# EDGAR Filing Document

**Accession Number:** 0000923202
**File Stem:** 0001752724-23-050268
**Filing Date:** 2023-3
**Character Count:** 205373
**Document Hash:** b6dd1d7fd692077ef971eded45d8e350
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050268.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050268

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD TAX-MANAGED FUNDS
- **CENTRAL INDEX KEY:** 0000923202
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07175
- **FILM NUMBER:** 23693846

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD TAX MANAGED FUNDS
- **DATE OF NAME CHANGE:** 20011121

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD TAX-MANAGED FUNDS
- **DATE OF NAME CHANGE:** 20011121

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD TAX MANAGED FUND INC
- **DATE OF NAME CHANGE:** 19940517

## Series and Classes Contracts Data

### Vanguard Tax-Managed Small-Cap Fund (Series ID: S000004387)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000012142 | Admiral Shares       | VTMSX           |
| C000012143 | Institutional Shares | VTSIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD TAX-MANAGED FUNDS

- **b. Investment Company Act file number:** 811-07175

- **c. CIK number of Registrant:** 0000923202

- **d. LEI of Registrant:** 549300PTTIGTMUA02X28

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD TAX-MANAGED SMALL-CAP FUND

- **b. EDGAR series identifier (if any):** S000004387

- **c. LEI of Series:** ZJY016R4WGTONCXRZD36

**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:** $7911051460.93

**Total Liabilities:** $9468005.95

**Net Assets:** $7901583454.98

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012142 | 12.35%               | 4.15%                | -6.74%               |
| Class ID C000012143 | 12.35%               | 4.15%                | -6.74%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $63257601.52             | $825357466.14                              |
| Month 2  | $-5127941.65             | $328557991.11                              |
| Month 3  | $6947482.98              | $-594447707.77                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Varex Imaging Corp                                | VAREX IMAGIN                       | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |    394796 | NS      | $8014358.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                               | NEKTAR THERAPEUT                   | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |   1787225 | NS      | $4039128.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                           | CENTRAL GARDEN                     | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |    133530 | NS      | $5000698.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                   | OSI SYSTEMS INC                    | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |    147945 | NS      | $11764586.40  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                  | MOVADO GROUP                       | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |    129459 | NS      | $4175052.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                           | NU SKIN ENTERP-A                   | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |    444000 | NS      | $18719040.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                      | EMBECTA CORP                       | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |    542822 | NS      | $13727968.38  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                         | ISTAR INC                          | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |    757743 | NS      | $5781579.09   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                             | ATN INTERNATIONA                   | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |     97158 | NS      | $4402228.98   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                                | THRYV HOLDINGS I                   | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    264913 | NS      | $5033347.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                   | HILLENBRAND INC                    | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |    629835 | NS      | $26875059.45  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust              | UNIVERSAL HEALTH                   | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |     95416 | NS      | $4554205.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                          | AXCELIS TECH INC                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |    301832 | NS      | $23953387.52  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                          | CHILDREN'S PLACE                   | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |    106396 | NS      | $3874942.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                      | INNOSPEC INC                       | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |    222097 | NS      | $22844897.42  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                               | DORMAN PRODUCTS                    | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    261471 | NS      | $21145159.77  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                               | BLOOMIN' BRANDS                    | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    763896 | NS      | $15369587.52  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                                      | NUVASIVE INC                       | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |    295000 | NS      | $12165800.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                         | BENCHMARK ELECTR                   | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |    319080 | NS      | $8516245.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                            | DINE BRANDS GLOB                   | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |    142222 | NS      | $9187541.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc                   | FOUR CORNERS PRO                   | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |    728048 | NS      | $18878284.64  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                                 | INTER PARFUMS                      | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    164107 | NS      | $15839607.64  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc            | HEIDRICK & STRUG                   | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |    188275 | NS      | $5266051.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc                | COMPASS MINERALS                   | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |    308658 | NS      | $12654978.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                         | PHIBRO ANIMAL-A                    | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |    202367 | NS      | $2713741.47   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                          | SOUTHSIDE BAN IN                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |    285877 | NS      | $10288713.23  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc                              | SIMULATIONS PLUS                   | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145410 | NS      | $5317643.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                      | NORTHWEST NATURA                   | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |    337125 | NS      | $16043778.75  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                                   | FUTUREFUEL CORP                    | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |    149150 | NS      | $1212589.50   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                       | CENTERSPACE                        | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |    142711 | NS      | $8372854.37   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                      | BREAD FINANCIAL                    | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |    433802 | NS      | $16336983.32  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                | KELLY SERVICES-A                   | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    309973 | NS      | $5238543.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                         | CARPENTER TECH                     | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |    432979 | NS      | $15994244.26  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                      | INNOVIVA INC                       | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |    594218 | NS      | $7873388.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                            | US SILICA HOLDIN                   | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |    607828 | NS      | $7597850.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                       | PEDIATRIX MEDICA                   | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    754749 | NS      | $11215570.14  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                          | WOLVERINE WORLD                    | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    714273 | NS      | $7807003.89   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                     | FRONTDOOR INC                      | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |    754867 | NS      | $15701233.60  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                                  | FORWARD AIR CORP                   | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    248198 | NS      | $26033488.22  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                               | CENTURY ALUMINUM                   | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |    591577 | NS      | $4839099.86   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                 | SITE CENTERS COR                   | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |   1673986 | NS      | $22866648.76  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                       | AVISTA CORP                        | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |    735407 | NS      | $32607946.38  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                       | BERKSHIRE HILLS                    | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |    538909 | NS      | $16113379.10  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                     | O-I GLASS INC                      | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1406900 | NS      | $23312333.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                | MATIV INC                          | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |    498208 | NS      | $10412547.20  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                       | REX AMERICAN RES                   | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    195783 | NS      | $6237646.38   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                         | SJW GROUP                          | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    160000 | NS      | $12990400.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc                | EASTERLY GOVERNM                   | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |    822787 | NS      | $11741170.49  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc                     | MOTORCAR PARTS                     | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |    176080 | NS      | $2088308.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                              | LXP INDUSTRIAL T                   | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |   2571532 | NS      | $25766750.64  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                             | TRIUMPH FINANCIA                   | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |    218364 | NS      | $10671448.68  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                                  | TIMKENSTEEL                        | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |    508514 | NS      | $9239699.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp                                   | RANGER OIL CORP                    | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |    195429 | NS      | $7901194.47   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                          | AAR CORP                           | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |    276628 | NS      | $12420597.20  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                       | CALERES INC                        | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |    313493 | NS      | $6984624.04   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc                  | PROVIDENT FINANC                   | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |    657259 | NS      | $14039052.24  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                         | XPERI INC                          | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    385805 | NS      | $3321781.05   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc                         | UNIVERSAL ELEC                     | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |    115232 | NS      | $2397977.92   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                              | TTM TECHNOLOGIES                   | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    920881 | NS      | $13886885.48  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                             | BIOLIFE SOLUTION                   | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |    317177 | NS      | $5772621.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                         | ALBANY INTL CORP                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |    281971 | NS      | $27799520.89  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                        | INOGEN INC                         | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |    227070 | NS      | $4475549.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                  | BOISE CASCADE CO                   | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |    349682 | NS      | $24012662.94  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                                | HOSTESS BRANDS                     | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1199886 | NS      | $26925441.84  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc        | AMER AXLE & MFG                    | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1038839 | NS      | $8123720.98   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                | LTC PROPERTIES                     | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |    367312 | NS      | $13050595.36  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                           | INSIGHT ENTERPRI                   | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |    285781 | NS      | $28655260.87  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                                     | TREDEGAR CORP                      | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |    144611 | NS      | $1477924.42   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                        | ZUMIEZ INC                         | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |    141212 | NS      | $3069948.88   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                  | HARMONY BIOSCIE                    | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    266365 | NS      | $14676711.50  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                              | CAVCO INDUSTRIES                   | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76324 | NS      | $17268305.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                      | VERITIV CORP                       | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |    121999 | NS      | $14848498.29  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                     | LGI HOMES INC                      | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |    186750 | NS      | $17293050.00  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                         | FIRST BANCORP PR                   | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1926279 | NS      | $24502268.88  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                        | XENCOR INC                         | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |    546529 | NS      | $14231615.16  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                             | VEECO INSTRUMENT                   | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |    488016 | NS      | $9067337.28   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                         | BRINKER INTL                       | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |    399311 | NS      | $12742014.01  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                              | ORTHOFIX MEDICAL                   | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207121 | NS      | $4252194.13   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                            | PROGRESS SOFTWAR                   | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |    389885 | NS      | $19669698.25  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                              | BJ'S RESTAURANTS                   | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |    212123 | NS      | $5595804.74   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                           | CENTRAL GARDEN-A                   | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |    349825 | NS      | $12523735.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                      | TRUEBLUE INC                       | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    307169 | NS      | $6014369.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc                         | SMART GLOBAL HOL                   | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |    456282 | NS      | $6789476.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                       | PACIFIC PREMIER                    | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |    854134 | NS      | $26956469.04  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                                      | LESLIE'S INC                       | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1293337 | NS      | $15791644.77  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                                     | SURMODICS INC                      | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |    131532 | NS      | $4487871.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                       | TOOTSIE ROLL IND                   | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |    116370 | NS      | $4953870.90   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp               | RETAIL OPPORTUNI                   | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1172301 | NS      | $17619684.03  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                        | LIGAND PHARM                       | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |    145514 | NS      | $9720335.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                           | COHERUS BIOSCIEN                   | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |    629707 | NS      | $4987279.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                              | TRUSTCO BANK NY                    | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    178371 | NS      | $6704965.89   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                           | LAKELAND FINL                      | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    226969 | NS      | $16561927.93  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                               | STELLAR BANCORP                    | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |    375852 | NS      | $11072599.92  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                                   | 3D SYSTEMS CORP                    | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |   1191473 | NS      | $8816900.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                                    | DMC GLOBAL INC                     | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |    107181 | NS      | $2083598.64   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                        | ENANTA PHARMACEU                   | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |    178756 | NS      | $8315729.12   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                            | AMER VANGUARD                      | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |    252129 | NS      | $5473720.59   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                                  | ADAPTHEALTH CORP                   | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    696400 | NS      | $13384808.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc                               | CHUY'S HOLDINGS                    | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163189 | NS      | $4618248.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                                      | ODP CORP/THE                       | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    381078 | NS      | $17354292.12  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                               | ACADIA REALTY                      | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    903856 | NS      | $12970333.60  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                     | B&G FOODS INC                      | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |    624229 | NS      | $6960153.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                 | ANDERSONS INC                      | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |    282231 | NS      | $9875262.69   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc                                        | AVISTA P-CLASS A                   | CUSIP: G07247102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $39.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                         | EPLUS INC                          | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |    246372 | NS      | $10909352.16  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                                  | UNIFIRST CORP/MA                   | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |    141474 | NS      | $27303067.26  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                     | AMERISAFE INC                      | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |    168541 | NS      | $8759075.77   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                          | GREEN BRICK PART                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |    246348 | NS      | $5969012.04   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                             | CUSTOMERS BANCOR                   | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |    264478 | NS      | $7495306.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                          | AAON INC                           | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    386680 | NS      | $29124737.60  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories NV                              | CORE LABS NV                       | CUSIP: N22717107<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | US        |    420453 | NS      | $8522582.31   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                           | TOMPKINS FINANCI                   | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |    114213 | NS      | $8860644.54   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                        | BRADY CORP - A                     | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |    434249 | NS      | $20453127.90  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                             | HELMERICH & PAYN                   | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |   1075717 | NS      | $53323291.69  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc                    | NATL PRESTO INDS                   | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47393 | NS      | $3244524.78   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                             | CINEMARK HOLDING                   | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |    978311 | NS      | $8472173.26   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust             | INDUSTRIAL LOGIS                   | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               | CORP              | US        |    704310 | NS      | $2303093.70   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                  | PITNEY BOWES INC                   | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |   1467880 | NS      | $5577944.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                                    | CLEARFIELD INC                     | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |    100798 | NS      | $9489123.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc                 | DAVE & BUSTER'S                    | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |    380600 | NS      | $13488464.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                     | AMER EAGLE OUTF                    | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |   1557000 | NS      | $21735720.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                                   | MARCUS CORP                        | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |    237073 | NS      | $3411480.47   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                     | HEALTHCARE SERVS                   | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    351614 | NS      | $4219368.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                        | ARCOSA INC                         | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |    438442 | NS      | $23824938.28  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                               | CALLON PETROLEUM                   | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |    445240 | NS      | $16513951.60  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc                                    | LIVEPERSON INC                     | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |    642016 | NS      | $6510042.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                            | ANIKA THERAPEUTI                   | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |    136339 | NS      | $4035634.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                                | READY CAPITAL CO                   | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |    709242 | NS      | $7900955.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                              | STURM RUGER & CO                   | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |    164693 | NS      | $8336759.66   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                       | FRESH DEL MONTE                    | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |    278155 | NS      | $7284879.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                    | COMMUNITY HEALTH                   | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |    226639 | NS      | $8113676.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                           | AZZ INC                            | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |    225345 | NS      | $9058869.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                | KONTOOR BRAND                      | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |    439812 | NS      | $17588081.88  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                        | CHEESECAKE FACTO                   | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |    415490 | NS      | $13175187.90  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                       | ONESPAN INC                        | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |    319983 | NS      | $3580609.77   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                     | CSG SYSTEMS INTL                   | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |    274928 | NS      | $15725881.60  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                 | GEO GROUP INC/TH                   | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |   1125588 | NS      | $12325188.60  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc                          | MERCER INTERNATI                   | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |    366263 | NS      | $4263301.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                                 | VISTA OUTDOOR                      | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |    504130 | NS      | $12285648.10  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                             | VERIS RESIDENTIA                   | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    871498 | NS      | $13882963.14  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                       | LIVENT CORP                        | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |   1615578 | NS      | $32101534.86  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd                   | ALPHA & OMEGA SE                   | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |    200267 | NS      | $5721628.19   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                            | PATRICK INDS INC                   | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |    196652 | NS      | $11917111.20  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                     | MATERION CORP                      | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |    178538 | NS      | $15623860.38  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                   | MILLERKNOLL INC                    | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |    411904 | NS      | $8654103.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                            | MARCUS & MILLICH                   | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |    226990 | NS      | $7819805.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                     | OCEANEERING INTL                   | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |   1020537 | NS      | $17849192.13  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                               | FED SIGNAL CORP                    | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |    544914 | NS      | $25322153.58  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co        | AMER EQUITY INVT                   | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |    669305 | NS      | $30533694.10  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                     | RENASANT CORP                      | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |    507258 | NS      | $19067828.22  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                               | WSFS FINANCIAL                     | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |    576657 | NS      | $26145628.38  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                              | ASTEC INDUSTRIES                   | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |    200073 | NS      | $8134968.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc                        | CARDIOVASCULAR S                   | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |    362874 | NS      | $4942343.88   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                        | EL POLLO LOCO HO                   | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |    178084 | NS      | $1773716.64   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                                 | ANGIODYNAMICS IN                   | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |    405245 | NS      | $5580223.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                           | COMFORT SYSTEMS                    | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |    322847 | NS      | $37153232.76  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                                     | ST JOE CO                          | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |    314000 | NS      | $12136100.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                           | BRANDYWINE RLTY                    | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |   1555733 | NS      | $9567757.95   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                            | APOGEE ENTERPR                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |    208800 | NS      | $9283248.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                              | HILLTOP HOLDINGS                   | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |    415774 | NS      | $12477377.74  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                     | TRUPANION INC                      | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |    318821 | NS      | $15153562.13  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                | PARK NATL CORP                     | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |    124522 | NS      | $17526471.50  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                             | HEARTLAND EXPRES                   | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |    422142 | NS      | $6475658.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                              | GLOBAL NET LEASE                   | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |    941511 | NS      | $11834793.27  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                       | SUMMIT HOTEL PRO                   | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |    969070 | NS      | $6996685.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                              | PALOMAR HOLDINGS                   | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |    225724 | NS      | $10193695.84  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                       | COLUMBIA BANKING                   | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    711752 | NS      | $21445087.76  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                            | DXP ENTERPRISES                    | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134152 | NS      | $3695887.60   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                     | DIME COMMUNITY B                   | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    289341 | NS      | $9209724.03   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                   | UNITI GROUP INC                    | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |   2143411 | NS      | $11853062.83  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc/TX                         | AMERICA'S CAR-MA                   | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52600 | NS      | $3800876.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                         | ETHAN ALLEN                        | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    189108 | NS      | $4996233.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc                 | DONNELLEY FINANC                   | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |    226908 | NS      | $8769994.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                             | ARLO TECHNOLOGIE                   | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |    841518 | NS      | $2953728.18   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                     | ACADEMY SPORTS &                   | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    737006 | NS      | $38722295.24  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                                       | BLUCORA INC                        | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |    401033 | NS      | $10238372.49  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                      | ARCBEST CORP                       | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |    221398 | NS      | $15506715.92  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                               | CAL-MAINE FOODS                    | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |    340537 | NS      | $18542239.65  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                          | GIBRALTAR INDUST                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    293483 | NS      | $13465000.04  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                               | MR COOPER GROUP                    | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |    639843 | NS      | $25676899.59  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                    | PROTO LABS INC                     | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |    255087 | NS      | $6512371.11   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                       | NATIONAL-CL A                      | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    272687 | NS      | $11471942.09  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                                        | CUTERA INC                         | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |    161425 | NS      | $7138213.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                       | TWO HARBORS INVE                   | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |    783414 | NS      | $12354438.78  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                          | CTS CORP                           | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |    289072 | NS      | $11395218.24  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                      | ARCHROCK INC                       | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    768803 | NS      | $6903850.94   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                             | URBAN EDGE P                       | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    991944 | NS      | $13976490.96  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                                     | MODIVCARE INC                      | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |    119415 | NS      | $10715107.95  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                         | EMERGENT BIOSOLU                   | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |    409601 | NS      | $4837387.81   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                                 | AEROVIRONMENT IN                   | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |    218954 | NS      | $18755599.64  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                        | RADNET INC                         | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |    453997 | NS      | $8548763.51   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                   | SIRIUSPOINT LTD                    | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | US        |    490757 | NS      | $2895466.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                            | NORTHFIELD BANCO                   | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    391698 | NS      | $6161409.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                           | US PHYSICAL THER                   | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |    120600 | NS      | $9772218.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                       | PLEXUS CORP                        | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |    257570 | NS      | $26511680.10  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                                    | NV5 GLOBAL INC                     | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    110199 | NS      | $14581531.68  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc                                         | ZYNEX INC                          | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129946 | NS      | $1807548.86   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                         | SONOS INC                          | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |   1169049 | NS      | $19756928.10  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                          | XPEL INC                           | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |    178212 | NS      | $10703412.72  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                                    | TECHTARGET                         | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |    261744 | NS      | $11532440.64  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                       | MONARCH CASINO                     | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |    113156 | NS      | $8700564.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                     | CORECIVIC INC                      | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |   1042515 | NS      | $12051473.40  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                          | ORASURE TECH                       | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |    726564 | NS      | $3502038.48   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                             | CLEARWATER                         | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |    159057 | NS      | $6013945.17   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                           | CUSHMAN & WAKEFI                   | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    900000 | NS      | $11214000.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                       | DELUXE CORP                        | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |    391205 | NS      | $6642660.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                       | ARMOUR RESIDENTI                   | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |    982224 | NS      | $5529921.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                             | OXFORD INDS INC                    | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |    135644 | NS      | $12639307.92  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                          | WORLD FUEL SVCS                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |    561441 | NS      | $15344182.53  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp                   | COMTECH TELECOMM                   | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |    250994 | NS      | $3047067.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                       | STANDARD MOTOR                     | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |    181076 | NS      | $6301444.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                             | PROPETRO HOLDING                   | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    625968 | NS      | $6491288.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                        | SABRE CORP                         | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |   2633032 | NS      | $16272137.76  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                                        | ZIMVIE INC                         | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |    219629 | NS      | $2051334.86   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc                              | AVID BIOSERVICES                   | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |    568244 | NS      | $7824719.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp                 | STEWART INFO SVC                   | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |    251689 | NS      | $10754670.97  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                | PENNYMAC MORTGAG                   | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |    806550 | NS      | $9993154.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                           | ELLINGTON FINANC                   | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |    446936 | NS      | $5528598.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                       | SIMMONS FIRST -A                   | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |   1146139 | NS      | $24733679.62  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                     | PREFERRED BANK                     | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |    106859 | NS      | $7973818.58   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                   | NEOGENOMICS INC                    | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1169427 | NS      | $10805505.48  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                | AXOS FINANCIAL I                   | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |    506251 | NS      | $19348913.22  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                        | KORN FERRY                         | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |    504700 | NS      | $25547914.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                      | BALCHEM CORP                       | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |    297036 | NS      | $36271065.96  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                                   | LENDINGTREE INC                    | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |     72075 | NS      | $1537359.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                       | SOUTH JERSEY IND                   | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |   1151473 | NS      | $40911835.69  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                      | LINDSAY CORP                       | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |     99291 | NS      | $16169539.35  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                        | INDEPENDENT BANK                   | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    321129 | NS      | $19293430.32  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                    | KULICKE & SOFFA                    | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |    538962 | NS      | $23854458.12  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                            | DIGI INTL INC                      | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |    339150 | NS      | $12395932.50  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                | UFP INDUSTRIES I                   | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |    569461 | NS      | $45129784.25  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                         | COMMUNITY BANK S                   | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |    502668 | NS      | $31642950.60  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                                    | WISDOMTREE INC                     | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |    993879 | NS      | $5416640.55   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                         | USANA HEALTH SCI                   | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |    107184 | NS      | $5702188.80   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                      | HAIN CELESTIAL                     | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |    769970 | NS      | $12458114.60  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                           | CENTURY COMMUNIT                   | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |    256477 | NS      | $12826414.77  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                               | ADTRAN HOLDINGS                    | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |    632662 | NS      | $11887718.98  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp                 | FIRST COMMON FIN                   | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    837002 | NS      | $11692917.94  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc                      | COMMUNITY HEALTH                   | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1181168 | NS      | $5102645.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc               | ALLSCRIPTS HEALT                   | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |   1055588 | NS      | $18620572.32  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                    | AMERIS BANCORP                     | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |    591061 | NS      | $27862615.54  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                               | ALLEGIANT TRAVEL                   | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |    151123 | NS      | $10274852.77  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                            | GROUP 1 AUTOMOTI                   | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |    139953 | NS      | $25243322.61  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                              | TRI POINTE HOMES                   | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    898395 | NS      | $16701163.05  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                                        | HESKA CORP                         | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |    101633 | NS      | $6317507.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                              | QUAKER CHEMICAL                    | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |    123414 | NS      | $20597796.60  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                             | WORLD ACCEPTANCE                   | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50958 | NS      | $3360170.52   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                                   | SHAKE SHACK IN-A                   | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |    338360 | NS      | $14052090.80  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                       | BANNER CORPORATI                   | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    309949 | NS      | $19588776.80  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                             | ESCO TECH INC                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |    234369 | NS      | $20516662.26  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                               | SIGNET JEWELERS                    | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |    428495 | NS      | $29137660.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                           | FIRST FIN BANCRP                   | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |    808241 | NS      | $19583679.43  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                 | UNIVERSAL CORP                     | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |    223958 | NS      | $11827221.98  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                      | HB FULLER CO                       | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |    486608 | NS      | $34850864.96  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                                  | SAUL CENTERS INC                   | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99219 | NS      | $4036228.92   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                       | ENHABIT INC                        | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |    449561 | NS      | $5916222.76   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                | ABM INDUSTRIES                     | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |    601845 | NS      | $26733954.90  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                      | SANMINA CORP                       | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |    532965 | NS      | $30533564.85  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                      | ARTIVION INC                       | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |    381253 | NS      | $4620786.36   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                              | WABASH NATIONAL                    | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |    434759 | NS      | $9825553.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                               | TREEHOUSE FOODS                    | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |    474749 | NS      | $23443105.62  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                           | ANI PHARMACEUTIC                   | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |    104344 | NS      | $4197759.12   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                             | CARA THERAPEUTIC                   | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |    409291 | NS      | $4395785.34   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                    | QUINSTREET INC                     | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |    471607 | NS      | $6767560.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                            | INSTEEL INDS                       | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |    187883 | NS      | $5170540.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                              | ENSIGN GROUP INC                   | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |    500703 | NS      | $47371510.83  | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                        | XENIA HOTELS & R                   | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |   1032220 | NS      | $13604659.60  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                        | HORACE MANN EDUC                   | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |    365748 | NS      | $13668002.76  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                      | SYLVAMO CORP                       | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |    299951 | NS      | $14574619.09  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc                             | MESA LABS                          | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |     50267 | NS      | $8354878.07   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                              | NETSCOUT SYSTEMS                   | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |    622341 | NS      | $20232305.91  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                                 | CONSOL ENERGY IN                   | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |    290233 | NS      | $18865145.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                              | KAISER ALUMINUM                    | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144550 | NS      | $10980018.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                    | LCI INDUSTRIES                     | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |    232455 | NS      | $21490464.75  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                           | TITAN INTL INC                     | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |    430693 | NS      | $6598216.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                             | CHATHAM LODGING                    | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    442451 | NS      | $5428873.77   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                  | DOUGLAS ELLIMAN                    | CUSIP: 25961D105<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    654550 | NS      | $2664018.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                      | GRIFFON CORP                       | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |    418264 | NS      | $14969668.56  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                         | VANDA PHARMACEUT                   | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |    544471 | NS      | $4023640.69   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                          | SERVICE PROPERTI                   | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |   1500167 | NS      | $10936217.43  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                           | ENOVA INTERNATIO                   | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |    309786 | NS      | $11886488.82  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Omniab Inc/old                                    | OMNIAB INC - 12.5                  | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60640 | NS      | $0.61         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc                   | AEROJET ROCKETDY                   | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |    681602 | NS      | $38121999.86  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc                  | GRANITE POINT MO                   | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |    458448 | NS      | $2457281.28   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust                    | OFFICE PROPERTIE                   | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    440614 | NS      | $5882196.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                      | SEMTECH CORP                       | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |    350000 | NS      | $10041500.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                              | WARRIOR MET COAL                   | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |    449413 | NS      | $15567666.32  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc                      | INVESCO MORTGAGE                   | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |    320550 | NS      | $4080601.50   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                     | UNITED COMMUNITY                   | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |    923230 | NS      | $31205174.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc               | APPLIED INDU TEC                   | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |    344932 | NS      | $43471779.96  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                          | HERSHA HOSPITA-A                   | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |    653617 | NS      | $5568816.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                     | AMPHASTAR PHARMA                   | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |    341766 | NS      | $9576283.32   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                      | CATALYST PHARMAC                   | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |    814100 | NS      | $15142260.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                           | GMS INC                            | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |    407405 | NS      | $20288769.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                 | PROG HOLDINGS IN                   | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    449533 | NS      | $7592612.37   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                | CARETRUST REI                      | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    879882 | NS      | $16348207.56  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                        | RAMBUS INC                         | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |    965272 | NS      | $34576043.04  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                            | MUELLER INDS                       | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |    514984 | NS      | $30384056.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                      | ARCONIC CORP                       | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |    920157 | NS      | $19470522.12  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                      | SIX FLAGS ENTERT                   | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |    671172 | NS      | $15604749.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc                 | BRIGHTSPHERE INV                   | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |    462735 | NS      | $9523086.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc                   | INSTALLED BUILDI                   | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |    218247 | NS      | $18681943.20  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                             | CIVITAS RESOURCE                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |    470775 | NS      | $27271995.75  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                                 | SLEEP NUMBER COR                   | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |    199508 | NS      | $5183217.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                         | MONRO INC                          | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    285189 | NS      | $12890542.80  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                            | EMPLOYERS HOLDIN                   | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    246642 | NS      | $10637669.46  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                             | INDEP BANK/MA                      | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    413791 | NS      | $34936374.13  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                          | PATTERSON-UTI                      | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |   2294193 | NS      | $38634210.12  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                           | ATI INC                            | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |   1148041 | NS      | $34280504.26  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co                  | SHENANDOAH TELEC                   | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |    383725 | NS      | $6093553.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc                 | KKR REAL ESTATE                    | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |    450866 | NS      | $6294089.36   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                    | CENTRAL PACIFIC                    | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |    246914 | NS      | $5007415.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                 | GETTY REALTY                       | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |    378548 | NS      | $12813849.80  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc                              | LAREDO PETROLEUM                   | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |    146904 | NS      | $7553803.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                          | GOLDEN ENTERTAIN                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |    173104 | NS      | $6474089.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                            | GENWORTH FINANCI                   | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |   4434092 | NS      | $23456346.68  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                     | MYR GROUP INC/DE                   | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |    164919 | NS      | $15184092.33  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                | AVANOS MEDICAL I                   | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |    444918 | NS      | $12039481.08  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                          | ENCORE CAPITAL G                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |    243286 | NS      | $11663130.84  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                         | EDGEWELL PERSONA                   | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |    487570 | NS      | $18790947.80  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                     | HUDSON PACIFIC P                   | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    999979 | NS      | $9729795.67   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                          | GRANITE CONSTR                     | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |    396500 | NS      | $13905255.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                  | VECTOR GROUP LTD                   | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |   1140901 | NS      | $13531085.86  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                | OUTFRONT MEDIA I                   | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |   1209900 | NS      | $20060142.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                    | TRUSTMARK CORP                     | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |    491244 | NS      | $17149328.04  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                             | NABORS INDS LTD                    | CUSIP: G6359F137<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |     87916 | NS      | $13615550.92  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                           | ALEXANDER & BALD                   | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    635903 | NS      | $11910463.19  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                          | EBIX INC                           | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |    212987 | NS      | $4251220.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                      | SAFEHOLD INC                       | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |    225568 | NS      | $6455756.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                              | ASSURED GUARANTY                   | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | US        |    618922 | NS      | $38534083.72  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                  | A10 NETWORKS INC                   | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |    562951 | NS      | $9361875.13   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                       | JOHN B SANFILIPP                   | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     81253 | NS      | $6607493.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                                    | ELF BEAUTY INC                     | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |    445039 | NS      | $24610656.70  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                                 | TRIUMPH GROUP                      | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |    584491 | NS      | $6148845.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                        | ORGANOGENESIS HO                   | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |    569981 | NS      | $1533248.89   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc                      | OIL STATES INTL                    | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |    508624 | NS      | $3794335.04   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                            | FORRESTER RESEAR                   | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |    106916 | NS      | $3823316.16   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                   | BANCORP INC/THE                    | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    507550 | NS      | $14404269.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                    | FORMFACTOR INC                     | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |    717381 | NS      | $15947379.63  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                            | PATHWARD FINANCI                   | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |    261032 | NS      | $11237427.60  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc                | COGENT COMMUNICA                   | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    387557 | NS      | $22121753.56  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc                           | MERIDIAN BIOSCI                    | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |    395769 | NS      | $13143488.49  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                         | STEPAN CO                          | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |    192468 | NS      | $20490143.28  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                          | UNITED NATURAL                     | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |    525875 | NS      | $20356621.25  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                          | YELP INC                           | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |    650392 | NS      | $17781717.28  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                               | PGT INNOVATIONS                    | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |    558769 | NS      | $10035491.24  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc                      | RUTH'S HOSPITALI                   | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |    274924 | NS      | $4255823.52   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                    | NEXPOINT RESI                      | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |    217183 | NS      | $9451804.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                       | HIBBETT INC                        | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |    130945 | NS      | $8933067.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                                   | OPTIMIZERX CORP                    | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146551 | NS      | $2462056.80   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                 | FB FINANCIAL COR                   | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |    297644 | NS      | $10756854.16  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                         | CHESAPEAKE UTIL                    | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |    168806 | NS      | $19949493.08  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund | Vanguard Market Liquidity Fund     | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |         0 | NS      | $1.10         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                              | SONIC AUTOMOTI-A                   | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |    179812 | NS      | $8859337.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                  | BADGER METER INC                   | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |    267452 | NS      | $29160291.56  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                          | CEVA INC                           | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |    221808 | NS      | $5673848.64   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                    | CALIF WATER SRVC                   | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |    521733 | NS      | $31637889.12  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc/dupe                | FRANKLIN BSP REA                   | CUSIP: 35243J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    663068 | NS      | $8553577.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                          | RESOURCES CONNEC                   | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    290547 | NS      | $5340253.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                         | ADEIA INC                          | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    944713 | NS      | $8955879.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                            | ABERCROMBIE & FI                   | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |    480467 | NS      | $11007498.97  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                               | WALKER & DUNLOP                    | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    283294 | NS      | $22232913.12  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                 | OWENS & MINOR                      | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |    704008 | NS      | $13749276.24  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                       | CERENCE INC                        | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |    371704 | NS      | $6887675.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                               | MYRIAD GENETICS                    | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |    734704 | NS      | $10660555.04  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                         | ITRON INC                          | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |    410414 | NS      | $20787469.10  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                               | ADDUS HOMECARE                     | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |    145435 | NS      | $14469328.15  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                     | HUB GROUP-A                        | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    296015 | NS      | $23530232.35  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                                | AARON'S CO INC                     | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    278614 | NS      | $3329437.30   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                     | CAPITOL FEDERAL                    | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1229209 | NS      | $10632657.85  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                         | SALLY BEAUTY HOL                   | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    963422 | NS      | $12062043.44  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                               | PAYONEER GLOBAL                    | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1673933 | NS      | $9156413.51   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                   | ALAMO GROUP                        | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     91727 | NS      | $12988543.20  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                      | SUNSTONE HOTEL                     | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |   1858255 | NS      | $17950743.30  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                              | RENT-A-CENTER                      | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |    454303 | NS      | $10244532.65  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                             | ARCUS BIOSCIENCE                   | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    473869 | NS      | $9799610.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                       | CORVEL CORP                        | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87060 | NS      | $12652429.80  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                                        | UNIQURE NV                         | CUSIP: N90064101<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | US        |    373499 | NS      | $8467222.33   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                           | METHODE ELEC                       | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |    334096 | NS      | $14823839.52  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                                 | SHOE CARNIVAL                      | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    147890 | NS      | $3536049.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                    | VIRTUS INVEST                      | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     67590 | NS      | $12939429.60  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                     | MARINEMAX INC                      | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |    195256 | NS      | $6095892.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                    | BANKUNITED INC                     | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    760978 | NS      | $25850422.66  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                        | DIODES INC                         | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |    416898 | NS      | $31742613.72  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                          | AMER STATES WATE                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |    351521 | NS      | $32533268.55  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc                  | ATLAS AIR WORLDW                   | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |    233659 | NS      | $23552827.20  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                               | DESIGNER BRAND-A                   | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |    461209 | NS      | $4510624.02   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                        | EZCORP INC-A                       | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |    435668 | NS      | $3550694.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                       | UNISYS CORP                        | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |    635096 | NS      | $3245340.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                         | VIAD CORP                          | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |    193986 | NS      | $4731318.54   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                           | 8X8 INC                            | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |   1034801 | NS      | $4470340.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                              | MYERS INDS INC                     | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |    326327 | NS      | $7254249.21   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                    | DORIAN LPG LTD                     | CUSIP: Y2106R110<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |    188802 | NS      | $3577797.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                      | COLLEGIUM PHARMA                   | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |    304480 | NS      | $7063936.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                            | GREENBRIER COS                     | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |    297264 | NS      | $9967261.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                       | ROGERS CORP                        | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |    174876 | NS      | $20869701.84  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc              | INNOVATIVE INDUS                   | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |    253631 | NS      | $25705501.85  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                       | JOHN BEAN TECH                     | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |    293196 | NS      | $26777590.68  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                  | ELME COMMUNITIES                   | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |    822539 | NS      | $14641194.20  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                  | CYTOKINETICS INC                   | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |    853437 | NS      | $39104483.34  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                           | ENERPAC TOOL GRO                   | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |    515683 | NS      | $13124132.35  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                  | PRESTIGE CONSUME                   | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    458028 | NS      | $28672552.80  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                          | MOOG INC-CLASS A                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |    262612 | NS      | $23046829.12  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                                     | HCI GROUP INC                      | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |     69006 | NS      | $2731947.54   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                             | BED BATH &BEYOND                   | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |    686200 | NS      | $1722362.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc                 | COMPUTER PROGRAM                   | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |    129158 | NS      | $3515680.76   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                        | GUESS? INC                         | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |    276561 | NS      | $5722047.09   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc                                       | AGILITI INC                        | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22000 | NS      | $358820.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                | FIRST HAWAIIA                      | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |   1157634 | NS      | $30144789.36  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                                        | KAMAN CORP                         | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |    262312 | NS      | $5849557.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                            | NATL BEVERAGE                      | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |    214900 | NS      | $9999297.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                          | SIMPLY GOOD FOOD                   | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    763264 | NS      | $29026929.92  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                 | REDWOOD TRUST                      | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |    962518 | NS      | $6506621.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                       | MATTHEWS INTL-A                    | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |    280064 | NS      | $8525148.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                             | PENNANT GROUP-WI                   | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |    255689 | NS      | $2807465.22   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                        | RPT REALTY                         | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               | CORP              | US        |    743023 | NS      | $7459950.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                        | STANDEX INTL CO                    | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |    108311 | NS      | $11092129.51  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                             | LIVERAMP HOLDING                   | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |    620980 | NS      | $14555771.20  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                  | NMI HOLDINGS I-A                   | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    768650 | NS      | $16064785.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                | SUNCOKE ENERGY I                   | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |    601155 | NS      | $5187967.65   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc                     | ARMADA HOFFLER P                   | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |    543095 | NS      | $6245592.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                       | IROBOT CORP                        | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |    251875 | NS      | $12122743.75  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                                      | BIG LOTS INC                       | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    261112 | NS      | $3838346.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                             | FARO TECH                          | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |    179985 | NS      | $5293358.85   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                              | HANMI FINL CORP                    | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |    201031 | NS      | $4975517.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc                       | APOLLO MEDICAL H                   | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |    367425 | NS      | $10872105.75  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                                      | VERICEL CORP                       | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |    433628 | NS      | $11421761.52  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                          | CHEFS WAREHOUSE                    | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |    292846 | NS      | $9745914.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                  | HOPE BANCORP INC                   | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |   1004338 | NS      | $12865569.78  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial Inc                             | B. RILEY FINANCI                   | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145154 | NS      | $4964266.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                          | KAR AUCTION SERV                   | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    987309 | NS      | $12884382.45  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                        | STRIDE INC                         | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |    370700 | NS      | $11595496.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                                    | HOMESTREET INC                     | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161294 | NS      | $4448488.52   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                     | CONSENSUS CLOUD                    | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    153921 | NS      | $8274792.96   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Omniab Inc/old                                    | OMNIAB INC - 15                    | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60640 | NS      | $0.61         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Strategic Education Inc                           | STRATEGIC EDUCAT                   | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |    201827 | NS      | $15807090.64  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                      | SUPERNUS PHARMAC                   | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |    490193 | NS      | $17485184.31  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                                   | CHICO'S FAS INC                    | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |   1071871 | NS      | $5273605.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                            | BANC OF CALIFORN                   | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |    498761 | NS      | $7945262.73   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                    | SPARTANNASH CO                     | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |    347087 | NS      | $10495910.88  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                      | LA-Z-BOY INC                       | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |    395559 | NS      | $9026656.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd                    | JAMES RIVER GROU                   | CUSIP: G5005R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    339640 | NS      | $7101872.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                                 | PC CONNECTION                      | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |    101449 | NS      | $4757958.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                               | MERITAGE HOMES C                   | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |    328018 | NS      | $30243259.60  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                       | ASBURY AUTO GRP                    | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |    200663 | NS      | $35968842.75  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                              | URBAN OUTFITTER                    | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |    511773 | NS      | $12205786.05  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp                     | QUANEX BUILDING                    | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |    360444 | NS      | $8535313.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                            | LIQUIDITY SERVIC                   | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |    273626 | NS      | $3847181.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                       | NEW YORK MTGE                      | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |   3362748 | NS      | $8608634.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc                   | RAYONIER ADV                       | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |    579996 | NS      | $5567961.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                       | CONMED CORP                        | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |    290941 | NS      | $25789010.24  | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida                  | SEACOAST BANK/FL                   | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |    550829 | NS      | $17180356.51  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                                 | TTEC HOLDINGS IN                   | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |    182934 | NS      | $8072877.42   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                      | GLAUKOS CORP                       | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |    437774 | NS      | $19121968.32  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                   | NBT BANCORP INC                    | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    388398 | NS      | $16864241.16  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc                  | UNIVERSAL INSURA                   | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |    220302 | NS      | $2332998.18   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                          | HNI CORP                           | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |    388824 | NS      | $11054266.32  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                       | AMN HEALTHCARE                     | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |    399093 | NS      | $41034742.26  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                               | JACK IN THE BOX                    | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |    187786 | NS      | $12812638.78  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                          | COHU INC                           | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |    444388 | NS      | $14242635.40  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                  | AMC NETWORKS-A                     | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |    254225 | NS      | $3983705.75   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                             | INTEGER HOLDINGS                   | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |    316099 | NS      | $21640137.54  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                    | THE BUCKLE INC                     | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |    259205 | NS      | $11754946.75  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                            | ALARM.COM HOLDIN                   | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |    455539 | NS      | $22540069.72  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                          | FRANKLIN ELEC CO                   | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |    356597 | NS      | $28438610.75  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                         | MINERALS TECH                      | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |    259403 | NS      | $15750950.16  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc         | APOLLO COMMERCIA                   | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |   1133246 | NS      | $12193726.96  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                    | TELEPHONE & DATA                   | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    904846 | NS      | $9491834.54   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                       | HAWKINS INC                        | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |    200222 | NS      | $7728569.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                          | WD-40 CO                           | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |    129371 | NS      | $20855898.91  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                 | SUN COUNTRY HOLD                   | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |    295200 | NS      | $4681872.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                    | PHOTRONICS INC                     | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |    596554 | NS      | $10040003.82  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                              | MERCURY GEN CORP                   | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |    199563 | NS      | $6825054.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                      | HARMONIC INC                       | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |    916905 | NS      | $12011455.50  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                   | SCHOLASTIC CORP                    | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    272603 | NS      | $10756914.38  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                                 | EW SCRIPPS-A                       | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |    525552 | NS      | $6932030.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                               | MGP INGREDIENTS                    | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |    137201 | NS      | $14595442.38  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                    | GREEN DOT CORP-A                   | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    424273 | NS      | $6711998.86   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                          | FABRINET                           | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | US        |    331799 | NS      | $42543267.78  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                      | KNOWLES CORP                       | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    880041 | NS      | $14450273.22  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                             | UNITED FIRE GROU                   | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143549 | NS      | $3927500.64   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                       | GENESCO INC                        | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |    112584 | NS      | $5181115.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                        | HERITAGE FINL                      | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    241006 | NS      | $7384423.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                        | SERVISFIRST BANC                   | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    442862 | NS      | $30517620.42  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc                  | HELIX ENERGY SOL                   | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |    829154 | NS      | $6119156.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                                  | GREEN PLAINS INC                   | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |    509239 | NS      | $15531789.50  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                                | PETMED EXPRESS                     | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |    190930 | NS      | $3379461.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                | CVB FINANCIAL                      | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1165121 | NS      | $30001865.75  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                              | EXTREME NETWORKS                   | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |   1162220 | NS      | $21280248.20  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                            | AMER WOODMARK CO                   | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     99528 | NS      | $4862938.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Corp                   | FRANKLIN STREET                    | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |    832563 | NS      | $2272896.99   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                           | G III APPAREL                      | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |    383632 | NS      | $5259594.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                              | ENPRO INDUSTRIES                   | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |    188607 | NS      | $20499694.83  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                              | SPX TECHNOLOGIES                   | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |    409651 | NS      | $26893588.15  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                               | DIGITAL TURBINE                    | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |    817032 | NS      | $12451567.68  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                         | AMERICAN ASSETS                    | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    504873 | NS      | $13379134.50  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                          | GOGO INC                           | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |    559504 | NS      | $8258279.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                           | NOW INC                            | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    980852 | NS      | $12456820.40  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                          | NORTHWEST BANCSH                   | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1123000 | NS      | $15699540.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                 | PIPER SANDLER CO                   | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |    137902 | NS      | $17953461.38  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                 | BRISTOW GROUP IN                   | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |    213382 | NS      | $5789053.66   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                      | ADTALEM GLOBAL E                   | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |    411689 | NS      | $14614959.50  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                  | ENCORE WIRE                        | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    174696 | NS      | $24031181.76  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                          | CORCEPT THERA                      | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |    868633 | NS      | $17641936.23  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                 | STEVEN MADDEN                      | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    663851 | NS      | $21216677.96  | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc             | ESSENTIAL PROPER                   | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |   1272907 | NS      | $29875127.29  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                              | KOPPERS HOLDINGS                   | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    189613 | NS      | $5347086.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC                   | FIRST BANCORP/NC                   | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    298044 | NS      | $12768204.96  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                               | AVID TECHNOLOGY                    | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |    301200 | NS      | $8008908.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                            | PACIRA BIOSCIENC                   | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    426000 | NS      | $16447860.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                  | INTERDIGITAL INC                   | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    275791 | NS      | $13646138.68  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                                  | HEALTHSTREAM INC                   | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |    208675 | NS      | $5183487.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                                   | MASTERBRAND                        | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |   1170400 | NS      | $8836520.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                                | CALAVO GROWERS I                   | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158652 | NS      | $4664368.80   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                 | AGREE REALTY                       | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    790618 | NS      | $56078534.74  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                        | SAFETY INSURANCE                   | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |    133527 | NS      | $11250985.02  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                    | PRICESMART INC                     | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |    224926 | NS      | $13671002.28  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                                 | SENECA FOODS-A                     | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78375 | NS      | $4776956.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                               | RE/MAX HOLDINGS                    | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |    181945 | NS      | $3391454.80   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                      | GENTHERM INC                       | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |    302192 | NS      | $19730115.68  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                              | VERITEX HOLDINGS                   | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |    489668 | NS      | $13749877.44  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                      | CARS.COM INC                       | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |    482704 | NS      | $6646834.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                                       | HARSCO CORP                        | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |    742092 | NS      | $4667758.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                      | SELECT MEDICAL                     | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1000599 | NS      | $24844873.17  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                      | MEDIFAST INC                       | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     99087 | NS      | $11429685.45  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                          | RESIDEO TECHN                      | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |   1364226 | NS      | $22441517.70  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                          | ULTRA CLEAN HOLD                   | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |    432706 | NS      | $14344203.90  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc                          | CIRCOR INTL                        | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |     98353 | NS      | $2356537.88   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                         | HAVERTY FURNITUR                   | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |    119981 | NS      | $3587431.90   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                               | WESTAMERICA BANC                   | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    244046 | NS      | $14401154.46  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                            | J & J SNACK FOOD                   | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135805 | NS      | $20331366.55  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                      | ADVANSIX INC                       | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |    249948 | NS      | $9503022.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                     | PRA GROUP INC                      | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |    353684 | NS      | $11947445.52  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                        | TENNANT CO                         | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |    172364 | NS      | $10612451.48  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                              | WW INTERNATIONAL                   | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |    536700 | NS      | $2071662.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                                 | PDF SOLUTIONS                      | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |    265970 | NS      | $7585464.40   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                   | S & T BANCORP                      | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    333642 | NS      | $11403883.56  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                  | STONEX GROUP INC                   | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |    143380 | NS      | $13664114.00  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                                     | DRIL-QUIP INC                      | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |    251984 | NS      | $6846405.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                                | ICHOR HOLDINGS L                   | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | US        |    275405 | NS      | $7386362.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                      | AGILYSYS INC                       | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |    179755 | NS      | $14225810.70  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                                  | MDC HOLDINGS INC                   | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |    517122 | NS      | $16341055.20  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                   | WHITESTONE REI                     | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    385150 | NS      | $3712846.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc                    | ADV ENERGY INDS                    | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |    338968 | NS      | $29076675.04  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                       | OFG BANCORP                        | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | US        |    489877 | NS      | $13501010.12  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                      | IRONWOOD PHARMAC                   | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |   1208620 | NS      | $14974801.80  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                      | CROSS COUNTRY HE                   | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |    336475 | NS      | $8940140.75   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                          | HAYNES INTL INC                    | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |     79051 | NS      | $3611840.19   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                       | EVERTEC INC                        | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    618396 | NS      | $20023662.48  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                            | ITEOS THERAPEUTI                   | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232770 | NS      | $4545998.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Media Corp                                | GANNETT CO INC                     | CUSIP: 36472T109<br>LEI: 549300S74UKH4O12NI89 | Long             | EC               | CORP              | US        |   1429802 | NS      | $2902498.06   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                       | SKYWEST INC                        | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |    465771 | NS      | $7689879.21   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                               | ONTO INNOVATION                    | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |    449549 | NS      | $30609791.41  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                 | PROASSURANCE COR                   | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |    490719 | NS      | $8572860.93   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc                             | HAWAIIAN HOLDING                   | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |    480996 | NS      | $4935018.96   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                             | POWELL INDS INC                    | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |     82176 | NS      | $2890951.68   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                      | EXPONENT INC                       | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |    467594 | NS      | $46333889.46  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                                | MIDDLESEX WATER                    | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167434 | NS      | $13172032.78  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                      | SM ENERGY CO                       | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |   1082703 | NS      | $37710545.49  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                            | TRINITY INDUSTRI                   | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |    687046 | NS      | $20315950.22  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                             | LEMAITRE VASCULA                   | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |    179281 | NS      | $8250511.62   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                        | DIAMONDROCK HOSP                   | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |   1898332 | NS      | $15547339.08  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                           | RPC INC                            | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    704098 | NS      | $6259431.22   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                       | TRINSEO PLC                        | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | US        |    317111 | NS      | $7201590.81   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                       | UNITIL CORP                        | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140781 | NS      | $7230512.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                    | BANCFIRST CORP                     | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |    157959 | NS      | $13928824.62  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                              | MARTEN TRANSPORT                   | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    521405 | NS      | $10313390.90  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Progenics Pharmaceuticals Inc                     | PROGENICS PHARMACEUTICALS CVR 2020 | CUSIP: N/A<br>LEI: 5299005B0KKBVJ0B2156       | Long             | EC               | CORP              | US        |    933227 | NS      | $9.33         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Park Aerospace Corp                               | PARK AEROSPACE C                   | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |    176514 | NS      | $2367052.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc                     | URSTADT BIDDLE-A                   | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |    260048 | NS      | $4927909.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                             | VIR BIOTECHNOLOG                   | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    688468 | NS      | $17425125.08  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                     | INTERFACE INC                      | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |    544931 | NS      | $5378468.97   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                         | MERIT MEDICAL                      | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |    519254 | NS      | $36669717.48  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                    | JOINT CORP/THE                     | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92947 | NS      | $1299399.06   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                             | BROOKLINE BANCRP                   | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    696844 | NS      | $9860342.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                                 | OLYMPIC STEEL                      | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |    119973 | NS      | $4028693.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings Inc          | CONSOLIDATED COM                   | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |    696253 | NS      | $2492585.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                    | SCANSOURCE INC                     | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |    229916 | NS      | $6718145.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                         | AMBAC FINANCIAL                    | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |    385211 | NS      | $6718079.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                        | MATSON INC                         | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |    365975 | NS      | $22877097.25  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                     | REGENXBIO INC                      | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |    347831 | NS      | $7888807.08   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                  | TALOS ENERGY INC                   | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    550219 | NS      | $10388134.72  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                     | M/I HOMES INC                      | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |    263234 | NS      | $12156146.12  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                                    | PERFICIENT INC                     | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |    321197 | NS      | $22429186.51  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Inc                 | TANGER FACTORY                     | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |    926277 | NS      | $16617409.38  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                           | PERDOCEO EDUCATI                   | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |    608960 | NS      | $8464544.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                                  | BARNES GROUP INC                   | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |    448684 | NS      | $18328741.40  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE                      | EAGLE PHARMACEUT                   | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |    101874 | NS      | $2977777.02   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                              | FULGENT GENETICS                   | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |    188387 | NS      | $5610164.86   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                          | WINNEBAGO INDS                     | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |    276336 | NS      | $14562907.20  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                 | EAGLE BANCRP INC                   | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |    290888 | NS      | $12819434.16  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                       | NETGEAR INC                        | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |    266379 | NS      | $4824123.69   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                     | MAXLINEAR                          | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    662196 | NS      | $22481554.20  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                               | MISTER CAR WASH                    | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    731651 | NS      | $6753138.73   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                                | CORSAIR GAMING I                   | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |    335613 | NS      | $4554268.41   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                  | SHUTTERSTOCK INC                   | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |    232885 | NS      | $12277697.20  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                            | NEXTGEN HEALTHCA                   | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    482739 | NS      | $9065838.42   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                            | BOOT BARN HOLDIN                   | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |    261614 | NS      | $16356107.28  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                          | ANYWHERE REAL ES                   | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |   1154517 | NS      | $7377363.63   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                   | CITY HOLDING CO                    | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151444 | NS      | $14097921.96  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                          | PAR PACIFIC HOLD                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |    438079 | NS      | $10185336.75  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                         | DYNAVAX TECHNOLO                   | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |   1079420 | NS      | $11485028.80  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                      | NATIONAL VISION                    | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    702080 | NS      | $27212620.80  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                  | SPS COMMERCE INC                   | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |    322485 | NS      | $41416748.55  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office REIT Inc                             | ORION OFFICE REI                   | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    533650 | NS      | $4557371.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                               | VIAVI SOLUTIONS                    | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |   2142413 | NS      | $22516760.63  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** VANGUARD TAX-MANAGED FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer