# EDGAR Filing Document

**Accession Number:** 0001644419
**File Stem:** 0001752724-23-014906
**Filing Date:** 2023-1
**Character Count:** 167343
**Document Hash:** 9fddf31dcaad5e04466aa43bffd65219
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014906.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014906

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20221130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Northern Lights Fund Trust IV
- **CENTRAL INDEX KEY:** 0001644419
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0916

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23066
- **FILM NUMBER:** 23557170

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 402-895-1600

**MAIL ADDRESS:**
- **STREET 1:** 17605 WRIGHT STREET
- **STREET 2:** SUITE 200
- **CITY:** OMAHA
- **STATE:** NE
- **ZIP:** 68154-1150

## Series and Classes Contracts Data

### Inspire Small/Mid Cap ETF (Series ID: S000056118)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000176730 | Inspire Small/Mid Cap ETF | ISMD            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Northern Lights Fund Trust IV

- **b. Investment Company Act file number:** 811-23066

- **c. CIK number of Registrant:** 0001644419

- **d. LEI of Registrant:** 549300UIBIHXQ3PDEC28

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

  - **Street Address 1:** 225 PICTORIA DRIVE

  - **City:** CINCINNATI

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 631-470-2600

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

- **a. Name of Series:** Inspire Small/Mid Cap ESG ETF

- **b. EDGAR series identifier (if any):** S000056118

- **c. LEI of Series:** 549300U402348LTM0Q29

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

- **a. Date of fiscal year-end:** 2022-11-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $125179052.67

**Total Liabilities:** $68073.45

**Net Assets:** $125110979.22

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000176730 | -9.87%               | 10.77%               | 4.69%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $97727.31                | $-11427461.15                              |
| Month 2  | $-3836901.83             | $15283258.75                               |
| Month 3  | $250333.35               | $5128079.69                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Lamar Advertising Company                          | LAMAR ADVERTIS-A              | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |      2615 | NS      | $261866.10    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Kite Realty Group Trust                            | KITE REALTY GROU              | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12514 | NS      | $285319.20    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Chesapeake Utilities Corporation                   | CHESAPEAKE UTIL               | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      1869 | NS      | $223775.37    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Deciphera Pharmaceuticals Inc                      | DECIPHERA PHARMA              | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |     11658 | NS      | $185478.78    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwestern Energy Company                        | SOUTHWESTRN ENGY              | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     35312 | NS      | $244359.04    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Omega Healthcare Investors, Inc.                   | OMEGA HEALTHCARE              | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      7311 | NS      | $221377.08    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America, Incorporated         | REINSURANCE GROU              | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      1715 | NS      | $247646.00    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Landstar System Inc.                               | LANDSTAR SYSTEM               | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      1494 | NS      | $258432.12    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Sally Beauty Holdings Inc.                         | SALLY BEAUTY HOL              | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     17104 | NS      | $201143.04    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Sensient Technologies Corp                         | SENSIENT TECHNOL              | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      3110 | NS      | $232348.10    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Badger Meter Inc                                   | BADGER METER INC              | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      2334 | NS      | $270323.88    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Atkore Inc                                         | ATKORE INTERNATI              | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      2770 | NS      | $338355.50    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Gannett Co Inc                                     | GANNETT CO INC                | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |    140960 | NS      | $352400.00    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| QuinStreet Inc.                                    | QUINSTREET INC                | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     20540 | NS      | $292284.20    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Globus Med Inc                                     | GLOBUS MEDICAL I              | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      3620 | NS      | $267481.80    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Patrick Inds Inc                                   | PATRICK INDS INC              | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      4919 | NS      | $275119.67    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Plexus Corp                                        | PLEXUS CORP                   | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      2463 | NS      | $271471.86    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| American Financial Group, Inc.                     | AMER FINL GROUP               | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      1754 | NS      | $249453.88    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Hope Bancorp Inc                                   | HOPE BANCORP INC              | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     17056 | NS      | $232302.72    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Physicians Realty Trust                            | PHYSICIANS REALT              | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     14562 | NS      | $217410.66    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| City Holding Co                                    | CITY HOLDING CO               | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2432 | NS      | $247869.44    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Textainer Group Holdings Limited                   | TEXTAINER GROUP               | CUSIP: G8766E109<br>LEI: 529900OHEYRATAFMIT89 | Long             | EC               | CORP              | BM        |      8029 | NS      | $244723.92    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| OSI Systems Inc                                    | OSI SYSTEMS INC               | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      2993 | NS      | $264820.64    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Cirrus Logic, Inc.                                 | CIRRUS LOGIC INC              | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      3135 | NS      | $234215.85    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| 8X8 Inc New                                        | 8X8 INC                       | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     62426 | NS      | $267183.28    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Premier Inc                                        | PREMIER INC-CL A              | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6360 | NS      | $212106.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Sage Therapeutics Inc                              | SAGE THERAPEUTICS INC         | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      5507 | NS      | $226007.28    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Oshkosh Corporation                                | OSHKOSH CORP                  | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      3066 | NS      | $282286.62    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Spire Inc                                          | SPIRE INC                     | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      3460 | NS      | $256386.00    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| PGT Innovations Inc                                | PGT INNOVATIONS               | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     10294 | NS      | $203718.26    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| J&J Snack Foods Corp                               | J & J SNACK FOOD              | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1666 | NS      | $273257.32    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Capital Bancshares, Inc.                     | TEXAS CAPITAL BA              | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      3654 | NS      | $219203.46    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Select Medical Holdings Corporation                | SELECT MEDICAL                | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9751 | NS      | $239679.58    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Standard Motor Products, Inc.                      | STANDARD MOTOR                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      6636 | NS      | $254888.76    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Trueblue Inc                                       | TRUEBLUE INC                  | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11303 | NS      | $243918.74    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Allscripts Healthcare Solutions, Inc               | ALLSCRIPTS HEALT              | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     14156 | NS      | $268114.64    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| EnerSys                                            | ENERSYS                       | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      3708 | NS      | $280250.64    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Nu Skin Enterprises Inc.                           | NU SKIN ENTERP-A              | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      6463 | NS      | $269571.73    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| World Fuel Services Corp                           | WORLD FUEL SVCS               | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      9211 | NS      | $262052.95    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Fulton Financial Corporation                       | FULTON FINANCIAL              | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     13646 | NS      | $253679.14    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| EchoStar Corp.                                     | ECHOSTAR CORP-A               | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     13087 | NS      | $227713.80    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Summit Materials Inc                               | SUMMIT MATERIA-A              | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |      8998 | NS      | $272549.42    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Lancaster Colony Corp.                             | LANCASTER COLONY              | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      1435 | NS      | $297245.90    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Advansix Inc                                       | ADVANSIX INC                  | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      6719 | NS      | $276554.04    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Watsco Inc                                         | WATSCO INC                    | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |       838 | NS      | $225405.24    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Meritage Homes Corp                                | MERITAGE HOMES C              | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      3069 | NS      | $265192.29    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Consolidated Communications Holdings Inc           | CONSOLIDATED COM              | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |     51843 | NS      | $239514.66    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Lumentum Holdings Incorporation                    | LUMENTUM HOL                  | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |      3146 | NS      | $172841.24    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Topbuild Corporation                               | TOPBUILD COR                  | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      1309 | NS      | $201690.72    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Perficient Inc                                     | PERFICIENT INC                | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      3316 | NS      | $235601.80    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Safety Insurance Group Inc.                        | SAFETY INSURANCE              | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      2644 | NS      | $242560.56    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| NMI Holdings Inc                                   | NMI HOLDINGS I-A              | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     10588 | NS      | $227959.64    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| BJS Restaurants In                                 | BJ'S RESTAURANTS              | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      9043 | NS      | $290099.44    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Jabil Inc                                          | JABIL INC                     | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      3740 | NS      | $269990.60    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Maximus Inc                                        | MAXIMUS INC                   | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      3727 | NS      | $262008.10    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Capital Group Inc.                          | ENCORE CAPITAL G              | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      4742 | NS      | $238996.80    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Newmarket Corporation                              | NEWMARKET CORP                | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       716 | NS      | $226270.32    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Chemed Corporation                                 | CHEMED CORP                   | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       494 | NS      | $256880.00    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryman Hospitality Properties Inc                   | RYMAN HOSPITALIT              | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      2930 | NS      | $268182.90    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Sandy Spring Bancorp Inc.                          | SANDY SPRING BAN              | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6117 | NS      | $212993.94    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Itron, Inc.                                        | ITRON INC                     | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      5122 | NS      | $272387.96    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Power Integrations Inc.                            | POWER INTEGRATIO              | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      3356 | NS      | $270090.88    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| BancFirst Corp.                                    | BANCFIRST CORP                | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      2411 | NS      | $245777.34    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Wolfspeed Inc.                                     | WOLFSPEED INC                 | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |      2089 | NS      | $189931.88    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Asbury Automotive Group, Inc.                      | ASBURY AUTO GRP               | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      1427 | NS      | $267733.74    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| SPS Commerce Inc                                   | SPS COMMERCE INC              | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      1736 | NS      | $246963.36    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Bancorp Inc                                  | EAGLE BANCRP INC              | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      4812 | NS      | $226933.92    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Armstrong World Industries, Inc.                   | ARMSTRONG WORLD INDUSTRIE     | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      2735 | NS      | $208981.35    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Newell Brands Inc.                                 | NEWELL BRANDS IN              | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |     15511 | NS      | $201177.67    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| World Wrestling Entertainment, Inc.                | WORLD WRESTLIN-A              | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      3113 | NS      | $248666.44    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Exponent Inc                                       | EXPONENT INC                  | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      2460 | NS      | $254388.60    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Oxford Industries, Inc.                            | OXFORD INDS INC               | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      2402 | NS      | $271089.72    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Pacira Biosciences Inc                             | PACIRA BIOSCIENC              | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |      4055 | NS      | $195653.75    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| MGIC Investment Corp.                              | MGIC INVT CORP                | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     16823 | NS      | $230979.79    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Aaon Inc                                           | AAON INC                      | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3996 | NS      | $316722.96    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Wesbanco Inc                                       | WESBANCO INC                  | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6463 | NS      | $261428.35    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Winnebago Industries Inc.                          | WINNEBAGO INDS                | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      4054 | NS      | $237523.86    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Commerce Bancshares Inc                            | COMMERCE BCSHS                | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3258 | NS      | $244089.36    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Artivion Inc                                       | ARTIVION INC                  | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     15583 | NS      | $199306.57    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Employers Holdings Inc.                            | EMPLOYERS HOLDIN              | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6253 | NS      | $290576.91    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| First Horizon Corporation                          | FIRST HORIZON NA              | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      9426 | NS      | $234236.10    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| MKS Instruments Inc.                               | MKS INSTRUMENTS               | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      2612 | NS      | $219042.32    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Idacorp Inc                                        | IDACORP INC                   | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      2178 | NS      | $240734.34    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameris Bancorp                                     | AMERIS BANCORP                | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      4824 | NS      | $255093.12    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| PNM Resources Inc.                                 | PNM RESOURCES                 | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      4716 | NS      | $231084.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Progress Software Corp.                            | PROGRESS SOFTWAR              | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      5066 | NS      | $270119.12    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Genpact Limited                                    | GENPACT LTD                   | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |      4932 | NS      | $227414.52    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Insperity Inc                                      | INSPERITY INC                 | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      2113 | NS      | $250496.15    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Scholastic Corporation                             | SCHOLASTIC CORP               | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7011 | NS      | $288292.32    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Silicon Laboratories, Inc.                         | SILICON LABS                  | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |      1749 | NS      | $254374.56    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| CACI International Inc.                            | CACI INTL-A                   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       826 | NS      | $257959.80    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnicell Inc                                       | OMNICELL INC                  | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      2478 | NS      | $127889.58    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| RLJ Lodging Trust LP                               | RLJ LODGING TRUS              | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21291 | NS      | $258046.92    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| American States Water Co.                          | AMER STATES WATE              | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      2767 | NS      | $271138.33    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Hexcel Corporation                                 | HEXCEL CORP                   | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |      4170 | NS      | $249991.50    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Bankshares Inc                     | FIRST FIN BANKSH              | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |      5155 | NS      | $190477.25    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Flowers Foods, Inc.                                | FLOWERS FOODS                 | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |      8728 | NS      | $262276.40    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| World Acceptance Corporation                       | WORLD ACCEPTANCE              | CUSIP: 981419104<br>LEI: 529900M7JQUDCH7Q9153 | Long             | EC               | CORP              | US        |      2228 | NS      | $157987.48    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| The Wendys Company                                 | WENDY'S CO/THE                | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     11539 | NS      | $260319.84    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Jack in the Box Inc.                               | JACK IN THE BOX               | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      2918 | NS      | $210971.40    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Advanced Energy Industries, Inc.                   | ADV ENERGY INDS               | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      2786 | NS      | $258095.04    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Donaldson Co Inc                                   | DONALDSON CO INC              | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |      4401 | NS      | $268108.92    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Integra LifeSciences Holdings Corporation          | INTEGRA LIFESCIE              | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      5091 | NS      | $279699.54    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Essent Group Limited                               | ESSENT GROUP LTD              | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |      6182 | NS      | $247836.38    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Amedisys Inc                                       | AMEDISYS INC                  | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      2228 | NS      | $202948.52    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| The Goodyear Tire & Rubber Company                 | GOODYEAR TIRE                 | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     21374 | NS      | $239816.28    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Westamerica Bancorp                                | WESTAMERICA BANC              | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4124 | NS      | $254657.00    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| HNI Corp                                           | HNI CORP                      | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      8130 | NS      | $235770.00    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| South Jersey Industries Inc                        | SOUTH JERSEY IND              | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |      6453 | NS      | $223919.10    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Wintrust Financial Corporation                     | WINTRUST FINL                 | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      2644 | NS      | $241740.92    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Valmont Industries, Inc.                           | VALMONT INDS                  | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |       803 | NS      | $271943.98    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Marriott Vacations Worldwide Corp                  | MARRIOTT VACATIO              | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      1770 | NS      | $263694.60    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Alteryx Inc                                        | ALTERYX INC -A                | CUSIP: 02156B103<br>LEI: 549300XWZG0JHL7I0827 | Long             | EC               | CORP              | US        |      3862 | NS      | $173210.70    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| NCR Corporation                                    | NCR CORP                      | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     11339 | NS      | $270661.93    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Fortune Brands Home & Security Inc                 | FORTUNE BRANDS H              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      4020 | NS      | $262666.80    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Green Plains Inc                                   | GREEN PLAINS INC              | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |      7431 | NS      | $256815.36    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Nelnet Inc.                                        | NELNET INC-CL A               | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      2723 | NS      | $268324.42    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Heartland Express Inc.                             | HEARTLAND EXPRES              | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     15081 | NS      | $252455.94    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| BBH SWEEP VEHICLE                                  | BBH SWEEP VEHICLE             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    961746 | PA      | $961746.31    | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| Atmos Energy Corporation                           | ATMOS ENERGY                  | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |      2117 | NS      | $254463.40    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Veeco Instruments Inc.                             | VEECO INSTRUMENT              | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     11772 | NS      | $234027.36    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Semtech Corporation                                | SEMTECH CORP                  | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      7333 | NS      | $225416.42    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Builders Firstsource, Inc.                         | BUILDERS FIRSTSO              | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      3662 | NS      | $234111.66    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| InterDigital, Inc.                                 | INTERDIGITAL INC              | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |      5336 | NS      | $267707.12    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| F5 Inc                                             | F5 INC                        | CUSIP: 315616102<br>LEI: 54930015FPK9KT966303 | Long             | EC               | CORP              | US        |      1490 | NS      | $230368.90    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Mirati Therapeutics Inc                            | MIRATI THERAPEUT              | CUSIP: 60468T105<br>LEI: 529900GYRW59IDQV6N54 | Long             | EC               | CORP              | US        |      3086 | NS      | $281998.68    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| New Jersey Resources Corp.                         | NEW JERSEY RES                | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      5567 | NS      | $276958.25    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Neogen Corp                                        | NEOGEN CORP                   | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     15444 | NS      | $255752.64    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.        | APOLLO COMMERCIA              | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     25984 | NS      | $321162.24    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Big Lots, Inc.                                     | BIG LOTS INC                  | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13785 | NS      | $268807.50    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Knight-Swift Transportation Holdings Inc.          | KNIGHT-SWIFT TRA              | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4408 | NS      | $244335.44    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Cal-Maine Foods Inc.                               | CAL-MAINE FOODS               | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      3881 | NS      | $226184.68    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Tempur Sealy International Inc                     | TEMPUR SEALY INT              | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |      8928 | NS      | $283642.56    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| The Andersons Inc                                  | ANDERSONS INC                 | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      6950 | NS      | $267575.00    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Health Systems Incorporated              | COMMUNITY HEALTH              | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100311 | NS      | $344066.73    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Webster Financial Corp.                            | WEBSTER FINL                  | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      4767 | NS      | $259038.78    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| SKECHERS USA, Inc.                                 | SKECHERS USA-A                | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |      6799 | NS      | $286713.83    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Amkor Technology, Inc.                             | AMKOR TECH INC                | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     12646 | NS      | $354340.92    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordson Corp                                       | NORDSON CORP                  | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |      1016 | NS      | $240273.84    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| MDU Resources Group, Inc.                          | MDU RES GROUP                 | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7885 | NS      | $248298.65    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Sabra Health Care REIT, Inc.                       | SABRA HEALTH CAR              | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     16426 | NS      | $212059.66    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| ATI Inc                                            | ATI INC                       | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      8113 | NS      | $247527.63    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Tetra Tech Inc                                     | TETRA TECH INC                | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      1678 | NS      | $259402.02    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Intra-Cellular Therapies Inc                       | INTRA-CELLULAR THERAPIES      | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |      4635 | NS      | $251309.70    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| AECOM                                              | AECOM                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      3163 | NS      | $268855.00    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Dillards, Inc.                                     | DILLARDS INC-A                | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       791 | NS      | $284522.70    | 0.23%             |  |  |  | No            | 1                  | On Loan: —       |
| Taylor Morrison Home Corp                          | TAYLOR MORRISON               | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      9245 | NS      | $280955.55    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Rent-A-Center, Inc.                                | RENT-A-CENTER                 | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     12548 | NS      | $302281.32    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Saul Centers, Inc.                                 | SAUL CENTERS INC              | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5751 | NS      | $247868.10    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Universal Display Corp.                            | UNIVERSAL DISPLA              | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2286 | NS      | $257449.32    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Fresh Del Monte Produce Inc.                       | FRESH DEL MONTE               | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |      9280 | NS      | $256870.40    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Switch Inc                                         | SWITCH INC- A                 | CUSIP: 87105L104<br>LEI: 549300EZ98N5Y55J4X37 | Long             | EC               | CORP              | US        |      6402 | NS      | $219268.50    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| The Chemours Company LLC                           | CHEMOURS CO                   | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |      8755 | NS      | $271842.75    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| ServisFirst Bancshares, Inc.                       | SERVISFIRST BANC              | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2696 | NS      | $204410.72    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| NuVasive Inc.                                      | NUVASIVE INC                  | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      4922 | NS      | $191170.48    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Helen Of Troy Corp                                 | HELEN OF TROY                 | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      2243 | NS      | $221025.22    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| WD-40 Co.                                          | WD-40 CO                      | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      1227 | NS      | $205522.50    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Cohu Inc                                           | COHU INC                      | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      8389 | NS      | $300493.98    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Lear Corporation                                   | LEAR CORP                     | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      1802 | NS      | $259920.48    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Varonis Systems Inc                                | VARONIS SYSTEMS               | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      8141 | NS      | $172914.84    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Retail Opportunity Investments Corp                | RETAIL OPPORTUNI              | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15668 | NS      | $238937.00    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Cheesecake Factory Inc                             | CHEESECAKE FACTO              | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      7366 | NS      | $258104.64    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| DiamondRock Hospitality Co.                        | DIAMONDROCK HOSP              | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     28681 | NS      | $269888.21    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Owens & Minor Inc                                  | OWENS & MINOR                 | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      8949 | NS      | $184438.89    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Southside Bancshares Inc.                          | SOUTHSIDE BAN IN              | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      6099 | NS      | $221637.66    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Woodward Governor                                  | WOODWARD INC                  | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      2686 | NS      | $257318.80    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Eastgroup Properties, Inc.                         | EASTGROUP PROP                | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1494 | NS      | $231928.56    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Saia Inc                                           | SAIA INC                      | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1135 | NS      | $276474.65    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Albany International Corp.                         | ALBANY INTL CORP              | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      2736 | NS      | $277348.32    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Ormat Technologies Inc.                            | ORMAT TECHNOLOGI              | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      2504 | NS      | $226436.72    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Watts Water Technologies Incorporation             | WATTS WATER TE-A              | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      1715 | NS      | $271741.75    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Fair Isaac Corporation                             | FAIR ISAAC CORP               | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |       523 | NS      | $324113.56    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Wesco International, Inc.                          | WESCO INTL                    | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      1808 | NS      | $233087.36    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Matson Inc                                         | MATSON INC                    | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      3505 | NS      | $223478.80    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| ScanSource Inc.                                    | SCANSOURCE INC                | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      8166 | NS      | $243836.76    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Home BancShares Inc.                               | HOME BANCSHARES               | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9585 | NS      | $243938.25    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Cable One Inc                                      | CABLE ONE INC                 | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       253 | NS      | $183245.37    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Olin Corporation                                   | OLIN CORP                     | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |      5031 | NS      | $286666.38    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| ICU Medical Inc                                    | ICU MEDICAL                   | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      1433 | NS      | $228176.59    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Energizer Holdings Inc                             | ENERGIZER HOLDIN              | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      8579 | NS      | $292458.11    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| F N B Corp (Pennsylvania)                          | FNB CORP                      | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     18577 | NS      | $261935.70    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Graco Inc                                          | GRACO INC                     | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      3598 | NS      | $251752.06    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Prosperity Bancshares Inc                          | PROSPERITY BNCSH              | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3234 | NS      | $244393.38    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Shake Shack Inc                                    | SHAKE SHACK IN-A              | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      4790 | NS      | $251954.00    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Axcelis Technologies Inc.                          | AXCELIS TECH INC              | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      3573 | NS      | $285339.78    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| HealthStream Inc.                                  | HEALTHSTREAM INC              | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     10144 | NS      | $257657.60    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| John Bean Technologies Corp.                       | JOHN BEAN TECH                | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      2508 | NS      | $230384.88    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| M/I Homes Inc.                                     | M/I HOMES INC                 | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      5961 | NS      | $269317.98    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Piedmont Office Realty Trust, Inc.                 | PIEDMONT OFFIC-A              | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20423 | NS      | $212603.43    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Techtarget Inc                                     | TECHTARGET                    | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      3643 | NS      | $166339.38    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Gentex Corp                                        | GENTEX CORP                   | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      9059 | NS      | $261805.10    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| International Bancshares Corp                      | INTL BANCSHARES               | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      5075 | NS      | $267351.00    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Lattice Semiconductor Corporation                  | LATTICE SEMICOND              | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |      4387 | NS      | $319505.21    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Coeur Mining Inc                                   | COEUR MINING INC              | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     62976 | NS      | $220416.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Encore Wire Corp                                   | ENCORE WIRE                   | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1866 | NS      | $272641.26    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Brookline Bancorp, Inc.                            | BROOKLINE BANCRP              | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18512 | NS      | $263240.64    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Hilltop Holdings Inc                               | HILLTOP HOLDINGS              | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      8679 | NS      | $258634.20    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| CBIZ Inc.                                          | CBIZ INC                      | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      5047 | NS      | $250583.55    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Calix Networks Inc                                 | CALIX INC                     | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      3525 | NS      | $251332.50    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Vishay Intertechnology, Inc.                       | VISHAY INTERTECH              | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     12117 | NS      | $279175.68    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Brady Corp                                         | BRADY CORP - A                | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      5168 | NS      | $247547.20    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Rogers Corp                                        | ROGERS CORP                   | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       892 | NS      | $97263.68     | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| First Busey Corporation                            | FIRST BUSEY CORP              | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      9806 | NS      | $255642.42    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Kilroy Realty Corporation                          | KILROY REALTY                 | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |      5122 | NS      | $221372.84    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Iridium Communications, Inc.                       | IRIDIUM COMMUNIC              | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |      4861 | NS      | $258119.10    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Standex International Corp                         | STANDEX INTL CO               | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      2641 | NS      | $277437.05    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| AeroVironment, Inc.                                | AEROVIRONMENT IN              | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      2587 | NS      | $237978.13    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Southwest Gas Holdings Inc                         | SOUTHWEST GAS HO              | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3093 | NS      | $211746.78    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Xenia Hotels & Resorts Inc                         | XENIA HOTELS & R              | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     15629 | NS      | $240999.18    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| ONE Gas, Inc.                                      | ONE GAS INC                   | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      3064 | NS      | $266414.80    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Simpson Manufacturing Co Inc.                      | SIMPSON MFG                   | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      2759 | NS      | $256724.95    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Darling Ingredients, Inc                           | DARLING INGREDIE              | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      3263 | NS      | $234381.29    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Louisiana Pacific Corporation                      | LOUISIANA-PACIFI              | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      4213 | NS      | $268789.40    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| National Instruments Corp.                         | NATL INSTRUMENTS              | CUSIP: 636518102<br>LEI: 549300TP4OOPCYWDUP86 | Long             | EC               | CORP              | US        |      5715 | NS      | $234429.30    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Lithia Motors Incorporated                         | LITHIA MOTORS-A               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      1005 | NS      | $240506.55    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Aptargroup Inc.                                    | APTARGROUP INC                | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |      2271 | NS      | $241043.94    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Franklin Electric Co Inc                           | FRANKLIN ELEC CO              | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      2640 | NS      | $219912.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Cytokinetics Inc                                   | CYTOKINETICS INC              | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |      4451 | NS      | $189167.50    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Zurn Elkay Water Solutions Corporation             | ZURN ELKAY WATER              | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      8799 | NS      | $213023.79    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Veritiv Corporation                                | VERITIV CORP                  | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      2206 | NS      | $296795.24    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Polaris Incorporation                              | POLARIS INC                   | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      2255 | NS      | $257205.30    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| National Healthcare Corporation                    | NATL HEALTHCARE               | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3405 | NS      | $209884.20    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Edgewell Personal Care Co                          | EDGEWELL PERSONA              | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      5769 | NS      | $249278.49    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Tupperware Brands Corporation                      | TUPPERWARE BRAND              | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |     32926 | NS      | $152447.38    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| American Woodmark Corporation                      | AMER WOODMARK CO              | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      4917 | NS      | $266501.40    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingredion Incorporated                             | INGREDION INC                 | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      2703 | NS      | $264812.91    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Tri Pointe Homes Inc                               | TRI POINTE HOMES              | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14273 | NS      | $263194.12    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Cryoport Inc                                       | CRYOPORT                      | CUSIP: 229050307<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8850 | NS      | $174787.50    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| IPG Photonics Corp                                 | IPG PHOTONICS                 | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |      2556 | NS      | $232672.68    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Applied Industrial Technologies Inc.               | APPLIED INDU TEC              | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      2098 | NS      | $277964.02    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Nektar Therapeutics                                | NEKTAR THERAPEUT              | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     67396 | NS      | $188708.80    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| ACI Worldwide Inc                                  | ACI WORLDWIDE IN              | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     10312 | NS      | $215520.80    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Service Corporation International                  | SERVICE CORP INT              | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |      3738 | NS      | $267080.10    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Emergent Biosolutions Inc                          | EMERGENT BIOSOLU              | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     10265 | NS      | $126259.50    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| LXP Industrial Trust                               | LXP INDUSTRIAL T              | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     23519 | NS      | $253064.44    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Tanger Factory Outlet Centers Incorporation        | TANGER FACTORY                | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     15765 | NS      | $306629.25    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Science Applications International Corporation New | SCIENCE APPLICAT              | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      2439 | NS      | $268558.29    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Papa John's International Inc.                     | PAPA JOHN'S INTL              | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      3081 | NS      | $256524.06    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| ABM Inds Inc                                       | ABM INDUSTRIES                | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      5664 | NS      | $267227.52    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Caretrust Reit Inc                                 | CARETRUST REI                 | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     11915 | NS      | $235917.00    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Medifast Inc                                       | MEDIFAST INC                  | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      1990 | NS      | $250839.50    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Monro Inc                                          | MONRO INC                     | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4962 | NS      | $225622.14    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Hanesbrands Inc.                                   | HANESBRANDS INC               | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     30967 | NS      | $208098.24    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Avis Budget Group, Inc.                            | AVIS BUDGET GROU              | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      1452 | NS      | $324667.20    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| First Industrial Realty Trust, Inc.                | FIRST IND REALTY              | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4810 | NS      | $243145.50    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Walker & Dunlop Inc.                               | WALKER & DUNLOP               | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2576 | NS      | $230062.56    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Community Bank System Inc                          | COMMUNITY BANK S              | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      3591 | NS      | $233917.74    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Myriad Genetics Inc.                               | MYRIAD GENETICS               | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     11306 | NS      | $229059.56    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                     | IRONWOOD PHARMAC              | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     20798 | NS      | $251863.78    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Proto Labs Inc                                     | PROTO LABS INC                | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      5928 | NS      | $157210.56    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Proassurance Corp                                  | PROASSURANCE COR              | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     11043 | NS      | $220749.57    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Allison Transmission Holdings Inc                  | ALLISON TRANSMIS              | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |      6383 | NS      | $285958.40    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Sarepta Therapeutics Inc                           | SAREPTA THERAPEU              | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      1951 | NS      | $239602.31    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Unifirst Corp                                      | UNIFIRST CORP/MA              | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      1282 | NS      | $248400.32    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Lamb Weston Holdings Inc                           | LAMB WESTON                   | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |      2787 | NS      | $242190.30    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| National Vision Holdings Inc                       | NATIONAL VISION HOLDINGS      | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      6602 | NS      | $267116.92    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| St. Joe Co.                                        | ST JOE CO                     | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      6739 | NS      | $258979.77    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Sprouts Farmers Markets Inc                        | SPROUTS FARMERS               | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      7778 | NS      | $267018.74    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Glacier Bancorp Inc.                               | GLACIER BANCORP               | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      4390 | NS      | $254181.00    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Neurocrine Biosciences Inc                         | NEUROCRINE BIOSC              | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      2029 | NS      | $257804.74    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Grand Canyon Education Inc                         | GRAND CANYON EDU              | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      2622 | NS      | $296469.54    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Maxlinear Inc                                      | MAXLINEAR                     | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      6604 | NS      | $241706.40    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Terex Corporation                                  | TEREX CORP                    | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      7250 | NS      | $332847.50    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| TowneBank (Portsmouth Virginia)                    | TOWNE BANK                    | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      8038 | NS      | $259627.40    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Kontoor Brands Inc                                 | KONTOOR BRAND                 | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      6411 | NS      | $278557.95    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Amerisafe Inc                                      | AMERISAFE INC                 | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      4615 | NS      | $273992.55    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| First Commonwealth Financial Corp  PA              | FIRST COMMON FIN              | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     16797 | NS      | $247251.84    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Hillenbrand, Inc.                                  | HILLENBRAND INC               | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      5873 | NS      | $293650.00    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Quaker Houghton                                    | QUAKER HOUGHTON               | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      1494 | NS      | $294004.26    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Biohaven Ltd                                       | BIOHAVEN LTD-W/I              | CUSIP: G1110E107<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |       716 | NS      | $11327.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Elme Communities                                   | ELME COMMUNITIES              | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     12289 | NS      | $242830.64    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| New Mountain Finance Corporation                   | NEW MOUNTAIN FIN              | CUSIP: 647551100<br>LEI: 549300L1MPTT1H7SES77 | Long             | EC               | RF                | US        |     18705 | NS      | $238862.85    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| NBT Bancorp Inc                                    | NBT BANCORP INC               | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5683 | NS      | $262327.28    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Prestige Consumer Healthcare Inc                   | PRESTIGE CONSUME              | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4328 | NS      | $265998.88    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Exlservice Holdings Inc                            | EXLSERVICE HOLDI              | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      1464 | NS      | $274060.80    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Carlisle Companies Incorporated                    | CARLISLE COS INC              | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       769 | NS      | $202331.59    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Inter Parfums Inc                                  | INTER PARFUMS                 | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2857 | NS      | $272243.53    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Synovus Financial Corp.                            | SYNOVUS FINL                  | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      5742 | NS      | $241910.46    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Glaukos Corporation                                | GLAUKOS CORP                  | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      4051 | NS      | $188655.07    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Lendingtree Inc                                    | LENDINGTREE INC               | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      9043 | NS      | $216579.85    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Eagle Materials Inc.                               | EAGLE MATERIALS               | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      2012 | NS      | $274316.08    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Brinks Company                                     | BRINK'S CO/THE                | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      4452 | NS      | $266007.00    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanmina Corp                                       | SANMINA CORP                  | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      4681 | NS      | $309367.29    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Manhattan Associates Inc                           | MANHATTAN ASSOC               | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      1621 | NS      | $204148.74    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| New Relic Inc                                      | NEW RELIC INC                 | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |      3766 | NS      | $211912.82    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Byline Bancorp Inc                                 | BYLINE BANCORP INC            | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     10645 | NS      | $242599.55    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| NETSCOUT Systems Inc.                              | NETSCOUT SYSTEMS              | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      6888 | NS      | $256784.64    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Globalstar Inc                                     | GLOBALSTAR INC                | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |    135640 | NS      | $257716.00    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Marinemax Inc                                      | MARINEMAX INC                 | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      7228 | NS      | $238740.84    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Sonic Automotive, Inc.                             | SONIC AUTOMOTI-A              | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      4972 | NS      | $264212.08    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| RPM International Inc.                             | RPM INTL INC                  | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |      2588 | NS      | $268168.56    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Agco Corporation                                   | AGCO CORP                     | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |      2244 | NS      | $297823.68    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Halozyme Therapeutics Inc                          | HALOZYME THERAPE              | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      5452 | NS      | $312181.52    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| ESCO Technologies Inc.                             | ESCO TECH INC                 | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      2940 | NS      | $276389.40    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| MarketAxess Holdings Inc.                          | MARKETAXESS                   | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       969 | NS      | $259614.48    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Post Holdings Inc.                                 | POST HOLDINGS IN              | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      2633 | NS      | $246475.13    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Acadia Realty Trust                                | ACADIA REALTY                 | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17063 | NS      | $262428.94    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Werner Enterprises Inc.                            | WERNER ENT                    | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      5736 | NS      | $252269.28    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Crane Holdings Co.                                 | CRANE HOLDINGS C              | CUSIP: 224441105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2464 | NS      | $261036.16    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Forrester Research Inc.                            | FORRESTER RESEAR              | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |      5989 | NS      | $210693.02    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| BioCryst Pharmaceuticals  Inc.                     | BIOCRYST PHARMACEUTICALS      | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     17117 | NS      | $228683.12    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| TTM Technologies Inc                               | TTM TECHNOLOGIES              | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     16363 | NS      | $262953.41    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                | Fidelity Government Portfolio | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| First American Financial Corporation               | FIRST AMERICAN F              | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      4678 | NS      | $255652.70    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Q2 Holdings Inc                                    | Q2 HOLDINGS INC               | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      6700 | NS      | $182240.00    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Cabot Corporation                                  | CABOT CORP                    | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      3376 | NS      | $248541.12    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Heska Corp                                         | HESKA CORP                    | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |      2958 | NS      | $190347.30    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Ryder System, Inc.                                 | RYDER SYSTEM INC              | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      2857 | NS      | $267100.93    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Corvel Corp                                        | CORVEL CORP                   | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1558 | NS      | $238327.26    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| TFS Financial Corp                                 | TFS FINANCIAL CORP            | CUSIP: 87240R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16590 | NS      | $226453.50    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Sturm Ruger & Co                                   | STURM RUGER & CO              | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      4246 | NS      | $233232.78    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| The Toro Company                                   | TORO CO                       | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      2502 | NS      | $277696.98    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Sabre Corporation                                  | SABRE CORP                    | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |     41842 | NS      | $255654.62    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Exact Sciences Corporation                         | EXACT SCIENCES                | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      6640 | NS      | $298468.00    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Reliance Steel & Aluminum Co.                      | RELIANCE STEEL                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |      1237 | NS      | $261365.73    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Digi International Inc.                            | DIGI INTL INC                 | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      6244 | NS      | $265182.68    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Forward Air Corp.                                  | FORWARD AIR CORP              | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2389 | NS      | $268451.93    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Western Alliance Bancorporation                    | WESTERN ALLIANCE              | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      3281 | NS      | $224879.74    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Ensign Group Inc                                   | ENSIGN GROUP INC              | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      2713 | NS      | $257735.00    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Lakeland Bancorp Inc.                              | LAKELAND BANCORP              | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     13439 | NS      | $251040.52    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Caseys Gen Stores                                  | CASEY'S GENERAL               | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      1064 | NS      | $258573.28    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Rayonier Inc                                       | RAYONIER INC                  | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |      7196 | NS      | $258192.48    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| KBR Inc                                            | KBR INC                       | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |      4991 | NS      | $257884.97    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Chart Industries Inc                               | CHART INDUSTRIES              | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      1170 | NS      | $167298.30    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Assurant Inc.                                      | ASSURANT INC                  | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |      1485 | NS      | $190406.70    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Blackbaud Inc                                      | BLACKBAUD INC                 | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |      4889 | NS      | $289771.03    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Community Bancorp Inc.                    | NY COMM BANCORP               | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     25283 | NS      | $236396.05    | 0.19%             |  |  |  | No            | 1                  | On Loan: —       |
| Super Micro Computer Inc.                          | SUPER MICRO COMP              | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      3916 | NS      | $353340.68    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| SM Energy Co.                                      | SM ENERGY CO                  | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      5757 | NS      | $248184.27    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Cohen & Steers Inc                                 | COHEN & STEERS                | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      3444 | NS      | $228165.00    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Rexford Industrial Realty Inc.                     | REXFORD INDUSTRI              | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |      4146 | NS      | $229232.34    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Emcor Group Inc                                    | EMCOR GROUP INC               | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1868 | NS      | $289353.20    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Ingevity Corporation                               | INGEVITY CORP                 | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      3557 | NS      | $278406.39    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Minerals Technologies Inc.                         | MINERALS TECH                 | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      4365 | NS      | $263165.85    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| WEX Inc                                            | WEX INC                       | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      1699 | NS      | $287368.86    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| AAR Corp.                                          | AAR CORP                      | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      6018 | NS      | $280198.08    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Tenet Healthcare Corporation                       | TENET HEALTHCARE              | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      4178 | NS      | $192940.04    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| OGE Energy Corporation                             | OGE ENERGY CORP               | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      5915 | NS      | $239320.90    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Vista Ootdoor Inc                                  | VISTA OUTDOOR                 | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |      8871 | NS      | $248121.87    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Hecla Mining Company                               | HECLA MINING CO               | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |     54738 | NS      | $298322.10    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Corporate Office Properties Trust                  | CORP OFFICE PROP              | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      9280 | NS      | $257705.60    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Smart Global Holdings Inc                          | SMART GLOBAL HOL              | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | KY        |     13577 | NS      | $229587.07    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| BankUnited Inc.                                    | BANKUNITED INC                | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      6308 | NS      | $231629.76    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Medical Properties Trust Inc.                      | MEDICAL PROPERTI              | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |     18169 | NS      | $238377.28    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Evgo Inc                                           | EVGO INC                      | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27233 | NS      | $174291.20    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Highwoods Properties, Inc.                         | HIGHWOODS PROP                | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      8003 | NS      | $238489.40    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Synaptics Incorporated                             | SYNAPTICS INC                 | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      2177 | NS      | $230696.69    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Allete Inc                                         | ALLETE INC                    | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      4309 | NS      | $285255.80    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Spirit Aerosystems Holdings Inc                    | SPIRIT AEROSYSTEMS HOLD-C     | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9839 | NS      | $257880.19    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Silgan Holdings Inc.                               | SILGAN HOLDINGS               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      5131 | NS      | $271429.90    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Mastec, Inc.                                       | MASTEC INC                    | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      3392 | NS      | $308095.36    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Valvoline Inc                                      | VALVOLINE INC                 | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |      8508 | NS      | $280593.84    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Revance Therapeutics Inc                           | REVANCE THERAPEUTICS INC      | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |      7997 | NS      | $173614.87    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Harsco Corporation                                 | HARSCO CORP                   | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     57908 | NS      | $433151.84    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| Medpace Holdings Inc.                              | MEDPACE HOLDINGS              | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      1374 | NS      | $288388.86    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Pegasystems Inc                                    | PEGASYSTEMS INC               | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      6704 | NS      | $243020.00    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| S&T Bancorp Inc                                    | S & T BANCORP                 | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7358 | NS      | $275336.36    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| SEI Investments Co                                 | SEI INVESTMENTS               | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      4396 | NS      | $273782.88    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Korn Ferry                                         | KORN FERRY                    | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      4596 | NS      | $262109.88    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Cognex Corp                                        | COGNEX CORP                   | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |      5208 | NS      | $259254.24    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Worthington Industries, Inc.                       | WORTHINGTON INDS              | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      5655 | NS      | $320864.70    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Gold, Inc.                                   | ROYAL GOLD INC                | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      2299 | NS      | $258246.67    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Sanfilippo(John B)                                 | JOHN B SANFILIPP              | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      2848 | NS      | $241197.12    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Kennametal Inc                                     | KENNAMETAL INC                | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     10480 | NS      | $276881.60    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Oceaneering International, Inc.                    | OCEANEERING INTL              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     27094 | NS      | $411557.86    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Coca-Cola Consolidated Inc                         | COCA-COLA CONSOL              | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       524 | NS      | $257703.20    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Arcus Biosciences Inc.                             | ARCUS BIOSCIENCES INC         | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8244 | NS      | $289941.48    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Knowles Corporation                                | KNOWLES CORP                  | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     17694 | NS      | $276026.40    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Healthequity Inc                                   | HEALTHEQUITY INC              | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |      3213 | NS      | $203961.24    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| ViaSat, Inc.                                       | VIASAT INC                    | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      7138 | NS      | $243334.42    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Umpqua Holdings Co                                 | UMPQUA HOLDINGS               | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     12620 | NS      | $255807.40    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| LGI Homes Inc                                      | LGI HOMES INC                 | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      2650 | NS      | $263251.00    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Tennant Co                                         | TENNANT CO                    | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      3813 | NS      | $242239.89    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Burlington Stores Inc.                             | BURLINGTON STORE              | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      1928 | NS      | $377271.04    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Azenta Inc                                         | AZENTA INC                    | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      5032 | NS      | $302976.72    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Comfort Systems USA Inc.                           | COMFORT SYSTEMS               | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      2216 | NS      | $280900.16    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Alarm.com Holdings Inc.                            | ALARM.COM HOLDIN              | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      3327 | NS      | $166017.30    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Installed Building Products Inc                    | INSTALLED BUILDI              | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      2666 | NS      | $226423.38    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Topgolf Callaway Brands Corp                       | TOPGOLF CALLAWAY              | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     11181 | NS      | $234241.95    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| National Fuel Gas Company                          | NATL FUEL GAS CO              | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      3503 | NS      | $232003.69    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Weis Markets Inc                                   | WEIS MARKETS INC              | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3027 | NS      | $263984.67    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Independent Bank Group Inc                         | INDEPENDENT BANK              | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3513 | NS      | $231647.22    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Coherus Biosciences Inc                            | COHERUS BIOSCIEN              | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     22454 | NS      | $154034.44    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Formfactor Inc                                     | FORMFACTOR INC                | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |      8603 | NS      | $198471.21    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| FARO Technologies Inc.                             | FARO TECH                     | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |      7860 | NS      | $235171.20    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| B. Riley Financial Inc                             | B. RILEY FINANCIAL INC        | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4844 | NS      | $212748.48    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Genworth Financial Inc.                            | GENWORTH FINANCI              | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     61619 | NS      | $309943.57    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Haemonetics Corp                                   | HAEMONETICS CORP              | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      2913 | NS      | $248508.03    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| United Bankshares Inc                              | UNITED BANKSHS                | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      6033 | NS      | $258755.37    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Materion Corp                                      | MATERION CORP                 | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      2696 | NS      | $217189.76    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Alignment Healthcare Inc                           | ALIGNMENT HEALTH              | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18215 | NS      | $242259.50    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| East West Bancorp Inc                              | EAST WEST BNCRP               | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3212 | NS      | $225514.52    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc.                   | AEROJET ROCKETDY              | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |      5396 | NS      | $280592.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| The Hain Celestial Group Inc                       | HAIN CELESTIAL                | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     12784 | NS      | $239572.16    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Stifel Financial Corporation                       | STIFEL FINANCIAL              | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      4155 | NS      | $266958.75    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| HUB Group Inc                                      | HUB GROUP-A                   | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3127 | NS      | $263137.05    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| H B Fuller Company                                 | HB FULLER CO                  | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      3591 | NS      | $288393.21    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Kemper Corporation                                 | KEMPER CORP                   | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      5232 | NS      | $297805.44    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| National Retail Properties, Inc.                   | NATIONAL RETAIL               | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |      5409 | NS      | $250761.24    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Benchmark Electronics, Inc.                        | BENCHMARK ELECTR              | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      8703 | NS      | $251255.61    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| First Financial Bancorp.                           | FIRST FIN BANCRP              | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     10231 | NS      | $270405.33    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Acadia Healthcare Company, Inc.                    | ACADIA HEALTHCAR              | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      2759 | NS      | $245716.54    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Arrow Electronics, Inc.                            | ARROW ELECTRONIC              | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      2339 | NS      | $254342.86    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Air Transport Services Group Inc.                  | AIR TRANSPORT SE              | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |      8953 | NS      | $251042.12    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Seaworld Entertainment Inc                         | SEAWORLD ENTERTAINMENT IN     | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      4744 | NS      | $270692.64    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Gentherm Inc                                       | GENTHERM INC                  | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      4337 | NS      | $310485.83    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Trinseo PLC                                        | TRINSEO PLC                   | CUSIP: G9059U107<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |     11965 | NS      | $294937.25    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Microstrategy Incorporated                         | MICROSTRATEGY                 | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |      1016 | NS      | $201259.44    | 0.16%             |  |  |  | No            | 1                  | On Loan: —       |
| FB Financial Corp.                                 | FB FINANCIAL CORP             | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      5644 | NS      | $241619.64    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| United Community Banks Inc                         | UNITED COMMUNITY              | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      6516 | NS      | $253928.52    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Horace Mann Educators Corporation                  | HORACE MANN EDUC              | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      6115 | NS      | $235977.85    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Independence Realty Trust Inc                      | INDEPENDENCE REA              | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     12883 | NS      | $233439.96    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Northwest Bancshares Inc                           | NORTHWEST BANCSH              | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15929 | NS      | $243554.41    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Curtiss-Wright Corp.                               | CURTISS-WRIGHT                | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      1551 | NS      | $273984.15    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Amicus Therapeutics Inc.                           | AMICUS THERAPEUTICS INC       | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     20658 | NS      | $249961.80    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| LHC Group Inc                                      | LHC GROUP INC                 | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      1318 | NS      | $215374.38    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Cinemark Holdings Inc.                             | CINEMARK HOLDING              | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     17809 | NS      | $242380.49    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Thor Industries Inc.                               | THOR INDUSTRIES               | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      3082 | NS      | $265483.48    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Invesco Mortgage Capital Inc.                      | INVESCO MORTGAGE              | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |     19430 | NS      | $255115.90    | 0.20%             |  |  |  | No            | 1                  | On Loan: —       |
| Phibro Animal Health Corporation                   | PHIBRO ANIMAL-A               | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     16228 | NS      | $199766.68    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Regal Rexnord Corporation                          | REGAL REXNORD CO              | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      1537 | NS      | $201516.07    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Fox Factory Holding Corporation                    | FOX FACTORY HOLD              | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      2727 | NS      | $289334.70    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Rapid7 Incorporation                               | RAPID7 INC                    | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |      5026 | NS      | $147764.40    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| GoPro Inc.                                         | GOPRO INC-CLASS A             | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     43746 | NS      | $239728.08    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Brunswick Corporation                              | BRUNSWICK CORP                | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      3295 | NS      | $244489.00    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Ceva Inc                                           | CEVA INC                      | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |      8222 | NS      | $223391.74    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Shenandoah Telecommunications Co.                  | SHENANDOAH TELEC              | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     12679 | NS      | $246860.13    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Guidewire Software Inc                             | GUIDEWIRE SOFTWA              | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      3503 | NS      | $207762.93    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Liveperson Inc                                     | LIVEPERSON INC                | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |     22873 | NS      | $268529.02    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Chord Energy Corp.                                 | CHORD ENERGY COR              | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      1577 | NS      | $240539.81    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| ADTRAN Holdings Inc                                | ADTRAN HOLDINGS               | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     11020 | NS      | $223375.40    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Ingalls Industries, Inc.                | HUNTINGTON INGAL              | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |       974 | NS      | $225929.04    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Primerica, Inc.                                    | PRIMERICA INC                 | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      1746 | NS      | $260206.38    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Roadhouse Inc                                | TEXAS ROADHOUS                | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |      2471 | NS      | $245419.72    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| First Interstate Bancsystem Inc.                   | FIRST INTER/MT-A              | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      5345 | NS      | $233148.90    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Belden Inc.                                        | BELDEN INC                    | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      3593 | NS      | $289020.92    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Flagstar Bancorp, Inc.                             | FLAGSTAR BANCORP              | CUSIP: 337930705<br>LEI: 549300Q22V2Y3J4R2715 | Long             | EC               | CORP              | US        |      6457 | NS      | $242395.78    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Hawaiian Electric Industries, Inc.                 | HAWAIIAN ELEC                 | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |      6228 | NS      | $255846.24    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Matthews International Corp                        | MATTHEWS INTL-A               | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      9624 | NS      | $304695.84    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Dorman Products Inc.                               | DORMAN PRODUCTS               | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2626 | NS      | $235394.64    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Diodes Incorporated                                | DIODES INC                    | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      3321 | NS      | $306295.83    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Customers Bancorp, Inc.                            | CUSTOMERS BANCOR              | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      7316 | NS      | $236087.32    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Lincoln Electric Holdings Inc.                     | LINCOLN ELECTRIC              | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |      1716 | NS      | $253762.08    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Evercore Inc                                       | EVERCORE INC                  | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      2622 | NS      | $302001.96    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Enanta Pharmaceuticals Inc                         | ENANTA PHARMACEU              | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      4161 | NS      | $182210.19    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Codexis Inc                                        | CODEXIS INC                   | CUSIP: 192005106<br>LEI: 549300KGLM6CDPTVSE20 | Long             | EC               | CORP              | US        |     35589 | NS      | $194671.83    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Exelixis, Inc.                                     | EXELIXIS INC                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     13746 | NS      | $234781.68    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Allegiant Travel Company                           | ALLEGIANT TRAVEL              | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      2955 | NS      | $244112.55    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Ollies Bargain Outlet Holdings Incorporation       | OLLIE'S BARGAIN               | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      4179 | NS      | $254501.10    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Eplus Inc                                          | EPLUS INC                     | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      5192 | NS      | $257834.72    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Sleep Number Corporation                           | SLEEP NUMBER COR              | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      6379 | NS      | $186585.75    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Agios Pharmaceuticals Inc                          | AGIOS PHARMACEUTICALS INC     | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      7624 | NS      | $229787.36    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank         | ZIONS BANCORP NA              | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      4238 | NS      | $219613.16    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Extreme Networks Inc.                              | EXTREME NETWORKS              | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     16536 | NS      | $346759.92    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Dana Incorporated                                  | DANA INC                      | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     18861 | NS      | $332142.21    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| CSG Systems International Inc.                     | CSG SYSTEMS INTL              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      4078 | NS      | $252183.52    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Valley National Bancorp                            | VALLEY NATL BANC              | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     19961 | NS      | $252706.26    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Masonite International Corporation                 | MASONITE INTERNA              | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |      3032 | NS      | $228218.64    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| RLI Corp                                           | RLI CORP                      | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      2107 | NS      | $274057.49    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Steel Dynamics, Inc.                               | STEEL DYNAMICS                | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |      3039 | NS      | $315843.27    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Rush Enterprises Inc.                              | RUSH ENTER-CL A               | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      4919 | NS      | $253476.07    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Henry Jack & Associates Inc.                       | JACK HENRY                    | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      1183 | NS      | $224001.05    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Compass Minerals International Inc.                | COMPASS MINERALS              | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      5608 | NS      | $248714.80    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Telephone and Data Systems Inc.                    | TELEPHONE & DATA              | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15516 | NS      | $163538.64    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Harmonic Inc                                       | HARMONIC INC                  | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     16482 | NS      | $252833.88    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| CNO Financial Group, Inc.                          | CNO FINANCIAL GR              | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     11992 | NS      | $281572.16    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Four Corners Property Trust Inc.                   | FOUR CORNERS PRO              | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      8916 | NS      | $241980.24    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| ICF International Inc                              | ICF INTERNATIONAL INC         | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      1978 | NS      | $214355.86    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Interface, Inc.                                    | INTERFACE INC                 | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     24001 | NS      | $259930.83    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Innospec Inc                                       | INNOSPEC INC                  | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      2518 | NS      | $279221.02    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Black Hills Corporation                            | BLACK HILLS CORP              | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      3187 | NS      | $228284.81    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Qualys Inc                                         | QUALYS INC                    | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      1547 | NS      | $190776.04    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Kadant Inc                                         | KADANT INC                    | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      1293 | NS      | $249600.72    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Veris Residential Inc                              | VERIS RESIDENTIA              | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18968 | NS      | $304626.08    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| MGE Energy Inc.                                    | MGE ENERGY INC                | CUSIP: 55277P104<br>LEI: 549300BYWGHSXX2TEO67 | Long             | EC               | CORP              | US        |      3283 | NS      | $236408.83    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| The Hanover Insurance Group, Inc.                  | HANOVER INSURANC              | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      1683 | NS      | $247905.90    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| The Timken Company                                 | TIMKEN CO                     | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |      3650 | NS      | $277327.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| KAR Auction Services, Inc                          | KAR AUCTION SERV              | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     19323 | NS      | $265498.02    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Surgery Partners Inc                               | SURGERY PARTNERS              | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |      9217 | NS      | $260933.27    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Toll Brothers, Inc.                                | TOLL BROTHERS                 | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |      5135 | NS      | $246017.85    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Mercury General Corporation                        | MERCURY GEN CORP              | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      7584 | NS      | $275147.52    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Commercial Metals Company                          | COMMERCIAL METAL              | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      6088 | NS      | $299651.36    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Trupanion Inc                                      | TRUPANION INC                 | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      3634 | NS      | $189949.18    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| KB Home                                            | KB HOME                       | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      8318 | NS      | $261102.02    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Hercules Capital Inc                               | HERCULES CAPITAL              | CUSIP: 427096508<br>LEI: 549300UJ5OC256GR2B73 | Long             | EC               | RF                | US        |     18617 | NS      | $263616.72    | 0.21%             |  |  |  | No            | 1                  | On Loan: —       |
| UMB Financial Corp.                                | UMB FINANCIAL                 | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      2559 | NS      | $218845.68    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Viad Corp                                          | VIAD CORP                     | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      6829 | NS      | $202206.69    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Visteon Corporation                                | VISTEON CORP                  | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      2032 | NS      | $298297.60    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| Renasant Corporation                               | RENASANT CORP                 | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      6895 | NS      | $281109.15    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Hibbett Inc                                        | HIBBETT INC                   | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      4324 | NS      | $288237.84    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Trex Company, Inc.                                 | TREX CO INC                   | CUSIP: 89531P105<br>LEI: 549300ER482WJT9UUX16 | Long             | EC               | CORP              | US        |      4911 | NS      | $225365.79    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Ameresco Inc                                       | AMERESCO INC-CL A             | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |      3244 | NS      | $212546.88    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Herbalife Nutrition Ltd                            | HERBALIFE NUTRIT              | CUSIP: G4412G101<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |     10843 | NS      | $189969.36    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Five Below Inc                                     | FIVE BELOW                    | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      1566 | NS      | $251906.76    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Balchem Corp                                       | BALCHEM CORP                  | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      1774 | NS      | $249779.20    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| E.W. Scripps Company                               | EW SCRIPPS-A                  | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     19106 | NS      | $286207.88    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Griffon Corp                                       | GRIFFON CORP                  | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      7306 | NS      | $257974.86    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Addus Homecare Corp                                | ADDUS HOMECARE                | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      2264 | NS      | $249673.92    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Commvault Systems Inc.                             | COMMVAULT SYSTEM              | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      4068 | NS      | $268488.00    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2022-12-28

**Name of Applicant:** Northern Lights Fund Trust IV

**Signature:** Sam Singh

**Name of Signer:** Sam Singh

**Title:** Treasurer