# EDGAR Filing Document

**Accession Number:** 0000811161
**File Stem:** 0001145549-25-053156
**Filing Date:** 2025-8
**Character Count:** 316960
**Document Hash:** 64ef623bc8f879f8d956f9293e6d9372
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-053156.hdr.sgml**: 20250825

**ACCESSION NUMBER**: 0001145549-25-053156

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250825

**DATE AS OF CHANGE**: 20250825

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CLEARWATER INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000811161

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05038
- **FILM NUMBER:** 251249826

**BUSINESS ADDRESS:**
- **STREET 1:** 2000 WELLS FARGO PLACE
- **STREET 2:** 30 EAST 7TH STREET
- **CITY:** ST PAUL
- **STATE:** MN
- **ZIP:** 55101-4930
- **BUSINESS PHONE:** 651-228-0935

**MAIL ADDRESS:**
- **STREET 1:** 2000 WELLS FARGO PLACE
- **STREET 2:** 30 EAST 7TH STREET
- **CITY:** ST PAUL
- **STATE:** MN
- **ZIP:** 55101

## Series and Classes Contracts Data

### Clearwater Select Equity Fund (Series ID: S000000698)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000002051 | Clearwater Select Equity Fund | QWVOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Clearwater Investment Trust

- **b. Investment Company Act file number:** 811-05038

- **c. CIK number of Registrant:** 0000811161

- **d. LEI of Registrant:** 549300DJTRHSZ8F9UE31

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

  - **Street Address 1:** 2000 Wells Fargo Place

  - **City:** St. Paul

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55101

  - **Telephone number:** 6512280935

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

- **a. Name of Series:** Clearwater Select Equity Fund

- **b. EDGAR series identifier (if any):** S000000698

- **c. LEI of Series:** 549300JPAPXQ14UDMS55

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $428621253.63

**Total Liabilities:** $1354960.27

**Net Assets:** $427266293.36

**Cash Not Reported:** $57198.25

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000002051 | -3.34%               | 6.61%                | 3.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2572409.48             | $-11298252.40                              |
| Month 2  | $2477243.18              | $23047979.09                               |
| Month 3  | $2419876.87              | $11511803.38                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Asbury Automotive Group, Inc.                                | Asbury Automotive Group, Inc. COM USD0.01                      | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |       701 | NS      | $167216.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc                                | Janus International Group Inc COMMON STOCK                     | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    263730 | NS      | $2146762.20   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Company PLC                                          | Perrigo Company PLC COM EUR0.001                               | CUSIP: G97822103<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     74760 | NS      | $1997587.20   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PENN Entertainment Inc                                       | PENN Entertainment Inc COM USD0.01                             | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12427 | NS      | $222070.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                                              | Photronics Inc. COM USD0.01                                    | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      3800 | NS      | $71554.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                                                | Valvoline Inc USD0.01                                          | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     50960 | NS      | $1929855.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc                                              | MasterBrand Inc COMMON STOCK                                   | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |    116003 | NS      | $1267912.79   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                                  | Plexus Corp COM USD0.01                                        | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       314 | NS      | $42487.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                                      | Progress Software Corp. COM USD0.01                            | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      3276 | NS      | $209139.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                                      | Arrow Electronics, Inc. COM USD1                               | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     10860 | NS      | $1383889.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                                  | Avnet, Inc. COM USD1.00                                        | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     43048 | NS      | $2284987.84   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                                   | Tennant Co COM USD0.375                                        | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |       646 | NS      | $50052.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group, Inc.                                          | Triumph Group, Inc. COM USD0.001                               | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |      3102 | NS      | $79876.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc.                                             | Robert Half Inc. COM USD0.001                                  | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     33730 | NS      | $1384616.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                                         | Old National Bancorp COM NPV                                   | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    107507 | NS      | $2294199.38   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                                          | Diodes Incorporated COM USD0.66 2/3                            | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      4893 | NS      | $258790.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc.                                      | Patrick Industries Inc. COM NPV                                | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      1838 | NS      | $169592.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                                | Steelcase Inc COM NPV                                          | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |    155115 | NS      | $1617849.45   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                                 | Bread Financial Holdings Inc COM USD0.01                       | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     29013 | NS      | $1657222.56   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                             | Badger Meter Inc COM USD1                                      | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |       828 | NS      | $202818.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                                  | Hawkins Inc COM USD0.05                                        | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       300 | NS      | $42630.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                                   | WSFS Financial Corporation COM USD0.01                         | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     44940 | NS      | $2471700.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd.                         | White Mountains Insurance Group Ltd. COM USD1                  | CUSIP: G9618E107<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |      1227 | NS      | $2203348.44   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| H B Fuller Company                                           | H B Fuller Company COM USD1                                    | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     31110 | NS      | $1871266.50   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                                     | MKS Inc. COM NPV                                               | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     20690 | NS      | $2055758.40   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc.                                 | Tootsie Roll Industries Inc. COM USD0.6944                     | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |       721 | NS      | $24117.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                                     | Trinity Industries, Inc. COM USD0.01                           | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |      2936 | NS      | $79301.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                                         | Glacier Bancorp Inc. COM USD0.01                               | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     51354 | NS      | $2212330.32   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co                                               | Gorman-Rupp Co COM NPV                                         | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |     20040 | NS      | $735868.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                                        | Universal Corporation COM NPV                                  | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      1229 | NS      | $71576.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                                       | Veeco Instruments Inc. COM USD0.01                             | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      2597 | NS      | $52771.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen Of Troy Corp                                           | Helen Of Troy Corp COM USD0.10                                 | CUSIP: G4388N106<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     29560 | NS      | $838912.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                          | Flowers Foods, Inc. COM USD0.01                                | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    113630 | NS      | $1815807.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co.                                                    | WD-40 Co. COM USD0.001                                         | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |       720 | NS      | $164224.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                                 | ViaSat, Inc. COM USD0.0001                                     | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |      4700 | NS      | $68620.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc.                                       | Gildan Activewear Inc. COM NPV                                 | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |     64278 | NS      | $3165048.72   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc.                                 | Columbia Banking System Inc. COM NPV                           | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96014 | NS      | $2244807.32   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc.                                          | ABM Industries Inc. COM USD0.01                                | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     36295 | NS      | $1713486.95   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Text Corp                                               | Open Text Corp COM NPV                                         | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |     30130 | NS      | $879796.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                             | Olin Corporation COM USD1                                      | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     68925 | NS      | $1384703.25   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                              | ScanSource Inc. COM NPV                                        | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     45314 | NS      | $1894578.34   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                                    | Winnebago Industries Inc. COM USD0.50                          | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      1423 | NS      | $41267.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                                   | Wolverine World Wide, Inc. COM USD1                            | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |      2801 | NS      | $50642.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                                | American Woodmark Corporation COM NPV                          | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     38706 | NS      | $2065739.22   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                                | American Woodmark Corporation COM NPV                          | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |     34890 | NS      | $1862079.30   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation                     | Stewart Information Services Corporation COM USD1              | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     22560 | NS      | $1468656.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                                        | Teleflex Incorporated COM USD1                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     10830 | NS      | $1281838.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Incorporated                                        | Teleflex Incorporated COM USD1                                 | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     13073 | NS      | $1547320.28   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                                           | The Timken Company COM NPV                                     | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     18620 | NS      | $1350881.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc.                                   | USANA Health Sciences Inc. COM USD0.001                        | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     40103 | NS      | $1224344.59   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                                        | Universal Corporation COM NPV                                  | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     21089 | NS      | $1228223.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                                      | Webster Financial Corp. COM USD0.01                            | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     46009 | NS      | $2512091.40   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                                    | Winnebago Industries Inc. COM USD0.50                          | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     53170 | NS      | $1541930.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                                        | Air Lease Corporation COM USD0.01                              | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     52730 | NS      | $3084177.70   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                             | Malibu Boats Inc COM USD0.01 CL A                              | CUSIP: 56117J100<br>LEI: 549300MHGS3WZNRLUK77 | Long             | EC               | CORP              | US        |     58730 | NS      | $1840598.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                                       | Integer Holdings Corp. COM NPV                                 | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     14250 | NS      | $1752322.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                                    | Varex Imaging Corporation COM USD0.01                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |    107050 | NS      | $928123.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Burford Capital Limited                                      | Burford Capital Limited ORD NPV (DI)                           | CUSIP: G17977110<br>LEI: 549300FUKUWFYJMT2277 | Long             | EC               | CORP              | GG        |    119810 | NS      | $1708490.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc.                                  | Atlas Energy Solutions Inc. COM NEW                            | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121440 | NS      | $1623652.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Hooker Furnishings Corp.                                     | Hooker Furnishings Corp. COM NPV                               | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47911 | NS      | $506898.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp.                                      | Univest Financial Corp. COM USD5                               | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     38838 | NS      | $1166693.52   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corporation                                         | Huntsman Corporation COM USD0.01                               | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |    101629 | NS      | $1058974.18   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc.                                        | Rush Enterprises Inc. COM CLASS'A'USD0.01                      | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     16085 | NS      | $828538.35    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                                  | DiamondRock Hospitality Co. COM USD0.01                        | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    117222 | NS      | $897920.52    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                                    | CNO Financial Group, Inc. COM USD0.01                          | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     48838 | NS      | $1884170.04   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc.                                        | Douglas Dynamics Inc. COM USD0.01                              | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |     91594 | NS      | $2699275.18   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                                    | PVH Corp. COM USD1.00                                          | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     18521 | NS      | $1270540.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corp.                                                   | ESAB Corp. COM                                                 | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     10653 | NS      | $1284219.15   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                                         | Koppers Holdings Inc COM STK USD0.01                           | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58095 | NS      | $1867754.25   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                                             | Hanesbrands Inc. COM USD0.01                                   | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    217660 | NS      | $996882.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.                             | Armstrong World Industries, Inc. COM STK USD0.01               | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      8720 | NS      | $1416476.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                            | Essent Group Ltd. COM USD0.015                                 | CUSIP: G3198U102<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     27765 | NS      | $1686168.45   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc.                                     | BrightView Holdings Inc. USD0.01                               | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |    102700 | NS      | $1709955.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                                      | Enerpac Tool Group Corp CL A COM                               | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     46060 | NS      | $1868193.60   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimas Corporation                                           | Trimas Corporation COM STK USD0.01                             | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     90520 | NS      | $2589777.20   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                                    | Gates Industrial Corp PLC COM USD0.01                          | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |     40070 | NS      | $922812.10    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International Plc                                | Weatherford International Plc COM USD0.001                     | CUSIP: G48833118<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     14370 | NS      | $722954.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                                               | API Group Corp COM STK                                         | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     34480 | NS      | $1760204.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                                       | Ingredion Incorporated COM USD0.01                             | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     10921 | NS      | $1481106.02   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc                                               | Tecnoglass Inc COM USD0.0001                                   | CUSIP: G87264100<br>LEI: 529900YRWTPOC2E6IO67 | Long             | EC               | CORP              | KY        |     21820 | NS      | $1687995.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                                      | Dream Finders Homes Inc COM CL A                               | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89908 | NS      | $2259388.04   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                       | Marcus & Millichap Inc COM USD0.0001                           | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     27028 | NS      | $830029.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc.                                              | DMC Global Inc. COM USD0.05                                    | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     99021 | NS      | $798109.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                 | Northern Institutional Funds GOVT SELECT PT                    | CUSIP: 665278701<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   2577869 | NS      | $2577869.44   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc                                       | Pacira Biosciences Inc COM USD0.001                            | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |      7485 | NS      | $178891.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp.                                    | Regional Management Corp. COM USD0.10                          | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      4179 | NS      | $122068.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                                   | Qualys Inc COM USD0.001                                        | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      8216 | NS      | $1173819.92   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                                     | Tandem Diabetes Care Inc COM USD0.001(POST REV SPLT)           | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     30746 | NS      | $573105.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc                                   | Rocket Pharmaceuticals Inc COM USD0.01                         | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |     31152 | NS      | $76322.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc.                                  | Grid Dynamics Holdings Inc. CL A                               | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20226 | NS      | $233610.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc.                                   | Rigel Pharmaceuticals Inc. COM                                 | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |     20872 | NS      | $390932.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals International PLC                    | Kiniksa Pharmaceuticals International PLC ORD SHS CL A         | CUSIP: G52694109<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     68299 | NS      | $1889833.33   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| POSEIDA THERAP INC CVR                                       | POSEIDA THERAP INC CVR                                         | CUSIP: 737CVR019<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35134 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                               | Ironwood Pharmaceuticals, Inc. COM CL A USD0.001               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    112134 | NS      | $80422.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acm Research Inc                                             | Acm Research Inc COM USD0.0001 CL A                            | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |      5427 | NS      | $140559.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings, Inc.                               | Victory Capital Holdings, Inc. COM USD0.01 CL A                | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     25113 | NS      | $1598944.71   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                                       | Castle Biosciences Inc COM USD0.001                            | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7469 | NS      | $152516.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                                 | Cargurus Inc COM USD0.001 CL A                                 | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     64341 | NS      | $2153493.27   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                                  | Workiva Inc COM USD0.001                                       | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     21293 | NS      | $1457505.85   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                                   | Amneal Pharmaceuticals Inc USD0.01 CLASS A                     | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |    207980 | NS      | $1682558.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Onespan Inc                                                  | Onespan Inc COM USD0.001                                       | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |     85639 | NS      | $1429314.91   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BigCommerce Holdings Inc                                     | BigCommerce Holdings Inc COM SER 1                             | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |      7385 | NS      | $36925.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cryoport Inc                                                 | Cryoport Inc COM USD0.01                                       | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |     20764 | NS      | $154899.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ibotta Inc.                                                  | Ibotta Inc. CLASS A COM SHS                                    | CUSIP: 451051106<br>LEI: 54930026OZD4IQ7YR615 | Long             | EC               | CORP              | US        |      7712 | NS      | $282259.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mannkind Corporation                                         | Mannkind Corporation COM USD0.01                               | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |     77846 | NS      | $291144.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corporation                                           | Appian Corporation COM USD0.0001 CL A                          | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |     56396 | NS      | $1683984.56   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                                    | Asana Inc CL A                                                 | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |     89601 | NS      | $1209613.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp. (Bry)                                            | Berry Corp. (Bry) COM USD0.01                                  | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79060 | NS      | $218996.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                                 | Adtalem Global Education Inc COM USD0.01                       | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      3007 | NS      | $382580.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street Inc.                                           | Rimini Street Inc. COM USD0.001                                | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |     10556 | NS      | $39796.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardent Health Inc.                                           | Ardent Health Inc. COM                                         | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6483 | NS      | $88557.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                                      | Century Communities Inc COM USD0.01                            | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      1948 | NS      | $109711.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tegna Inc                                                    | Tegna Inc COM USD1                                             | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      4694 | NS      | $78671.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                                   | Impinj Inc COM USD0.001                                        | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       300 | NS      | $33321.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc.                                          | First Hawaiian Inc. COM USD0.01                                | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      8600 | NS      | $214656.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                                     | Northwest Bancshares Inc COM USD0.01                           | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7700 | NS      | $98406.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc.                                              | QuinStreet Inc. COM USD0.001                                   | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |       706 | NS      | $11366.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc.(South Carolina)                  | United Community Banks Inc.(South Carolina) COM CAP USD1       | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     11400 | NS      | $339606.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc                                | Supernus Pharmaceuticals, Inc COM USD0.001                     | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      1200 | NS      | $37824.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                                     | Gogo Inc COM USD0.0001                                         | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      5700 | NS      | $83676.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                                   | Albany International Corp. CLASS'A'COM USD0.001                | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      1367 | NS      | $95867.71     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc.                               | American Eagle Outfitters Inc. COM USD0.01                     | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      7500 | NS      | $72150.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                             | Advanced Energy Industries, Inc. COM USD0.001                  | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      1342 | NS      | $177815.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                   | Korn Ferry COM USD0.01                                         | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      3300 | NS      | $241989.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                         | Associated Banc-Corp COM USD0.01                               | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      9057 | NS      | $220900.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc.                                        | Astec Industries Inc. COM USD0.20                              | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      1200 | NS      | $50028.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                       | Cathay General Bancorp COM USD0.01                             | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      1620 | NS      | $73758.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                                                  | Avnet, Inc. COM USD1.00                                        | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |        51 | NS      | $2707.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc.                                        | Extreme Networks Inc. COM USD0.001                             | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |      2500 | NS      | $44875.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                                  | Benchmark Electronics, Inc. COM USD0.10                        | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      1600 | NS      | $62128.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc.                                             | Robert Half Inc. COM USD0.001                                  | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |       800 | NS      | $32840.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI System Inc.                                              | OSI System Inc. COM NPV                                        | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       406 | NS      | $91293.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc.                                              | BorgWarner Inc. COM USD0.01                                    | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     10800 | NS      | $361584.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                                          | Mercury Systems Inc COM USD0.01                                | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |       741 | NS      | $39910.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                                 | Topgolf Callaway Brands Corp COM USD0.01                       | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |      9153 | NS      | $73681.65     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                                  | Rogers Corp CAP USD1                                           | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |       925 | NS      | $63344.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc                                       | Cheesecake Factory Inc COM USD0.01                             | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      1580 | NS      | $99002.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                                  | Brinker International, Inc. COM USD0.10                        | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      2038 | NS      | $367512.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                                       | ESCO Technologies Inc. COM USD0.01                             | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |       333 | NS      | $63892.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc                                      | Commerce Bancshares Inc COM USD5                               | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       116 | NS      | $7211.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Conmed Corporation                                           | Conmed Corporation COM USD0.01                                 | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       700 | NS      | $36456.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marinemax Inc                                                | Marinemax Inc COM STK USD0.001                                 | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |       575 | NS      | $14455.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                                    | MDU Resources Group, Inc. COM USD1.00                          | CUSIP: 552690109<br>LEI: 549300MA0UV6AI6SNV27 | Long             | EC               | CORP              | US        |      9328 | NS      | $155497.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp.                                             | Sealed Air Corp. COM USD0.10                                   | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      1200 | NS      | $37236.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                                              | CTS Corporation COM NPV                                        | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      1900 | NS      | $80959.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corporation                    | Integra LifeSciences Holdings Corporation COM STK USD0.01      | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |      9600 | NS      | $117792.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                                          | TG Therapeutics Inc COM USD0.001                               | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |      2126 | NS      | $76514.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                                           | Deluxe Corporation COM USD1                                    | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      2100 | NS      | $33411.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                                      | Digi International Inc. COM USD0.01                            | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      1800 | NS      | $62748.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Madden(Steven)Ltd.                                           | Madden(Steven)Ltd. COM USD0.0001                               | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      2000 | NS      | $47960.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                                       | Dycom Industries, Inc. COM USD0.333                            | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      1274 | NS      | $311352.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                                  | Simmons First National Corp CLASS'A'COM USD1                   | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     10210 | NS      | $193581.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Incorporated                        | Community Health Systems Incorporated COM USD0.01              | CUSIP: 203668108<br>LEI: 549300BQWM4WENQ3YW73 | Long             | EC               | CORP              | US        |     39200 | NS      | $133280.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corvel Corp                                                  | Corvel Corp COM USD0.0001                                      | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       792 | NS      | $81401.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| H B Fuller Company                                           | H B Fuller Company COM USD1                                    | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      5857 | NS      | $352298.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                                     | MKS Inc. COM NPV                                               | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      1500 | NS      | $149040.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                                         | Glacier Bancorp Inc. COM USD0.01                               | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      4022 | NS      | $173267.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co                                               | Gorman-Rupp Co COM NPV                                         | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |      1300 | NS      | $47736.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                     | Granite Construction Inc COM USD0.01                           | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |       513 | NS      | $47970.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB Group Inc                                                | HUB Group Inc CL'A' COM USD0.01                                | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6346 | NS      | $212146.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corp.                                                 | Enviri Corp. COM USD1.25                                       | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |      9700 | NS      | $84196.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc.                               | Healthcare Services Group Inc. COM USD0.01                     | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      6000 | NS      | $90180.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                                   | Highwoods Properties, Inc. COM USD0.01                         | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      4600 | NS      | $143014.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp.                                              | BancFirst Corp. COM USD1                                       | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      2200 | NS      | $271964.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                                 | Griffon Corp COM USD0.25                                       | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |      1189 | NS      | $86047.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                             | Elme Communities SBI USD0.01                                   | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     11600 | NS      | $184440.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc.                                     | Insight Enterprises Inc. COM USD0.01                           | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      1683 | NS      | $232397.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                               | Kennametal Inc CAP USD1.25                                     | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      2443 | NS      | $56091.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc.                                         | Leggett & Platt Inc. COM USD0.01                               | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      4900 | NS      | $43708.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                                            | Foot Locker, Inc. COM USD0.01                                  | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |      3500 | NS      | $85750.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc.                                               | M/I Homes Inc. COM USD0.01                                     | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      1700 | NS      | $190604.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                                     | First Financial Bancorp. COM NPV                               | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |       500 | NS      | $12130.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                                  | Mercury General Corporation COM NPV                            | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |       892 | NS      | $60067.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                              | City Holding Co COM USD2.50                                    | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       600 | NS      | $73452.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc.                                 | Columbia Banking System Inc. COM NPV                           | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7508 | NS      | $175537.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.                              | Oceaneering International, Inc. COM USD0.25                    | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      4502 | NS      | $93281.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc.                                    | Patterson-UTI Energy Inc. COM USD0.01                          | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     14800 | NS      | $87764.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation Of Florida                      | Seacoast Banking Corporation Of Florida COM USD0.10            | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      3235 | NS      | $89350.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                                 | Moelis & Co. COM USD0.01 CL'A'                                 | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      3400 | NS      | $211888.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp.                                             | SouthState Corp. COM USD2.5                                    | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      2391 | NS      | $220043.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                                       | Integer Holdings Corp. COM NPV                                 | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      2000 | NS      | $245940.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                                     | Phillips Edison & Co Inc COMMON STOCK                          | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |      5868 | NS      | $205556.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp.                           | Madison Square Garden Sports Corp. COM USD0.01 CLASS A         | CUSIP: 55825T103<br>LEI: 529900BQELIZ5ZQYB788 | Long             | EC               | CORP              | US        |       318 | NS      | $66446.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc.                                            | PJT Partners Inc. COM USD0.01                                  | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |       301 | NS      | $49668.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc.                             | Four Corners Property Trust Inc. COM USD0.0001                 | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     10300 | NS      | $277173.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                           | Douglas Emmett Inc COM STK USD0.01                             | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6600 | NS      | $99264.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc.                                        | UFP Technologies Inc. COM USD0.01                              | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |       154 | NS      | $37600.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc                                                 | OPENLANE Inc COM USD0.01                                       | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      5359 | NS      | $131027.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc.                              | Telephone and Data Systems Inc. COM USD0.01                    | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4200 | NS      | $149436.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                                  | OFG Bancorp COM USD1                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |       253 | NS      | $10828.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc Of California Inc.                                      | Banc Of California Inc. COM USD0.01                            | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     12902 | NS      | $181273.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                                         | Ingevity Corporation COM USD0.01                               | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      4836 | NS      | $208383.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                             | Hope Bancorp Inc COM USD0.001                                  | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      4200 | NS      | $45066.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Radnet Inc                                                   | Radnet Inc COM STK USD0.01                                     | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |      3167 | NS      | $180233.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc.                                | Catalyst Pharmaceuticals Inc. COM STK USD0.001                 | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |      6693 | NS      | $145238.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                                          | AeroVironment, Inc. COM USD0.0001                              | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      1223 | NS      | $348493.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc.                                       | Cinemark Holdings Inc. COM USD0.001                            | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      4500 | NS      | $135810.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corporation                                            | Sabre Corporation COM USD0.01                                  | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |     18604 | NS      | $58788.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                                 | ServisFirst Bancshares, Inc. COM USD0.001                      | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2200 | NS      | $170522.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                            | Eagle Bancorp Inc COM USD0.01                                  | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      6800 | NS      | $132464.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc.                                            | HealthStream Inc. COM NPV                                      | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |       334 | NS      | $9241.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc.                                        | Simulations Plus Inc. COM USD0.001                             | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $20940.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimas Corporation                                           | Trimas Corporation COM STK USD0.01                             | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |      3965 | NS      | $113438.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group Inc.                                             | Shyft Group Inc. COM                                           | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |    157406 | NS      | $1973871.24   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                                              | B&G Foods, Inc. COM USD0.01                                    | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |      9400 | NS      | $39762.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc.                                     | Amicus Therapeutics Inc. COM STK USD0.01                       | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      4213 | NS      | $24140.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc.                                              | MSA Safety Inc. COM NPV                                        | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     13834 | NS      | $2317610.02   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                   | Korn Ferry COM USD0.01                                         | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     29686 | NS      | $2176874.38   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                                           | InterDigital, Inc. COM STK USD0.01                             | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |      1506 | NS      | $337690.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                            | ACI Worldwide Inc COM USD0.005                                 | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |       251 | NS      | $11523.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                         | Associated Banc-Corp COM USD0.01                               | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     73324 | NS      | $1788372.36   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                                | Steelcase Inc COM NPV                                          | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |    165395 | NS      | $1725069.85   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                                         | Hilltop Holdings Inc COM STK USD0.01                           | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      2500 | NS      | $75875.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc.                                   | American Assets Trust Inc. COM USD0.01                         | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $21725.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                              | Whitestone REIT SBI COM USD0.001 CL 'B'                        | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $31200.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company LLC                                     | The Chemours Company LLC COM USD0.01 WI                        | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     16600 | NS      | $190070.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                                   | WSFS Financial Corporation COM USD0.01                         | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     36559 | NS      | $2010745.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc                                      | Commerce Bancshares Inc COM USD5                               | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46899 | NS      | $2915710.83   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc                            | Donnelley Financial Solutions Inc COM USD0.01                  | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      3319 | NS      | $204616.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Advansix Inc                                                 | Advansix Inc COM USD0.01                                       | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |       500 | NS      | $11875.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                                | Teradata Corp COM STK USD0.01                                  | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      9100 | NS      | $203021.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc.                                                    | Dana Inc. COM STK USD0.01                                      | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      5633 | NS      | $96605.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Conmed Corporation                                           | Conmed Corporation COM USD0.01                                 | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     36120 | NS      | $1881129.60   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles River Laboratories International, Inc.               | Charles River Laboratories International, Inc. COM STK USD0.01 | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | EC               | CORP              | US        |      8370 | NS      | $1269980.10   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                                | Amphastar Pharmaceuticals Inc COM USD0.0001                    | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      2035 | NS      | $46723.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc.                                    | Green Brick Partners Inc. COM USD0.01                          | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      2340 | NS      | $147139.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc.                                                | Woodward Inc. COM USD0.00875                                   | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     13760 | NS      | $3372438.40   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                                  | Genesco Inc COM USD1                                           | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     58218 | NS      | $1146312.42   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                                       | Energizer Holdings Inc COM USD0.01                             | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |      2800 | NS      | $56448.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc.                                    | Axcelis Technologies Inc. COM USD0.001                         | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      3673 | NS      | $255971.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources, Inc.                                     | Comstock Resources, Inc. COM USD0.50                           | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     11603 | NS      | $321055.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                                    | Edgewell Personal Care Co COM USD0.01                          | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      2100 | NS      | $49161.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                                    | Haverty Furniture Cos Inc COM USD1                             | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |     57931 | NS      | $1178895.85   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                                   | Hasbro Inc COM USD0.50                                         | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |     25870 | NS      | $1909723.40   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                                 | Archrock Inc COM USD0.01                                       | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |      2831 | NS      | $70293.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                                | Trupanion Inc COM USD0.00001                                   | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      2081 | NS      | $115183.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                                    | Qorvo Inc COM USD0.0001                                        | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |      2100 | NS      | $178311.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc.                                 | Columbia Banking System Inc. COM NPV                           | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67493 | NS      | $1577986.34   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                                      | Advance Auto Parts Inc. COM USD0.0001                          | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     74807 | NS      | $3477777.43   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                                           | Newell Brands Inc. COM USD1                                    | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    169284 | NS      | $914133.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                               | MRC Global Inc COM USD0.01                                     | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    185466 | NS      | $2542738.86   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                                             | Malibu Boats Inc COM USD0.01 CL A                              | CUSIP: 56117J100<br>LEI: 549300MHGS3WZNRLUK77 | Long             | EC               | CORP              | US        |     60724 | NS      | $1903090.16   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                                    | Varex Imaging Corporation COM USD0.01                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |    150820 | NS      | $1307609.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                                 | Spectrum Brands Holdings Inc COM USD0.01                       | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     29758 | NS      | $1577174.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                                             | Concentrix Corp. COM                                           | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |     43892 | NS      | $2319911.66   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc.                                                     | Box Inc. COM USD0.0001 CL 'A'                                  | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      4220 | NS      | $144197.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                                              | Shake Shack Inc COM USD0.01 'A'                                | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      1787 | NS      | $251252.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                             | Ryman Hospitality Properties Inc COM USD0.01                   | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     22210 | NS      | $2191460.70   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion S.A.                                                   | Orion S.A. COM NPV                                             | CUSIP: L72967109<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |    177840 | NS      | $1865541.60   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona Inc                                          | Dentsply Sirona Inc COM USD0.01                                | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |    104410 | NS      | $1658030.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                                     | NOV Inc. COM                                                   | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    110046 | NS      | $1367871.78   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                                      | Synovus Financial Corp. COM USD1.00                            | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     30910 | NS      | $1599592.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                               | Globe Life Inc COM USD1.00                                     | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      7647 | NS      | $950445.63    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Trueblue Inc                                                 | Trueblue Inc COM NPV                                           | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112956 | NS      | $731954.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                                   | Adient PLC COM USD0.001                                        | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |    159168 | NS      | $3097409.28   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                     | Resideo Technologies Inc COM USD0.001                          | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    106427 | NS      | $2347779.62   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                                 | Envista Holdings Corporation COM USD0.01                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     91886 | NS      | $1795452.44   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                 | Northern Institutional Funds GOVT SELECT PT                    | CUSIP: 665278701<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   3749005 | NS      | $3749005.12   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality Reit Inc                                   | Apple Hospitality Reit Inc COM NPV                             | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |      3400 | NS      | $39678.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                                  | Caleres Inc COM USD0.01                                        | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |      1960 | NS      | $23951.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aoti Inc.                                                    | Aoti Inc. COM SHS USD0.00001 (DI)                              | CUSIP: 03690C102<br>LEI: 213800ZGCNDSTWIRK687 | Long             | EC               | CORP              | US        |    466315 | NS      | $576078.58    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                                 | Protagonist Therapeutics Inc COM USD0.00001                    | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $138175.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Company                                    | Simply Good Foods Company COM USD0.01                          | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1907 | NS      | $60242.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                                      | Digi International Inc. COM USD0.01                            | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     34001 | NS      | $1185274.86   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ADENTRA Inc                                                  | ADENTRA Inc COM                                                | CUSIP: 00686A108<br>LEI: 254900S1MZ7WZBPR5U32 | Long             | EC               | CORP              | CA        |     37840 | NS      | $801677.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bowhead Specialty Holdings Inc                               | Bowhead Specialty Holdings Inc COM SHS                         | CUSIP: 10240L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28607 | NS      | $1073620.71   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SoundThinking Inc                                            | SoundThinking Inc COM USD0.005                                 | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |     50127 | NS      | $654407.99    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mama's Creations, Inc                                        | Mama's Creations, Inc COM                                      | CUSIP: 56146T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    130397 | NS      | $1082295.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Journey Medical Corporation                                  | Journey Medical Corporation COM                                | CUSIP: 48115J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103750 | NS      | $744925.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc                                               | Eventbrite Inc COM USD0.00001 CLASS A                          | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |     80774 | NS      | $212435.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-Mabs Therapeutics Inc                                      | Y-Mabs Therapeutics Inc COM USD0.0001                          | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13239 | NS      | $59707.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Audioeye Inc                                                 | Audioeye Inc COM NEW                                           | CUSIP: 050734201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77270 | NS      | $900195.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Scpharmaceuticals Inc                                        | Scpharmaceuticals Inc COM USD0.0001                            | CUSIP: 810648105<br>LEI: 549300F55SN4ZR2OA180 | Long             | EC               | CORP              | US        |    177858 | NS      | $677638.98    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| CPI Card Group Incorporation                                 | CPI Card Group Incorporation COM USD0.001                      | CUSIP: 12634H200<br>LEI: 54930087HHJ1VWIJK062 | Long             | EC               | CORP              | US        |     31536 | NS      | $748033.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                                        | Arlo Technologies Inc COM USD0.001                             | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |    140764 | NS      | $2387357.44   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc                                            | Pennant Group Inc COM USD0.001                                 | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     23165 | NS      | $691475.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyward Specialty Insurance Group Inc                        | Skyward Specialty Insurance Group Inc COM                      | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |     22551 | NS      | $1303222.29   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Coda Octopus Group Inc.                                      | Coda Octopus Group Inc. COM USD0.001                           | CUSIP: 19188U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36239 | NS      | $296435.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc                                                   | Evolus Inc COM USD0.00001                                      | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |     54983 | NS      | $506393.43    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiverr International Ltd                                     | Fiverr International Ltd COM NPV                               | CUSIP: M4R82T106<br>LEI: 549300Z8OREY6THCPF67 | Long             | EC               | CORP              | IL        |     37095 | NS      | $1087996.35   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                 | Northern Institutional Funds GOVT SELECT PT                    | CUSIP: 665278701<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   1401920 | NS      | $1401920.43   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                                     | Tandem Diabetes Care Inc COM USD0.001(POST REV SPLT)           | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      1858 | NS      | $34633.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc.                                       | Arcus Biosciences Inc. COM USD0.0001                           | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2951 | NS      | $24021.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                                         | Palomar Holdings Inc COM USD0.0001                             | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      1158 | NS      | $178621.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc.                                       | TransMedics Group Inc. COM NPV                                 | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |      1649 | NS      | $220982.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                                        | Element Solutions Inc COM USD0.01                              | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |      5600 | NS      | $126840.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                           | Kontoor Brands Inc COM NPV                                     | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      2251 | NS      | $148498.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc.                       | Essential Properties Realty Trust Inc. USD0.01                 | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     12200 | NS      | $389302.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                                    | Sonos Inc COM USD0.001                                         | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      5198 | NS      | $56190.38     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolus Inc                                                   | Evolus Inc COM USD0.00001                                      | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |      4283 | NS      | $39446.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                          | Clearway Energy Inc COM USD0.01 CLASS C                        | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      3905 | NS      | $124960.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liveramp Holdings Inc                                        | Liveramp Holdings Inc COM USD0.10                              | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      2563 | NS      | $84681.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mara Holdings Inc                                            | Mara Holdings Inc COM                                          | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |     14376 | NS      | $225415.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                                 | Organon & Co COMMON STOCK                                      | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     21824 | NS      | $211256.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc.                                         | Payoneer Global Inc. COM                                       | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20100 | NS      | $137685.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Victorias Secret and Co                                      | Victorias Secret and Co COMMON STOCK                           | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |      1900 | NS      | $35188.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tripadvisor Inc                                              | Tripadvisor Inc COM USD0.001                                   | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |      5500 | NS      | $71775.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc                                                | GEO Group Inc COM USD0.01 NEW                                  | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |      6784 | NS      | $162476.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                                       | Boot Barn Holdings Inc COM USD0.0001                           | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       812 | NS      | $123424.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc.                                              | NV5 Global Inc. COM USD0.01                                    | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2300 | NS      | $53107.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                               | LCI Industries COM USD0.01                                     | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      1112 | NS      | $101403.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                                      | Goosehead Insurance Inc COM USD0.01 CL A                       | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      1458 | NS      | $153833.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                             | Clear Secure Inc COM CL A                                      | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $111040.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                                        | Cytek Biosciences Inc COM                                      | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |     35400 | NS      | $120360.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT Media Inc                                           | OUTFRONT Media Inc COM NEW                                     | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |       878 | NS      | $14328.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc.                                 | Fresh Del Monte Produce Inc. COM USD0.01                       | CUSIP: G36738105<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |       400 | NS      | $12968.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                                     | Group 1 Automotive, Inc. COM USD0.01                           | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |       300 | NS      | $131013.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                                       | Sonic Automotive, Inc. COM USD0.01 CL'A'                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      2269 | NS      | $181361.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Healthcare Corporation                              | National Healthcare Corporation COM USD0.01                    | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       126 | NS      | $13483.26     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc                                                   | Buckle Inc COM USD0.01                                         | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      2558 | NS      | $116005.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                                | Steelcase Inc COM NPV                                          | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     13273 | NS      | $138437.39    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial                                                | CVB Financial COM NPV                                          | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12000 | NS      | $237480.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                                            | Radian Group Inc. COM USD0.001                                 | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      5790 | NS      | $208555.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                                 | Bread Financial Holdings Inc COM USD0.01                       | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      1800 | NS      | $102816.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc                       | Heidrick & Struggles International Inc COM USD0.01             | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      1600 | NS      | $73216.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                             | Carpenter Technology Corporation COM USD5                      | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       407 | NS      | $112486.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                                   | WSFS Financial Corporation COM USD0.01                         | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |      2967 | NS      | $163185.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                      | ATI Inc COM USD0.10                                            | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |       200 | NS      | $17268.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wiley John & Sons Inc.                                       | Wiley John & Sons Inc. CLASS'A'COM USD1                        | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      2722 | NS      | $121482.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                               | CSG Systems International Inc. COM USD0.01                     | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      1639 | NS      | $107043.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                                      | US Physical Therapy Inc COM USD0.01                            | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |       332 | NS      | $25962.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                                | Berkshire Hills Bancorp, Inc. COM USD0.01                      | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      8000 | NS      | $200320.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc.                                   | Ethan Allen Interiors Inc. COM USD0.01                         | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       494 | NS      | $13757.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                                         | Federal Signal Corp. COM USD1                                  | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |       552 | NS      | $58743.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Biolife Solutions Inc.                                       | Biolife Solutions Inc. COM USD0.001                            | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      1249 | NS      | $26903.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc                                 | Acadian Asset Management Inc COM USD0.001                      | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      7700 | NS      | $271348.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                                   | Xerox Holdings Corporation COM USD1.00                         | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |      9686 | NS      | $51045.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports and Outdoors Inc                              | Academy Sports and Outdoors Inc COM                            | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2046 | NS      | $91681.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                         | TTM Technologies Inc COM NPV                                   | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      4451 | NS      | $181689.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                                    | American States Water Co. COM NPV                              | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      1504 | NS      | $115296.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corporation                             | California Resources Corporation COM STOCK                     | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      1826 | NS      | $83393.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                                        | Helmerich & Payne Inc COM USD0.10                              | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      7087 | NS      | $107438.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                           | Huntington Bancshares Incorporated COM USD0.01                 | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |       909 | NS      | $15234.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                              | ICU Medical Inc COM USD0.10                                    | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      1683 | NS      | $222408.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT Systems Inc.                                        | NETSCOUT Systems Inc. COM USD0.001                             | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      4800 | NS      | $119088.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corporation                                             | Olin Corporation COM USD1                                      | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |       325 | NS      | $6529.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                                            | Pitney Bowes Inc. COM USD1.00                                  | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      8928 | NS      | $97404.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inc                                                    | Enpro Inc COM USD0.01                                          | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |       610 | NS      | $116845.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                                        | Urban Outfitters Inc. COM USD0.0001                            | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      2457 | NS      | $178230.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                                   | Azenta Inc COM USD0.01                                         | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |      2000 | NS      | $61560.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                                     | WaFd Inc COM USD1                                              | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3444 | NS      | $100840.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co.                            | Shenandoah Telecommunications Co. COM STK NPV                  | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |      2536 | NS      | $34641.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc.                                         | Cal-Maine Foods Inc. COM STK USD0.01                           | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      2761 | NS      | $275078.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp.                               | Quanex Building Products Corp. COM STK USD0.01                 | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |       647 | NS      | $12228.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                           | PennyMac Mortgage Investment Trust COM USD0.01                 | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |      3200 | NS      | $41152.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation                          | Select Medical Holdings Corporation COM USD0.001               | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11649 | NS      | $176831.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                                  | Kennedy-Wilson Holdings Inc COM STK USD0.0001                  | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |      6212 | NS      | $42241.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                                | SM Energy Co. COM USD0.01                                      | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      6297 | NS      | $155598.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                                        | Air Lease Corporation COM USD0.01                              | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |      5784 | NS      | $338306.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                     | Yelp Inc COM USD0.000001                                       | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      6004 | NS      | $205757.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                               | MRC Global Inc COM USD0.01                                     | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |      9954 | NS      | $136469.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc.                       | Artisan Partners Asset Management Inc. COM USD0.01 CL'A'       | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      2900 | NS      | $128557.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc.                                  | Grid Dynamics Holdings Inc. CL A                               | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74896 | NS      | $865048.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc.                                       | Viemed Healthcare Inc. COM                                     | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    141283 | NS      | $976265.53    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc.                                             | Vital Farms Inc. COM                                           | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     34464 | NS      | $1327553.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BEL Fuse Inc                                                 | BEL Fuse Inc CLASS'B'SHS USD0.1                                | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |     14100 | NS      | $1377429.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc.                                       | NPK International Inc. COM USD0.01                             | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |    145080 | NS      | $1234630.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                                            | Shoe Carnival Inc COM USD0.01                                  | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33642 | NS      | $629441.82    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EXP World Holdings Inc                                       | EXP World Holdings Inc COM USD0.00001                          | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      5200 | NS      | $47320.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitime Corporation                                           | Sitime Corporation COM                                         | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1585 | NS      | $337731.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation                            | Horace Mann Educators Corporation COM USD0.001                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      1951 | NS      | $83834.47     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corporation                                       | Otter Tail Corporation COM USD5                                | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $154180.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                                         | Fulgent Genetics Inc COM                                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      3808 | NS      | $75703.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corporation                                   | Verra Mobility Corporation COM USD0.0001                       | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |      1797 | NS      | $45625.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc.                                      | Patrick Industries Inc. COM NPV                                | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      7276 | NS      | $671356.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AxoGen Inc.                                                  | AxoGen Inc. COM USD0.01                                        | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77919 | NS      | $845421.15    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                                      | Ellington Financial Inc COM NPV                                | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     13400 | NS      | $174066.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Xpel Inc.                                                    | Xpel Inc. COM                                                  | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      1541 | NS      | $55321.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                                | LGI Homes Inc COM USD0.01                                      | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     14738 | NS      | $759301.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                                    | Perella Weinberg Partners CLASS A COM                          | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64818 | NS      | $1258765.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                                  | Progyny Inc COM                                                | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4976 | NS      | $109472.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                                | O-I Glass Inc COM                                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7800 | NS      | $114972.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc                                               | Red Violet Inc COM USD0.001                                    | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |     42863 | NS      | $2108859.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerFleet Inc.                                              | PowerFleet Inc. COM USD0.01                                    | CUSIP: 73931J109<br>LEI: 2549007NKEFPYEH4MF81 | Long             | EC               | CORP              | US        |    137438 | NS      | $592357.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arhaus Inc                                                   | Arhaus Inc COM CL A                                            | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78190 | NS      | $677907.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Climb Global Solutions Inc                                   | Climb Global Solutions Inc COM USD0.01                         | CUSIP: 946760105<br>LEI: 549300LKM16VX2FG7J68 | Long             | EC               | CORP              | US        |     12147 | NS      | $1298635.77   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corporation                                | WillScot Holdings Corporation COM CL A                         | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      2300 | NS      | $63020.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                                      | Enerpac Tool Group Corp CL A COM                               | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |      2300 | NS      | $93288.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc.                                        | UFP Technologies Inc. COM USD0.01                              | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      5438 | NS      | $1327742.08   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Camtek Limited                                               | Camtek Limited ILS0.01                                         | CUSIP: M20791105<br>LEI: 5493000H80W07HCKGS43 | Long             | EC               | CORP              | IL        |     11779 | NS      | $996032.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Schrodinger Inc.                                             | Schrodinger Inc. COM                                           | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |      5543 | NS      | $111525.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy Inc                                             | Vital Energy Inc COM                                           | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      2619 | NS      | $42139.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp.                                                    | VSE Corp. COM STK USD0.05                                      | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      8281 | NS      | $1084645.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Jdc Group Ag                                                 | Jdc Group Ag NPV                                               | CUSIP: D04287104<br>LEI: 391200HVYXFJ2R1BIN92 | Long             | EC               | CORP              | DE        |     52362 | NS      | $1443307.85   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                                        | ICF International Inc COM STK USD0.001                         | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |     11638 | NS      | $985854.98    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc.                                           | PROS Holdings Inc. COM STK USD0.001                            | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |     57374 | NS      | $898476.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                             | StoneX Group Inc COM                                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      1777 | NS      | $161955.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                          | StepStone Group Inc COM CL A                                   | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1914 | NS      | $106227.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Vita Coco Company Inc                                    | The Vita Coco Company Inc COM                                  | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |     27701 | NS      | $1000006.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| American Integrity Insurance Group Inc.                      | American Integrity Insurance Group Inc. COM                    | CUSIP: 026948109<br>LEI: 529900Y2VOV2LYV4OK68 | Long             | EC               | CORP              | US        |     39934 | NS      | $734386.26    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings Inc                                     | Orion Group Holdings Inc COM STK USD0.01                       | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |     72612 | NS      | $658590.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group, Inc.                                              | HCI Group, Inc. COM NPV                                        | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      4304 | NS      | $655068.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging Inc.                                         | Karat Packaging Inc. COM                                       | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |     30537 | NS      | $859921.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                                             | Latham Group Inc COM                                           | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157311 | NS      | $1003644.18   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                           | Axos Financial Inc COM USD0.01                                 | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      7277 | NS      | $553343.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corporation                                     | World Kinect Corporation COM USD0.01                           | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      8100 | NS      | $229635.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                                  | Itron, Inc. COM NPV                                            | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      1984 | NS      | $261153.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corporation                                     | Kimco Realty Corporation COM USD0.01                           | CUSIP: 49446R109<br>LEI: 254900ARY41P4V1JL861 | Long             | EC               | CORP              | US        |      4778 | NS      | $100433.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                                 | Kohl's Corp. COM USD0.01                                       | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     17090 | NS      | $144923.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke and Soffa Industries, Inc.                           | Kulicke and Soffa Industries, Inc. COM NPV                     | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      1306 | NS      | $45187.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                                                 | La-Z-Boy Inc COM USD1                                          | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      1609 | NS      | $59806.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                                  | Certara Inc COM                                                | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11472 | NS      | $134222.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                                 | Harmonic Inc COM USD0.001                                      | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |      4900 | NS      | $46403.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                                 | Omnicell Inc COM USD0.001                                      | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      1900 | NS      | $55860.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CleanSpark Inc.                                              | CleanSpark Inc. COM NEW                                        | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |     13600 | NS      | $150008.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                                   | Stride Inc COM                                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      1867 | NS      | $271069.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                                  | Centerspace COM                                                | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |      3100 | NS      | $186589.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                                     | NOV Inc. COM                                                   | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     10232 | NS      | $127183.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc.                                     | Privia Health Group Inc. COM                                   | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6205 | NS      | $142715.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                                      | IAC Inc COM NEW                                                | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      3600 | NS      | $134424.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc                            | Alpha Metallurgical Resources Inc COM                          | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       616 | NS      | $69287.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                              | SiriusPoint Ltd COM USD0.1                                     | CUSIP: G8192H106<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      2847 | NS      | $58050.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                       | Lumen Technologies Inc COM                                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |     43200 | NS      | $189216.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                                         | Hayward Holdings Inc COM                                       | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7300 | NS      | $100740.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                                    | DoubleVerify Holdings Inc COM                                  | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6000 | NS      | $89820.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc.                                           | PROG Holdings Inc. COM NPV                                     | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      2100 | NS      | $61635.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                                   | Kadant Inc COM USD0.01                                         | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |       400 | NS      | $126980.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                                       | Lincoln National Corp. COM NPV                                 | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |      7545 | NS      | $261057.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                 | Northern Institutional Funds GOVT SELECT PT                    | CUSIP: 665278701<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    345186 | NS      | $345186.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                                | Chevron Corp. COM USD0.75                                      | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       362 | NS      | $51834.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Macerich Company                                         | The Macerich Company COM USD0.01                               | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     10849 | NS      | $175536.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust                         | Universal Health Realty Income Trust SHS BEN INT USD0.01       | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |       500 | NS      | $19985.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                         | LXP Industrial Trust COM USD0.0001                             | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |      8400 | NS      | $69384.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                                | First Bancorp COM NPV                                          | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2096 | NS      | $92412.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                           | Park National Corp COM NPV                                     | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |       400 | NS      | $66904.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                                      | Advance Auto Parts Inc. COM USD0.0001                          | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      2100 | NS      | $97629.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                                   | Minerals Technologies Inc. COM USD0.10                         | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      1700 | NS      | $93619.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                                    | Moog Inc. CLASS'A'L/VTG COM USD1                               | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |       881 | NS      | $159434.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                                      | Mueller Industries Inc. COM USD0.01                            | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      1092 | NS      | $86781.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc.                                         | Myriad Genetics Inc. COM USD0.01                               | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     16400 | NS      | $87084.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                                 | Balchem Corp COM USD0.0666                                     | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      2073 | NS      | $330021.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                                   | Merit Medical Systems Inc. COM NPV                             | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      3312 | NS      | $309605.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                                 | Lindsay Corp COM USD1                                          | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |       564 | NS      | $81357.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc.                                          | ABM Industries Inc. COM USD0.01                                | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      6300 | NS      | $297423.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc.                                           | Newell Brands Inc. COM USD1                                    | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |      8400 | NS      | $45360.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                                    | AAR Corp. COM USD1                                             | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |       500 | NS      | $34395.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corporation                             | Chesapeake Utilities Corporation COM USD0.4867                 | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      2444 | NS      | $293817.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System Inc                               | Community Financial System Inc COM USD1                        | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |       600 | NS      | $34122.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc.                                      | Apogee Enterprises Inc. COM USD0.33 1/3                        | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |       300 | NS      | $12180.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corporation                                 | World Acceptance Corporation COM NPV                           | CUSIP: 981419104<br>LEI: 529900M7JQUDCH7Q9153 | Long             | EC               | CORP              | US        |       100 | NS      | $16512.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc.                                       | Powell Industries Inc. COM USD0.01                             | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       400 | NS      | $84180.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                                  | JetBlue Airways Corporation COM USD0.01                        | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |     34680 | NS      | $146696.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                                            | Upbound Group Inc COM USD0.01                                  | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      2066 | NS      | $51856.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                                          | Semtech Corporation COM STK USD0.01                            | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      2700 | NS      | $121878.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                                  | Monarch Casino & Resort Inc COM USD0.01                        | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |        38 | NS      | $3284.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Staar Surgical Co                                            | Staar Surgical Co COM USD0.01                                  | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      2298 | NS      | $38560.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation                     | Stewart Information Services Corporation COM USD1              | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      1600 | NS      | $104160.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc.                                        | Sturm Ruger & Co Inc. COM USD1                                 | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      1391 | NS      | $49936.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                             | NMI Holdings Inc COM USD0.01 CL 'A'                            | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      5500 | NS      | $232045.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                                          | Knowles Corporation COM USD1.0                                 | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     12600 | NS      | $222012.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                                        | Triumph Financial Inc COM USD0.01                              | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |       544 | NS      | $29979.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                                          | Vericel Corporation COM NPV                                    | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      2154 | NS      | $91652.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                                         | Global Net Lease Inc COM USD0.01                               | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |      1900 | NS      | $14345.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                                 | Cargurus Inc COM USD0.001 CL A                                 | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |      3433 | NS      | $114902.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                                 | Spectrum Brands Holdings Inc COM USD0.01                       | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |       964 | NS      | $51092.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                                      | Cushman & Wakefield PLC COM USD0.01                            | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23200 | NS      | $256824.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                                      | Strategic Education Inc COM USD0.01                            | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |      1600 | NS      | $136208.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                                   | Arcosa Inc COM USD0.01                                         | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      1800 | NS      | $156078.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                        | Bath & Body Works Inc COM                                      | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      7869 | NS      | $235755.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WK Kellogg Co                                                | WK Kellogg Co COM SHS                                          | CUSIP: 92942W107<br>LEI: 529900SWC935GFWUJ804 | Long             | EC               | CORP              | US        |      2910 | NS      | $46385.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtarget Inc                                               | Techtarget Inc COM NEW                                         | CUSIP: 87874R308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6316 | NS      | $49075.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc                           | Easterly Government Properties Inc COM SHS                     | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |      5310 | NS      | $117882.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                             | Shutterstock Inc COM USD0.01                                   | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      3700 | NS      | $70152.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                             | A10 Networks Inc COM USD0.00001                                | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     13600 | NS      | $263160.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                                 | Innoviva Inc COM USD0.01                                       | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      2551 | NS      | $51249.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc.                                   | International Seaways Inc. COM NPV                             | CUSIP: Y41053102<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |       545 | NS      | $19881.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc New                                            | Tidewater Inc New COM USD0.001                                 | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |      1200 | NS      | $55356.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                                | Six Flags Entertainment Corp. COM                              | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |      2320 | NS      | $70597.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                        | Urban Edge Properties COM USD0.01                              | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4600 | NS      | $85836.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corecivic Inc                                                | Corecivic Inc COM USD0.01                                      | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |      5652 | NS      | $119087.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc                                           | Astrana Health Inc COM USD0.001                                | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      3900 | NS      | $97032.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings, Inc.                                       | Amentum Holdings, Inc. COM                                     | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |      5302 | NS      | $125180.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc.                                                    | DNOW Inc. COM USD0.01                                          | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      5300 | NS      | $78599.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp.                                   | Dynavax Technologies Corp. COM USD0.001                        | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      1179 | NS      | $11695.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                                      | GMS Inc COM USD0.01                                            | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      1600 | NS      | $174000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                                       | DXC Technology Company COM USD0.01                             | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |      6795 | NS      | $103895.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                         | Warrior Met Coal Inc COM USD0.01                               | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      1864 | NS      | $85427.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                                 | National Vision Holdings Inc COM USD0.01                       | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |      3373 | NS      | $77612.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                          | Clearway Energy Inc COM USD0.01 CLASS A                        | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      1600 | NS      | $48416.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.                    | Kratos Defense & Security Solutions, Inc. COM USD0.001         | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |      7600 | NS      | $353020.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                  | Apollo Commercial Real Estate Finance, Inc. COM USD0.01        | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |      5354 | NS      | $51826.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                          | Mr Cooper Group Inc COM USD0.01                                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |       225 | NS      | $33572.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                                | ARMOUR Residential REIT, Inc. COM SHS                          | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |      4700 | NS      | $79007.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated                          | Ligand Pharmaceuticals Incorporated 'B'COM USD0.001            | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |       700 | NS      | $79576.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc.                                         | Walker & Dunlop Inc. COM USD0.01                               | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        78 | NS      | $5497.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                                         | SunCoke Energy, Inc. COM USD0.01                               | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      7900 | NS      | $67861.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc                                       | Pacira Biosciences Inc COM USD0.001                            | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |      1600 | NS      | $38240.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                         | Tri Pointe Homes Inc COM USD0.01                               | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4600 | NS      | $146970.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                             | Boise Cascade Co COM USD0.01                                   | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      1177 | NS      | $102187.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corporation                                   | Terreno Realty Corporation COM USD0.01                         | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3405 | NS      | $190918.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                                 | Alkermes PLC COM USD0.01                                       | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      8150 | NS      | $233171.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                               | Proto Labs Inc COM USD0.001                                    | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      1000 | NS      | $40040.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| St. Joe Co.                                                  | St. Joe Co. COM NPV                                            | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      2730 | NS      | $130221.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corporation                                | American Woodmark Corporation COM NPV                          | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      1725 | NS      | $92063.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Skywest Inc                                                  | Skywest Inc COM NPV                                            | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      1571 | NS      | $161765.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co.                                          | Middlesex Water Co. COM NPV                                    | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $151704.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products, Inc.                                | Standard Motor Products, Inc. COM USD2                         | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      1500 | NS      | $46080.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                                   | Standex International Corp COM USD1.50                         | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |       900 | NS      | $140832.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc.                                                  | Tanger Inc. COM USD0.01                                        | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      4600 | NS      | $140668.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                                            | Terex Corporation COM USD0.01                                  | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |      3736 | NS      | $174433.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc.                                       | Mesa Laboratories Inc. COM NPV                                 | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |       300 | NS      | $28266.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                                   | Sensient Technologies Corp COM USD0.10                         | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      1105 | NS      | $108864.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                                           | Avista Corporation COM NPV                                     | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      7500 | NS      | $284625.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                                  | Worthington Enterprises Inc COM NPV                            | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      1874 | NS      | $119261.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc.                                  | Core Natural Resources Inc. COM SHS                            | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      1592 | NS      | $111026.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc.                                     | Millrose Properties Inc. COM CL A                              | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1630 | NS      | $46471.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc                                             | Ensign Group Inc COM USD0.001                                  | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |       168 | NS      | $25915.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc.                                         | MGP Ingredients Inc. COM NPV                                   | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      2327 | NS      | $69740.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                                       | Ingredion Incorporated COM USD0.01                             | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1063 | NS      | $144164.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group, Inc.                                              | HCI Group, Inc. COM NPV                                        | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       514 | NS      | $78230.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc.                                     | ANI Pharmaceuticals Inc. COM USD0.0001                         | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      1200 | NS      | $78300.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                                  | Premier Inc COM USD0.01 CL'A'                                  | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2021 | NS      | $44320.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc                              | Installed Building Products Inc COM USD0.01                    | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      1588 | NS      | $286348.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc.                                     | Enova International Inc. COM USD0.00001                        | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |       923 | NS      | $102932.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                                 | Freshpet Inc COM USD0.001                                      | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |      2100 | NS      | $142716.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                                | Glaukos Corp. COM USD0.001                                     | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      2607 | NS      | $269277.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                                      | Alarm.com Holdings Inc. COM USD0.01                            | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      3200 | NS      | $181024.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adma Biologics Inc                                           | Adma Biologics Inc COM USD0.0001                               | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14396 | NS      | $262151.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                                | Arrowhead Pharmaceuticals Inc COM USD0.001                     | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      6264 | NS      | $98971.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                                         | Peabody Energy Corp. COM USD0.01                               | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      6100 | NS      | $81862.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                                 | Adtalem Global Education Inc COM USD0.01                       | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      1204 | NS      | $153184.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                                        | Arlo Technologies Inc COM USD0.001                             | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |      4260 | NS      | $72249.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp.                                         | Bank of Hawaii Corp. COM USD0.01                               | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |      3900 | NS      | $263367.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                                | Frontdoor Inc COM USD0.01                                      | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      3310 | NS      | $195091.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                     | Resideo Technologies Inc COM USD0.001                          | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     14406 | NS      | $317796.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                                      | Dream Finders Homes Inc COM CL A                               | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3806 | NS      | $95644.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                                                | BGC Group Inc CL A                                             | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |     18800 | NS      | $192324.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent Inc                          | Concentra Group Holdings Parent Inc COMMON STOCK               | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4987 | NS      | $102582.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp.                                    | Curbline Properties Corp. COM                                  | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |      3480 | NS      | $79448.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                            | Redwood Trust Inc COM STK USD0.01                              | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      8900 | NS      | $52599.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                              | ScanSource Inc. COM NPV                                        | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      1100 | NS      | $45991.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                                            | Shoe Carnival Inc COM USD0.01                                  | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2879 | NS      | $53866.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group Inc.                               | Everus Construction Group Inc. COM                             | CUSIP: 300426103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $190590.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp.                                              | JBT Marel Corp. COM USD0.01                                    | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      1848 | NS      | $222240.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                     | Fabrinet COM USD0.01                                           | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |       600 | NS      | $176808.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                                      | Alexander & Baldwin Inc COM USD0.01                            | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8500 | NS      | $151555.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin Brands Inc                                           | Bloomin Brands Inc COM USD0.01                                 | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      4751 | NS      | $40906.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec Inc                                                  | Evertec Inc USD0.01                                            | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      2936 | NS      | $105842.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcbest Corporation                                          | Arcbest Corporation COM USD0.01                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      1766 | NS      | $135999.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caretrust Reit Inc                                           | Caretrust Reit Inc COM USD0.01 WHEN ISSUED                     | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      8838 | NS      | $270442.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Spartannash Co.                                              | Spartannash Co. COM NPV                                        | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      1000 | NS      | $26490.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                                     | Etsy Inc USD0.001                                              | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |      5179 | NS      | $259778.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                                          | Virtu Financial Inc COM CL A USD0.00001                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      4237 | NS      | $189775.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc.                                         | CSW Industrials Inc. COM USD0.01                               | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |       549 | NS      | $157469.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                                           | Ichor Holdings Ltd COM USD0.0001                               | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |      2400 | NS      | $47136.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.                           | KKR Real Estate Finance Trust Inc. COM USD0.01                 | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |      2700 | NS      | $23679.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                                        | Penguin Solutions Inc COM USD0.03                              | CUSIP: G8232Y101<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |      8468 | NS      | $167751.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                                   | Cactus Inc COM USD0.01 CL A                                    | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      4155 | NS      | $181656.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corporation                               | Magnolia Oil & Gas Corporation COM USD0.0001 CLASS A           | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9923 | NS      | $223069.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                           | Axos Financial Inc COM USD0.01                                 | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      2800 | NS      | $212912.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp.                                             | NCR Atleos Corp. COM SHS                                       | CUSIP: 63001N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2667 | NS      | $76089.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess Inc                                                    | Guess Inc COM USD0.01                                          | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      3600 | NS      | $43524.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs Warehouse Inc.                                         | Chefs Warehouse Inc. COM USD0.01                               | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      1714 | NS      | $109370.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                               | Ziff Davis Inc COM USD0.001                                    | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      5442 | NS      | $164729.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                                  | EZCORP Inc. CL'A'COM NON VTG USD0.01                           | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      3000 | NS      | $41640.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                          | Acadia Realty Trust SBI USD0.001                               | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3900 | NS      | $72423.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc.                                    | Encore Capital Group Inc. COM USD0.01                          | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      4900 | NS      | $189679.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                      | AZZ Inc COM USD1                                               | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |       248 | NS      | $23431.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons Inc                                            | The Andersons Inc COM NPV                                      | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      1802 | NS      | $66223.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eplus Inc                                                    | Eplus Inc COM USD0.01                                          | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |       700 | NS      | $50470.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospitality Inc                      | Pursuit Attractions and Hospitality Inc COM USD1.5             | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      1320 | NS      | $38055.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.                         | Cogent Communications Holdings, Inc. COM USD0.001              | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | NS      | $115704.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                                  | Sterling Infrastructure Inc COM USD0.01                        | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      1340 | NS      | $309178.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc.                                | Sunstone Hotel Investors Inc. COM USD0.01                      | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |      8770 | NS      | $76123.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                                   | Gibraltar Industries, Inc. COM USD0.01                         | CUSIP: 374689107<br>LEI: 549300AE5O3GN0YBLM57 | Long             | EC               | CORP              | US        |      1400 | NS      | $82600.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Limited                                      | Signet Jewelers Limited COM STK USD0.18                        | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      1626 | NS      | $129348.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp Puerto Rico                                    | First Bancorp Puerto Rico COM USD1                             | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      7878 | NS      | $164098.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                                | Materion Corp COM NPV                                          | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |       635 | NS      | $50399.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                                 | Sanmina Corp COM USD0.01                                       | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      3600 | NS      | $352188.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc                               | Blackstone Mortgage Trust, Inc COM USD0.01 CLS'A'              | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |      7977 | NS      | $153557.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                                         | Celanese Corporation COM USD0.0001                             | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      2500 | NS      | $138325.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                             | Prestige Consumer Healthcare Inc COM USD0.01                   | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1444 | NS      | $115303.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp.                                               | Renasant Corp. COM USD5                                        | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      1500 | NS      | $53895.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pricesmart Inc                                               | Pricesmart Inc COM USD0.0001                                   | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      1300 | NS      | $136552.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                                  | DiamondRock Hospitality Co. COM USD0.01                        | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     26609 | NS      | $203824.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                                        | Regency Centers Corp. COM USD0.01                              | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |       555 | NS      | $39532.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc.                                    | Corcept Therapeutics Inc. COM STK USD0.00001                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      3735 | NS      | $274149.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                             | WisdomTree, Inc. COM USD0.01                                   | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      2840 | NS      | $32688.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                                  | Unitil Corp COM NPV                                            | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       700 | NS      | $36505.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                               | Ameris Bancorp COM USD1                                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1200 | NS      | $77640.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                                 | Innospec Inc COM USD0.01                                       | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      1841 | NS      | $154809.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                             | SPS Commerce Inc COM USD0.001                                  | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      1043 | NS      | $141941.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Fed Fin In                                           | Capitol Fed Fin In COM USD0.01                                 | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10464 | NS      | $63830.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                                  | Banner Corp COM USD0.01                                        | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $51320.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                   | Matson Inc COM NPV                                             | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1360 | NS      | $151436.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                             | Ryman Hospitality Properties Inc COM USD0.01                   | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      2900 | NS      | $286143.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                           | Helix Energy Solutions Group, Inc. COM NPV                     | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      2780 | NS      | $17347.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                                     | Ultra Clean Holdings Inc COM USD0.001                          | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      1967 | NS      | $44395.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                                  | Sunrun Inc. COM USD0.0001                                      | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |      9171 | NS      | $75018.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                                       | Acushnet Holdings Corp COM USD0.001                            | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      1946 | NS      | $141707.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                           | Liberty Energy Inc COM USD0.01 CL A                            | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $57400.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Residential Trust Inc                               | Nexpoint Residential Trust Inc COM USD0.001 'WI'               | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |       500 | NS      | $16660.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                                | Blackline Inc COM USD0.01                                      | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |       800 | NS      | $45296.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Propertes Inc                          | Innovative Industrial Propertes Inc COM USD0.001               | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |       700 | NS      | $38654.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                                    | Gates Industrial Corp PLC COM USD0.01                          | CUSIP: G39108108<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |     11206 | NS      | $258074.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                                   | Adient PLC COM USD0.001                                        | CUSIP: G0084W101<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |      4057 | NS      | $78949.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries                                             | Cavco Industries COM USD0.01                                   | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        70 | NS      | $30410.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifirst Corp                                                | Unifirst Corp COM USD0.10                                      | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       200 | NS      | $37644.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                                   | Brady Corp CLASS'A'COM NON-VTG USD0.01                         | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      2600 | NS      | $176722.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                                 | Agilysys Inc COM NPV                                           | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |       900 | NS      | $103176.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc.                          | Compass Minerals International Inc. COM USD0.01                | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      2381 | NS      | $47834.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                                      | Piper Sandler Companies COM USD0.01                            | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       702 | NS      | $195113.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                              | Alamo Group Inc COM USD0.10                                    | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |       552 | NS      | $120545.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                                        | Assured Guaranty Ltd. COM USD0.01                              | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |      2514 | NS      | $218969.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                                      | Genworth Financial Inc. COM USD0.001 CLASS A                   | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      7168 | NS      | $55767.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Pharmaceuticals Inc                                   | Acadia Pharmaceuticals Inc COM USD0.0001                       | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      1900 | NS      | $40983.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                                      | National Beverage Corp. COM STK USD0.01                        | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      1800 | NS      | $77832.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                                    | Titan International, Inc. COM NPV                              | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |      8322 | NS      | $85466.94     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                                           | Cohen & Steers Inc COM USD0.01                                 | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      1200 | NS      | $90420.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                                  | H2O America COM USD1.042                                       | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       637 | NS      | $33104.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc.                                      | Insteel Industries Inc. COM NPV                                | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      1500 | NS      | $55815.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp.                                     | Lakeland Financial Corp. COM NPV                               | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $208930.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc                                                  | Bancorp Inc COM NPV                                            | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $45576.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc.                                    | Southside Bancshares Inc. COM USD1.25                          | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      2500 | NS      | $73575.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc                                             | Interparfums Inc COM USD0.001                                  | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $118179.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                                  | Pacific Premier Bancorp Inc COM USD0.01                        | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      7333 | NS      | $154652.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                                 | Mueller Water Products, Inc. COM STK USD0.01 SER 'A'           | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |      5436 | NS      | $130681.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc.                                         | Dorman Products Inc. COM USD0.01                               | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |      1216 | NS      | $149166.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminium Corporation                                 | Kaiser Aluminium Corporation COM USD0.01                       | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       249 | NS      | $19895.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                                             | Hanesbrands Inc. COM USD0.01                                   | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     14912 | NS      | $68296.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.                             | Armstrong World Industries, Inc. COM STK USD0.01               | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      3064 | NS      | $497716.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc.                              | Virtus Investment Partners Inc. COM USD0.01                    | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       400 | NS      | $72560.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Grp Inc                                                  | MYR Grp Inc COM USD0.01                                        | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      1700 | NS      | $308465.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc.                                                   | Calix Inc. COM USD0.01                                         | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |      2137 | NS      | $113667.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus Homecare Corp                                          | Addus Homecare Corp COM USD0.001                               | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       300 | NS      | $34557.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Company                                 | Central Garden & Pet Company COM STK CL 'A' USD0.01            | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      2442 | NS      | $76410.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                                           | Aspen Aerogels Inc COM USD0.00001                              | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    182929 | NS      | $1082939.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                               | LCI Industries COM USD0.01                                     | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |       376 | NS      | $34287.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                                    | Varex Imaging Corporation COM USD0.01                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     90702 | NS      | $786386.34    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                             | Shutterstock Inc COM USD0.01                                   | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     62726 | NS      | $1189284.96   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp.                                                | Denny's Corp. COM USD0.01                                      | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |     11275 | NS      | $46227.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc.                                       | CRA International Inc. COM NPV                                 | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7879 | NS      | $1476288.23   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                                            | Franklin Covey Co COM USD0.05                                  | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32299 | NS      | $737063.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ituran                                                       | Ituran ILS0.333                                                | CUSIP: M6158M104<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     45810 | NS      | $1774221.30   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc.                                      | Liquidity Services Inc. COM STK USD0.001                       | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     27265 | NS      | $643181.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos Inc.                                         | Century Casinos Inc. COM USD0.01                               | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |    115393 | NS      | $244056.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ReposiTrak Inc                                               | ReposiTrak Inc COM USD0.01                                     | CUSIP: 700215304<br>LEI: 5299008X1VJFCKZ94E34 | Long             | EC               | CORP              | US        |     90405 | NS      | $1776458.25   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                                         | Ingevity Corporation COM USD0.01                               | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     12265 | NS      | $528498.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemaitre Vascular Inc.                                       | Lemaitre Vascular Inc. COM STK USD0.01                         | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     18987 | NS      | $1576870.35   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc.                                     | Amicus Therapeutics Inc. COM STK USD0.01                       | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |    105363 | NS      | $603729.99    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc                            | Donnelley Financial Solutions Inc COM USD0.01                  | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     28287 | NS      | $1743893.55   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Asure Software Inc                                           | Asure Software Inc COM USD0.01                                 | CUSIP: 04649U102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50011 | NS      | $488107.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.Com Inc                                        | 1-800-Flowers.Com Inc CL'A' COM STK USD0.01                    | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14903 | NS      | $73322.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Radware Ltd.                                                 | Radware Ltd. COM ILS0.05                                       | CUSIP: M81873107<br>LEI: 254900LYRZOTBQ99ZG59 | Long             | EC               | CORP              | IL        |     46165 | NS      | $1359097.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc.                                | BioCryst Pharmaceuticals Inc. COM USD0.01                      | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     87221 | NS      | $781500.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                                      | Progress Software Corp. COM USD0.01                            | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      8192 | NS      | $522977.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                            | Owens & Minor Inc COM USD2                                     | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      9032 | NS      | $82191.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                                  | Plexus Corp COM USD0.01                                        | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     10187 | NS      | $1378402.97   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                                  | Rambus Inc. COM USD0.001                                       | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       817 | NS      | $52304.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                                   | Kforce Inc COM USD0.01                                         | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     15806 | NS      | $650100.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                                  | Monarch Casino & Resort Inc COM USD0.01                        | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     14411 | NS      | $1245686.84   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                             | Badger Meter Inc COM USD1                                      | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      2350 | NS      | $575632.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Virco Mfg Corp                                               | Virco Mfg Corp COM USD0.01                                     | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3574 | NS      | $28520.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                                   | Vicor Corp COM USD0.01                                         | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      7874 | NS      | $357164.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                                        | Urban Outfitters Inc. COM USD0.0001                            | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     26573 | NS      | $1927605.42   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc.                                         | Cal-Maine Foods Inc. COM STK USD0.01                           | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      8638 | NS      | $860603.94    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                     | Yelp Inc COM USD0.000001                                       | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     10008 | NS      | $342974.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceva Inc                                                     | Ceva Inc COM USD0.001                                          | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     48516 | NS      | $1066381.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                                      | Piper Sandler Companies COM USD0.01                            | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       191 | NS      | $53086.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                                                  | Belden Inc. COM USD0.01                                        | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      5668 | NS      | $656354.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc.                                         | DXP Enterprises Inc. COM USD0.01                               | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10325 | NS      | $904986.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc.                                  | Huron Consulting Group Inc. COM USD0.01                        | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      3876 | NS      | $533105.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                                            | Franklin Covey Co COM USD0.05                                  | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8263 | NS      | $188561.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc.                                    | Corcept Therapeutics Inc. COM STK USD0.00001                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |      1193 | NS      | $87566.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atricure Inc                                                 | Atricure Inc COM USD0.001                                      | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36051 | NS      | $1181391.27   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc.                                      | Anika Therapeutics Inc. COM USD0.01                            | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      7166 | NS      | $75816.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                                   | Insmed Inc COM USD0.01                                         | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      1154 | NS      | $116138.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc.                                      | Liquidity Services Inc. COM STK USD0.001                       | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     47079 | NS      | $1110593.61   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                                       | Commvault Systems Inc. COM STK USD0.01                         | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     13162 | NS      | $2294531.46   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc.                                                     | Box Inc. COM USD0.0001 CL 'A'                                  | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |      7056 | NS      | $241103.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                                           | Teladoc Health Inc COM USD0.001                                | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     22465 | NS      | $195670.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveOne Inc.                                                 | LiveOne Inc. COM                                               | CUSIP: 53814X102<br>LEI: 5493004547XB11DZ6E32 | Long             | EC               | CORP              | US        |     30703 | NS      | $23177.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc                                             | Leonardo DRS Inc COM                                           | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |     11235 | NS      | $522202.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstcash Holdings Inc                                       | Firstcash Holdings Inc COM                                     | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2960 | NS      | $400014.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Biote Corp                                                   | Biote Corp CLASS A COM                                         | CUSIP: 090683103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28319 | NS      | $113842.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iradimed Corp.                                               | Iradimed Corp. COM USD0.0001                                   | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      3745 | NS      | $223913.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc.                                                  | Rapid7 Inc. COM USD0.01                                        | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     21649 | NS      | $500741.37    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc.                                                | AvePoint Inc. COM CL A                                         | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81718 | NS      | $1577974.58   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                           | Credo Technology Group Holding Ltd ORDINARY SHARES             | CUSIP: G25457105<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15614 | NS      | $1445700.26   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Neumora Therapeutics Inc.                                    | Neumora Therapeutics Inc. COM                                  | CUSIP: 640979100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23307 | NS      | $17091.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                                                 | Novocure Ltd COM USD0.00                                       | CUSIP: G6674U108<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |     20247 | NS      | $360396.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                                | Ambarella Inc COM USD0.00045                                   | CUSIP: G037AX101<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |     26059 | NS      | $1721587.84   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Group Sghc Limited                                     | Super Group Sghc Limited ORD SHS                               | CUSIP: G8588X103<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |     58587 | NS      | $642699.39    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc                                                     | Dave Inc CLASS A COM NEW                                       | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5204 | NS      | $1396805.64   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc.                                                  | Sezzle Inc. COM                                                | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |      6616 | NS      | $1185918.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                                      | Alarm.com Holdings Inc. COM USD0.01                            | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     16526 | NS      | $934875.82    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                                     | Ooma Inc COM USD0.0001                                         | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76566 | NS      | $987701.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HilleVax Inc                                                 | HilleVax Inc COM                                               | CUSIP: 43157M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22032 | NS      | $43843.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TAT Technologies                                             | TAT Technologies ORD NEW                                       | CUSIP: M8740S227<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     39937 | NS      | $1219675.98   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc                               | Esquire Financial Holdings Inc COM USD0.01                     | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13481 | NS      | $1276111.46   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc                                   | Rocket Pharmaceuticals Inc COM USD0.01                         | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |     11160 | NS      | $27342.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp.                                   | Scholar Rock Holding Corp. COM USD0.001                        | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |      6844 | NS      | $242414.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Establishment Labs Hldgs Inc                                 | Establishment Labs Hldgs Inc COM NPV                           | CUSIP: G31249108<br>LEI: 549300BCBQ714JNJ7V58 | Long             | EC               | CORP              | VG        |     37022 | NS      | $1581209.62   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| GCM Grosvenor Inc                                            | GCM Grosvenor Inc COM CL A                                     | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6717 | NS      | $77648.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc.                                  | Third Coast Bancshares Inc. COM                                | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24914 | NS      | $813940.38    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC GCI LIBERTY INC                                          | ESC GCI LIBERTY INC SHS                                        | CUSIP: 361ESC049<br>LEI: 529900KBRR0AMACIJU82 | Long             | EC               | CORP              | US        |     39067 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Franklin Bsp Realty Trust Inc                                | Franklin Bsp Realty Trust Inc COMMON STOCK                     | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |      2200 | NS      | $23518.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                                       | SPX Technologies, Inc. COM                                     | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1791 | NS      | $300314.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc                                              | MasterBrand Inc COMMON STOCK                                   | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     14147 | NS      | $154626.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc.                                                  | Phinia Inc. COMMON STOCK                                       | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |      1044 | NS      | $46447.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise Realty Trust Inc.                                    | Sunrise Realty Trust Inc. COM                                  | CUSIP: 867981102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75976 | NS      | $805345.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Aehr Test Systems Inc.                                       | Aehr Test Systems Inc. COM                                     | CUSIP: 00760J108<br>LEI: 529900A4GWWZFRU2RE97 | Long             | EC               | CORP              | US        |     34295 | NS      | $443434.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| CTS Corporation                                              | CTS Corporation COM NPV                                        | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     29754 | NS      | $1267817.94   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                     | Granite Construction Inc COM USD0.01                           | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     13011 | NS      | $1216658.61   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                                   | Standex International Corp COM USD1.50                         | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      8815 | NS      | $1379371.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                                       | Veeco Instruments Inc. COM USD0.01                             | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     64350 | NS      | $1307592.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs Warehouse Inc.                                         | Chefs Warehouse Inc. COM USD0.01                               | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     20636 | NS      | $1316783.16   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corporation                                     | Sleep Number Corporation COM USD0.01                           | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      6635 | NS      | $44819.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co.                                          | Crescent Energy Co. CL A COM                                   | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7985 | NS      | $68671.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                                     | RXO Inc. COMMON STOCK                                          | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     13871 | NS      | $218052.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                                  | EZCORP Inc. CL'A'COM NON VTG USD0.01                           | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |    100775 | NS      | $1398757.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp.                                         | PAR Technology Corp. COM USD0.02                               | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |      9323 | NS      | $646736.51    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc.                                          | Champion Homes Inc. COM USD0.0277                              | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20430 | NS      | $1279122.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Inds                                                | Lakeland Inds COM USD0.01                                      | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |     40231 | NS      | $547543.91    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LIncoln Educational Services Corp.                           | LIncoln Educational Services Corp. COM                         | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |     57082 | NS      | $1315740.10   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                                          | Upland Software Inc COM USD0.0001                              | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |    117159 | NS      | $228460.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Urogen Pharma Ltd                                            | Urogen Pharma Ltd COM ILS0.01                                  | CUSIP: M96088105<br>LEI: 549300C0YCX7CG2G5D50 | Long             | EC               | CORP              | IL        |     34825 | NS      | $477102.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| SoundThinking Inc                                            | SoundThinking Inc COM USD0.005                                 | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |     54013 | NS      | $705139.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc.                                   | Construction Partners Inc. COM USD0.001 CL A                   | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |     13907 | NS      | $1478035.96   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                        | Jackson Financial Inc COM CL A                                 | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      3906 | NS      | $346813.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                                           | Enovis Corporation COM                                         | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |      2484 | NS      | $77898.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                             | QuidelOrtho Corp COM                                           | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      3449 | NS      | $99400.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                                  | OmniAb Inc. USD0.0001 A (USD15 VESTING)                        | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       303 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Graham Corp                                                  | Graham Corp COM STK USD0.10                                    | CUSIP: 384556106<br>LEI: 254900EI9P4LTY524J77 | Long             | EC               | CORP              | US        |     32464 | NS      | $1607292.64   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus Homecare Corp                                          | Addus Homecare Corp COM USD0.001                               | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      8206 | NS      | $945249.14    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc.                                           | Willdan Group Inc. COM STK USD0.01                             | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |     15455 | NS      | $966092.05    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Safety Corporation                                 | Blackline Safety Corporation COM                               | CUSIP: 092382100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    195999 | NS      | $1036308.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Finwise Bancorp                                              | Finwise Bancorp COM                                            | CUSIP: 31813A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75785 | NS      | $1137532.85   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp.                                                | Sylvamo Corp. COMMON STOCK                                     | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      2092 | NS      | $104809.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sl Green Realty Corp                                         | Sl Green Realty Corp COM                                       | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |       700 | NS      | $43330.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                                  | OmniAb Inc. USD0.0001 A (USD12.5 VESTING)                      | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       303 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Iovance Biotherapeutics Inc                                  | Iovance Biotherapeutics Inc COM USD0.000041666                 | CUSIP: 462260100<br>LEI: 2549002L8WT2ACU5Q878 | Long             | EC               | CORP              | US        |     55977 | NS      | $96280.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Arlo Technologies Inc                                        | Arlo Technologies Inc COM USD0.001                             | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     77493 | NS      | $1314281.28   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                                  | Genesco Inc COM USD1                                           | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     28676 | NS      | $564630.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 8X8 Inc.                                                     | 8X8 Inc. COM USD0.001                                          | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     13899 | NS      | $27242.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc.                                | BioCryst Pharmaceuticals Inc. COM USD0.01                      | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |    144956 | NS      | $1298805.76   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc.                              | Nature's Sunshine Products Inc. COM NPV                        | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6784 | NS      | $100335.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Grp Inc                                                  | MYR Grp Inc COM USD0.01                                        | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      2313 | NS      | $419693.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc.                                                   | Calix Inc. COM USD0.01                                         | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     42158 | NS      | $2242384.02   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxlinear Inc                                                | Maxlinear Inc COM USD0.01                                      | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     40951 | NS      | $581913.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corporation                                     | Open Lending Corporation COM                                   | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    313147 | NS      | $607505.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation                       | Zurn Elkay Water Solutions Corporation COM                     | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |      1225 | NS      | $44798.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc.                                                   | Adeia Inc. COM                                                 | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       833 | NS      | $11778.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Limbach Holdings Inc.                                        | Limbach Holdings Inc. COM USD0.0001                            | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |     14596 | NS      | $2044899.60   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| I3 Verticals INC                                             | I3 Verticals INC COM USD0.0001 CLASS A                         | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |     22447 | NS      | $616843.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                             | Harmony Biosciences Holdings Inc COM                           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1688 | NS      | $53340.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                 | Northern Institutional Funds GOVT SELECT PT                    | CUSIP: 665278701<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   2134576 | NS      | $2134576.41   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc.                                    | Weave Communications Inc. COM                                  | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    160710 | NS      | $1337107.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                                | Embecta Corp. COMMON STOCK                                     | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      3600 | NS      | $34884.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                                  | New York Mortgage Trust Inc COM                                | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |      5616 | NS      | $37627.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendingtree Inc                                              | Lendingtree Inc COM USD0.01                                    | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      8540 | NS      | $316577.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ZipRecruiter Inc                                             | ZipRecruiter Inc CL A                                          | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     62011 | NS      | $310675.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blend Labs Inc                                               | Blend Labs Inc CL A                                            | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69636 | NS      | $229798.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                             | NMI Holdings Inc COM USD0.01 CL 'A'                            | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     26065 | NS      | $1099682.35   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corporation                             | Phibro Animal Health Corporation COM USD0.0001 CL'A'           | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     30600 | NS      | $781524.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaltura Inc                                                  | Kaltura Inc COM                                                | CUSIP: 483467106<br>LEI: 254900WYME0NSA8DVA41 | Long             | EC               | CORP              | US        |    135552 | NS      | $272459.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc.                                                   | Udemy Inc. COM                                                 | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |      8545 | NS      | $60071.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings Inc                              | Aveanna Healthcare Holdings Inc COM                            | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11708 | NS      | $61232.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Macrogenics Inc                                              | Macrogenics Inc COM USD0.01                                    | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |     50311 | NS      | $60876.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                                 | Coursera Inc COM                                               | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |    106818 | NS      | $935725.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                                               | Freshworks Inc CLASS A COM                                     | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |     17213 | NS      | $256645.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc.                                            | HealthStream Inc. COM NPV                                      | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     16204 | NS      | $448364.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc.                                     | Amicus Therapeutics Inc. COM STK USD0.01                       | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |      9566 | NS      | $54813.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc.                                           | PROS Holdings Inc. COM STK USD0.001                            | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |     29851 | NS      | $467466.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                                     | IDT Corp COM USD0.01 CLASS B                                   | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |     12090 | NS      | $825988.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc                                              | Hyster-Yale Inc COM USD0.01 CL 'A'                             | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27080 | NS      | $1077242.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                                    | DigitalOcean Holdings Inc COM                                  | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     11741 | NS      | $335322.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc.                               | American Public Education Inc. COM STK USD0.01                 | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     19472 | NS      | $593117.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                                    | Argan Inc COM STK USD0.15                                      | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      8424 | NS      | $1857323.52   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging Inc.                                         | Karat Packaging Inc. COM                                       | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |      2055 | NS      | $57868.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LegalZoom.Com Inc.                                           | LegalZoom.Com Inc. COM                                         | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |    124710 | NS      | $1111166.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                             | Harmony Biosciences Holdings Inc COM                           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6874 | NS      | $217218.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                 | Northern Institutional Funds GOVT SELECT PT                    | CUSIP: 665278701<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    315008 | NS      | $315008.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                                     | Alignment Healthcare Inc COM                                   | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22397 | NS      | $313558.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc                                                   | Intapp Inc COM                                                 | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21633 | NS      | $1116695.46   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences Inc                                           | Sight Sciences Inc COM                                         | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15811 | NS      | $65299.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated                          | Ligand Pharmaceuticals Incorporated 'B'COM USD0.001            | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     17910 | NS      | $2036008.80   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc                                       | Pacira Biosciences Inc COM USD0.001                            | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |     10815 | NS      | $258478.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                                    | Viridian Therapeutics Inc COM                                  | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |     49754 | NS      | $695560.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Biote Corp                                                   | Biote Corp CLASS A COM                                         | CUSIP: 090683103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14007 | NS      | $56308.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals International PLC                    | Kiniksa Pharmaceuticals International PLC ORD SHS CL A         | CUSIP: G52694109<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     34222 | NS      | $946922.74    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc                                | Supernus Pharmaceuticals, Inc COM USD0.001                     | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     29311 | NS      | $923882.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                               | Ziff Davis Inc COM USD0.001                                    | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     48148 | NS      | $1457439.96   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                                   | Stride Inc COM                                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      1066 | NS      | $154772.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtarget Inc                                               | Techtarget Inc COM NEW                                         | CUSIP: 87874R308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63348 | NS      | $492213.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Holdings Management Inc                             | Resolute Holdings Management Inc COM                           | CUSIP: 76134H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2667 | NS      | $84997.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Utah Medical Products Inc.                                   | Utah Medical Products Inc. COM USD0.01                         | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |      8256 | NS      | $469931.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceva Inc                                                     | Ceva Inc COM USD0.001                                          | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     17994 | NS      | $395508.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corporation                    | Federal Agricultural Mortgage Corporation COM USD1 CLASS'C'    | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGA              | US        |      9635 | NS      | $1871887.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                                  | OmniAb Inc. USD0.0001 A (USD15 VESTING)                        | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4983 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Willdan Group Inc.                                           | Willdan Group Inc. COM STK USD0.01                             | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |     14420 | NS      | $901394.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb Inc.                                                  | OmniAb Inc. COM                                                | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133867 | NS      | $232928.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith-Midland Corp                                           | Smith-Midland Corp COM USD0.01                                 | CUSIP: 832156103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6249 | NS      | $209716.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                                | Consensus Cloud Solutions Inc COM                              | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10794 | NS      | $248909.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Composecure Inc                                              | Composecure Inc COM CL A                                       | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32007 | NS      | $450978.63    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| OmniAb Inc.                                                  | OmniAb Inc. USD0.0001 A (USD12.5 VESTING)                      | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4983 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nexxen International Ltd                                     | Nexxen International Ltd ORD ILS0.01 (POST SPLIT)              | CUSIP: M8T80P204<br>LEI: 213800ZNSR7AIJZ2J557 | Long             | EC               | CORP              | IL        |    140112 | NS      | $1458565.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Verona Pharma Plc                                            | Verona Pharma Plc SPONSORED ADS                                | CUSIP: 925050106<br>LEI: 213800EVI6O6J3TIAL06 | Long             | EC               | CORP              | GB        |     15734 | NS      | $1488121.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Lucky Strike Entertainment Corp.                             | Lucky Strike Entertainment Corp. CL A COM                      | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20823 | NS      | $190113.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Liveramp Holdings Inc                                        | Liveramp Holdings Inc COM USD0.10                              | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |      4069 | NS      | $134439.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha Inc                                               | MediaAlpha Inc CL A                                            | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23982 | NS      | $262602.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                                 | Alkermes PLC COM USD0.01                                       | CUSIP: G01767105<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     60494 | NS      | $1730733.34   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corporation PLC                                     | Prothena Corporation PLC USD0.01                               | CUSIP: G72800108<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |     77681 | NS      | $471523.67    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                                       | PTC Therapeutics, Inc. COM USD0.001                            | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     35410 | NS      | $1729424.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Markets Inc                                  | Sprouts Farmers Markets Inc COM USD0.001                       | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      1994 | NS      | $328292.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                                                     | Domo Inc COM USD0.001 CLASS B                                  | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |     21257 | NS      | $296960.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                                  | Arvinas Inc COM USD0.001                                       | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94860 | NS      | $698169.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                                  | Alector Inc COM USD0.0001                                      | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |    137679 | NS      | $192750.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc                                  | Rush Street Interactive Inc COM                                | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21117 | NS      | $314643.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc.                           | Sun Country Airlines Holdings Inc. COM                         | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      8315 | NS      | $97701.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc.                                        | Extreme Networks Inc. COM USD0.001                             | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     26754 | NS      | $480234.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.                         | Applied Industrial Technologies Inc. COM NPV                   | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      3236 | NS      | $752208.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                               | CSG Systems International Inc. COM USD0.01                     | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     30818 | NS      | $2012723.58   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvard Bioscience Inc.                                      | Harvard Bioscience Inc. COM USD0.01                            | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |     19735 | NS      | $8758.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                                            | PDF Solutions Inc COM USD0.00015                               | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     33989 | NS      | $726684.82    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                                  | AMN Healthcare Services Inc COM USD0.01                        | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      5403 | NS      | $111680.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Priority Technology Holdings Inc.                            | Priority Technology Holdings Inc. COM USD0.001                 | CUSIP: 74275G107<br>LEI: 549300ZS6DXD7ROBKB40 | Long             | EC               | CORP              | US        |      7628 | NS      | $59345.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                                 | Phreesia Inc COM USD0.01                                       | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     62435 | NS      | $1776900.10   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                                   | Stride Inc COM                                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |       518 | NS      | $75208.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                                  | Progyny Inc COM                                                | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39819 | NS      | $876018.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc                                               | Eventbrite Inc COM USD0.00001 CLASS A                          | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |    124159 | NS      | $326538.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc.                                  | Organogenesis Holdings Inc. COM USD0.0001 CL A                 | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |    106326 | NS      | $389153.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagerduty Inc                                                | Pagerduty Inc COM USD0.000005                                  | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     52552 | NS      | $802994.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc.                                                  | Fastly Inc. COM USD0.00002 CL A                                | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |     82845 | NS      | $584885.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc                                     | Fulcrum Therapeutics Inc COM USD0.001                          | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8901 | NS      | $61238.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic Inc.                                                | PubMatic Inc. COM CL A                                         | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77004 | NS      | $957929.76    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUP Inc.                                                 | ThredUP Inc. CL A                                              | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |     73474 | NS      | $550320.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Everquote Inc                                                | Everquote Inc COM USD0.001 CL A                                | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47583 | NS      | $1150556.94   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                                   | Upwork Inc COM USD0.0001                                       | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |    113168 | NS      | $1520977.92   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                                                 | Cimpress PLC SHS EURO                                          | CUSIP: G2143T103<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |     17238 | NS      | $810186.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc.                                                     | Olo Inc. CL A                                                  | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77055 | NS      | $685789.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Strawberry Fields REIT Inc.                                  | Strawberry Fields REIT Inc. COM                                | CUSIP: 863182101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2495 | NS      | $26297.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                                        | Arlo Technologies Inc COM USD0.001                             | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     33913 | NS      | $575164.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc.                                 | First Western Financial Inc. COM NPV                           | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |      3326 | NS      | $75034.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                                      | Peloton Interactive Inc COM USD0.000025 CL A                   | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |     80038 | NS      | $555463.72    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Limbach Holdings Inc.                                        | Limbach Holdings Inc. COM USD0.0001                            | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |     10336 | NS      | $1448073.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc.                                             | Porch Group Inc. COM                                           | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |     18710 | NS      | $220590.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                 | Northern Institutional Funds GOVT SELECT PT                    | CUSIP: 665278701<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |      4036 | NS      | $4036.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Harrow Inc                                                   | Harrow Inc COM USD0.001                                        | CUSIP: 415858109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44851 | NS      | $1369749.54   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                                   | Mirum Pharmaceuticals Inc. COM USD0.0001                       | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      9446 | NS      | $480706.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp.                                             | OptimizeRx Corp. COM USD0.001(POST REV SPLT)                   | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73397 | NS      | $990859.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pliant Therapeutics Inc.                                     | Pliant Therapeutics Inc. COM                                   | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |     19488 | NS      | $22606.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                                     | Travere Therapeutics Inc COM                                   | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11306 | NS      | $167328.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Investments-Money Market Funds-Government Portfolio | FIDELITY GOVERNMENT  #2642                                     | CUSIP: 31607A703<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   7272398 | NS      | $7272398.40   | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-23

**Name of Applicant:** Clearwater Investment Trust

**Signature:** Jason Mitchell

**Name of Signer:** Jason Mitchell

**Title:** CCO