL INC               | INVESCO MORTGAGE CAPITAL INC                                      | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |     20528 | NS      | $261321.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HAIN CELESTIAL GROUP INC/THE               | HAIN CELESTIAL GROUP INC/THE                                      | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     53119 | NS      | $859465.42    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA & OMEGA SEMICONDUCTOR LTD            | ALPHA & OMEGA SEMICONDUCTOR LTD                                   | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |     12962 | NS      | $370324.34    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES INC                       | TRI POINTE HOMES INC                                              | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59521 | NS      | $1106495.39   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC                  | MINERALS TECHNOLOGIES INC                                         | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     19100 | NS      | $1159752.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYONEER GLOBAL INC                        | PAYONEER GLOBAL INC                                               | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118801 | NS      | $649841.47    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LESLIE'S INC                               | LESLIE'S INC                                                      | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87359 | NS      | $1066653.39   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW CORP                                   | SJW GROUP                                                         | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15573 | NS      | $1264371.87   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SABRE CORP                                 | SABRE CORP                                                        | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    195230 | NS      | $1206521.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMVIE INC                                 | ZIMVIE INC                                                        | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |     12803 | NS      | $119580.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD PLC                    | CUSHMAN & WAKEFIELD PLC                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     94816 | NS      | $1181407.36   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLERKNOLL INC                            | MILLERKNOLL INC                                                   | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     45030 | NS      | $946080.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NUVASIVE INC                               | NUVASIVE INC                                                      | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     30442 | NS      | $1255428.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILITI INC                                | AGILITI INC                                                       | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19267 | NS      | $314244.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| MERCURY GENERAL CORP                       | MERCURY GENERAL CORP                                              | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     15560 | NS      | $532152.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR INC                              | FRONTDOOR INC                                                     | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     48258 | NS      | $1003766.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ADEIA INC                                  | ADEIA INC                                                         | CUSIP: 00676P107<br>LEI: 529900L3ZKEYH5WX3L03 | Long             | EC               | CORP              | US        |     62865 | NS      | $595960.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC/OLD                             | OMNIAB INC/OLD                                                    | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3619 | NS      | $0.00         |  |  |  |  | No            |                  2 | On Loan: No      |
| CERENCE INC                                | CERENCE INC                                                       | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     23485 | NS      | $435177.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| XPERI INC                                  | XPERI INC                                                         | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24556 | NS      | $211427.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES INC                    | NU SKIN ENTERPRISES INC                                           | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     29174 | NS      | $1229975.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID TECHNOLOGY INC                        | AVID TECHNOLOGY INC                                               | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     19576 | NS      | $520525.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| MASTERBRAND INC                            | MASTERBRAND INC                                                   | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     75934 | NS      | $573301.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC PROPERTIES INC                         | LTC PROPERTIES INC                                                | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     23923 | NS      | $849984.19    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH CO                             | SPARTANNASH CO                                                    | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     20894 | NS      | $631834.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL HEALTH REALTY INCOME TRUST       | UNIVERSAL HEALTH REALTY INCOME TRUST                              | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |      7605 | NS      | $362986.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLAR BANCORP INC                        | STELLAR BANCORP INC                                               | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     26122 | NS      | $769554.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| CIVITAS RESOURCES INC                      | CIVITAS RESOURCES INC                                             | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     30842 | NS      | $1786677.06   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| JAMES RIVER GROUP HOLDINGS LTD             | JAMES RIVER GROUP HOLDINGS LTD                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     22385 | NS      | $468070.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS INC             | TELEPHONE AND DATA SYSTEMS INC                                    | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58508 | NS      | $613748.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT MEDIA INC                         | OUTFRONT MEDIA INC                                                | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     86794 | NS      | $1439044.52   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOAST BANKING CORP OF FLORIDA           | SEACOAST BANKING CORP OF FLORIDA                                  | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     41549 | NS      | $1295913.31   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES CORP          | STEWART INFORMATION SERVICES CORP                                 | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     15994 | NS      | $683423.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXPOINT RESIDENTIAL TRUST INC             | NEXPOINT RESIDENTIAL TRUST INC                                    | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     13449 | NS      | $585300.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORP                 | HORACE MANN EDUCATORS CORP                                        | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     24282 | NS      | $907418.34    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC                            | UNITI GROUP INC COM                                               | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    139650 | NS      | $772264.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPHERE INVESTMENT GROUP INC          | BRIGHTSPHERE INVESTMENT GROUP INC                                 | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     19361 | NS      | $398449.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANEX BUILDING PRODUCTS CORP              | QUANEX BUILDING PRODUCTS CORP                                     | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     19305 | NS      | $457142.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN EDGE PROPERTIES                      | URBAN EDGE PROPERTIES                                             | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69010 | NS      | $972350.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND INC                            | HILLENBRAND INC                                                   | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     41083 | NS      | $1753011.61   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN LTD                          | STEVEN MADDEN LTD                                                 | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     43350 | NS      | $1385466.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER PARFUMS INC                          | INTER PARFUMS INC                                                 | CUSIP: 458334109<br>LEI: 969500SARWF33OPQED48 | Long             | EC               | CORP              | US        |     10532 | NS      | $1016548.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES CORE S&P SMALL-CAP ETF             | ISHARES CORE S&P SMALL-CAP ETF                                    | CUSIP: 464287804<br>LEI: 549300BZQ17QYN750B25 | Long             | EC               | RF                | US        |     56996 | NS      | $5394101.44   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE             | Dreyfus Institutional Preferred Government Plus Money Market Fund | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |   2521914 | OU      | $2521914.04   | 0.48%             | 2099-12-01      | Variable      | 4.37%                 | No            |                  1 | On Loan: No      |
| RTYH3 INDEX                                | E-MINI RUSS 2000 MAR23                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DE               |  | US        |        29 | NC      | $2567805.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| 99VVB9HH4                                  | DREYFUS INST PREF GOVT PLUS-SL #4134                              | CUSIP: 99VVB9HH4<br>LEI: N/A                  | Long             |  | RF                | US        |   4363085 | OU      | $4363085.17   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

**Name of Applicant:** BNY Mellon Advantage Funds, Inc.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer