# EDGAR Filing Document

**Accession Number:** 0001547580
**File Stem:** 0001752724-23-041015
**Filing Date:** 2023-2
**Character Count:** 175608
**Document Hash:** 5a47ba5064e1a7811be3243dbd6ec733
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-041015.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-041015

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Victory Portfolios II
- **CENTRAL INDEX KEY:** 0001547580
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22696
- **FILM NUMBER:** 23670800

**BUSINESS ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD, 4TH FLOOR
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144
- **BUSINESS PHONE:** 216-898-2411

**MAIL ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD, 4TH FLOOR
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Compass EMP Funds Trust
- **DATE OF NAME CHANGE:** 20120417

## Series and Classes Contracts Data

### VictoryShares US Discovery Enhanced Volatility Wtd ETF (Series ID: S000044750)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000139052 | VictoryShares US Discovery Enhanced Volatility Wtd ETF | CSF             |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Victory Portfolios II

- **b. Investment Company Act file number:** 811-22696

- **c. CIK number of Registrant:** 0001547580

- **d. LEI of Registrant:** 5493002SUQLUY3T5P040

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

  - **Street Address 1:** 4900 Tiedeman Road 4th Floor

  - **City:** Brooklyn

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 44144

  - **Telephone number:** 800-539-3863

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

- **a. Name of Series:** VictoryShares US Discovery Enhanced Volatility Wtd ETF

- **b. EDGAR series identifier (if any):** S000044750

- **c. LEI of Series:** 5493009CD7TFDJU7BM08

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

- **a. Date of fiscal year-end:** 2023-06-30

- **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:** $90221308.06

**Total Liabilities:** $210663.86

**Net Assets:** $90010644.20

**Cash Not Reported:** $84509.73

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000139052 | 5.83%                | 1.80%                | -6.08%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $380.70                  | $4471133.37                                |
| Month 2  | $-0.05                   | $1494956.24                                |
| Month 3  | $-63207.56               | $-5909032.94                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 1ST SOURCE CORPORATION                                  | FIRST SOURCE                         | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6424 | NS      | $341050.16    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| TRICO BANCSHARES                                        | TRICO BANCSHARES                     | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5806 | NS      | $296047.94    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SANDY SPRING BANCORP, INC.                              | SANDY SPRING BANCORP                 | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7151 | NS      | $251929.73    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| BANKUNITED, INC.                                        | BANKUNITED INC                       | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      5832 | NS      | $198113.04    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTIER OILFIELD SOLUTIONS INC.                         | NEXTIER OILFIELD SOLUTIONS INC       | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     10042 | NS      | $92788.08     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I GLASS, INC.                                         | O I GLASS INC                        | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11419 | NS      | $189212.83    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NAPCO SECURITY TECHNOLOGIES, INC.                       | NAPCO SEC SYS INC                    | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      5820 | NS      | $159933.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DORMAN PRODUCTS, INC.                                   | DORMAN PRODUCTS INC                  | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2424 | NS      | $196028.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDIFAST, INC.                                          | MEDIFAST INC                         | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      1185 | NS      | $136689.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KFORCE INC.                                             | KFORCE INC                           | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      3598 | NS      | $197278.34    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCHANTS BANCORP                                       | MERCHANTS BANCORP IN                 | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      9091 | NS      | $221093.12    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIPRECRUITER, INC.                                      | ZIPRECRUITER INC                     | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |      6947 | NS      | $114069.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND FINANCIAL USA, INC.                           | HEARTLAND FINANCIAL USA INC          | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      6370 | NS      | $296969.40    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| STOCK YARDS BANCORP, INC.                               | STOCK YARDS BANCORP INC              | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      4173 | NS      | $271161.54    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WEIS MARKETS, INC.                                      | WEIS MARKETS INC                     | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3123 | NS      | $256991.67    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                                 | EUROPEAN WAX CENTER INC              | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5113 | NS      | $63656.85     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT SYSTEMS, INC.                                  | NETSCOUT SYSTEMS INC                 | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      7556 | NS      | $245645.56    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TENNANT COMPANY                                         | TENNANT CO                           | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      4219 | NS      | $259763.83    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WESBANCO, INC.                                          | WESBANCO INC                         | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8447 | NS      | $312370.06    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES CELLULAR CORPORATION                      | US CELLULAR CORP                     | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      8371 | NS      | $174535.35    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, INC.                                               | RPC INC                              | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               | CORP              | US        |     12632 | NS      | $112298.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN HOLDING, INC.                                  | JELD WEN HOLDING INC                 | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     11877 | NS      | $114613.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK ELECTRONICS, INC.                             | BENCHMARK ELECTRONICS INC            | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      8708 | NS      | $232416.52    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHROCK INC.                                           | ARCHROCK INC                         | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     24278 | NS      | $218016.44    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EAGLE OUTFITTERS, INC.                         | AMERICAN EAGLE OUTFITTERS            | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     11085 | NS      | $154746.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BUCKLE, INC.                                        | BUCKLE INC THE                       | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      4438 | NS      | $201263.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST NATURAL HOLDING COMPANY                       | NORTHWEST NATURAL HOLDING CO         | CUSIP: 66765N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6017 | NS      | $286349.03    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART GLOBAL HOLDINGS, INC.                             | SMART GLOBAL HOLDINGS INC            | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | KY        |      7177 | NS      | $106793.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHASE CORPORATION                                       | CHASE CORP                           | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3025 | NS      | $260936.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| U. S. PHYSICAL THERAPY, INC.                            | US PHYSICAL THERAPY INC              | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      1937 | NS      | $156955.11    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLANTIC UNION BANKSHARES CORPORATION                   | ATLANTIC UNION BANKSHARES            | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7983 | NS      | $280522.62    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PC CONNECTION, INC.                                     | PC CONNECTION INC                    | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      4637 | NS      | $217475.30    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES, INC.                                  | CAVCO INDUSTRIES INC                 | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       663 | NS      | $150003.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CORVEL CORPORATION                                      | CORVEL CORP                          | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1328 | NS      | $192998.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VAREX IMAGING CORPORATION                               | VAREX IMAGING CORP                   | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     10072 | NS      | $204461.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI WORLDWIDE, INC.                                     | ACI WORLDWIDE INC                    | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |      8884 | NS      | $204332.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORPORATION                                     | SEMTECH CORP                         | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      3442 | NS      | $98750.98     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORPORATION                              | MERITAGE CORPORATION                 | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      2041 | NS      | $188180.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TRI POINTE HOMES, INC.                                  | TRI POINTE HOMES INC                 | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9294 | NS      | $172775.46    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DONNELLEY FINANCIAL SOLUTIONS, INC.                     | DONNELLEY FINANCIAL SOLUTIONS INC    | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      3254 | NS      | $125767.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                                    | RENASANT CORP                        | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      7953 | NS      | $298953.27    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOS, INC.                                             | SONOS INC                            | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      7585 | NS      | $128186.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBRALTAR INDUSTRIES, INC.                              | GIBRALTAR INDUSTRIES INC             | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3951 | NS      | $181271.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc                                  | MONTAUK RENEWABLES INC               | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6413 | NS      | $70735.39     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR BROADCAST GROUP, INC.                          | SINCLAIR BROADCAST GROUP A           | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |      6781 | NS      | $105173.31    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                                        | CLEARFIELD INC                       | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |       842 | NS      | $79265.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SALLY BEAUTY HOLDINGS, INC.                             | SALLY BEAUTY HOLDINGS INC            | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |      9799 | NS      | $122683.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHNITZER STEEL INDUSTRIES, INC.                        | SCHNITZER STEEL INDUSTRIES INC       | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      4124 | NS      | $126400.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SKYWEST, INC.                                           | SKYWEST INC                          | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      6077 | NS      | $100331.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES, INC.                                | PACIRA BIOSCIENCES INC               | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |      3703 | NS      | $142972.83    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOVIVA, INC.                                          | INNOVIVA INC                         | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     14612 | NS      | $193609.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT ENERGY SERVICES, INC.                            | SELECT ENERGY SERVICES INC           | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     16300 | NS      | $150612.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARK GROUP, INC.                                     | NEWMARK GROUP INC                    | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15125 | NS      | $120546.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WERNER ENTERPRISES, INC.                                | WERNER ENTERPRISES INC               | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      6245 | NS      | $251423.70    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TOOTSIE ROLL INDUSTRIES, INC.                           | TOOTSIE ROLL INDUSTRIES INC          | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      7661 | NS      | $326128.77    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES, INC.                                | PATRICK INDUSTRIES INC               | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      2824 | NS      | $171134.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HERBALIFE NUTRITION LTD.                                | HERBALIFE NUTRITION LTD              | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |      5337 | NS      | $79414.56     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS DIVERSIFIED HOLDINGS                            | COMPASS DIVERSIFIED HOLDINGS         | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |      8569 | NS      | $156212.87    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                           | HAWKINS INC                          | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      5430 | NS      | $209598.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMO GROUP INC.                                        | ALAMO GROUP INC                      | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      2007 | NS      | $284191.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corporation                                | FB FINANCIAL CORP                    | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      6707 | NS      | $242390.98    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE ENERGY, INC.                                        | MGE ENERGY INC                       | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4566 | NS      | $321446.40    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVEN MADDEN, LTD.                                     | STEVEN MADDEN LTD                    | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      5854 | NS      | $187093.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSETMARK FINANCIAL HOLDINGS, INC.                      | ASSETMARK FINANCIAL HOLDINGS INC     | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |     12010 | NS      | $276230.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| STR SUB INC.                                            | SITIO ROYALTIES CORP A               | CUSIP: 82983N108<br>LEI: 549300OILIONON7XK623 | Long             | EC               | CORP              | US        |     12039 | NS      | $347312.31    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST ADVANTAGE CORPORATION                             | FIRST ADVANTAGE CORP                 | CUSIP: 31846B108<br>LEI: 5493009E31FM2H8Q7497 | Long             | EC               | CORP              | US        |     13193 | NS      | $171509.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FORMFACTOR, INC.                                        | FORMFACTOR INC                       | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      4437 | NS      | $98634.51     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR TRANSPORT SERVICES GROUP, INC.                      | AIR TRANSPORT SERVICES GROUP         | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      6715 | NS      | $174455.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                             | ENHABIT HOME HEALTH HOSPICE          | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |      5336 | NS      | $70221.76     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK GROUP, INC.                            | INDEPENDENT BANK GROUP INC           | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4113 | NS      | $247109.04    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEGG, INC.                                             | CHEGG INC                            | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |      5066 | NS      | $128017.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                 | CUSTOMERS BANCORP INC                | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      3713 | NS      | $105226.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTAMERICA BANCORPORATION                              | WESTAMERICA BANCORPORATION           | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6478 | NS      | $382266.78    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERPAC TOOL GROUP CORP.                                | ENERPAC TOOL GROUP CORP              | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     10722 | NS      | $272874.90    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK NATIONAL CORPORATION                               | PARK NATIONAL CORP                   | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      2233 | NS      | $314294.75    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE FINANCIAL SERVICES CORP                      | ENTERPRISE FINANCIAL SERVICES CORP   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      6497 | NS      | $318093.12    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corporation PLC                                | PROTHENA CORP PLC                    | CUSIP: G72800108<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |      3891 | NS      | $234432.75    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GOOSEHEAD INSURANCE, INC.                               | GOOSEHEAD INSURANCE INC              | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      1760 | NS      | $60438.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL AND GAS, INC.                              | NORTHERN OIL AND GAS INC             | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      3545 | NS      | $109256.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D SYSTEMS CORPORATION                                  | 3D SYSTEMS CORP                      | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     11382 | NS      | $84226.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE DUCKHORN PORTFOLIO, INC.                            | DUCKHORN PORTFOLIO INC THE           | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |     11763 | NS      | $194912.91    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                     | STEPSTONE GROUP INC                  | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5862 | NS      | $147605.16    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, INC.                                               | V2X INC                              | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3586 | NS      | $148065.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP, INC.                           | PEDIATRIX MEDICAL GROUP INC          | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9962 | NS      | $148035.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                             | ALECTOR INC                          | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |     10293 | NS      | $95004.39     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                                  | EXP WORLD HOLDINGS INC               | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      7109 | NS      | $78767.72     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTER'S, INC.                                          | CARTER S INC                         | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      2549 | NS      | $190180.89    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HURON CONSULTING GROUP INC.                             | HURON CONSULTING GROUP INC           | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      3469 | NS      | $251849.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITEX HOLDINGS, INC.                                  | VERITEX HOLDINGS INC                 | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      7341 | NS      | $206135.28    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITIL CORPORATION                                      | UNITIL CORP                          | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4338 | NS      | $222799.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STAGWELL INC.                                           | STAGWELL INC                         | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |     22089 | NS      | $137172.69    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SANMINA CORPORATION                                     | SANMINA CORP                         | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      4446 | NS      | $254711.34    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 GLOBAL, INC.                                        | NV5 GLOBAL INC                       | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1473 | NS      | $194907.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GENWORTH FINANCIAL, INC.                                | GENWORTH FINANCIAL INC               | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     48442 | NS      | $256258.18    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GCM Grosvenor Inc.                                      | GCM GROSVENOR INC                    | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30369 | NS      | $231108.09    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                                  | ENPRO INDUSTRIES INC                 | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      2290 | NS      | $248900.10    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP.                                       | ADAPTHEALTH CORP                     | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6196 | NS      | $119087.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAHAM HOLDINGS COMPANY                                 | GRAHAM HOLDINGS CO                   | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       513 | NS      | $309959.73    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Government Portfolio                              | MSILF GOVERNMENT-INST                | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     41811 | NS      | $41811.33     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRTUS INVESTMENT PARTNERS, INC.                        | VIRTUS INVESTMENT PARTNERS INC       | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       883 | NS      | $169041.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Company                          | EDGEWELL PERSONAL CARE CO            | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      5104 | NS      | $196708.16    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL VISION HOLDINGS, INC.                          | NATIONAL VISION HOLDINGS INC         | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      3838 | NS      | $148760.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEFS' WAREHOUSE, INC.                              | CHEFS WAREHOUSE INC THE              | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      4594 | NS      | $152888.32    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXAR TECHNOLOGIES INC.                                 | MAXAR TECHNOLOGIES INC               | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |      5025 | NS      | $259993.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTHERM INCORPORATED                                   | GENTHERM INC                         | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      2403 | NS      | $156891.87    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON FEDERAL, INC.                                | WASHINGTON FEDERAL INC               | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9123 | NS      | $306076.65    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST MERCHANTS CORPORATION                             | FIRST MERCHANTS CORP                 | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      6886 | NS      | $283083.46    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGEN CORPORATION                                      | NEOGEN CORP                          | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |      9715 | NS      | $147959.45    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MCGRATH RENTCORP                                        | MCGRATH RENTCORP                     | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      3293 | NS      | $325150.82    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLVE GROUP, INC.                                     | REVOLVE GROUP INC                    | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4128 | NS      | $91889.28     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DELUXE CORPORATION                                      | DELUXE CORP                          | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     10333 | NS      | $175454.34    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc.                                                | GMS INC                              | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      3317 | NS      | $165186.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBUS MCKINNON CORPORATION                           | COLUMBUS MCKINNON CORPORATION        | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |      5991 | NS      | $194527.77    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor, Inc.                                     | OWENS MINOR INC HOLDING CO           | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      5244 | NS      | $102415.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCORE CAPITAL GROUP, INC.                              | ENCORE CAPITAL GROUP INC             | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      3695 | NS      | $177138.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| YELP INC.                                               | YELP INC                             | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      4419 | NS      | $120815.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ARKO CORP.                                              | ARKO CORP                            | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18022 | NS      | $156070.52    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BARNES GROUP INC.                                       | BARNES GROUP INC                     | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      7430 | NS      | $303515.50    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWEST BANCSHARES, INC.                              | NORTHWEST BANCSHARES INC             | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25265 | NS      | $353204.70    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAVAX TECHNOLOGIES CORPORATION                        | DYNAVAX TECHNOLOGIES CORP            | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      8937 | NS      | $95089.68     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK HOLDINGS CORPORATION                      | NATIONAL BANK HOLDINGS CORP          | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6410 | NS      | $269668.70    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BRADY CORPORATION                                       | BRADY CORP                           | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      5937 | NS      | $279632.70    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ, INC.                                              | CBIZ INC                             | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      6044 | NS      | $283161.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING COMPANY                                    | HECLA MINING COMPANY                 | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     30030 | NS      | $166966.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CROSS COUNTRY HEALTHCARE, INC.                          | CROSS COUNTRY HEALTHCARE INC         | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      4268 | NS      | $113400.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SONIC AUTOMOTIVE, INC.                                  | SONIC AUTOMOTIVE INC CLASS A         | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      2851 | NS      | $140468.77    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Xpel Inc                                                | XPEL INC                             | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      1749 | NS      | $105044.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC.                              | EMERGENT BIOSOLUTIONS INC            | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      4879 | NS      | $57620.99     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL TURBINE, INC.                                   | DIGITAL TURBINE INC                  | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      4309 | NS      | $65669.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TEREX CORPORATION                                       | TEREX CORPORATION                    | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      4935 | NS      | $210823.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LENDINGCLUB CORPORATION                                 | LENDINGCLUB CORP                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      6994 | NS      | $61547.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BELDEN INC.                                             | BELDEN INC                           | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      2805 | NS      | $201679.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AVISTA CORPORATION                                      | AVISTA CORP                          | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      8258 | NS      | $366159.72    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TOMPKINS FINANCIAL CORPORATION                          | TOMPKINS FINANCIAL CORP              | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      4337 | NS      | $336464.46    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LAREDO PETROLEUM, INC                                   | LAREDO PETROLEUM INC                 | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      1090 | NS      | $56047.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE-CRYSTAL CLEAN, INC.                            | HERITAGE CRYSTAL CLEAN INC           | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6931 | NS      | $225118.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES CORPORATION                           | PERMIAN RESOURCES CORP COM           | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     13319 | NS      | $125198.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HOLDINGS, INC.                              | ULTRA CLEAN HOLDINGS INC             | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      4039 | NS      | $133892.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc.                                            | CALERES INC                          | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      4343 | NS      | $96762.04     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC.                                  | VEECO INSTRUMENTS INC                | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      6953 | NS      | $129186.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE & BUSTER'S ENTERTAINMENT, INC.                     | DAVE N BUSTERS                       | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      2703 | NS      | $95794.32     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MALIBU BOATS, INC.                                      | MALIBU BOATS INC                     | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2642 | NS      | $140818.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNUS PHARMACEUTICALS, INC.                          | SUPERNUS PHARMACEUTICALS INC         | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      5969 | NS      | $212914.23    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| METHODE ELECTRONICS, INC.                               | METHODE ELECTRONICS INC              | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      5652 | NS      | $250779.24    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVIS CORPORATION                                      | ENOVIS CORP                          | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      3940 | NS      | $210868.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLTOP HOLDINGS INC.                                   | HILLTOP HOLDINGS INC                 | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      7217 | NS      | $216582.17    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXLINEAR, INC.                                         | MAXLINEAR INC CLASS A                | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      3007 | NS      | $102087.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MISSION PRODUCE, INC.                                   | MISSION PRODUCE INC                  | CUSIP: 60510V108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13010 | NS      | $151176.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYA HOLDINGS INC.                                      | PAYA HOLDINGS INC                    | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18224 | NS      | $143422.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EPLUS INC.                                              | EPLUS INC                            | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      4141 | NS      | $183363.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THE RMR GROUP INC.                                      | RMR GROUP INC THE                    | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |     10538 | NS      | $297698.50    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc                           | JANUS INTERNATIONAL GROUP INC        | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13458 | NS      | $128120.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ICHOR HOLDINGS, LTD.                                    | ICHOR HOLDINGS LTD                   | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |      3485 | NS      | $93467.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCURY SYSTEMS, INC.                                   | MERCURY SYSTEMS INC                  | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |      3321 | NS      | $148581.54    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| STEELCASE INC.                                          | STEELCASE INC CL A                   | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     20104 | NS      | $142135.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGS, INC.                                              | FIGS INC                             | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7443 | NS      | $50091.39     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SAFETY INSURANCE GROUP, INC.                            | SAFETY INSURANCE GROUP INC           | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      3842 | NS      | $323726.92    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC.                                               | MOOG INC CLASS A                     | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      3379 | NS      | $296541.04    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc                        | FIRST WATCH RESTAURANT GROUP INC     | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7846 | NS      | $106156.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBANY INTERNATIONAL CORP.                              | ALBANY INTERNATIONAL CORP            | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      2760 | NS      | $272108.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J SNACK FOODS CORP.                                 | J J SNACK FOODS CORP                 | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1810 | NS      | $270975.10    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SLEEP NUMBER CORPORATION                                | SLEEP NUMBER CORP                    | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      2888 | NS      | $75030.24     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC NETWORKS INC.                                       | AMC NETWORKS INC                     | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      4646 | NS      | $72802.82     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares, Inc.                               | LIVE OAK BANCSHARES INC              | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3837 | NS      | $115877.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha and Omega Semiconductor Ltd                       | ALPHA OMEGA SEMICONDUCTOR LTD        | CUSIP: G6331P104<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |      2267 | NS      | $64768.19     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER, INC.                                      | BADGER METER INC                     | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      2343 | NS      | $255457.29    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHASTAR PHARMACEUTICALS INC                           | AMPHASTAR PHARMACEUTICALS INC        | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      4295 | NS      | $120345.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PALOMAR HOLDINGS, INC.                                  | PALOMAR HOLDINGS INC                 | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      1878 | NS      | $84810.48     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SEACOAST BANKING CORPORATION OF FLORIDA                 | SEACOAST BANKING CORP OF FLORI       | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      7349 | NS      | $229215.31    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ARHAUS, INC                                             | ARHAUS INC                           | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10454 | NS      | $101926.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS, INC.                                      | A10 NETWORKS INC                     | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     10515 | NS      | $174864.45    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINSEO PUBLIC LIMITED COMPANY                          | TRINSEO PLC                          | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |      4895 | NS      | $111165.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CORECIVIC, INC.                                         | CORECIVIC INC                        | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     15823 | NS      | $182913.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DESIGNER BRANDS INC.                                    | DESIGNER BRANDS INC                  | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |      7495 | NS      | $73301.10     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDEX INTERNATIONAL CORPORATION                       | STANDEX INTERNATIONAL CORP           | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      2947 | NS      | $301802.27    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAY TELEVISION, INC.                                   | GRAY TELEVISION INC                  | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |      9349 | NS      | $104615.31    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STEPAN COMPANY                                          | STEPAN CO                            | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      2685 | NS      | $285845.10    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC PARTNERS, INC.                                      | BGC PARTNERS INC CL A                | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     47823 | NS      | $180292.71    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CONDUENT INCORPORATED                                   | CONDUENT INC                         | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     34515 | NS      | $139785.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMPING WORLD HOLDINGS, INC.                            | CAMPING WORLD HOLDINGS INC           | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |      4639 | NS      | $103542.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| ASTEC INDUSTRIES, INC.                                  | ASTEC INDUSTRIES INC                 | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      4424 | NS      | $179879.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.                  | CRACKER BARREL OLD COUNTRY STORE INC | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      1644 | NS      | $155752.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE AZEK COMPANY INC.                                   | AZEK CO INC THE                      | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |      5954 | NS      | $120985.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORPORATION                                    | ECHOSTAR CORP                        | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     10279 | NS      | $171453.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INNOSPEC INC.                                           | INNOSPEC INC                         | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      2799 | NS      | $287905.14    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN DOT CORPORATION                                   | GREEN DOT CORP                       | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7157 | NS      | $113223.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANTAGE SOLUTIONS INC.                                | ADVANTAGE SOLUTIONS INC              | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35189 | NS      | $73193.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                              | XENCOR INC                           | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      5580 | NS      | $145303.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE, INC.                                            | STRIDE INC                           | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      3632 | NS      | $113608.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec, Inc.                                           | EVERTEC INC                          | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      7185 | NS      | $232650.30    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILYSYS, INC.                                          | AGILYSYS INC                         | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      3020 | NS      | $239002.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SHUTTERSTOCK, INC.                                      | SHUTTERSTOCK INC                     | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      2745 | NS      | $144716.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PERDOCEO EDUCATION CORPORATION                          | PERDOCEO EDUCATION CORP              | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     21023 | NS      | $292219.70    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                       | HORACE MANN EDUCATORS                | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      7256 | NS      | $271156.72    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTVIEW HOLDINGS, INC.                               | BRIGHTVIEW HOLDINGS INC              | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     17212 | NS      | $118590.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOT BARN HOLDINGS, INC.                                | BOOT BARN HOLDINGS INC               | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      1804 | NS      | $112786.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTRAL GARDEN & PET COMPANY                            | CENTRAL GARDEN AND PET COMPANY       | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      6691 | NS      | $239537.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND BANCORP, INC.                                  | LAKELAND BANCORP INC                 | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     18036 | NS      | $317613.96    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                            | FULTON FINANCIAL CORP                | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     16949 | NS      | $285251.67    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PREFERRED BANK                                          | PREFERRED BANK LOS ANGELES CA        | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      4011 | NS      | $299300.82    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVERGATE CAPITAL CORPORATION                          | SILVERGATE CAPITAL CORP              | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |       743 | NS      | $12928.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NICOLET BANKSHARES, INC.                                | NICOLET BANKSHARES INC               | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3992 | NS      | $318521.68    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB GROUP, INC.                                         | HUB GROUP INC CL A                   | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2429 | NS      | $193081.21    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP                                           | FIRST BANCORP                        | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6936 | NS      | $297138.24    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW INC.                                                | NOW INC                              | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     13132 | NS      | $166776.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                                 | TRIUMPH FINANCIAL INC                | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      2257 | NS      | $110299.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Incorporated                            | INGLES MARKETS INC CLASS A           | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      2622 | NS      | $252918.12    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB CORPORATION                                        | ESAB CORP                            | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |      3759 | NS      | $176372.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| VERITIV CORPORATION                                     | VERITIV CORP                         | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      1134 | NS      | $138019.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR CORP.                                               | AAR CORP                             | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      4869 | NS      | $218618.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS, INC.                                   | BLOOMIN BRANDS INC                   | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      6573 | NS      | $132248.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN WILEY & SONS, INC.                                 | WILEY JOHN SONS CLASS A              | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      5506 | NS      | $220570.36    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| URBAN OUTFITTERS, INC.                                  | URBAN OUTFITTERS INC                 | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      6654 | NS      | $158697.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO MEDICAL HOLDINGS, INC.                           | APOLLO MEDICAL HOLDINGS INC          | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      2355 | NS      | $69684.45     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NAVIENT CORPORATION                                     | NAVIENT CORP                         | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     10658 | NS      | $175324.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corporation                                   | NEWMARKET CORP                       | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       899 | NS      | $279687.89    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN LENDING CORPORATION                                | OPEN LENDING CORP                    | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10998 | NS      | $74236.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID TECHNOLOGY, INC.                                   | AVID TECHNOLOGY INC                  | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      4284 | NS      | $113911.56    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BRINK'S COMPANY                                     | BRINK S CO THE                       | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      4443 | NS      | $238633.53    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI HOMES, INC.                                         | LGI HOMES INC                        | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      1484 | NS      | $137418.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FUNKO, INC.                                             | FUNKO INC                            | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |      4993 | NS      | $54473.63     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WORTHINGTON INDUSTRIES, INC.                            | WORTHINGTON INDUSTRIES INC           | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      3369 | NS      | $167472.99    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES, INC.                               | CENTURY COMMUNITIES INC              | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      3056 | NS      | $152830.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDSAY CORPORATION                                     | LINDSAY CORP                         | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      1278 | NS      | $208122.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRION CORPORATION                                      | ATRION CORPORATION                   | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       346 | NS      | $193569.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                                     | PAYONEER GLOBAL INC                  | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13539 | NS      | $74058.33     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORPORATION                              | FEDERAL SIGNAL CORP                  | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      6348 | NS      | $294991.56    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| IRONWOOD PHARMACEUTICALS, INC.                          | IRONWOOD PHARMACEUTICALS INC         | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     21531 | NS      | $266769.09    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs, Inc.                                        | PROTO LABS INC                       | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      4127 | NS      | $105362.31    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL, INC.                         | CAPITOL FEDERAL FINANCIAL INC        | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42155 | NS      | $364640.75    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                                            | LESLIE S INC                         | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10016 | NS      | $122295.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK IN THE BOX INC.                                    | JACK IN THE BOX INC                  | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      2216 | NS      | $151197.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PRIMORIS SERVICES CORPORATION                           | PRIMORIS SERVICES CORP               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      9222 | NS      | $202330.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AXCELIS TECHNOLOGIES, INC.                              | AXCELIS TECHNOLOGIES INC             | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      1475 | NS      | $117056.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC.                                     | EVERI HOLDINGS INC                   | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |      7918 | NS      | $113623.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW INDUSTRIALS, INC.                                   | CSW INDUSTRIALS INC                  | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      2109 | NS      | $244496.37    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CARS.COM INC.                                           | CARS COM INC                         | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     11984 | NS      | $165019.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GOGO INC.                                               | GOGO INC                             | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      9672 | NS      | $142758.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NU SKIN ENTERPRISES, INC.                               | NU SKIN ENTERPRISES INC CLASS A      | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      4319 | NS      | $182089.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| INTER PARFUMS, INC.                                     | INTER PARFUMS INC                    | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2644 | NS      | $255198.88    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| KAMAN CORPORATION                                       | KAMAN CORP                           | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |      6134 | NS      | $136788.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MONARCH CASINO & RESORT, INC.                           | MONARCH CASINO RESORT INC            | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      2553 | NS      | $196300.17    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WINNEBAGO INDUSTRIES, INC.                              | WINNEBAGO INDUSTRIES INC             | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      2392 | NS      | $126058.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PROASSURANCE CORPORATION                                | PROASSURANCE CORP                    | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     11072 | NS      | $193427.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND                    | HSBC US GOVT MMKT-I                  | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     41811 | NS      | $41811.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THE VITA COCO COMPANY, INC.                             | VITA COCO CO INC THE                 | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |      6715 | NS      | $92801.30     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AVID BIOSERVICES, INC.                                  | AVID BIOSERVICES INC                 | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |      6552 | NS      | $90221.04     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL LOGISTICS HOLDINGS, INC.                      | UNIVERSAL LOGISTICS HOLDINGS INC     | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4366 | NS      | $145999.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BUSEY CORPORATION                                 | FIRST BUSEY CORP                     | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     12372 | NS      | $305835.84    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA BANKING SYSTEM, INC.                           | COLUMBIA BANKING SYSTEM INC          | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7237 | NS      | $218050.81    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SYLVAMO CORPORATION                                     | SYLVAMO CORP                         | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      3010 | NS      | $146255.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RENT-A-CENTER, INC.                                     | RENT A CENTER INC TX                 | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      4316 | NS      | $97325.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INSTALLED BUILDING PRODUCTS, INC.                       | INSTALLED BUILDING PRODUCTS          | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      1589 | NS      | $136018.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OCEANFIRST FINANCIAL CORP.                              | OCEANFIRST FINANCIAL CORP            | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15881 | NS      | $337471.25    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                   | ARCUS BIOSCIENCES INC                | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3916 | NS      | $80982.88     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGIC EDUCATION, INC.                               | STRATEGIC EDUCATION INC              | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      2635 | NS      | $206373.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WARRIOR MET COAL, INC.                                  | WARRIOR MET COAL INC                 | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      4151 | NS      | $143790.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUSTMARK CORPORATION                                   | TRUSTMARK CORP                       | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      9835 | NS      | $343339.85    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL, INC.                               | ENOVA INTERNATIONAL INC              | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      4532 | NS      | $173892.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| THE SHYFT GROUP, INC.                                   | SHYFT GROUP INC                      | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |      5905 | NS      | $146798.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Regenxbio Inc                                           | REGENXBIO INC                        | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      3898 | NS      | $88406.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COHU, INC.                                              | COHU INC                             | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      4824 | NS      | $154609.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTRUCTION PARTNERS, INC.                             | CONSTRUCTION PARTNERS INC            | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |      4778 | NS      | $127524.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMAS CORPORATION                                      | TRIMAS CORP                          | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      9393 | NS      | $260561.82    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| VERRA MOBILITY CORPORATION                              | VERRA MOBILITY CORP                  | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     12132 | NS      | $167785.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSH ENTERPRISES, INC.                                  | RUSH ENTERPRISES INC CLASS A         | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      4902 | NS      | $256276.56    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN ENTERTAINMENT, INC.                              | GOLDEN ENTERTAINMENT INC             | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      3524 | NS      | $131797.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FORWARD AIR CORPORATION                                 | FORWARD AIR CORP                     | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1959 | NS      | $205479.51    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Taskus Inc                                              | TASKUS INC                           | CUSIP: 87652V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5292 | NS      | $89434.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KADANT INC.                                             | KADANT INC                           | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      1221 | NS      | $216886.23    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                                    | MATIV INC                            | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      7777 | NS      | $162539.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DREAM FINDERS HOMES, INC.                               | DREAM FINDERS HOMES INC              | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10578 | NS      | $91605.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| GRAND CANYON EDUCATION, INC.                            | GRAND CANYON EDUCATION INC           | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      2857 | NS      | $301870.62    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| INGEVITY CORPORATION                                    | INGEVITY CORP                        | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      2838 | NS      | $199908.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BANCSHARES CORPORATION                    | INTERNATIONAL BANCSHARES CORPORATION | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      5983 | NS      | $273782.08    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL, INC.                             | BRINKER INTERNATIONAL INC            | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      4622 | NS      | $147488.02    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FORRESTER RESEARCH, INC.                                | FORRESTER RESEARCH INC               | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |      5743 | NS      | $205369.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RUSSELL 2000 MINI INDEX FUTURE MAR23                    | RUSSELL 2000 MINI INDEX FUTURE MAR23 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         6 | NC      | $-3647.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER WATER PRODUCTS, INC.                            | MUELLER WATER PRODUCTS INC           | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     21324 | NS      | $229446.24    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCOSA, INC.                                            | ARCOSA INC                           | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      3283 | NS      | $178398.22    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION                     | SIX FLAGS ENTERTAINMENT CORP         | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |      5306 | NS      | $123364.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                                    | UPSTART HOLDINGS INC                 | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |      1925 | NS      | $25448.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Orion Engineered Carbons S.A.                           | ORION ENGINEERED CARBONS SA          | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      9635 | NS      | $171599.35    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                            | AERSALE CORP                         | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8330 | NS      | $135112.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL MONEY EXPRESS, INC.                       | INTERNATIONAL MONEY EXPRESS INC      | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8645 | NS      | $210678.65    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMULATIONS PLUS, INC.                                  | SIMULATIONS PLUS INC                 | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2548 | NS      | $93180.36     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                                    | FULGENT GENETICS INC                 | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      2880 | NS      | $85766.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CHESAPEAKE UTILITIES CORPORATION                        | CHESAPEAKE UTILITIES CORP            | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      2373 | NS      | $280441.14    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CRICUT, INC.                                            | CRICUT INC                           | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |     16759 | NS      | $155355.93    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| NMI HOLDINGS, INC.                                      | NMI HOLDINGS INC                     | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      8916 | NS      | $186344.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MOELIS & COMPANY                                        | MOELIS CO CLASS A                    | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      4758 | NS      | $182564.46    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THRYV HOLDINGS, INC.                                    | THRYV HOLDINGS INC                   | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6643 | NS      | $126217.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RESEARCH CORPORATION                           | NATIONAL RESEARCH CORP               | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      6013 | NS      | $224284.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OXFORD INDUSTRIES INC                                   | OXFORD INDUSTRIES INC                | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      1679 | NS      | $156449.22    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OVERSTOCK.COM, INC.                                     | OVERSTOCK COM INC                    | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      3225 | NS      | $62436.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TECHTARGET, INC.                                        | TECHTARGET INC                       | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      2185 | NS      | $96271.10     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PRICESMART, INC.                                        | PRICESMART INC                       | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      3696 | NS      | $224642.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC.                            | FRESH DEL MONTE PRODUCE INC          | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |      8587 | NS      | $224893.53    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHN B. SANFILIPPO & SON, INC.                          | JOHN B SANFILIPPO SON INC            | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      3332 | NS      | $270958.24    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PLEXUS CORP.                                            | PLEXUS CORP                          | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      2424 | NS      | $249502.32    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA METALLURGICAL RESOURCES, INC.                     | ALPHA METALLURGICAL RESOURCES        | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       609 | NS      | $89151.51     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVELCENTERS OF AMERICA INC.                           | TRAVELCENTERS OF AMERICA INC         | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |      2347 | NS      | $105098.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC.                                         | KENNAMETAL INC                       | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      8290 | NS      | $199457.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY INDUSTRIES, INC.                                | TRINITY INDUSTRIES INC               | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      8581 | NS      | $253740.17    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT BANCORP INC.                                        | N B T BANCORP INC                    | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8616 | NS      | $374106.72    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ST. JOE COMPANY                                     | ST JOE CO                            | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      4783 | NS      | $184862.95    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Playa Hotels & Resorts N.V.                             | PLAYA HOTELS RESORTS NV              | CUSIP: N70544106<br>LEI: 529900BUP3KWPCJNLS49 | Long             | EC               | CORP              | NL        |     23097 | NS      | $150823.41    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc                                         | SOLID POWER INC                      | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13429 | NS      | $34109.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                               | CNO FINANCIAL GROUP INC              | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     11794 | NS      | $269492.90    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CALLON PETROLEUM COMPANY                                | CALLON PETROLEUM CO                  | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |      2358 | NS      | $87458.22     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Iteos Therapeutics Inc                                  | ITEOS THERAPEUTICS INC               | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4540 | NS      | $88666.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THE HAIN CELESTIAL GROUP, INC.                          | HAIN CELESTIAL GROUP INC THE         | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |      8469 | NS      | $137028.42    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MULTIPLAN CORPORATION                                   | MULTIPLAN CORP                       | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29099 | NS      | $33463.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOVYST INC.                                            | ECOVYST INC                          | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17752 | NS      | $157282.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGIANT TRAVEL COMPANY                                | ALLEGIANT TRAVEL CO                  | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      1558 | NS      | $105928.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER COMPANY                                 | MIDDLESEX WATER CO                   | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2775 | NS      | $218309.25    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTA OUTDOOR INC.                                      | VISTA OUTDOOR INC                    | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      5875 | NS      | $143173.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Onespaworld Holdings Ltd                                | ONESPAWORLD HOLDINGS LTD             | CUSIP: P73684113<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |     16818 | NS      | $156911.94    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL INDUSTRIAL COMPANY                               | GLOBAL INDUSTRIAL CO                 | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5462 | NS      | $128520.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PROVIDENT FINANCIAL SERVICES, INC.                      | PROVIDENT FINANCIAL SVCS             | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     15288 | NS      | $326551.68    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. HOLDINGS, INC.                                   | MDC HOLDINGS INC                     | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      5157 | NS      | $162961.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PERFICIENT, INC.                                        | PERFICIENT INC                       | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      1807 | NS      | $126182.81    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 COMPANY                                           | WD 40 CO                             | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       964 | NS      | $155406.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| P10 Inc                                                 | P10 INC                              | CUSIP: 69376K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15633 | NS      | $166804.11    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE BANCORP, INC.                                     | EAGLE BANCORP INC                    | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      5706 | NS      | $251463.42    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| QURATE RETAIL, INC.                                     | QURATE RETAIL INC                    | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |     32354 | NS      | $52737.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR, INC.                                 | LEMAITRE VASCULAR INC                | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      3919 | NS      | $180352.38    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TALOS ENERGY INC.                                       | TALOS ENERGY INC                     | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      4861 | NS      | $91775.68     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL HEALTHCARE CORPORATION                         | NATIONAL HEALTHCARE CORP             | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4489 | NS      | $267095.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| SCHOLASTIC CORPORATION                                  | SCHOLASTIC CORP                      | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4838 | NS      | $190907.48    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR GROUP INC.                                          | MYR GROUP INC                        | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      2401 | NS      | $221060.07    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEX GROUP INC.                                       | STONEX GROUP INC                     | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      2490 | NS      | $237297.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| EBIX, INC.                                              | EBIX INC                             | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      2797 | NS      | $55828.12     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SENSEONICS HOLDINGS, INC.                               | SENSEONICS HOLDINGS INC              | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |     39457 | NS      | $40640.71     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| DANA INCORPORATED                                       | DANA INC                             | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      8283 | NS      | $125321.79    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                   | INVESCO GVT & AGNCY-INST             | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     41811 | NS      | $41811.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS, INC.                          | SPECTRUM BRANDS HOLDINGS INC         | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |      3363 | NS      | $204873.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corporation                                  | RANGER OIL CORP                      | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |      2444 | NS      | $98810.92     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| THE ANDERSONS, INC.                                     | THE ANDERSONS INC                    | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      3588 | NS      | $125544.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTREME NETWORKS, INC.                                  | EXTREME NETWORKS INC                 | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      8868 | NS      | $162373.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                             | SITIME CORP                          | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       722 | NS      | $73369.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| E.L.F. BEAUTY, INC.                                     | ELF BEAUTY INC                       | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      4284 | NS      | $236905.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Altus Power Inc                                         | ALTUS POWER INC                      | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |      9195 | NS      | $59951.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCONIC CORPORATION                                     | ARCONIC CORP                         | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |      5903 | NS      | $124907.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ATRICURE, INC.                                          | ATRICURE INC                         | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3049 | NS      | $135314.62    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSENSUS CLOUD SOLUTIONS, INC.                         | CONSENSUS CLOUD SOLUTIONS INC        | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2849 | NS      | $153162.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GREEN BRICK PARTNERS, INC.                              | GREEN BRICK PARTNERS INC             | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      5504 | NS      | $133361.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| THE GREENBRIER COMPANIES, INC.                          | GREENBRIER COS INC THE               | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      6304 | NS      | $211373.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AXOS FINANCIAL, INC.                                    | AXOS FINANCIAL INC                   | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      4417 | NS      | $168817.74    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN INTERNATIONAL, INC.                               | TITAN INTERNATIONAL INC              | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |      6674 | NS      | $102245.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG BANCORP                                             | OFG BANCORP                          | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      8482 | NS      | $233763.92    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                                      | INTERDIGITAL INC                     | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |      4595 | NS      | $227360.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL AGRICULTURAL MORTGAGE CORPORATION               | FEDERAL AGRICULTURAL MORTGAGE CORP   | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |      2244 | NS      | $252921.24    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sciplay Corp                                            | SCIPLAY CORP                         | CUSIP: 809087109<br>LEI: 549300B8E2F1A3EW6869 | Long             | EC               | CORP              | US        |     13542 | NS      | $217755.36    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| THE BANCORP, INC.                                       | BANCORP INC THE                      | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6264 | NS      | $177772.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc                                               | DOCGO INC                            | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10101 | NS      | $71414.07     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI INDUSTRIES                                          | LCI INDUSTRIES                       | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      1251 | NS      | $115654.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III APPAREL GROUP, LTD.                               | G III APPAREL GROUP LTD              | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      6478 | NS      | $88813.38     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERSYS                                                 | ENERSYS                              | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      3309 | NS      | $244336.56    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP INC.                                      | BRISTOW GROUP INC                    | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      5325 | NS      | $144467.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PAPA JOHN'S INTERNATIONAL, INC.                         | PAPA JOHN S INTL INC                 | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      2353 | NS      | $193675.43    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HEARTLAND EXPRESS, INC.                                 | HEARTLAND EXPRESS INC                | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     19322 | NS      | $296399.48    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BOISE CASCADE COMPANY                                   | BOISE CASCADE CO                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      1970 | NS      | $135279.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTMEDIA, INC.                                       | IHEARTMEDIA INC                      | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13108 | NS      | $80352.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TOWNE BANK                                              | TOWNE BANK                           | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     10575 | NS      | $326133.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| STURM, RUGER & COMPANY, INC.                            | STURM RUGER COMPANY                  | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      5139 | NS      | $260136.18    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHWESTERN CORPORATION                                | NORTHWESTERN CORP                    | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      6139 | NS      | $364288.26    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HIRERIGHT HOLDINGS CORPORATION                          | HIRERIGHT HOLDINGS CORP              | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6900 | NS      | $81834.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET HOSPITALITY CORP.                                | TARGET HOSPITALITY CORP              | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5905 | NS      | $89401.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Company                   | SHENANDOAH TELECOMMUNICATION         | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      7457 | NS      | $118417.16    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CATALYST PHARMACEUTICALS, INC.                          | CATALYST PHARMACEUTICALS INC         | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      8918 | NS      | $165874.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FRANCHISE GROUP, INC.                                   | FRANCHISE GROUP INC                  | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |      4323 | NS      | $102973.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP                                           | FIRST BANCORP PUERTO RICO            | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     12429 | NS      | $158096.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| S & T BANCORP, INC.                                     | S T BANCORP INC                      | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10198 | NS      | $348567.64    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HOPE BANCORP, INC.                                      | HOPE BANCORP INC                     | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     17019 | NS      | $218013.39    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T OFFSHORE, INC.                                      | W T OFFSHORE INC                     | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     12790 | NS      | $71368.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivid Seats Inc                                         | VIVID SEATS INC                      | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13852 | NS      | $101119.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MARINEMAX, INC.                                         | MARINEMAX INC                        | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      3996 | NS      | $124755.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                | ENERGIZER HOLDINGS INC               | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      7345 | NS      | $246424.75    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES, INC.                         | DIME COMMUNITY BANCSHARES            | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8153 | NS      | $259509.99    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON FINANCIAL INC.                                  | JACKSON FINANCIAL INC                | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      4209 | NS      | $146431.11    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HILLENBRAND, INC.                                       | HILLENBRAND INC                      | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      5429 | NS      | $231655.43    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GROUP 1 AUTOMOTIVE, INC.                                | GROUP 1 AUTOMOTIVE INC               | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       915 | NS      | $165038.55    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE INC.                               | ANYWHERE REAL ESTATE INC             | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     14301 | NS      | $91383.39     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc                                      | PROG HOLDINGS INC                    | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      5867 | NS      | $99093.63     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KB HOME                                                 | KB HOME                              | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      4921 | NS      | $156733.85    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION                | STEWART INFORMATION SERVICES         | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      4405 | NS      | $188225.65    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCBEST CORPORATION                                     | ARCBEST CORP                         | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      1594 | NS      | $111643.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYLOR MORRISON HOME CORPORATION                        | TAYLOR MORRISON HOME CORP            | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      5837 | NS      | $177152.95    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE CORPORATION PLC                                   | NOBLE CORP PLC                       | CUSIP: G65431127<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      4555 | NS      | $171769.05    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORY CAPITAL HOLDINGS, INC.                          | VICTORY CAPITAL HOLDINGS INC         | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      6700 | NS      | $179761.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PACTIV EVERGREEN INC.                                   | PACTIV EVERGREEN INC                 | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |     15269 | NS      | $173455.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WIDEOPENWEST, INC.                                      | WIDEOPENWEST INC                     | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |      9067 | NS      | $82600.37     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                        | ACM RESEARCH INC                     | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |      5221 | NS      | $40253.91     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIVERSAL CORPORATION                                   | UNIVERSAL CORP                       | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      5399 | NS      | $285121.19    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLVERINE WORLD WIDE, INC.                              | WOLVERINE WORLD WIDE INC             | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      8001 | NS      | $87450.93     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NORDSTROM, INC.                                         | NORDSTROM INC                        | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |      5396 | NS      | $87091.44     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridge Investment Group Holdings Inc                    | BRIDGE INVESTMENT GROUP HOLDINGS INC | CUSIP: 10806B100<br>LEI: 254900DM5RNXPXHN9V91 | Long             | EC               | CORP              | US        |     10784 | NS      | $129947.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF INTERNATIONAL, INC.                                 | ICF INTERNATIONAL INC                | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      2707 | NS      | $268128.35    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBECTA CORP.                                           | EMBECTA CORP                         | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      3297 | NS      | $83381.13     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS, INC.                                       | OSI SYSTEMS INC                      | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      3503 | NS      | $278558.56    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC HOLDINGS, INC.                                     | TTEC HOLDINGS INC                    | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      3043 | NS      | $134287.59    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| COLUMBIA FINANCIAL, INC.                                | COLUMBIA FINANCIAL INC               | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |     14124 | NS      | $305360.88    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| THE E.W. SCRIPPS COMPANY                                | E W SCRIPPS CO                       | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     11788 | NS      | $155483.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCH RESOURCES, INC.                                    | ARCH RESOURCES INC                   | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |       726 | NS      | $103665.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| VISHAY INTERTECHNOLOGY, INC.                            | VISHAY INTERTECHNOLOGY INC           | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     10979 | NS      | $236817.03    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT, LTD.                                  | MARTEN TRANS LTD                     | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9587 | NS      | $189630.86    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CORCEPT THERAPEUTICS INCORPORATED                       | CORCEPT THERAPEUTICS INC             | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      5688 | NS      | $115523.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORPORATION                           | PROGRESS SOFTWARE CORPORATION        | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      4681 | NS      | $236156.45    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AGILITI, INC.                                           | AGILITI INC                          | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9329 | NS      | $152155.99    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED NATURAL FOODS, INC.                              | UNITED NATURAL FOODS INC             | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      3920 | NS      | $151743.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UTZ BRANDS, INC.                                        | UTZ BRANDS INC                       | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10450 | NS      | $165737.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GUESS ?, INC.                                           | GUESS INC                            | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      6989 | NS      | $144602.41    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HARMONIC INC.                                           | HARMONIC INC                         | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     14902 | NS      | $195216.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PHOTRONICS, INC.                                        | PHOTRONICS INC                       | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      6373 | NS      | $107257.59    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS, INC.                                 | COMMVAULT SYSTEMS INC                | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      3710 | NS      | $233136.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MONRO, INC.                                             | MONRO INC                            | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3774 | NS      | $170584.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GOPRO, INC                                              | GOPRO INC                            | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     24359 | NS      | $121307.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS, INC.                          | BREAD FINANCIAL HOLDINGS             | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      3629 | NS      | $136668.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHCARE SERVICES GROUP, INC.                         | HEALTHCARE SERVICES GROUP            | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     11319 | NS      | $135828.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds: T-Fund; Institutional Shares | BLACKROCK LIQUIDITY FUNDS T FUND     | CUSIP: 09248U718<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    402773 | NS      | $402772.94    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND FINANCIAL CORPORATION                          | LAKELAND FINANCIAL CORP              | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3932 | NS      | $286918.04    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| VICTORIA'S SECRET & CO.                                 | VICTORIA S SECRET CO                 | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      3429 | NS      | $122689.62    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA GROUP, INC.                                         | PRA GROUP INC                        | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      9307 | NS      | $314390.46    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ INC.                                                | AZZ INC                              | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      6078 | NS      | $244335.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSIDE BANCSHARES, INC.                              | SOUTHSIDE BANCSHARES INC             | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      8693 | NS      | $312861.07    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY RECOVERY, INC.                                   | ENERGY RECOVERY INC                  | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |      9205 | NS      | $188610.45    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials Inc                                    | ORIGIN MATERIALS INC                 | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |     18959 | NS      | $87400.99     | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| ENCORE WIRE CORPORATION                                 | ENCORE WIRE CORP                     | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       998 | NS      | $137284.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS, INC.                                         | B G FOODS INC                        | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      9319 | NS      | $103906.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| TTM TECHNOLOGIES, INC.                                  | TTM TECHNOLOGIES                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      9592 | NS      | $144647.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc                                            | PUBMATIC INC                         | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4546 | NS      | $58234.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                              | MATSON INC                           | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1979 | NS      | $123707.29    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTISAN PARTNERS ASSET MANAGEMENT INC.                  | ARTISAN PARTNERS ASSET MA A          | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      5745 | NS      | $170626.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST COMMONWEALTH FINANCIAL CORPORATION                | FIRST COMMONWEALTH FINANCIAL C       | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     21109 | NS      | $294892.73    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAFTECH INTERNATIONAL LTD.                             | GRAFTECH INTERNATIONAL LTD           | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     25834 | NS      | $122969.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD.                                       | VECTOR GROUP LTD                     | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     17991 | NS      | $213373.26    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I HOMES, INC.                                         | M I HOMES INC                        | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      3677 | NS      | $169803.86    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LA-Z-BOY INCORPORATED                                   | LA Z BOY INC                         | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      6312 | NS      | $144039.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT PARTNERS INC.                                       | PJT PARTNERS INC                     | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      3354 | NS      | $247156.26    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND          | GLDMN SCHS FIN SQ GV-FST             | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     41811 | NS      | $41811.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GERMAN AMERICAN BANCORP, INC.                           | GERMAN AMERICAN BANCORP              | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7688 | NS      | $286762.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTDOOR, INC.                                         | FRONTDOOR INC                        | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      7767 | NS      | $161553.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYWARD HOLDINGS, INC.                                  | HAYWARD HOLDINGS INC                 | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12852 | NS      | $120808.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA TECHNOLOGIES, INC.                                 | SIGA TECHNOLOGIES INC                | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3948 | NS      | $29057.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                        | HARMONY BIOSCIENCES HOLDINGS INC     | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2996 | NS      | $165079.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MODINE MANUFACTURING COMPANY                            | MODINE MANUFACTURING CO              | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      8212 | NS      | $163090.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ADDUS HOMECARE CORPORATION                              | ADDUS HOMECARE CORP                  | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      2018 | NS      | $200770.82    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MATERION CORPORATION                                    | MATERION CORP                        | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      2329 | NS      | $203810.79    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL ENERGY INC.                                      | CONSOL ENERGY INC                    | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      1407 | NS      | $91455.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY HOLDING COMPANY                                    | CITY HOLDING CO                      | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4135 | NS      | $384927.15    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HILLS BANCORP, INC.                           | BERKSHIRE HILLS BANCORP INC          | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      9177 | NS      | $274392.30    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSCRIPTS HEALTHCARE SOLUTIONS, INC.                   | ALLSCRIPTS HEALTHCARE SOLUTIONS INC  | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     10432 | NS      | $184020.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MINERALS TECHNOLOGIES INC.                              | MINERALS TECHNOLOGIES INC            | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      4033 | NS      | $244883.76    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCEL ENTERTAINMENT, INC.                               | ACCEL ENTERTAINMENT INC              | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17932 | NS      | $138076.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR PACIFIC HOLDINGS, INC.                              | PAR PACIFIC HOLDINGS INC             | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      6751 | NS      | $156960.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| N-ABLE, INC.                                            | N ABLE INC                           | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14522 | NS      | $149286.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| APOGEE ENTERPRISES, INC.                                | APOGEE ENTERPRISES INC               | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      4791 | NS      | $213007.86    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                                    | KONTOOR BRANDS INC                   | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      3972 | NS      | $158840.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SPARTANNASH COMPANY                                     | SPARTANNASH CO                       | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      6701 | NS      | $202638.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| COGENT COMMUNICATIONS HOLDINGS, INC.                    | COGENT COMMUNICATIONS HOLDINGS INC   | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4426 | NS      | $252636.08    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRA INDUSTRIAL MOTION CORP.                           | ALTRA INDUSTRIAL MOTION CORP         | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |      4328 | NS      | $258598.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| RADNET, INC.                                            | RADNET INC                           | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      7689 | NS      | $144783.87    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE AND DATA SYSTEMS, INC.                        | TELEPHONE DATA SYSTEMS INC           | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12445 | NS      | $130548.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK US HOLDINGS, INC.                                 | DELEK US HOLDINGS INC                | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      3912 | NS      | $105624.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS, INC.                                | EMPLOYERS HOLDINGS INC               | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8058 | NS      | $347541.54    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVERBOW RESOURCES, INC.                               | SILVERBOW RESOURCES INC              | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |      2474 | NS      | $69964.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RYERSON HOLDING CORPORATION                             | RYERSON HOLDING CORP                 | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      3672 | NS      | $111114.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EARTHSTONE ENERGY, INC.                                 | EARTHSTONE ENERGY INC                | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |      6336 | NS      | $90161.28     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Paymentus Holdings Inc                                  | PAYMENTUS HOLDINGS INC               | CUSIP: 70439P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7485 | NS      | $59954.85     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| DINE BRANDS GLOBAL, INC.                                | DINE BRANDS GLOBAL INC               | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      2114 | NS      | $136564.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HELIOS TECHNOLOGIES, INC.                               | HELIOS TECHNOLOGIES INC              | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |      3092 | NS      | $168328.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORPORATION                            | INTEGER HOLDINGS CORP                | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      3514 | NS      | $240568.44    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGI INTERNATIONAL INC.                                 | DIGI INTERNATIONAL INCORPORATED      | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      5174 | NS      | $189109.70    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES, INC.                       | PENNYMAC FINANCIAL SERVICES          | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      3847 | NS      | $217971.02    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA HEALTH SCIENCES, INC.                             | USANA HEALTH SCIENCES INC            | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      3516 | NS      | $187051.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORPORATION                                         | HNI CORP                             | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      6685 | NS      | $190054.55    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP.                                | FIRST FINANCIAL BANCORP              | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     12131 | NS      | $293934.13    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFFON CORPORATION                                     | GRIFFON CORP                         | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      4162 | NS      | $148957.98    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL, INC.                         | CSG SYSTEMS INTL INC                 | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      4275 | NS      | $244530.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANSIX INC.                                           | ADVANSIX INC                         | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      3819 | NS      | $145198.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PATTERSON COMPANIES, INC.                               | PATTERSON COS INC                    | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |      8445 | NS      | $236713.35    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP INGREDIENTS, INC.                                   | MGP INGREDIENTS INC                  | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      1971 | NS      | $209674.98    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INCORPORATED                       | GRANITE CONSTRUCTION INC             | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      7949 | NS      | $278771.43    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL-MAINE FOODS, INC.                                   | CAL MAINE FOODS INC                  | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      4080 | NS      | $222156.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD FUEL SERVICES CORPORATION                         | WORLD FUEL SERVICES CORPORATIONS     | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      6054 | NS      | $165455.82    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC.                                  | ESCO TECHNOLOGIES INC                | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      2822 | NS      | $247037.88    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WABASH NATIONAL CORPORATION                             | WABASH NATIONAL CORP                 | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      9526 | NS      | $215287.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PIPER SANDLER COMPANIES                                 | PIPER SANDLER COS                    | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      1573 | NS      | $204788.87    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HELEN OF TROY LIMITED                                   | HELEN OF TROY LTD                    | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      1579 | NS      | $175126.89    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                  | MARCUS MILLICHAP INC                 | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      5243 | NS      | $180621.35    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THE CHEESECAKE FACTORY INCORPORATED                     | CHEESECAKE FACTORY INCORPORATED      | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      4423 | NS      | $140253.33    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT INNOVATIONS, INC.                                   | PGT INNOVATIONS INC                  | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      8772 | NS      | $157545.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                              | SYNDAX PHARMACEUTICALS INC           | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |      5402 | NS      | $137480.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD MOTOR PRODUCTS, INC.                           | STANDARD MOTOR PRODS                 | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      5581 | NS      | $194218.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BANC OF CALIFORNIA, INC.                                | BANC OF CALIFORNIA INC               | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     13787 | NS      | $219626.91    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E EQUIPMENT SERVICES, INC.                            | H E EQUIPMENT SERVICES INC           | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |      4632 | NS      | $210292.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FOUNDATION INC.                                   | FIRST FOUNDATION INC                 | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     12888 | NS      | $184685.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PRESTIGE CONSUMER HEALTHCARE INC.                       | PRESTIGE CONSUMER HEALTHCARE INC     | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5093 | NS      | $318821.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                       | SUN COUNTRY AIRLINES HOLDINGS INC    | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      6541 | NS      | $103740.26    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                          | TEXAS CAPITAL BANCSHARES INC         | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      3494 | NS      | $210723.14    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW GROUP                                               | SJW GROUP                            | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4962 | NS      | $402864.78    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX TECHNOLOGIES, INC.                                  | SPX TECHNOLOGIES INC                 | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4011 | NS      | $263322.15    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BANNER CORPORATION                                      | BANNER CORP                          | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4139 | NS      | $261584.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNEDY-WILSON HOLDINGS, INC.                           | KENNEDY WILSON HOLDINGS INC          | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     15144 | NS      | $238215.12    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Victory Portfolios II

**Signature:** Allan Shaer

**Name of Signer:** Allan Shaer

**Title:** Treasurer