# EDGAR Filing Document

**Accession Number:** 0000857114
**File Stem:** 0000940400-25-002978
**Filing Date:** 2025-9
**Character Count:** 290707
**Document Hash:** 02e744bd05fcc0145b5c9e2e8cdc2dd2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-002978.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0000940400-25-002978

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY MELLON INDEX FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000857114

**ORGANIZATION NAME:**
- **EIN:** 133554128
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05883
- **FILM NUMBER:** 251350219

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 2129226400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS INDEX FUNDS, INC.
- **DATE OF NAME CHANGE:** 20181030

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS INDEX FUNDS INC
- **DATE OF NAME CHANGE:** 20010613

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS S&P 500 INDEX FUND
- **DATE OF NAME CHANGE:** 19951228

## Series and Classes Contracts Data

### BNY Mellon Smallcap Stock Index Fund (Series ID: S000000132)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000000296 | Investor Shares | DISSX           |
| C000172468 | Class I         | DISIX           |

## Nport-Ex

BNY Mellon Smallcap Stock Index Fund

STATEMENT OF INVESTMENTS

July 31, 2025 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 99.4%** | **Common Stocks — 99.4%** | **Common Stocks — 99.4%** |
| **Automobiles & Components — 2.1%** | **Automobiles & Components — 2.1%** | **Automobiles & Components — 2.1%** |
| Adient PLC<sup>(a)</sup> <br>| 52592 | 1127572 |
| American Axle & Manufacturing Holdings, Inc.<sup>(a)</sup> <br>| 75344 | 335281 |
| BorgWarner, Inc. | 136771 | 5033173 |
| Dana, Inc. | 80561 | 1282531 |
| Dorman Products, Inc.<sup>(a)</sup> <br>| 17081 | 2060310 |
| Fox Factory Holding Corp.<sup>(a)</sup> <br>| 25696 | 780387 |
| Gentherm, Inc.<sup>(a)</sup> <br>| 19463 | 623595 |
| LCI Industries<sup>(b)</sup> <br>| 15565 | 1478675 |
| Patrick Industries, Inc.<sup>(b)</sup> <br>| 20763 | 2018994 |
| Phinia, Inc. | 24623 | 1248386 |
| Standard Motor Products, Inc. | 13519 | 410437 |
| Winnebago Industries, Inc. | 17457 | 518822 |
| XPEL, Inc.<sup>(a)</sup> <br>| 14662 | 479301 |
|  |  | **17397464** |
| **Banks — 9.1%** | **Banks — 9.1%** | **Banks — 9.1%** |
| Ameris Bancorp | 40179 | 2746235 |
| Atlantic Union Bankshares Corp. | 88506 | 2805640 |
| Axos Financial, Inc.<sup>(a)</sup> <br>| 33374 | 2881845 |
| Banc of California, Inc. | 79785 | 1158478 |
| BancFirst Corp. | 12491 | 1555379 |
| Bank of Hawaii Corp. | 24495 | 1515751 |
| BankUnited, Inc. | 46561 | 1698080 |
| Banner Corp. | 21500 | 1334613 |
| Berkshire Hills Bancorp, Inc. | 28228 | 695538 |
| Brookline Bancorp, Inc. | 54001 | 557290 |
| Capitol Federal Financial, Inc. | 79051 | 475887 |
| Cathay General Bancorp | 43888 | 1984615 |
| Central Pacific Financial Corp. | 17319 | 461725 |
| City Holding Co. | 9163 | 1118802 |
| Community Financial System, Inc. | 32795 | 1728297 |
| Customers Bancorp, Inc.<sup>(a)</sup> <br>| 18413 | 1173829 |
| CVB Financial Corp. | 79964 | 1494527 |
| Dime Community Bancshares, Inc. | 24914 | 690367 |
| Eagle Bancorp, Inc. | 18677 | 300513 |
| FB Financial Corp. | 24867 | 1212515 |
| First BanCorp | 99883 | 2080563 |
| First Bancorp/Southern Pines NC | 25830 | 1293825 |
| First Commonwealth Financial Corp. | 64082 | 1057994 |
| First Financial Bancorp | 58954 | 1429045 |
| First Hawaiian, Inc. | 78613 | 1906365 |
| Fulton Financial Corp. | 112417 | 2017885 |
| Hanmi Financial Corp. | 19460 | 443883 |
| Heritage Financial Corp. | 21763 | 490538 |
| Hilltop Holdings, Inc. | 28305 | 837828 |
| Hope Bancorp, Inc. | 78366 | 782876 |
| Independent Bank Corp. | 30033 | 1908597 |
| Lakeland Financial Corp. | 15686 | 994022 |
| National Bank Holdings Corp., Cl. A | 23854 | 884029 |

---

**3**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** |
| **Banks — 9.1% (continued)** | **Banks — 9.1% (continued)** | **Banks — 9.1% (continued)** |
| NBT Bancorp, Inc. | 32648 | 1350974 |
| Northwest Bancshares, Inc. | 91107 | 1065952 |
| OFG Bancorp | 27955 | 1191442 |
| Pacific Premier Bancorp, Inc. | 59678 | 1293222 |
| Park National Corp. | 9163 | 1483215 |
| Pathward Financial, Inc. | 14803 | 1119477 |
| Preferred Bank | 7446 | 676246 |
| Provident Financial Services, Inc. | 80578 | 1468131 |
| Renasant Corp. | 57334 | 2100718 |
| S&T Bancorp, Inc. | 24157 | 885112 |
| Seacoast Banking Corp. of Florida | 52212 | 1471856 |
| ServisFirst Bancshares, Inc. | 31601 | 2485419 |
| Simmons First National Corp., Cl. A | 87895 | 1684947 |
| Southside Bancshares, Inc. | 17875 | 526240 |
| Stellar Bancorp, Inc. | 28468 | 840660 |
| The Bancorp, Inc.<sup>(a)</sup> <br>| 29074 | 1836314 |
| Tompkins Financial Corp. | 7953 | 514400 |
| Triumph Financial, Inc.<sup>(a)</sup> <br>| 13681 | 775986 |
| TrustCo Bank Corp. NY | 11949 | 401008 |
| Trustmark Corp. | 37728 | 1405368 |
| United Community Banks, Inc. | 75157 | 2292288 |
| Veritex Holdings, Inc. | 33889 | 1074959 |
| WaFd, Inc. | 50363 | 1465815 |
| Westamerica BanCorp | 16535 | 792027 |
| WSFS Financial Corp. | 35163 | 1928339 |
|  |  | **75847491** |
| **Capital Goods — 14.3%** | **Capital Goods — 14.3%** | **Capital Goods — 14.3%** |
| AAR Corp.<sup>(a)</sup> <br>| 22141 | 1654154 |
| Air Lease Corp. | 64714 | 3585156 |
| Alamo Group, Inc. | 6443 | 1434083 |
| Albany International Corp., Cl. A | 18912 | 1024841 |
| American Woodmark Corp.<sup>(a)</sup> <br>| 9328 | 490746 |
| Apogee Enterprises, Inc. | 13338 | 560063 |
| Arcosa, Inc. | 30246 | 2597526 |
| Armstrong World Industries, Inc. | 27063 | 5092445 |
| Astec Industries, Inc. | 14595 | 578838 |
| AZZ, Inc. | 18500 | 2025750 |
| Boise Cascade Co. | 23317 | 1954198 |
| CSW Industrials, Inc. | 10440 | 2708971 |
| DNOW, Inc.<sup>(a)</sup> <br>| 66387 | 1032982 |
| DXP Enterprises, Inc.<sup>(a)</sup> <br>| 8104 | 917859 |
| Dycom Industries, Inc.<sup>(a)</sup> <br>| 17926 | 4818688 |
| Enerpac Tool Group Corp. | 33966 | 1308031 |
| Enpro, Inc. | 13076 | 2777473 |
| ESCO Technologies, Inc. | 16078 | 3114309 |
| Everus Construction Group, Inc.<sup>(a)</sup> <br>| 32130 | 2385974 |
| Federal Signal Corp. | 37967 | 4805483 |
| Franklin Electric Co., Inc. | 24643 | 2315210 |
| Gates Industrial Corp. PLC<sup>(a)</sup> <br>| 142867 | 3543102 |
| Gibraltar Industries, Inc.<sup>(a)</sup> <br>| 18237 | 1204189 |
| GMS, Inc.<sup>(a)</sup> <br>| 23893 | 2619628 |

---

**4**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** |
| **Capital Goods — 14.3% (continued)** | **Capital Goods — 14.3% (continued)** | **Capital Goods — 14.3% (continued)** |
| Granite Construction, Inc. | 27158 | 2565616 |
| Griffon Corp. | 24151 | 1962752 |
| Hayward Holdings, Inc.<sup>(a)</sup> <br>| 88151 | 1355762 |
| Hillenbrand, Inc. | 44414 | 919814 |
| Insteel Industries, Inc. | 12132 | 437965 |
| JBT Marel Corp. | 28796 | 3968089 |
| Kadant, Inc. | 7320 | 2435876 |
| Kennametal, Inc. | 46652 | 1155103 |
| Kratos Defense & Security Solutions, Inc.<sup>(a),(b)</sup> <br>| 103658 | 6084725 |
| Lindsay Corp. | 6690 | 913252 |
| Masterbrand, Inc.<sup>(a)</sup> <br>| 79452 | 876356 |
| Mercury Systems, Inc.<sup>(a),(b)</sup> <br>| 31904 | 1677831 |
| Moog, Inc., Cl. A | 17583 | 3403717 |
| Mueller Water Products, Inc., Cl. A | 97468 | 2413308 |
| MYR Group, Inc.<sup>(a)</sup> <br>| 9645 | 1866307 |
| National Presto Industries, Inc. | 3167 | 305457 |
| Powell Industries, Inc.<sup>(b)</sup> <br>| 5926 | 1405055 |
| Proto Labs, Inc.<sup>(a)</sup> <br>| 14957 | 644946 |
| Quanex Building Products Corp. | 28973 | 564394 |
| Resideo Technologies, Inc.<sup>(a)</sup> <br>| 92132 | 2515204 |
| Rush Enterprises, Inc., Cl. A | 37909 | 2052393 |
| SPX Technologies, Inc.<sup>(a)</sup> <br>| 29104 | 5308278 |
| Standex International Corp. | 7533 | 1240986 |
| Sterling Infrastructure, Inc.<sup>(a)</sup> <br>| 18943 | 5068957 |
| Sunrun, Inc.<sup>(a),(b)</sup> <br>| 141968 | 1456592 |
| Tennant Co. | 11623 | 959362 |
| The Greenbrier Companies, Inc. | 19652 | 894166 |
| Titan International, Inc.<sup>(a),(b)</sup> <br>| 29108 | 246254 |
| Trinity Industries, Inc. | 51740 | 1205542 |
| Vicor Corp.<sup>(a)</sup> <br>| 14330 | 636825 |
| WillScot Holdings Corp. | 113399 | 3328261 |
| Worthington Enterprises, Inc. | 19225 | 1191373 |
| Zurn Elkay Water Solutions Corp. | 87851 | 3887407 |
|  |  | **119497624** |
| **Commercial & Professional Services — 3.4%** | **Commercial & Professional Services — 3.4%** | **Commercial & Professional Services — 3.4%** |
| ABM Industries, Inc. | 38469 | 1774575 |
| Amentum Holdings, Inc.<sup>(a),(b)</sup> <br>| 93927 | 2345357 |
| Brady Corp., Cl. A | 27077 | 1910824 |
| CoreCivic, Inc.<sup>(a)</sup> <br>| 68774 | 1378231 |
| CSG Systems International, Inc. | 17061 | 1065630 |
| Deluxe Corp. | 27923 | 449560 |
| Enviri Corp.<sup>(a),(b)</sup> <br>| 51337 | 462033 |
| Healthcare Services Group, Inc.<sup>(a)</sup> <br>| 46342 | 602909 |
| Heidrick & Struggles International, Inc. | 13161 | 586059 |
| HNI Corp. | 29054 | 1494538 |
| Interface, Inc. | 36280 | 748094 |
| Korn Ferry | 32020 | 2269257 |
| Liquidity Services, Inc.<sup>(a)</sup> <br>| 14233 | 339884 |
| MillerKnoll, Inc. | 42207 | 801089 |
| NV5 Global, Inc.<sup>(a)</sup> <br>| 32666 | 733352 |
| OPENLANE, Inc.<sup>(a)</sup> <br>| 66457 | 1637500 |

---

**5**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** |
| **Commercial & Professional Services — 3.4% (continued)** | **Commercial & Professional Services — 3.4% (continued)** | **Commercial & Professional Services — 3.4% (continued)** |
| Pitney Bowes, Inc. | 98995 | 1124583 |
| Robert Half, Inc. | 62255 | 2297832 |
| The GEO Group, Inc.<sup>(a)</sup> <br>| 87341 | 2263879 |
| UniFirst Corp. | 9457 | 1617431 |
| Verra Mobility Corp.<sup>(a)</sup> <br>| 99058 | 2502205 |
| Vestis Corp. | 70726 | 428600 |
|  |  | **28833422** |
| **Consumer Discretionary Distribution & Retail — 3.7%** | **Consumer Discretionary Distribution & Retail — 3.7%** | **Consumer Discretionary Distribution & Retail — 3.7%** |
| Academy Sports & Outdoors, Inc. | 41353 | 2100319 |
| Advance Auto Parts, Inc.<sup>(b)</sup> <br>| 37248 | 1976751 |
| American Eagle Outfitters, Inc.<sup>(b)</sup> <br>| 96858 | 1046066 |
| Asbury Automotive Group, Inc.<sup>(a)</sup> <br>| 12220 | 2714306 |
| Boot Barn Holdings, Inc.<sup>(a)</sup> <br>| 19039 | 3272804 |
| Caleres, Inc. | 20971 | 287932 |
| Etsy, Inc.<sup>(a)</sup> <br>| 64923 | 3783063 |
| Foot Locker, Inc.<sup>(a),(b)</sup> <br>| 52249 | 1308315 |
| Group 1 Automotive, Inc. | 7885 | 3249803 |
| Guess?, Inc.<sup>(b)</sup> <br>| 16499 | 214487 |
| Kohl's Corp.<sup>(b)</sup> <br>| 70167 | 760610 |
| MarineMax, Inc.<sup>(a)</sup> <br>| 11460 | 259913 |
| Monro, Inc. | 19648 | 276939 |
| National Vision Holdings, Inc.<sup>(a)</sup> <br>| 49686 | 1205382 |
| Sally Beauty Holdings, Inc.<sup>(a)</sup> <br>| 63510 | 618587 |
| Shoe Carnival, Inc. | 11071 | 226513 |
| Signet Jewelers Ltd. | 26693 | 2111416 |
| Sonic Automotive, Inc., Cl. A | 9099 | 658313 |
| The Buckle, Inc. | 18936 | 934870 |
| Upbound Group, Inc. | 32081 | 661992 |
| Urban Outfitters, Inc.<sup>(a)</sup> <br>| 35181 | 2648426 |
| Victoria's Secret & Co.<sup>(a)</sup> <br>| 49596 | 932405 |
|  |  | **31249212** |
| **Consumer Durables & Apparel — 3.6%** | **Consumer Durables & Apparel — 3.6%** | **Consumer Durables & Apparel — 3.6%** |
| Acushnet Holdings Corp.<sup>(b)</sup> <br>| 16410 | 1306564 |
| Carter's, Inc. | 22462 | 544479 |
| Cavco Industries, Inc.<sup>(a)</sup> <br>| 5049 | 2038130 |
| Century Communities, Inc. | 16499 | 928729 |
| Champion Homes, Inc.<sup>(a)</sup> <br>| 32787 | 1996728 |
| Dream Finders Homes, Inc., Cl. A<sup>(a),(b)</sup> <br>| 18466 | 467559 |
| Ethan Allen Interiors, Inc. | 13810 | 411124 |
| G-III Apparel Group Ltd.<sup>(a)</sup> <br>| 24037 | 567273 |
| Green Brick Partners, Inc.<sup>(a)</sup> <br>| 18909 | 1171223 |
| Hanesbrands, Inc.<sup>(a)</sup> <br>| 218104 | 892045 |
| Helen of Troy Ltd.<sup>(a)</sup> <br>| 14748 | 324161 |
| Installed Building Products, Inc.<sup>(b)</sup> <br>| 14182 | 2868877 |
| Kontoor Brands, Inc. | 31014 | 1726239 |
| La-Z-Boy, Inc.<sup>(b)</sup> <br>| 25760 | 926587 |
| Leggett & Platt, Inc. | 83492 | 797349 |
| LGI Homes, Inc.<sup>(a)</sup> <br>| 12605 | 671468 |
| M/I Homes, Inc.<sup>(a)</sup> <br>| 16613 | 1996717 |
| Meritage Homes Corp. | 44710 | 3010771 |
| Newell Brands, Inc. | 262654 | 1473489 |

---

**6**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** |
| **Consumer Durables & Apparel — 3.6% (continued)** | **Consumer Durables & Apparel — 3.6% (continued)** | **Consumer Durables & Apparel — 3.6% (continued)** |
| Oxford Industries, Inc. | 8826 | 336977 |
| Sonos, Inc.<sup>(a)</sup> <br>| 73686 | 796546 |
| Steven Madden Ltd. | 44789 | 1075160 |
| Sturm Ruger & Co., Inc. | 10476 | 357860 |
| Topgolf Callaway Brands Corp.<sup>(a)</sup> <br>| 88700 | 820475 |
| Tri Pointe Homes, Inc.<sup>(a)</sup> <br>| 56147 | 1729328 |
| Wolverine World Wide, Inc.<sup>(b)</sup> <br>| 50899 | 1149299 |
|  |  | **30385157** |
| **Consumer Services — 3.6%** | **Consumer Services — 3.6%** | **Consumer Services — 3.6%** |
| Adtalem Global Education, Inc.<sup>(a)</sup> <br>| 22292 | 2547307 |
| BJ's Restaurants, Inc.<sup>(a)</sup> <br>| 13897 | 492371 |
| Bloomin' Brands, Inc. | 47608 | 433709 |
| Brinker International, Inc.<sup>(a)</sup> <br>| 27681 | 4362526 |
| Cracker Barrel Old Country Store, Inc.<sup>(b)</sup> <br>| 13808 | 856096 |
| Dave & Buster's Entertainment, Inc.<sup>(a)</sup> <br>| 17273 | 505062 |
| Frontdoor, Inc.<sup>(a)</sup> <br>| 45766 | 2677311 |
| Golden Entertainment, Inc. | 12918 | 363254 |
| Jack in the Box, Inc.<sup>(b)</sup> <br>| 11814 | 232736 |
| Matthews International Corp., Cl. A | 18930 | 444666 |
| Mister Car Wash, Inc.<sup>(a)</sup> <br>| 60077 | 346945 |
| Monarch Casino & Resort, Inc. | 8015 | 825224 |
| Papa John's International, Inc. | 20316 | 861602 |
| Penn Entertainment, Inc.<sup>(a),(b)</sup> <br>| 91263 | 1648210 |
| Perdoceo Education Corp. | 39119 | 1125845 |
| Pursuit Attractions and Hospitality, Inc.<sup>(a)</sup> <br>| 13518 | 408784 |
| Sabre Corp.<sup>(a)</sup> <br>| 243625 | 738184 |
| Shake Shack, Inc., Cl. A<sup>(a)</sup> <br>| 25034 | 3012591 |
| Six Flags Entertainment Corp.<sup>(a),(b)</sup> <br>| 58289 | 1746338 |
| Strategic Education, Inc. | 15005 | 1112546 |
| Stride, Inc.<sup>(a)</sup> <br>| 26700 | 3423741 |
| The Cheesecake Factory, Inc.<sup>(b)</sup> <br>| 28163 | 1799897 |
|  |  | **29964945** |
| **Consumer Staples Distribution & Retail — .8%** | **Consumer Staples Distribution & Retail — .8%** | **Consumer Staples Distribution & Retail — .8%** |
| Grocery Outlet Holding Corp.<sup>(a)</sup> <br>| 61601 | 811285 |
| PriceSmart, Inc. | 15444 | 1660230 |
| SpartanNash Co. | 21514 | 570982 |
| The Andersons, Inc. | 20499 | 736324 |
| The Chefs' Warehouse, Inc.<sup>(a)</sup> <br>| 22431 | 1537869 |
| United Natural Foods, Inc.<sup>(a)</sup> <br>| 37592 | 1039043 |
|  |  | **6355733** |
| **Energy — 4.0%** | **Energy — 4.0%** | **Energy — 4.0%** |
| Archrock, Inc. | 111035 | 2593777 |
| Atlas Energy Solutions, Inc.<sup>(b)</sup> <br>| 46727 | 607451 |
| Bristow Group, Inc.<sup>(a)</sup> <br>| 15270 | 527884 |
| Cactus, Inc., Cl. A | 42269 | 1788401 |
| California Resources Corp. | 43170 | 2079930 |
| Comstock Resources, Inc.<sup>(a),(b)</sup> <br>| 57155 | 1021360 |
| Core Laboratories, Inc. | 30437 | 332981 |
| Core Natural Resources, Inc. | 31152 | 2299329 |
| Crescent Energy Co., Cl. A | 113133 | 1045349 |
| CVR Energy, Inc. | 21523 | 576386 |

---

**7**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** |
| **Energy — 4.0% (continued)** | **Energy — 4.0% (continued)** | **Energy — 4.0% (continued)** |
| Dorian LPG Ltd. | 22727 | 654310 |
| Helix Energy Solutions Group, Inc.<sup>(a)</sup> <br>| 87376 | 518140 |
| Helmerich & Payne, Inc. | 62061 | 1006009 |
| Innovex International, Inc.<sup>(a),(b)</sup> <br>| 25297 | 415377 |
| International Seaways, Inc.<sup>(b)</sup> <br>| 25351 | 1011505 |
| Liberty Energy, Inc. | 101060 | 1247080 |
| Magnolia Oil & Gas Corp., Cl. A | 116272 | 2769599 |
| Northern Oil & Gas, Inc. | 60632 | 1707397 |
| Oceaneering International, Inc.<sup>(a)</sup> <br>| 61908 | 1343404 |
| Par Pacific Holdings, Inc.<sup>(a)</sup> <br>| 31894 | 1000834 |
| Patterson-UTI Energy, Inc.<sup>(b)</sup> <br>| 215654 | 1274515 |
| Peabody Energy Corp. | 76286 | 1232019 |
| ProPetro Holding Corp.<sup>(a)</sup> <br>| 47780 | 256101 |
| REX American Resources Corp.<sup>(a)</sup> <br>| 9067 | 474023 |
| RPC, Inc. | 55969 | 260256 |
| SM Energy Co. | 70854 | 1954862 |
| Talos Energy, Inc.<sup>(a)</sup> <br>| 75766 | 647799 |
| Tidewater, Inc.<sup>(a),(b)</sup> <br>| 28484 | 1424485 |
| Vital Energy, Inc.<sup>(a)</sup> <br>| 16643 | 311058 |
| World Kinect Corp. | 35328 | 963394 |
|  |  | **33345015** |
| **Equity Real Estate Investment Trusts — 7.0%** | **Equity Real Estate Investment Trusts — 7.0%** | **Equity Real Estate Investment Trusts — 7.0%** |
| Acadia Realty Trust<sup>(c)</sup> <br>| 80445 | 1505930 |
| Alexander & Baldwin, Inc.<sup>(c)</sup> <br>| 45382 | 815968 |
| American Assets Trust, Inc.<sup>(c)</sup> <br>| 29189 | 555467 |
| Apple Hospitality REIT, Inc.<sup>(c)</sup> <br>| 136822 | 1607659 |
| Armada Hoffler Properties, Inc.<sup>(c)</sup> <br>| 49811 | 340209 |
| Brandywine Realty Trust<sup>(b),(c)</sup> <br>| 105123 | 420492 |
| CareTrust REIT, Inc.<sup>(c)</sup> <br>| 119545 | 3801531 |
| Centerspace<sup>(c)</sup> <br>| 10275 | 559268 |
| Curbline Properties Corp.<sup>(c)</sup> <br>| 58200 | 1286220 |
| DiamondRock Hospitality Co.<sup>(c)</sup> <br>| 126252 | 974665 |
| Douglas Emmett, Inc.<sup>(c)</sup> <br>| 105941 | 1606066 |
| Easterly Government Properties, Inc.<sup>(c)</sup> <br>| 26874 | 591228 |
| Elme Communities<sup>(c)</sup> <br>| 54424 | 820714 |
| Essential Properties Realty Trust, Inc.<sup>(c)</sup> <br>| 123262 | 3758258 |
| Four Corners Property Trust, Inc.<sup>(c)</sup> <br>| 61819 | 1560312 |
| Getty Realty Corp.<sup>(c)</sup> <br>| 31604 | 878275 |
| Global Net Lease, Inc.<sup>(b),(c)</sup> <br>| 119555 | 835689 |
| Highwoods Properties, Inc.<sup>(c)</sup> <br>| 66765 | 1936853 |
| Innovative Industrial Properties, Inc.<sup>(c)</sup> <br>| 17770 | 918709 |
| JBG SMITH Properties<sup>(b),(c)</sup> <br>| 45683 | 967566 |
| LTC Properties, Inc.<sup>(c)</sup> <br>| 28306 | 963536 |
| LXP Industrial Trust<sup>(c)</sup> <br>| 184974 | 1435398 |
| Medical Properties Trust, Inc.<sup>(b),(c)</sup> <br>| 378541 | 1559589 |
| Millrose Properties, Inc.<sup>(c)</sup> <br>| 74875 | 2245501 |
| NexPoint Residential Trust, Inc.<sup>(c)</sup> <br>| 13519 | 421522 |
| Outfront Media, Inc.<sup>(c)</sup> <br>| 87826 | 1539590 |
| Pebblebrook Hotel Trust<sup>(c)</sup> <br>| 73483 | 737034 |
| Phillips Edison & Co., Inc.<sup>(c)</sup> <br>| 78120 | 2639675 |
| Ryman Hospitality Properties, Inc.<sup>(c)</sup> <br>| 37383 | 3553628 |

---

**8**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** |
| **Equity Real Estate Investment Trusts — 7.0% (continued)** | **Equity Real Estate Investment Trusts — 7.0% (continued)** | **Equity Real Estate Investment Trusts — 7.0% (continued)** |
| Safehold, Inc.<sup>(c)</sup> <br>| 29440 | 411866 |
| Saul Centers, Inc.<sup>(c)</sup> <br>| 8072 | 260080 |
| SITE Centers Corp.<sup>(c)</sup> <br>| 31284 | 336929 |
| SL Green Realty Corp.<sup>(c)</sup> <br>| 44087 | 2523981 |
| Summit Hotel Properties, Inc.<sup>(b),(c)</sup> <br>| 69449 | 362524 |
| Sunstone Hotel Investors, Inc.<sup>(c)</sup> <br>| 124483 | 1089226 |
| Tanger, Inc.<sup>(c)</sup> <br>| 71151 | 2135953 |
| Terreno Realty Corp.<sup>(c)</sup> <br>| 64406 | 3573889 |
| The Macerich Company<sup>(c)</sup> <br>| 156721 | 2618808 |
| Uniti Group, Inc.<sup>(c)</sup> <br>| 152744 | 812598 |
| Universal Health Realty Income Trust<sup>(c)</sup> <br>| 8126 | 315208 |
| Urban Edge Properties<sup>(c)</sup> <br>| 77352 | 1525381 |
| Veris Residential, Inc.<sup>(c)</sup> <br>| 49498 | 696932 |
| Whitestone REIT<sup>(c)</sup> <br>| 28722 | 350121 |
| Xenia Hotels & Resorts, Inc.<sup>(c)</sup> <br>| 61114 | 776759 |
|  |  | **58626807** |
| **Financial Services — 7.8%** | **Financial Services — 7.8%** | **Financial Services — 7.8%** |
| Acadian Asset Management, Inc. | 16617 | 694424 |
| Apollo Commercial Real Estate Finance, Inc.<sup>(c)</sup> <br>| 77552 | 746050 |
| Arbor Realty Trust, Inc.<sup>(b),(c)</sup> <br>| 119179 | 1330038 |
| ARMOUR Residential REIT, Inc.<sup>(b),(c)</sup> <br>| 50878 | 829820 |
| Artisan Partners Asset Management, Inc., Cl. A | 43598 | 1972809 |
| BGC Group, Inc., Cl. A | 235644 | 2184420 |
| Blackstone Mortgage Trust, Inc., Cl. A<sup>(b),(c)</sup> <br>| 104481 | 1930809 |
| Bread Financial Holdings, Inc. | 28866 | 1769486 |
| Cohen & Steers, Inc. | 16588 | 1220213 |
| Donnelley Financial Solutions, Inc.<sup>(a)</sup> <br>| 15746 | 833908 |
| Ellington Financial, Inc.<sup>(b),(c)</sup> <br>| 60669 | 769890 |
| Enact Holdings, Inc. | 18324 | 636942 |
| Encore Capital Group, Inc.<sup>(a)</sup> <br>| 14325 | 528306 |
| Enova International, Inc.<sup>(a)</sup> <br>| 15690 | 1640546 |
| EVERTEC, Inc. | 39935 | 1443650 |
| EZCORP, Inc., Cl. A<sup>(a)</sup> <br>| 33520 | 480006 |
| Franklin BSP Realty Trust, Inc.<sup>(c)</sup> <br>| 48931 | 494203 |
| HA Sustainable Infrastructure Capital, Inc.<sup>(b)</sup> <br>| 75071 | 1949594 |
| Jackson Financial, Inc., Cl. A | 44416 | 3889065 |
| KKR Real Estate Finance Trust, Inc.<sup>(c)</sup> <br>| 36218 | 327411 |
| Moelis & Co., Cl. A | 46128 | 3235418 |
| Mr. Cooper Group, Inc.<sup>(a)</sup> <br>| 39872 | 6208869 |
| Navient Corp. | 46038 | 595732 |
| NCR Atleos Corp.<sup>(a)</sup> <br>| 46100 | 1410660 |
| New York Mortgage Trust, Inc.<sup>(b),(c)</sup> <br>| 58018 | 367254 |
| NMI Holdings, Inc.<sup>(a)</sup> <br>| 48263 | 1801175 |
| Payoneer Global, Inc.<sup>(a)</sup> <br>| 163228 | 1072408 |
| PennyMac Mortgage Investment Trust<sup>(b),(c)</sup> <br>| 53899 | 635469 |
| Piper Sandler Cos. | 10227 | 3224778 |
| PJT Partners, Inc., Cl. A | 15206 | 2716096 |
| PRA Group, Inc.<sup>(a)</sup> <br>| 24430 | 371336 |
| PROG Holdings, Inc. | 25007 | 796223 |
| Radian Group, Inc. | 83828 | 2733631 |
| Ready Capital Corp.<sup>(b),(c)</sup> <br>| 109217 | 459804 |

---

**9**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** |
| **Financial Services — 7.8% (continued)** | **Financial Services — 7.8% (continued)** | **Financial Services — 7.8% (continued)** |
| Redwood Trust, Inc.<sup>(c)</sup> <br>| 82637 | 451198 |
| StepStone Group, Inc., Cl. A | 41501 | 2463499 |
| StoneX Group, Inc.<sup>(a)</sup> <br>| 27110 | 2636176 |
| Two Harbors Investment Corp.<sup>(c)</sup> <br>| 67182 | 655025 |
| Victory Capital Holdings, Inc., Cl. A | 29688 | 2045800 |
| Virtu Financial, Inc., Cl. A | 50309 | 2220639 |
| Virtus Investment Partners, Inc. | 4061 | 785032 |
| Walker & Dunlop, Inc. | 20279 | 1521128 |
| WisdomTree, Inc. | 72280 | 959156 |
| World Acceptance Corp.<sup>(a)</sup> <br>| 1993 | 313539 |
|  |  | **65351635** |
| **Food, Beverage & Tobacco — 1.5%** | **Food, Beverage & Tobacco — 1.5%** | **Food, Beverage & Tobacco — 1.5%** |
| B&G Foods, Inc.<sup>(b)</sup> <br>| 50454 | 206861 |
| Cal-Maine Foods, Inc. | 26883 | 2987777 |
| Fresh Del Monte Produce, Inc.<sup>(b)</sup> <br>| 20956 | 787736 |
| Freshpet, Inc.<sup>(a)</sup> <br>| 30277 | 2068525 |
| J & J Snack Foods Corp. | 9618 | 1085776 |
| John B. Sanfilippo & Son, Inc. | 5625 | 356119 |
| MGP Ingredients, Inc. | 8253 | 233395 |
| National Beverage Corp.<sup>(a)</sup> <br>| 14801 | 678182 |
| The Simply Good Foods Company<sup>(a)</sup> <br>| 56998 | 1736159 |
| Tootsie Roll Industries, Inc.<sup>(b)</sup> <br>| 10510 | 398644 |
| TreeHouse Foods, Inc.<sup>(a)</sup> <br>| 28489 | 547559 |
| Universal Corp. | 15518 | 845265 |
| WK Kellogg Co.<sup>(b)</sup> <br>| 41785 | 963144 |
|  |  | **12895142** |
| **Health Care Equipment & Services — 5.4%** | **Health Care Equipment & Services — 5.4%** | **Health Care Equipment & Services — 5.4%** |
| AdaptHealth Corp.<sup>(a)</sup> <br>| 66969 | 600712 |
| Addus HomeCare Corp.<sup>(a)</sup> <br>| 11240 | 1200207 |
| AMN Healthcare Services, Inc.<sup>(a)</sup> <br>| 23150 | 424571 |
| Artivion, Inc.<sup>(a)</sup> <br>| 23664 | 731454 |
| Astrana Health, Inc.<sup>(a)</sup> <br>| 26209 | 625347 |
| Avanos Medical, Inc.<sup>(a)</sup> <br>| 28880 | 322590 |
| Certara, Inc.<sup>(a)</sup> <br>| 70808 | 696751 |
| Concentra Group Holdings Parent, Inc. | 68250 | 1362952 |
| CONMED Corp. | 19121 | 978039 |
| CorVel Corp.<sup>(a)</sup> <br>| 16848 | 1492733 |
| Embecta Corp. | 37192 | 377871 |
| Enovis Corp.<sup>(a)</sup> <br>| 35507 | 951588 |
| Glaukos Corp.<sup>(a)</sup> <br>| 35522 | 3058089 |
| HealthStream, Inc. | 14983 | 391955 |
| ICU Medical, Inc.<sup>(a)</sup> <br>| 15454 | 1984448 |
| Inspire Medical Systems, Inc.<sup>(a)</sup> <br>| 18346 | 2284811 |
| Integer Holdings Corp.<sup>(a)</sup> <br>| 21616 | 2345552 |
| Integra LifeSciences Holdings Corp.<sup>(a)</sup> <br>| 41351 | 543352 |
| LeMaitre Vascular, Inc. | 12726 | 1033860 |
| Merit Medical Systems, Inc.<sup>(a)</sup> <br>| 36758 | 3119284 |
| National HealthCare Corp. | 7721 | 741448 |
| Neogen Corp.<sup>(a)</sup> <br>| 123511 | 574326 |
| NeoGenomics, Inc.<sup>(a)</sup> <br>| 78752 | 381160 |
| Omnicell, Inc.<sup>(a)</sup> <br>| 29853 | 925742 |

---

**10**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** |
| **Health Care Equipment & Services — 5.4% (continued)** | **Health Care Equipment & Services — 5.4% (continued)** | **Health Care Equipment & Services — 5.4% (continued)** |
| Owens & Minor, Inc.<sup>(a)</sup> <br>| 47633 | 330097 |
| Pediatrix Medical Group, Inc.<sup>(a)</sup> <br>| 52101 | 638237 |
| Premier, Inc., Cl. A | 51148 | 1098659 |
| Privia Health Group, Inc.<sup>(a)</sup> <br>| 65618 | 1280863 |
| Progyny, Inc.<sup>(a)</sup> <br>| 46233 | 1086938 |
| QuidelOrtho Corp.<sup>(a),(b)</sup> <br>| 41085 | 945777 |
| RadNet, Inc.<sup>(a)</sup> <br>| 42061 | 2301999 |
| Schrodinger, Inc.<sup>(a),(b)</sup> <br>| 35859 | 729013 |
| Select Medical Holdings Corp. | 65722 | 972028 |
| Simulations Plus, Inc.<sup>(b)</sup> <br>| 11204 | 145876 |
| STAAR Surgical Co.<sup>(a),(b)</sup> <br>| 31688 | 567691 |
| Tandem Diabetes Care, Inc.<sup>(a),(b)</sup> <br>| 41260 | 642831 |
| Teleflex, Inc. | 27471 | 3282784 |
| TransMedics Group, Inc.<sup>(a),(b)</sup> <br>| 21051 | 2504437 |
| U.S. Physical Therapy, Inc. | 9400 | 687610 |
| UFP Technologies, Inc.<sup>(a)</sup> <br>| 4595 | 1040262 |
|  |  | **45403944** |
| **Household & Personal Products — .8%** | **Household & Personal Products — .8%** | **Household & Personal Products — .8%** |
| Central Garden & Pet Co.<sup>(a)</sup> <br>| 5326 | 207821 |
| Central Garden & Pet Co., Cl. A<sup>(a)</sup> <br>| 30434 | 1081016 |
| Edgewell Personal Care Co. | 29721 | 749861 |
| Energizer Holdings, Inc. | 40651 | 915460 |
| Interparfums, Inc. | 11170 | 1347102 |
| USANA Health Sciences, Inc.<sup>(a)</sup> <br>| 6788 | 199499 |
| WD-40 Co. | 8500 | 1822400 |
|  |  | **6323159** |
| **Insurance — 2.6%** | **Insurance — 2.6%** | **Insurance — 2.6%** |
| AMERISAFE, Inc. | 11948 | 535031 |
| Assured Guaranty Ltd. | 28592 | 2418311 |
| Employers Holdings, Inc. | 14498 | 598477 |
| Genworth Financial, Inc.<sup>(a)</sup> <br>| 257027 | 2020232 |
| Goosehead Insurance, Inc., Cl. A | 15555 | 1414105 |
| HCI Group, Inc. | 5738 | 803550 |
| Horace Mann Educators Corp. | 25690 | 1092596 |
| Lincoln National Corp. | 106267 | 4049835 |
| Mercury General Corp. | 16738 | 1159107 |
| Palomar Holdings, Inc.<sup>(a)</sup> <br>| 16830 | 2229807 |
| ProAssurance Corp.<sup>(a)</sup> <br>| 32263 | 766569 |
| Safety Insurance Group, Inc. | 9472 | 666355 |
| SiriusPoint Ltd.<sup>(a)</sup> <br>| 58313 | 1143518 |
| Stewart Information Services Corp. | 17203 | 1116991 |
| Trupanion, Inc.<sup>(a)</sup> <br>| 21244 | 1007178 |
| United Fire Group, Inc. | 13471 | 357655 |
|  |  | **21379317** |
| **Materials — 5.2%** | **Materials — 5.2%** | **Materials — 5.2%** |
| AdvanSix, Inc. | 17353 | 349142 |
| Alpha Metallurgical Resources, Inc.<sup>(a)</sup> <br>| 6964 | 822239 |
| Balchem Corp. | 20326 | 3099105 |
| Celanese Corp. | 68111 | 3557438 |
| Century Aluminum Co.<sup>(a)</sup> <br>| 33272 | 704701 |
| Element Solutions, Inc. | 138896 | 3277946 |

---

**11**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** |
| **Materials — 5.2% (continued)** | **Materials — 5.2% (continued)** | **Materials — 5.2% (continued)** |
| FMC Corp. | 77791 | 3036961 |
| Hawkins, Inc. | 11783 | 1923928 |
| HB Fuller Co. | 33955 | 1908271 |
| Ingevity Corp.<sup>(a)</sup> <br>| 22890 | 956573 |
| Innospec, Inc. | 15332 | 1225027 |
| Kaiser Aluminum Corp. | 9886 | 764287 |
| Koppers Holdings, Inc. | 12416 | 407990 |
| Materion Corp. | 13058 | 1375007 |
| Metallus, Inc.<sup>(a)</sup> <br>| 23671 | 374002 |
| Minerals Technologies, Inc. | 20176 | 1173234 |
| MP Materials Corp.<sup>(a),(b)</sup> <br>| 82981 | 5103331 |
| O-I Glass, Inc.<sup>(a)</sup> <br>| 95982 | 1248726 |
| Quaker Chemical Corp. | 8342 | 954492 |
| Sealed Air Corp. | 91423 | 2675951 |
| Sensient Technologies Corp. | 26440 | 2968948 |
| Stepan Co. | 13126 | 666407 |
| SunCoke Energy, Inc. | 53087 | 392313 |
| Sylvamo Corp. | 21159 | 974795 |
| The Chemours Company | 92798 | 1111720 |
| Warrior Met Coal, Inc. | 33078 | 1699548 |
| Worthington Steel, Inc. | 21698 | 662223 |
|  |  | **43414305** |
| **Media & Entertainment — 2.1%** | **Media & Entertainment — 2.1%** | **Media & Entertainment — 2.1%** |
| Angi, Inc.<sup>(a)</sup> <br>| 26928 | 436772 |
| Cable One, Inc.<sup>(b)</sup> <br>| 2864 | 366535 |
| Cargurus, Inc.<sup>(a)</sup> <br>| 52832 | 1733946 |
| Cars.com, Inc.<sup>(a)</sup> <br>| 34978 | 450167 |
| Cinemark Holdings, Inc.<sup>(b)</sup> <br>| 62685 | 1684346 |
| DoubleVerify Holdings, Inc.<sup>(a)</sup> <br>| 84588 | 1295888 |
| IAC, Inc.<sup>(a)</sup> <br>| 40818 | 1604147 |
| John Wiley & Sons, Inc., Cl. A | 25326 | 977584 |
| Madison Square Garden Sports Corp.<sup>(a)</sup> <br>| 10381 | 2098000 |
| QuinStreet, Inc.<sup>(a)</sup> <br>| 34969 | 573841 |
| Scholastic Corp. | 14301 | 352806 |
| Shutterstock, Inc. | 15575 | 298417 |
| TechTarget, Inc.<sup>(a)</sup> <br>| 18761 | 135830 |
| TEGNA, Inc. | 100661 | 1681039 |
| Thryv Holdings, Inc.<sup>(a),(b)</sup> <br>| 26559 | 349516 |
| TripAdvisor, Inc.<sup>(a)</sup> <br>| 73335 | 1282629 |
| Yelp, Inc.<sup>(a)</sup> <br>| 39269 | 1352032 |
| Ziff Davis, Inc.<sup>(a)</sup> <br>| 26635 | 828881 |
|  |  | **17502376** |
| **Pharmaceuticals, Biotechnology & Life Sciences — 4.6%** | **Pharmaceuticals, Biotechnology & Life Sciences — 4.6%** | **Pharmaceuticals, Biotechnology & Life Sciences — 4.6%** |
| ACADIA Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 78014 | 1859074 |
| ADMA Biologics, Inc.<sup>(a)</sup> <br>| 148599 | 2778801 |
| Alkermes PLC<sup>(a)</sup> <br>| 102492 | 2715013 |
| Amphastar Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 22904 | 479839 |
| ANI Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 10681 | 676641 |
| Arcus Biosciences, Inc.<sup>(a),(b)</sup> <br>| 43026 | 392827 |
| Arrowhead Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 78808 | 1245166 |
| Azenta, Inc.<sup>(a)</sup> <br>| 28545 | 933422 |

---

**12**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** |
| **Pharmaceuticals, Biotechnology & Life Sciences — 4.6% (continued)** | **Pharmaceuticals, Biotechnology & Life Sciences — 4.6% (continued)** | **Pharmaceuticals, Biotechnology & Life Sciences — 4.6% (continued)** |
| BioLife Solutions, Inc.<sup>(a)</sup> <br>| 23567 | 501034 |
| Catalyst Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 71016 | 1514771 |
| Collegium Pharmaceutical, Inc.<sup>(a)</sup> <br>| 20314 | 606576 |
| Corcept Therapeutics, Inc.<sup>(a)</sup> <br>| 58749 | 3946170 |
| Cytek Biosciences, Inc.<sup>(a)</sup> <br>| 59937 | 215773 |
| Dynavax Technologies Corp.<sup>(a),(b)</sup> <br>| 69088 | 758586 |
| Fortrea Holdings, Inc.<sup>(a)</sup> <br>| 56763 | 325820 |
| Harmony Biosciences Holdings, Inc.<sup>(a)</sup> <br>| 23731 | 834857 |
| Innoviva, Inc.<sup>(a)</sup> <br>| 34692 | 630354 |
| Krystal Biotech, Inc.<sup>(a)</sup> <br>| 15813 | 2433146 |
| Ligand Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 11959 | 1573565 |
| Mesa Laboratories, Inc. | 3428 | 262173 |
| Myriad Genetics, Inc.<sup>(a)</sup> <br>| 59622 | 228948 |
| Organon & Co.<sup>(b)</sup> <br>| 163451 | 1585475 |
| Pacira BioSciences, Inc.<sup>(a)</sup> <br>| 28655 | 604334 |
| Phibro Animal Health Corp., Cl. A | 12454 | 330031 |
| Prestige Consumer Healthcare, Inc.<sup>(a)</sup> <br>| 31103 | 2300067 |
| Protagonist Therapeutics, Inc.<sup>(a),(b)</sup> <br>| 38569 | 2077326 |
| Supernus Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 35115 | 1232537 |
| TG Therapeutics, Inc.<sup>(a)</sup> <br>| 84407 | 2996449 |
| Veracyte, Inc.<sup>(a)</sup> <br>| 48798 | 1147241 |
| Vericel Corp.<sup>(a)</sup> <br>| 31152 | 1088451 |
| Vir Biotechnology, Inc.<sup>(a)</sup> <br>| 57979 | 293954 |
| Xencor, Inc.<sup>(a)</sup> <br>| 43962 | 365764 |
|  |  | **38934185** |
| **Real Estate Management & Development — .5%** | **Real Estate Management & Development — .5%** | **Real Estate Management & Development — .5%** |
| Cushman & Wakefield PLC<sup>(a)</sup> <br>| 143419 | 1748278 |
| eXp World Holdings, Inc.<sup>(b)</sup> <br>| 53428 | 575954 |
| Kennedy-Wilson Holdings, Inc. | 72814 | 532998 |
| Marcus & Millichap, Inc. | 15256 | 475377 |
| The St. Joe Company | 23363 | 1179831 |
|  |  | **4512438** |
| **Semiconductors & Semiconductor Equipment — 2.9%** | **Semiconductors & Semiconductor Equipment — 2.9%** | **Semiconductors & Semiconductor Equipment — 2.9%** |
| Alpha & Omega Semiconductor Ltd.<sup>(a)</sup> <br>| 15507 | 394963 |
| Axcelis Technologies, Inc.<sup>(a)</sup> <br>| 20110 | 1361246 |
| CEVA, Inc.<sup>(a)</sup> <br>| 15643 | 334291 |
| Cohu, Inc.<sup>(a)</sup> <br>| 28066 | 501259 |
| Diodes, Inc.<sup>(a)</sup> <br>| 28545 | 1409267 |
| FormFactor, Inc.<sup>(a)</sup> <br>| 48294 | 1372032 |
| Ichor Holdings Ltd.<sup>(a)</sup> <br>| 20980 | 415194 |
| Impinj, Inc.<sup>(a)</sup> <br>| 14769 | 2282992 |
| Kulicke & Soffa Industries, Inc. | 32834 | 1075642 |
| MaxLinear, Inc.<sup>(a)</sup> <br>| 49123 | 777126 |
| PDF Solutions, Inc.<sup>(a)</sup> <br>| 19908 | 442555 |
| Penguin Solutions, Inc.<sup>(a)</sup> <br>| 32998 | 777763 |
| Photronics, Inc.<sup>(a)</sup> <br>| 38837 | 790721 |
| Qorvo, Inc.<sup>(a)</sup> <br>| 58146 | 4861005 |
| Semtech Corp.<sup>(a)</sup> <br>| 53916 | 2755108 |
| SiTime Corp.<sup>(a)</sup> <br>| 12992 | 2635427 |
| SolarEdge Technologies, Inc.<sup>(a)</sup> <br>| 37463 | 961300 |

---

**13**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** |
| **Semiconductors & Semiconductor Equipment — 2.9% (continued)** | **Semiconductors & Semiconductor Equipment — 2.9% (continued)** | **Semiconductors & Semiconductor Equipment — 2.9% (continued)** |
| Ultra Clean Holdings, Inc.<sup>(a)</sup> <br>| 28242 | 636010 |
| Veeco Instruments, Inc.<sup>(a),(b)</sup> <br>| 37020 | 769276 |
|  |  | **24553177** |
| **Software & Services — 4.2%** | **Software & Services — 4.2%** | **Software & Services — 4.2%** |
| A10 Networks, Inc. | 44855 | 826229 |
| ACI Worldwide, Inc.<sup>(a)</sup> <br>| 65262 | 2777551 |
| Adeia, Inc. | 68166 | 882750 |
| Agilysys, Inc.<sup>(a)</sup> <br>| 13952 | 1591644 |
| Alarm.com Holdings, Inc.<sup>(a)</sup> <br>| 31436 | 1717349 |
| BlackLine, Inc.<sup>(a)</sup> <br>| 32425 | 1743816 |
| Box, Inc., Cl. A<sup>(a)</sup> <br>| 90056 | 2890798 |
| Cleanspark, Inc.<sup>(a),(b)</sup> <br>| 172929 | 1966203 |
| Clear Secure, Inc., Cl. A | 57382 | 1687605 |
| DigitalOcean Holdings, Inc.<sup>(a)</sup> <br>| 39270 | 1094062 |
| DXC Technology Co.<sup>(a)</sup> <br>| 112163 | 1526538 |
| Grid Dynamics Holdings, Inc.<sup>(a)</sup> <br>| 39287 | 372834 |
| InterDigital, Inc. | 16161 | 4172770 |
| LiveRamp Holdings, Inc.<sup>(a)</sup> <br>| 40647 | 1334035 |
| MARA Holdings, Inc.<sup>(a),(b)</sup> <br>| 219065 | 3522565 |
| N-able, Inc.<sup>(a)</sup> <br>| 45053 | 364028 |
| NCR Voyix Corp.<sup>(a),(b)</sup> <br>| 85176 | 1160097 |
| Progress Software Corp. | 26685 | 1283015 |
| Sprinklr, Inc., Cl. A<sup>(a)</sup> <br>| 71607 | 645179 |
| SPS Commerce, Inc.<sup>(a)</sup> <br>| 23583 | 2567363 |
| Teradata Corp.<sup>(a)</sup> <br>| 59829 | 1252221 |
|  |  | **35378652** |
| **Technology Hardware & Equipment — 5.5%** | **Technology Hardware & Equipment — 5.5%** | **Technology Hardware & Equipment — 5.5%** |
| Advanced Energy Industries, Inc. | 23420 | 3253507 |
| Arlo Technologies, Inc.<sup>(a)</sup> <br>| 64009 | 1036946 |
| Badger Meter, Inc. | 18346 | 3462991 |
| Benchmark Electronics, Inc. | 22610 | 870485 |
| Calix, Inc.<sup>(a)</sup> <br>| 35813 | 2030239 |
| Corsair Gaming, Inc.<sup>(a)</sup> <br>| 28054 | 254169 |
| CTS Corp. | 18535 | 726387 |
| Digi International, Inc.<sup>(a)</sup> <br>| 23221 | 757237 |
| ePlus, Inc.<sup>(a)</sup> <br>| 16278 | 1054489 |
| Extreme Networks, Inc.<sup>(a)</sup> <br>| 82067 | 1449303 |
| Harmonic, Inc.<sup>(a)</sup> <br>| 71239 | 606244 |
| Insight Enterprises, Inc.<sup>(a)</sup> <br>| 17066 | 2023686 |
| Itron, Inc.<sup>(a)</sup> <br>| 28395 | 3536313 |
| Knowles Corp.<sup>(a)</sup> <br>| 53240 | 1081304 |
| NetScout Systems, Inc.<sup>(a)</sup> <br>| 43816 | 938539 |
| OSI Systems, Inc.<sup>(a)</sup> <br>| 9716 | 2147333 |
| PC Connection, Inc. | 7309 | 450161 |
| Plexus Corp.<sup>(a)</sup> <br>| 16845 | 2147738 |
| Ralliant Corp.<sup>(a)</sup> <br>| 70450 | 3220974 |
| Rogers Corp.<sup>(a)</sup> <br>| 10454 | 685573 |
| Sandisk Corp.<sup>(a)</sup> <br>| 84067 | 3608156 |
| Sanmina Corp.<sup>(a)</sup> <br>| 33309 | 3865176 |
| ScanSource, Inc.<sup>(a)</sup> <br>| 13254 | 514785 |
| TTM Technologies, Inc.<sup>(a)</sup> <br>| 63217 | 2987003 |

---

**14**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** | **Common Stocks — 99.4% (continued)** |
| **Technology Hardware & Equipment — 5.5% (continued)** | **Technology Hardware & Equipment — 5.5% (continued)** | **Technology Hardware & Equipment — 5.5% (continued)** |
| Viasat, Inc.<sup>(a)</sup> <br>| 53513 | 879219 |
| Viavi Solutions, Inc.<sup>(a)</sup> <br>| 138608 | 1393011 |
| Vishay Intertechnology, Inc. | 70388 | 1153659 |
| Xerox Holdings Corp.<sup>(b)</sup> <br>| 73145 | 296237 |
|  |  | **46430864** |
| **Telecommunication Services — .9%** | **Telecommunication Services — .9%** | **Telecommunication Services — .9%** |
| Cogent Communications Holdings, Inc. | 26206 | 1194732 |
| Gogo, Inc.<sup>(a)</sup> <br>| 37052 | 587645 |
| Lumen Technologies, Inc.<sup>(a)</sup> <br>| 638680 | 2842126 |
| Shenandoah Telecommunications Co. | 29486 | 432854 |
| Telephone and Data Systems, Inc. | 62060 | 2422822 |
|  |  | **7480179** |
| **Transportation — 1.6%** | **Transportation — 1.6%** | **Transportation — 1.6%** |
| Allegiant Travel Co.<sup>(a)</sup> <br>| 9225 | 476379 |
| ArcBest Corp. | 14285 | 1044662 |
| Forward Air Corp.<sup>(a),(b)</sup> <br>| 12983 | 394554 |
| Heartland Express, Inc. | 28349 | 221689 |
| Hertz Global Holdings, Inc.<sup>(a),(b)</sup> <br>| 77805 | 498730 |
| Hub Group, Inc., Cl. A | 38150 | 1336013 |
| JetBlue Airways Corp.<sup>(a),(b)</sup> <br>| 191136 | 848644 |
| Marten Transport Ltd. | 34975 | 425296 |
| Matson, Inc. | 20282 | 2165712 |
| RXO, Inc.<sup>(a)</sup> <br>| 88214 | 1362906 |
| Schneider National, Inc., Cl. B | 29337 | 717290 |
| SkyWest, Inc.<sup>(a)</sup> <br>| 25068 | 2906885 |
| Sun Country Airlines Holdings, Inc.<sup>(a)</sup> <br>| 25207 | 292149 |
| Werner Enterprises, Inc. | 38010 | 1053637 |
|  |  | **13744546** |
| **Utilities — 2.2%** | **Utilities — 2.2%** | **Utilities — 2.2%** |
| American States Water Co. | 23816 | 1752619 |
| Avista Corp. | 50553 | 1885627 |
| California Water Service Group | 37419 | 1701442 |
| Chesapeake Utilities Corp. | 14440 | 1731067 |
| Clearway Energy, Inc., Cl. A | 22295 | 686240 |
| Clearway Energy, Inc., Cl. C | 51817 | 1690789 |
| H2O America | 19547 | 943925 |
| MDU Resources Group, Inc. | 126957 | 2190008 |
| MGE Energy, Inc. | 22670 | 1925590 |
| Middlesex Water Co. | 11265 | 581274 |
| Northwest Natural Holding Co. | 24692 | 985705 |
| Otter Tail Corp. | 25985 | 2005522 |
| Unitil Corp. | 10460 | 539527 |
|  |  | **18619335** |
| &nbsp;&nbsp;&nbsp; **Total Common Stocks** <br>(cost $615,009,064)<br>|  | **833426124** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**15**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Number of Rights | Value ($) |
| **Rights — .0%** | **Rights — .0%** | **Rights — .0%** |
| **Health Care Equipment & Services — .0%** | **Health Care Equipment & Services — .0%** | **Health Care Equipment & Services — .0%** |
| Omniab Operations, Inc.-Earnout 12.5 | 9476 | 0 |
| Omniab Operations, Inc.-Earnout 15.0 | 9476 | 0 |
| &nbsp;&nbsp;&nbsp; **Total Rights** <br>(cost $33,892)<br>|  | **0** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | Shares |  |
| **Exchange-Traded Funds — .2%** | **Exchange-Traded Funds — .2%** | **Exchange-Traded Funds — .2%** |
| **Registered Investment Companies — .2%** | **Registered Investment Companies — .2%** | **Registered Investment Companies — .2%** |
| &nbsp;&nbsp;&nbsp; iShares Core S&P Small-Cap ETF <br>(cost $1,734,327)<br>| 17686 | **1950412** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  | 1-Day <br>Yield (%)<br>|  |  |
| **Investment Companies — .4%** | **Investment Companies — .4%** | **Investment Companies — .4%** | **Investment Companies — .4%** |
| **Registered Investment Companies — .4%** | **Registered Investment Companies — .4%** | **Registered Investment Companies — .4%** | **Registered Investment Companies — .4%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(d)</sup> <br>(cost $3,086,690)<br>| 4.43 | 3086690 | **3086690** |
| **Investment of Cash Collateral for Securities Loaned — 2.4%** |  |  |  |
| **Registered Investment Companies — 2.4%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(d)</sup> <br>(cost $20,275,072)<br>| 4.43 | 20275072 | **20275072** |
| **Total Investments** (cost $640,139,045) | **Total Investments** (cost $640,139,045) | **102.4%** | **858738298** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(2.4%)** | **(20044592)** |
| **Net Assets**  | **Net Assets**  | **100.0%** | **838693706** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

*ETF—Exchange-Traded Fund* <br> *REIT—Real Estate Investment Trust*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> *Non-income producing security.*

<sup>(b)</sup> *Security, or portion thereof, on loan. At July 31, 2025, the value of the fund's securities on loan was $68,038,428 and the value of the collateral was* *$70,550,746, consisting of cash collateral of $20,275,072 and U.S. Government & Agency securities valued at $50,275,674. In addition, the value of* *collateral may include pending sales that are also on loan.* 

<sup>(c)</sup> *Investment in real estate investment trust within the United States.*

<sup>(d)</sup> *Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company's* *prospectus.* 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures** | **Futures** | **Futures** | **Futures** | **Futures** | **Futures** |
| Description | Number of <br>Contracts<br>| Expiration | Notional <br>Value ($)<br>| Market <br>Value ($)<br>| Unrealized <br>(Depreciation) ($)<br>|
| **Futures Long** |  |  |  |  |  |
| E-Mini Russell 2000 Index | &nbsp;&nbsp; 38 | &nbsp;&nbsp; 9/19/2025 | &nbsp;&nbsp; 4227243 | &nbsp;&nbsp; 4218380 | &nbsp;&nbsp; (8863) |
| **Gross Unrealized Depreciation** |  |  |  |  | &nbsp;&nbsp; **(8863)** |

---

*See notes to statement of investments.*

**16**

------

Statement of Investments

BNY Mellon Smallcap Stock Index Fund

July 31, 2025 (Unaudited)

The following is a summary of the inputs used as of July 31, 2025 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2- Other** <br>**Significant** <br>**Observable Inputs**<br>| **Level 3-** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Assets ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| Equity Securities - Common Stocks | &nbsp;&nbsp; 833426124 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **833426124** |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp; 1950412 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **1950412** |
| Rights | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 0 | &nbsp;&nbsp; — | &nbsp;&nbsp; **0** |
| Investment Companies | &nbsp;&nbsp;&nbsp; 23361762 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **23361762** |
|  | &nbsp;&nbsp; **858738298** | &nbsp;&nbsp; **0** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **858738298** |
| **Liabilities ($)** |  |  |  |  |
| Other Financial Instruments: |  |  |  |  |
| Futures<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8863) | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **(8863)** |
|  | &nbsp;&nbsp; **(8863)** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **(8863)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| <sup>†</sup> <br>| *See Statement of Investments for additional detailed categorizations, if any.* |
| <sup>††</sup> <br>| *Amount shown represents unrealized appreciation (depreciation) at period end.* |

---

**17**

------

The Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") is the exclusive reference of authoritative U.S. generally accepted accounting principles ("GAAP") recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission ("SEC") under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund's financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).

Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.

Various inputs are used in determining the value of the fund's investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:

**Level 1**—unadjusted quoted prices in active markets for identical investments.

**Level 2**—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

**Level 3**—significant unobservable inputs (including the fund's own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund's investments are as follows:

The Company's Board of Directors (the "Board") has designated the Adviser as the fund's valuation designee to make all fair value determinations with respect to the fund's portfolio investments, subject to the Board's oversight and pursuant to Rule 2a-5 under the Act.

Investments in equity securities and exchange-traded funds are valued at the last sales price on the securities exchange or national securities market on which such securities are primarily traded. Securities listed on the National Market System for which market quotations are available are valued at the official closing price or, if there is no official closing price that day, at the last sales price. For open short positions, asked prices are used for valuation purposes. Bid price is used when no asked price is available. Registered investment companies that are not traded on an exchange are valued at their net asset value. All of the preceding securities are generally categorized within Level 1 of the fair value hierarchy.

Securities not listed on an exchange or the national securities market, or securities for which there were no transactions, are valued at the average of the most recent bid and asked prices. These securities are generally categorized within Level 2 of the fair value hierarchy.

Fair valuing of securities may be determined with the assistance of a pricing service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant American Depositary Receipts and futures. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.

When market quotations or official closing prices are not readily available, or are determined not to accurately reflect fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

For securities where observable inputs are limited, assumptions about market activity and risk are used and such securities are generally categorized within Level 3 of the fair value hierarchy.

**18**

------

Futures, which are traded on an exchange, are valued at the last sales price on the securities exchange on which such securities are primarily traded or at the last sales price on the national securities market on each business day and are generally categorized within Level 1 of the fair value hierarchy.

Pursuant to a securities lending agreement with BNY, the fund may lend securities to qualified institutions. It is the fund's policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by the Adviser, or U.S. Government and Agency securities. The securities on loan, if any, are also disclosed in the fund's Statement of Investments. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, BNY is required to replace the securities for the benefit of the fund or credit the fund with the market value of the unreturned securities and is subrogated to the fund's rights against the borrower and the collateral. Additionally, the contractual maturity of security lending transactions are on an overnight and continuous basis.

**Derivatives:** A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at July 31, 2025 is discussed below.

**Futures:** In the normal course of pursuing its investment objective, the fund is exposed to market risk, including equity price risk, as a result of changes in value of underlying financial instruments. The fund invests in futures in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments require initial margin deposits with a counterparty, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with futures since they are exchange traded, and the exchange guarantees the futures against default. Futures open at July 31, 2025 are set forth in the Statement of Investments.

At July 31, 2025, accumulated net unrealized appreciation on investments inclusive of derivative contracts was $218,590,390, consisting of $318,869,059 gross unrealized appreciation and $100,278,669 gross unrealized depreciation.

At July 31, 2025, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement of Investments).

Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.

**19**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY MELLON INDEX FUNDS, INC.

- **b. Investment Company Act file number:** 811-05883

- **c. CIK number of Registrant:** 0000857114

- **d. LEI of Registrant:** 549300LISYW2VOFXX073

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212-922-6400

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

- **a. Name of Series:** BNY Mellon Smallcap Stock Index Fund

- **b. EDGAR series identifier (if any):** S000000132

- **c. LEI of Series:** 549300BB2W80CTPQ1O14

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $859639612.34

**Total Liabilities:** $20198633.05

**Net Assets:** $839440979.29

**Cash Not Reported:** $397000.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000172468 | 5.25%                | 4.04%                | 0.87%                |
| Class ID C000000296 | 5.18%                | 4.02%                | 0.87%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3105583.20              | $38181470.20                               |
| Month 2  | $3613576.43              | $28421246.88                               |
| Month 3  | $12150213.69             | $-4135045.38                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Masterbrand Inc                                                   | Masterbrand Inc                                                   | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     79452 | NS      | $876355.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                                  | Clear Secure Inc                                                  | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57382 | NS      | $1687604.62   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                                          | FMC Corp                                                          | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     77791 | NS      | $3036960.64   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                                         | Hertz Global Holdings Inc                                         | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     77805 | NS      | $498730.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Korn Ferry                                                        | Korn Ferry                                                        | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     32020 | NS      | $2269257.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                                              | Kaiser Aluminum Corp                                              | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9886 | NS      | $764286.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE                                    | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | CUSIP: 000000000<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |   3086690 | NS      | $3086690.37   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                                       | Caleres Inc                                                       | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     20971 | NS      | $287931.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                                      | OmniAb, Inc.                                                      | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9476 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Advanced Energy Industries Inc                                    | Advanced Energy Industries Inc                                    | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     23420 | NS      | $3253506.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                                           | Enerpac Tool Group Corp                                           | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     33966 | NS      | $1308030.66   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                                        | Impinj Inc                                                        | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     14769 | NS      | $2282992.02   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products In                                    | Installed Building Products Inc                                   | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |     14182 | NS      | $2868876.78   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| TransMedics Group Inc                                             | TransMedics Group Inc                                             | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |     21051 | NS      | $2504437.47   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Adeia Inc                                                         | Adeia Inc                                                         | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68166 | NS      | $882749.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp                                          | Curbline Properties Corp                                          | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |     58200 | NS      | $1286220.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                                 | FB Financial Corp                                                 | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     24867 | NS      | $1212514.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                                        | Arcosa Inc                                                        | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     30246 | NS      | $2597526.48   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                                        | Standex International Corp                                        | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      7533 | NS      | $1240986.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                                            | Pathward Financial Inc                                            | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     14803 | NS      | $1119476.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                                        | EZCORP Inc                                                        | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     33520 | NS      | $480006.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                                              | Hilltop Holdings Inc                                              | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     28305 | NS      | $837828.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                                        | Safety Insurance Group Inc                                        | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      9472 | NS      | $666355.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas Inc                                            | Northern Oil & Gas Inc                                            | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     60632 | NS      | $1707397.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                                             | Independent Bank Corp                                             | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     30033 | NS      | $1908597.15   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                                                     | B&G Foods Inc                                                     | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     50454 | NS      | $206861.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| STAAR Surgical Co                                                 | STAAR Surgical Co                                                 | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     31688 | NS      | $567690.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Newell Brands Inc                                                 | Newell Brands Inc                                                 | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    262654 | NS      | $1473488.94   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                                        | Guess? Inc                                                        | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | CH        |     16499 | NS      | $214487.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Hillenbrand Inc                                                   | Hillenbrand Inc                                                   | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     44414 | NS      | $919813.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                              | Warrior Met Coal Inc                                              | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     33078 | NS      | $1699547.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                                | Axos Financial Inc                                                | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     33374 | NS      | $2881844.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                                       | Simmons First National Corp                                       | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     87895 | NS      | $1684947.15   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc                                             | Worthington Steel Inc                                             | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |     21698 | NS      | $662222.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                                         | ePlus Inc                                                         | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     16278 | NS      | $1054488.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                                | Park National Corp                                                | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |      9163 | NS      | $1483214.81   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                                              | Veritex Holdings Inc                                              | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     33889 | NS      | $1074959.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                                  | Badger Meter Inc                                                  | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     18346 | NS      | $3462990.96   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                                          | Par Pacific Holdings Inc                                          | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     31894 | NS      | $1000833.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                                        | Xenia Hotels & Resorts Inc                                        | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     61114 | NS      | $776758.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                                    | Virtus Investment Partners Inc                                    | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      4061 | NS      | $785031.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corp                                                       | Enviri Corp                                                       | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     51337 | NS      | $462033.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| La-Z-Boy Inc                                                      | La-Z-Boy Inc                                                      | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     25760 | NS      | $926587.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Quanex Building Products Corp                                     | Quanex Building Products Corp                                     | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     28973 | NS      | $564394.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                                         | First BanCorp/Puerto Rico                                         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     99883 | NS      | $2080562.89   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                                              | NetScout Systems Inc                                              | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     43816 | NS      | $938538.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                                               | Dorman Products Inc                                               | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |     17081 | NS      | $2060310.22   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                                             | John Wiley & Sons Inc                                             | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     25326 | NS      | $977583.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                                    | Buckle Inc/The                                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     18936 | NS      | $934870.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings                                    | Cogent Communications Holdings Inc                                | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26206 | NS      | $1194731.54   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                                                     | Ralliant Corp                                                     | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70450 | NS      | $3220974.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                                          | Fox Factory Holding Corp                                          | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     25696 | NS      | $780387.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                                           | ANI Pharmaceuticals Inc                                           | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     10681 | NS      | $676641.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                                    | Central Pacific Financial Corp                                    | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     17319 | NS      | $461724.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                                      | Catalyst Pharmaceuticals Inc                                      | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     71016 | NS      | $1514771.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                                         | American Assets Trust Inc                                         | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29189 | NS      | $555466.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                                       | Summit Hotel Properties Inc                                       | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |     69449 | NS      | $362523.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Worthington Enterprises Inc                                       | Worthington Enterprises Inc                                       | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     19225 | NS      | $1191373.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment                                     | Dave & Buster's Entertainment Inc                                 | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     17273 | NS      | $505062.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                                             | Cinemark Holdings Inc                                             | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     62685 | NS      | $1684345.95   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| TrustCo Bank Corp NY                                              | TrustCo Bank Corp NY                                              | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11949 | NS      | $401008.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                                     | LGI Homes Inc                                                     | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |     12605 | NS      | $671468.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                                     | Hub Group Inc                                                     | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38150 | NS      | $1336013.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                                 | GEO Group Inc/The                                                 | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     87341 | NS      | $2263878.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                                   | NBT Bancorp Inc                                                   | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32648 | NS      | $1350974.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc                                                     | BlackLine Inc                                                     | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     32425 | NS      | $1743816.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                                    | Dorian LPG Ltd                                                    | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | US        |     22727 | NS      | $654310.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                                          | DNOW Inc                                                          | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     66387 | NS      | $1032981.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources                                     | Alpha Metallurgical Resources Inc                                 | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6964 | NS      | $822239.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr                                    | Essential Properties Realty Trust Inc                             | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    123262 | NS      | $3758258.38   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Sto                                    | Cracker Barrel Old Country Store Inc                              | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     13808 | NS      | $856096.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| RPC Inc                                                           | RPC Inc                                                           | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55969 | NS      | $260255.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                                                  | HealthStream Inc                                                  | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     14983 | NS      | $391955.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                                              | Cavco Industries Inc                                              | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5049 | NS      | $2038129.83   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                                            | American Woodmark Corp                                            | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      9328 | NS      | $490746.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                                        | Ligand Pharmaceuticals Inc                                        | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     11959 | NS      | $1573565.22   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                                    | Atlantic Union Bankshares Corp                                    | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88506 | NS      | $2805640.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                                                      | Organon & Co                                                      | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |    163451 | NS      | $1585474.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Victoria's Secret & Co                                            | Victoria's Secret & Co                                            | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     49596 | NS      | $932404.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                                      | Omnicell Inc                                                      | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     29853 | NS      | $925741.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                                    | Ameris Bancorp                                                    | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     40179 | NS      | $2746234.65   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                                             | Heartland Express Inc                                             | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     28349 | NS      | $221689.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                                          | National HealthCare Corp                                          | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |      7721 | NS      | $741447.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C                                    | First Commonwealth Financial Corp                                 | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     64082 | NS      | $1057993.82   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                                      | Alkermes PLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    102492 | NS      | $2715013.08   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                                         | California Resources Corp                                         | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     43170 | NS      | $2079930.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                                                 | PDF Solutions Inc                                                 | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     19908 | NS      | $442554.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                            | Lumen Technologies Inc                                            | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    638680 | NS      | $2842126.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                                              | Global Net Lease Inc                                              | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |    119555 | NS      | $835689.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Dynavax Technologies Corp                                         | Dynavax Technologies Corp                                         | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     69088 | NS      | $758586.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| WSFS Financial Corp                                               | WSFS Financial Corp                                               | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     35163 | NS      | $1928338.92   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc                                    | Kulicke & Soffa Industries Inc                                    | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | SG        |     32834 | NS      | $1075641.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc                                                      | Metallus Inc                                                      | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     23671 | NS      | $374001.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc                                     | Franklin BSP Realty Trust Inc                                     | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |     48931 | NS      | $494203.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                            | Marcus & Millichap Inc                                            | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     15256 | NS      | $475376.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                                       | New York Mortgage Trust Inc                                       | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     58018 | NS      | $367253.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| American Eagle Outfitters Inc                                     | American Eagle Outfitters Inc                                     | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     96858 | NS      | $1046066.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Cargurus Inc                                                      | Cargurus Inc                                                      | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     52832 | NS      | $1733946.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                                             | United Fire Group Inc                                             | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13471 | NS      | $357655.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                                        | SolarEdge Technologies Inc                                        | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | IL        |     37463 | NS      | $961300.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                                               | Addus HomeCare Corp                                               | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     11240 | NS      | $1200207.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                           | Magnolia Oil & Gas Corp                                           | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116272 | NS      | $2769599.04   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                                 | Redwood Trust Inc                                                 | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     82637 | NS      | $451198.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                           | Central Garden & Pet Co                                           | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     30434 | NS      | $1081015.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                                           | US Physical Therapy Inc                                           | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      9400 | NS      | $687610.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                                      | OmniAb, Inc.                                                      | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9476 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thryv Holdings Inc                                                | Thryv Holdings Inc                                                | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26559 | NS      | $349516.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Talos Energy Inc                                                  | Talos Energy Inc                                                  | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     75766 | NS      | $647799.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                                                 | Shoe Carnival Inc                                                 | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11071 | NS      | $226512.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust In                                    | Four Corners Property Trust Inc                                   | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     61819 | NS      | $1560311.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                                    | Telephone and Data Systems Inc                                    | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62060 | NS      | $2422822.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions                                     | Donnelley Financial Solutions Inc                                 | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     15746 | NS      | $833908.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                                             | Vir Biotechnology Inc                                             | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57979 | NS      | $293953.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                                       | Asbury Automotive Group Inc                                       | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     12220 | NS      | $2714306.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P Small-Cap ETF                                    | iShares Core S&P Small-Cap ETF                                    | CUSIP: 464287804<br>LEI: 549300BZQ17QYN750B25 | Long             | EC               | RF                | US        |     24108 | NS      | $2658630.24   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                                          | Wolverine World Wide Inc                                          | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     50899 | NS      | $1149299.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Koppers Holdings Inc                                              | Koppers Holdings Inc                                              | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12416 | NS      | $407989.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                                         | Gates Industrial Corp PLC                                         | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | US        |    142867 | NS      | $3543101.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                                         | Merit Medical Systems Inc                                         | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     36758 | NS      | $3119283.88   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inc                                                         | Enpro Inc                                                         | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     13076 | NS      | $2777473.16   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp                                                    | JBT Marel Corp                                                    | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     28796 | NS      | $3968088.80   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                                   | Alamo Group Inc                                                   | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      6443 | NS      | $1434082.94   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Flori                                    | Seacoast Banking Corp of Florida                                  | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     52212 | NS      | $1471856.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                                       | Plexus Corp                                                       | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     16845 | NS      | $2147737.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                                        | Tanger Inc                                                        | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     71151 | NS      | $2135953.02   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group I                                    | Helix Energy Solutions Group Inc                                  | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     87376 | NS      | $518139.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                                       | EVERTEC Inc                                                       | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     39935 | NS      | $1443650.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                                          | Phillips Edison & Co Inc                                          | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     78120 | NS      | $2639674.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                                               | Stellar Bancorp Inc                                               | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     28468 | NS      | $840660.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                                           | Box Inc                                                           | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     90056 | NS      | $2890797.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                                    | Kennametal Inc                                                    | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     46652 | NS      | $1155103.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                                              | Dycom Industries Inc                                              | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     17926 | NS      | $4818688.06   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                                              | Marten Transport Ltd                                              | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34975 | NS      | $425296.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                                            | Werner Enterprises Inc                                            | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     38010 | NS      | $1053637.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                                    | Air Lease Corp                                                    | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     64714 | NS      | $3585155.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                                          | HNI Corp                                                          | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     29054 | NS      | $1494537.76   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                                      | National Vision Holdings Inc                                      | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     49686 | NS      | $1205382.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                                       | Pacific Premier Bancorp Inc                                       | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     59678 | NS      | $1293222.26   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                                          | Franklin Electric Co Inc                                          | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     24643 | NS      | $2315209.85   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                                 | Piper Sandler Cos                                                 | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     10227 | NS      | $3224777.64   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                             | Customers Bancorp Inc                                             | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     18413 | NS      | $1173828.75   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                                               | CSW Industrials Inc                                               | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |     10440 | NS      | $2708971.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                                          | CEVA Inc                                                          | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     15643 | NS      | $334290.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                                | CareTrust REIT Inc                                                | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    119545 | NS      | $3801531.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                               | Cal-Maine Foods Inc                                               | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     26883 | NS      | $2987776.62   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                                  | SPS Commerce Inc                                                  | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     23583 | NS      | $2567363.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                                     | Healthcare Services Group Inc                                     | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     46342 | NS      | $602909.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                                       | Moelis & Co                                                       | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     46128 | NS      | $3235417.92   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                                      | Veracyte Inc                                                      | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     48798 | NS      | $1147240.98   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income                                    | Universal Health Realty Income Trust                              | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |      8126 | NS      | $315207.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                                           | First Financial Bancorp                                           | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     58954 | NS      | $1429044.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                                    | Trustmark Corp                                                    | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     37728 | NS      | $1405368.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                                  | NMI Holdings Inc                                                  | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     48263 | NS      | $1801175.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc                                                  | Interparfums Inc                                                  | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11170 | NS      | $1347102.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                                           | Ellington Financial Inc                                           | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     60669 | NS      | $769889.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| ABM Industries Inc                                                | ABM Industries Inc                                                | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     38469 | NS      | $1774574.97   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                                     | Capitol Federal Financial Inc                                     | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79051 | NS      | $475887.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                                 | ProAssurance Corp                                                 | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     32263 | NS      | $766568.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                                    | Ziff Davis Inc                                                    | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     26635 | NS      | $828881.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                                        | Brady Corp                                                        | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     27077 | NS      | $1910823.89   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                           | Central Garden & Pet Co                                           | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      5326 | NS      | $207820.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                                          | Etsy Inc                                                          | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     64923 | NS      | $3783063.21   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                                      | SM Energy Co                                                      | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     70854 | NS      | $1954861.86   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                                               | TreeHouse Foods Inc                                               | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     28489 | NS      | $547558.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                                             | Fulton Financial Corp                                             | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    112417 | NS      | $2017885.15   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                           | Pebblebrook Hotel Trust                                           | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     73483 | NS      | $737034.49    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                                              | Astec Industries Inc                                              | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |     14595 | NS      | $578837.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                                                 | Upbound Group Inc                                                 | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     32081 | NS      | $661991.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                                | Kontoor Brands Inc                                                | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     31014 | NS      | $1726239.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                                            | Alarm.com Holdings Inc                                            | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     31436 | NS      | $1717348.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                                        | RadNet Inc                                                        | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     42061 | NS      | $2301998.53   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                                     | CoreCivic Inc                                                     | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     68774 | NS      | $1378230.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                              | TTM Technologies Inc                                              | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     63217 | NS      | $2987003.25   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                                        | Heritage Financial Corp/WA                                        | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21763 | NS      | $490538.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                                             | LeMaitre Vascular Inc                                             | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     12726 | NS      | $1033860.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                               | Meritage Homes Corp                                               | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     44710 | NS      | $3010771.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                                         | Sonos Inc                                                         | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     73686 | NS      | $796545.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                                         | TEGNA Inc                                                         | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |    100661 | NS      | $1681038.70   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                                      | Innoviva Inc                                                      | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     34692 | NS      | $630353.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                                         | Monro Inc                                                         | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19648 | NS      | $276938.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                                    | ScanSource Inc                                                    | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     13254 | NS      | $514785.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                             | Jackson Financial Inc                                             | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     44416 | NS      | $3889064.96   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group Inc                                     | Everus Construction Group Inc                                     | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |     32130 | NS      | $2385973.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                                           | MDU Resources Group Inc                                           | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126957 | NS      | $2190008.25   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                                                     | HCI Group Inc                                                     | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      5738 | NS      | $803549.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                                            | Banc of California Inc                                            | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     79785 | NS      | $1158478.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                                       | Certara Inc                                                       | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70808 | NS      | $696750.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                                            | Advance Auto Parts Inc                                            | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     37248 | NS      | $1976751.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| SkyWest Inc                                                       | SkyWest Inc                                                       | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     25068 | NS      | $2906885.28   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles Internati                                    | Heidrick & Struggles International Inc                            | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     13161 | NS      | $586059.33    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                                | Douglas Emmett Inc                                                | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105941 | NS      | $1606065.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                                      | Innospec Inc                                                      | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     15332 | NS      | $1225026.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                                     | Arrowhead Pharmaceuticals Inc                                     | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     78808 | NS      | $1245166.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                                     | AMERISAFE Inc                                                     | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     11948 | NS      | $535031.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                                         | Edgewell Personal Care Co                                         | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     29721 | NS      | $749860.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                                             | Cytek Biosciences Inc                                             | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |     59937 | NS      | $215773.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                                                     | Tidewater Inc                                                     | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     28484 | NS      | $1424484.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Adtalem Global Education Inc                                      | Adtalem Global Education Inc                                      | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     22292 | NS      | $2547306.84   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                                        | ServisFirst Bancshares Inc                                        | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31601 | NS      | $2485418.65   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                             | Urban Edge Properties                                             | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77352 | NS      | $1525381.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                                           | Cushman & Wakefield PLC                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143419 | NS      | $1748277.61   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                                        | Vishay Intertechnology Inc                                        | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     70388 | NS      | $1153659.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                                               | Virtu Financial Inc                                               | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     50309 | NS      | $2220639.26   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                                         | Stepan Co                                                         | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     13126 | NS      | $666407.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                                     | Amphastar Pharmaceuticals Inc                                     | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     22904 | NS      | $479838.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                                     | Frontdoor Inc                                                     | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     45766 | NS      | $2677311.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                                               | Federal Signal Corp                                               | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     37967 | NS      | $4805483.19   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                                                | Cohen & Steers Inc                                                | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |     16588 | NS      | $1220213.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                                      | Semtech Corp                                                      | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     53916 | NS      | $2755107.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                                  | Elme Communities                                                  | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |     54424 | NS      | $820713.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc                                             | Mesa Laboratories Inc                                             | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      3428 | NS      | $262173.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I                                    | Prestige Consumer Healthcare Inc                                  | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31103 | NS      | $2300066.85   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                                       | Premier Inc                                                       | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51148 | NS      | $1098659.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                               | Allegiant Travel Co                                               | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      9225 | NS      | $476379.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                           | AZZ Inc                                                           | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     18500 | NS      | $2025750.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  19855270 | NS      | $19855269.68  | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                                      | Sylvamo Corp                                                      | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     21159 | NS      | $974795.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                                              | SPX Technologies Inc                                              | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     29104 | NS      | $5308278.56   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                                    | BancFirst Corp                                                    | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |     12491 | NS      | $1555379.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                                | Avanos Medical Inc                                                | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     28880 | NS      | $322589.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                                     | MYR Group Inc                                                     | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      9645 | NS      | $1866307.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                          | United Natural Foods Inc                                          | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     37592 | NS      | $1039042.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                                      | Northwest Natural Holding Co                                      | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     24692 | NS      | $985704.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                                      | Balchem Corp                                                      | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     20326 | NS      | $3099105.22   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                                    | Photronics Inc                                                    | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     38837 | NS      | $790721.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                                              | Mercury General Corp                                              | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     16738 | NS      | $1159106.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                                 | Getty Realty Corp                                                 | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     31604 | NS      | $878275.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                                              | Urban Outfitters Inc                                              | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     35181 | NS      | $2648425.68   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                                            | Insteel Industries Inc                                            | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     12132 | NS      | $437965.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                                           | IAC Inc                                                           | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |     40818 | NS      | $1604147.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                                     | Trupanion Inc                                                     | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     21244 | NS      | $1007178.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                                       | Unitil Corp                                                       | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10460 | NS      | $539526.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                                             | Arlo Technologies Inc                                             | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     64009 | NS      | $1036945.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                                             | Element Solutions Inc                                             | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    138896 | NS      | $3277945.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                                     | MaxLinear Inc                                                     | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     49123 | NS      | $777125.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                          | Yelp Inc                                                          | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     39269 | NS      | $1352031.67   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                                     | Cable One Inc                                                     | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      2864 | NS      | $366534.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CONMED Corp                                                       | CONMED Corp                                                       | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     19121 | NS      | $978039.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                                               | Century Aluminum Co                                               | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     33272 | NS      | $704700.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                                                | Middlesex Water Co                                                | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11265 | NS      | $581274.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                                       | Matthews International Corp                                       | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     18930 | NS      | $444665.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                                      | Navient Corp                                                      | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     46038 | NS      | $595731.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                                   | SiriusPoint Ltd                                                   | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     58313 | NS      | $1143517.93   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                                  | Shutterstock Inc                                                  | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     15575 | NS      | $298417.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properti                                    | Innovative Industrial Properties Inc                              | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     17770 | NS      | $918709.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                                     | Preferred Bank/Los Angeles CA                                     | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      7446 | NS      | $676245.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                                          | Southside Bancshares Inc                                          | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     17875 | NS      | $526240.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                                     | M/I Homes Inc                                                     | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     16613 | NS      | $1996716.47   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp                                                   | NCR Atleos Corp                                                   | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |     46100 | NS      | $1410660.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc                                     | Papa John's International Inc                                     | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     20316 | NS      | $861601.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                                            | Greenbrier Cos Inc/The                                            | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     19652 | NS      | $894166.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                                               | Mercury Systems Inc                                               | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     31904 | NS      | $1677831.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Comstock Resources Inc                                            | Comstock Resources Inc                                            | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     57155 | NS      | $1021359.85   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Terreno Realty Corp                                               | Terreno Realty Corp                                               | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64406 | NS      | $3573888.94   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                                    | LCI Industries                                                    | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     15565 | NS      | $1478675.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Extreme Networks Inc                                              | Extreme Networks Inc                                              | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     82067 | NS      | $1449303.22   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                                   | Bancorp Inc/The                                                   | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |     29074 | NS      | $1836313.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc                                    | National Presto Industries Inc                                    | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3167 | NS      | $305457.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                                            | Pacira BioSciences Inc                                            | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28655 | NS      | $604333.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                                              | Quaker Chemical Corp                                              | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      8342 | NS      | $954491.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                              | JBG SMITH Properties                                              | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45683 | NS      | $967565.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Payoneer Global Inc                                               | Payoneer Global Inc                                               | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |    163228 | NS      | $1072407.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                                       | REX American Resources Corp                                       | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9067 | NS      | $474022.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                                       | National Bank Holdings Corp                                       | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23854 | NS      | $884029.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                               | Acadia Realty Trust                                               | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |     80445 | NS      | $1505930.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                                         | DigitalOcean Holdings Inc                                         | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     39270 | NS      | $1094062.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                                          | Simply Good Foods Co/The                                          | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56998 | NS      | $1736159.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc/US                                                     | N-able Inc/US                                                     | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45053 | NS      | $364028.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc                                        | Core Natural Resources Inc                                        | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     31152 | NS      | $2299329.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                                      | Lindsay Corp                                                      | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      6690 | NS      | $913251.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                                            | Liquidity Services Inc                                            | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     14233 | NS      | $339884.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                                    | CVR Energy Inc                                                    | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     21523 | NS      | $576385.94    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                                         | Chesapeake Utilities Corp                                         | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     14440 | NS      | $1731067.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure                                     | HA Sustainable Infrastructure Capital Inc                         | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |     75071 | NS      | $1949593.87   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Ultra Clean Holdings Inc                                          | Ultra Clean Holdings Inc                                          | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     28242 | NS      | $636009.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                                                     | Interface Inc                                                     | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     36280 | NS      | $748093.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc                                              | UFP Technologies Inc                                              | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      4595 | NS      | $1040262.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                                         | Sally Beauty Holdings Inc                                         | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     63510 | NS      | $618587.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                               | Clearway Energy Inc                                               | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     51817 | NS      | $1690788.71   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                                 | Owens & Minor Inc                                                 | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     47633 | NS      | $330096.69    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                                                 | World Kinect Corp                                                 | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     35328 | NS      | $963394.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy Inc                                                  | Vital Energy Inc                                                  | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     16643 | NS      | $311057.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                                     | MarineMax Inc                                                     | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     11460 | NS      | $259912.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                             | ESCO Technologies Inc                                             | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     16078 | NS      | $3114308.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                                         | Ethan Allen Interiors Inc                                         | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13810 | NS      | $411123.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc                                      | Sunstone Hotel Investors Inc                                      | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    124483 | NS      | $1089226.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services I                                    | Provident Financial Services Inc                                  | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     80578 | NS      | $1468131.16   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                                              | SL Green Realty Corp                                              | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     44087 | NS      | $2523980.75   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                     | Blackstone Mortgage Trust Inc                                     | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |    104481 | NS      | $1930808.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| OFG Bancorp                                                       | OFG Bancorp                                                       | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     27955 | NS      | $1191442.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                                        | Horace Mann Educators Corp                                        | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     25690 | NS      | $1092595.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                                   | MillerKnoll Inc                                                   | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     42207 | NS      | $801088.86    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                                       | Banner Corp                                                       | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21500 | NS      | $1334612.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                           | Brandywine Realty Trust                                           | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |    105123 | NS      | $420492.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Helmerich & Payne Inc                                             | Helmerich & Payne Inc                                             | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     62061 | NS      | $1006008.81   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                                          | WD-40 Co                                                          | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      8500 | NS      | $1822400.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications                                     | Shenandoah Telecommunications Co                                  | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     29486 | NS      | $432854.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                                                | Ichor Holdings Ltd                                                | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | US        |     20980 | NS      | $415194.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                                   | S&T Bancorp Inc                                                   | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24157 | NS      | $885112.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                                          | Highwoods Properties Inc                                          | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     66765 | NS      | $1936852.65   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                                  | PJT Partners Inc                                                  | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     15206 | NS      | $2716095.72   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                                | Enact Holdings Inc                                                | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |     18324 | NS      | $636942.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                                      | Knowles Corp                                                      | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     53240 | NS      | $1081304.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solu                                    | Kratos Defense & Security Solutions Inc                           | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |    103658 | NS      | $6084724.60   | 0.72%             |  |  |  | No            |                  1 | On Loan: —       |
| Vicor Corp                                                        | Vicor Corp                                                        | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     14330 | NS      | $636825.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                                           | Titan International Inc                                           | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     29108 | NS      | $246253.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| QuidelOrtho Corp                                                  | QuidelOrtho Corp                                                  | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     41085 | NS      | $945776.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Tandem Diabetes Care Inc                                          | Tandem Diabetes Care Inc                                          | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     41260 | NS      | $642830.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| CVB Financial Corp                                                | CVB Financial Corp                                                | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79964 | NS      | $1494527.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                                        | DiamondRock Hospitality Co                                        | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    126252 | NS      | $974665.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                                                 | Helen of Troy Ltd                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14748 | NS      | $324161.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                                          | Chefs' Warehouse Inc/The                                          | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     22431 | NS      | $1537869.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                                          | Corcept Therapeutics Inc                                          | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     58749 | NS      | $3946170.33   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                                     | Dime Community Bancshares Inc                                     | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24914 | NS      | $690366.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                                   | Macerich Co/The                                                   | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    156721 | NS      | $2618807.91   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                                    | NexPoint Residential Trust Inc                                    | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     13519 | NS      | $421522.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                                             | LiveRamp Holdings Inc                                             | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     40647 | NS      | $1334034.54   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                                       | Grocery Outlet Holding Corp                                       | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61601 | NS      | $811285.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                                          | Moog Inc                                                          | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     17583 | NS      | $3403717.14   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                                               | Bloomin' Brands Inc                                               | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     47608 | NS      | $433708.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp                                            | WillScot Holdings Corp                                            | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |    113399 | NS      | $3328260.65   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                                         | Albany International Corp                                         | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     18912 | NS      | $1024841.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                                       | Berkshire Hills Bancorp Inc                                       | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     28228 | NS      | $695537.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                                     | PRA Group Inc                                                     | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     24430 | NS      | $371336.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                                                    | NV5 Global Inc                                                    | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32666 | NS      | $733351.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                                                     | BGC Group Inc                                                     | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |    235644 | NS      | $2184419.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                                                 | DXC Technology Co                                                 | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    112163 | NS      | $1526538.43   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                                               | Westamerica BanCorp                                               | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |     16535 | NS      | $792026.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                                      | Gentherm Inc                                                      | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     19463 | NS      | $623594.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                                        | Adient PLC                                                        | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | US        |     52592 | NS      | $1127572.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                                        | Xencor Inc                                                        | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     43962 | NS      | $365763.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                                          | Dana Inc                                                          | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     80561 | NS      | $1282531.12   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Cor                                    | Zurn Elkay Water Solutions Corp                                   | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     87851 | NS      | $3887406.75   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                                                 | MP Materials Corp                                                 | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |     82981 | NS      | $5103331.50   | 0.61%             |  |  |  | No            |                  1 | On Loan: —       |
| Apogee Enterprises Inc                                            | Apogee Enterprises Inc                                            | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     13338 | NS      | $560062.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                                     | Ingevity Corp                                                     | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     22890 | NS      | $956573.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                                             | Powell Industries Inc                                             | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      5926 | NS      | $1405054.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Simulations Plus Inc                                              | Simulations Plus Inc                                              | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11204 | NS      | $145876.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Saul Centers Inc                                                  | Saul Centers Inc                                                  | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8072 | NS      | $260079.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                                       | Standard Motor Products Inc                                       | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     13519 | NS      | $410436.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                                   | Uniti Group Inc                                                   | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    152744 | NS      | $812598.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                                               | Myriad Genetics Inc                                               | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     59622 | NS      | $228948.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc                                                | Champion Homes Inc                                                | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32787 | NS      | $1996728.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                                      | Harmonic Inc                                                      | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     71239 | NS      | $606243.89    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                                      | HB Fuller Co                                                      | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     33955 | NS      | $1908271.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                                           | Privia Health Group Inc                                           | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65618 | NS      | $1280863.36   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                                                   | Chemours Co/The                                                   | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     92798 | NS      | $1111720.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                                                  | InterDigital Inc                                                  | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16161 | NS      | $4172770.20   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp                                                    | NCR Voyix Corp                                                    | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     85176 | NS      | $1160097.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Oxford Industries Inc                                             | Oxford Industries Inc                                             | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      8826 | NS      | $336976.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports C                                    | Madison Square Garden Sports Corp                                 | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10381 | NS      | $2098000.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                                               | Leggett & Platt Inc                                               | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     83492 | NS      | $797348.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                               | Clearway Energy Inc                                               | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     22295 | NS      | $686240.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                              | Rush Enterprises Inc                                              | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     37909 | NS      | $2052393.26   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                                         | DoubleVerify Holdings Inc                                         | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84588 | NS      | $1295888.16   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                                        | Diodes Inc                                                        | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     28545 | NS      | $1409266.65   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                                    | QuinStreet Inc                                                    | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     34969 | NS      | $573841.29    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                                            | National Beverage Corp                                            | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |     14801 | NS      | $678181.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                                       | CorVel Corp                                                       | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16848 | NS      | $1492732.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                                       | Pediatrix Medical Group Inc                                       | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52101 | NS      | $638237.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                                       | Deluxe Corp                                                       | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     27923 | NS      | $449560.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I                                    | Harmony Biosciences Holdings Inc                                  | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23731 | NS      | $834856.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                                                   | Sandisk Corp/DE                                                   | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84067 | NS      | $3608155.64   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties                                    | Easterly Government Properties Inc                                | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     26874 | NS      | $591228.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                                                    | Cleanspark Inc                                                    | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |    172929 | NS      | $1966202.73   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| ACI Worldwide Inc                                                 | ACI Worldwide Inc                                                 | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     65262 | NS      | $2777550.72   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings                                     | Integra LifeSciences Holdings Corp                                | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     41351 | NS      | $543352.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                                            | Patrick Industries Inc                                            | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     20763 | NS      | $2018994.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Apollo Commercial Real Estate                                     | Apollo Commercial Real Estate Finance Inc                         | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     77552 | NS      | $746050.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                          | Granite Construction Inc                                          | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     27158 | NS      | $2565616.26   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                                                 | MARA Holdings Inc                                                 | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |    219065 | NS      | $3522565.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| MGE Energy Inc                                                    | MGE Energy Inc                                                    | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22670 | NS      | $1925589.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                                 | Bristow Group Inc                                                 | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     15270 | NS      | $527883.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                                            | Employers Holdings Inc                                            | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14498 | NS      | $598477.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                                       | Inspire Medical Systems Inc                                       | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     18346 | NS      | $2284810.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                                | First Hawaiian Inc                                                | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     78613 | NS      | $1906365.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                               | StepStone Group Inc                                               | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41501 | NS      | $2463499.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                                        | Cheesecake Factory Inc/The                                        | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     28163 | NS      | $1799897.33   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| DXP Enterprises Inc/TX                                            | DXP Enterprises Inc/TX                                            | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8104 | NS      | $917859.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                                     | Oceaneering International Inc                                     | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     61908 | NS      | $1343403.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                                      | Embecta Corp                                                      | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     37192 | NS      | $377870.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                                                | Ready Capital Corp                                                | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |    109217 | NS      | $459803.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Carter's Inc                                                      | Carter's Inc                                                      | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     22462 | NS      | $544478.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                                  | Radian Group Inc                                                  | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     83828 | NS      | $2733631.08   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                                               | Mister Car Wash Inc                                               | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60077 | NS      | $346944.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                                  | A10 Networks Inc                                                  | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     44855 | NS      | $826229.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                                                   | TripAdvisor Inc                                                   | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     73335 | NS      | $1282629.15   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Managem                                    | Artisan Partners Asset Management Inc                             | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     43598 | NS      | $1972809.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                                            | J & J Snack Foods Corp                                            | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |      9618 | NS      | $1085776.02   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                            | Genworth Financial Inc                                            | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    257027 | NS      | $2020232.22   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                                            | Schneider National Inc                                            | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     29337 | NS      | $717289.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing                                     | American Axle & Manufacturing Holdings Inc                        | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     75344 | NS      | $335280.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                                          | XPEL Inc                                                          | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |     14662 | NS      | $479300.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                                        | Mueller Water Products Inc                                        | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     97468 | NS      | $2413307.68   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                                         | Brinker International Inc                                         | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     27681 | NS      | $4362525.60   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc                                     | Armada Hoffler Properties Inc                                     | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     49811 | NS      | $340209.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                                            | Energizer Holdings Inc                                            | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     40651 | NS      | $915460.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                                                | Crescent Energy Co                                                | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113133 | NS      | $1045348.92   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                                     | United Community Banks Inc/GA                                     | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     75157 | NS      | $2292288.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                                          | American States Water Co                                          | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     23816 | NS      | $1752619.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                                         | Calix Inc                                                         | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     35813 | NS      | $2030238.97   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                                             | Integer Holdings Corp                                             | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     21616 | NS      | $2345552.16   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                                 | SITE Centers Corp                                                 | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     31284 | NS      | $336928.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                                            | Boot Barn Holdings Inc                                            | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     19039 | NS      | $3272804.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc                                    | Armstrong World Industries Inc                                    | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     27063 | NS      | $5092444.71   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                                         | International Seaways Inc                                         | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | US        |     25351 | NS      | $1011504.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Monarch Casino & Resort Inc                                       | Monarch Casino & Resort Inc                                       | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      8015 | NS      | $825224.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                                     | O-I Glass Inc                                                     | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95982 | NS      | $1248725.82   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                                          | Green Brick Partners Inc                                          | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     18909 | NS      | $1171223.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                                      | Six Flags Entertainment Corp                                      | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |     58289 | NS      | $1746338.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Sealed Air Corp                                                   | Sealed Air Corp                                                   | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     91423 | NS      | $2675951.21   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                               | Signet Jewelers Ltd                                               | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |     26693 | NS      | $2111416.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                                       | Enovis Corp                                                       | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     35507 | NS      | $951587.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                                            | Arbor Realty Trust Inc                                            | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |    119179 | NS      | $1330037.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Victory Capital Holdings Inc                                      | Victory Capital Holdings Inc                                      | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     29688 | NS      | $2045800.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                                                  | AdaptHealth Corp                                                  | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66969 | NS      | $600711.93    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines N                                    | First Bancorp/Southern Pines NC                                   | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25830 | NS      | $1293824.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                                         | Minerals Technologies Inc                                         | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     20176 | NS      | $1173234.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                                                    | BorgWarner Inc                                                    | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    136771 | NS      | $5033172.80   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                                 | PROG Holdings Inc                                                 | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     25007 | NS      | $796222.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                              | Tri Pointe Homes Inc                                              | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56147 | NS      | $1729327.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                                        | Azenta Inc                                                        | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     28545 | NS      | $933421.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Lt                                    | Alpha & Omega Semiconductor Ltd                                   | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |     15507 | NS      | $394963.29    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                                           | Perdoceo Education Corp                                           | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     39119 | NS      | $1125844.82   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                                      | Bread Financial Holdings Inc                                      | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     28866 | NS      | $1769485.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                                                    | WisdomTree Inc                                                    | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     72280 | NS      | $959155.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                                        | Cactus Inc                                                        | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     42269 | NS      | $1788401.39   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                                           | Lakeland Financial Corp                                           | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15686 | NS      | $994021.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                                       | ARMOUR Residential REIT Inc                                       | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |     50878 | NS      | $829820.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| G-III Apparel Group Ltd                                           | G-III Apparel Group Ltd                                           | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     24037 | NS      | $567273.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                              | LXP Industrial Trust                                              | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    184974 | NS      | $1435398.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties I                                    | Ryman Hospitality Properties Inc                                  | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     37383 | NS      | $3553627.98   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                                   | Whitestone REIT                                                   | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28722 | NS      | $350121.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc                                         | Innovex International Inc                                         | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     25297 | NS      | $415376.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Peabody Energy Corp                                               | Peabody Energy Corp                                               | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     76286 | NS      | $1232018.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                                     | Renasant Corp                                                     | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     57334 | NS      | $2100717.76   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                                   | NeoGenomics Inc                                                   | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78752 | NS      | $381159.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                                       | H2O America                                                       | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19547 | NS      | $943924.63    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                                       | Centerspace                                                       | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |     10275 | NS      | $559268.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                                         | Itron Inc                                                         | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     28395 | NS      | $3536313.30   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                                       | Rogers Corp                                                       | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     10454 | NS      | $685573.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                                       | Kennedy-Wilson Holdings Inc                                       | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     72814 | NS      | $532998.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C                                    | Stewart Information Services Corp                                 | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     17203 | NS      | $1116990.79   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                                                    | PriceSmart Inc                                                    | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     15444 | NS      | $1660230.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                                               | Viavi Solutions Inc                                               | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    138608 | NS      | $1393010.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                                  | StoneX Group Inc                                                  | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     27110 | NS      | $2636176.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                                                      | Teleflex Inc                                                      | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     27471 | NS      | $3282784.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                                           | Goosehead Insurance Inc                                           | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |     15555 | NS      | $1414105.05   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                                                  | Forward Air Corp                                                  | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12983 | NS      | $394553.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Sterling Infrastructure Inc                                       | Sterling Infrastructure Inc                                       | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     18943 | NS      | $5068957.37   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                                  | Hope Bancorp Inc                                                  | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     78366 | NS      | $782876.34    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                                         | Qorvo Inc                                                         | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     58146 | NS      | $4861005.60   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                            | Cathay General Bancorp                                            | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     43888 | NS      | $1984615.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                        | Matson Inc                                                        | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     20282 | NS      | $2165711.96   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                                        | Sunrun Inc                                                        | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |    141968 | NS      | $1456591.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| BJ's Restaurants Inc                                              | BJ's Restaurants Inc                                              | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     13897 | NS      | $492370.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc/United States                                     | Schrodinger Inc/United States                                     | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |     35859 | NS      | $729013.47    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| eXp World Holdings Inc                                            | eXp World Holdings Inc                                            | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |     53428 | NS      | $575953.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Northwest Bancshares Inc                                          | Northwest Bancshares Inc                                          | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91107 | NS      | $1065951.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                                       | Hawkins Inc                                                       | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     11783 | NS      | $1923928.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                                    | BankUnited Inc                                                    | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     46561 | NS      | $1698079.67   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                                       | AMN Healthcare Services Inc                                       | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     23150 | NS      | $424571.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                                                      | Vericel Corp                                                      | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     31152 | NS      | $1088450.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                                   | Otter Tail Corp                                                   | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25985 | NS      | $2005522.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                          | Winnebago Industries Inc                                          | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     17457 | NS      | $518822.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc                                      | Medical Properties Trust Inc                                      | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    378541 | NS      | $1559588.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Hawaii Corp                                               | Bank of Hawaii Corp                                               | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     24495 | NS      | $1515750.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                                                    | FormFactor Inc                                                    | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     48294 | NS      | $1372032.54   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                                          | AAR Corp                                                          | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     22141 | NS      | $1654154.11   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                                               | MGP Ingredients Inc                                               | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      8253 | NS      | $233394.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                                          | Gibraltar Industries Inc                                          | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18237 | NS      | $1204189.11   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                          | Encore Capital Group Inc                                          | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     14325 | NS      | $528306.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                                            | Penn Entertainment Inc                                            | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91263 | NS      | $1648209.78   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| RXO Inc                                                           | RXO Inc                                                           | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     88214 | NS      | $1362906.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                                   | Scholastic Corp                                                   | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14301 | NS      | $352805.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                                                     | St Joe Co/The                                                     | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     23363 | NS      | $1179831.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                                      | Select Medical Holdings Corp                                      | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65722 | NS      | $972028.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                                            | Trinity Industries Inc                                            | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     51740 | NS      | $1205542.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                                                   | Foot Locker Inc                                                   | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     52249 | NS      | $1308314.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Collegium Pharmaceutical Inc                                      | Collegium Pharmaceutical Inc                                      | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     20314 | NS      | $606576.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                                                   | Shake Shack Inc                                                   | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     25034 | NS      | $3012591.56   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                                              | Sturm Ruger & Co Inc                                              | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |     10476 | NS      | $357860.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                                      | Supernus Pharmaceuticals Inc                                      | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     35115 | NS      | $1232536.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                                                      | Sprinklr Inc                                                      | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |     71607 | NS      | $645179.07    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc                                                   | Robert Half Inc                                                   | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     62255 | NS      | $2297832.05   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                                       | Kohl's Corp                                                       | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     70167 | NS      | $760610.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Cohu Inc                                                          | Cohu Inc                                                          | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     28066 | NS      | $501258.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc                                                          | Angi Inc                                                          | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |     26928 | NS      | $436772.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                                                    | TechTarget Inc                                                    | CUSIP: 87874R308<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |     18761 | NS      | $135829.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                                      | AdvanSix Inc                                                      | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     17353 | NS      | $349142.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WK Kellogg Co                                                     | WK Kellogg Co                                                     | CUSIP: 92942W107<br>LEI: 529900SWC935GFWUJ804 | Long             | EC               | CORP              | US        |     41785 | NS      | $963144.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| BioLife Solutions Inc                                             | BioLife Solutions Inc                                             | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     23567 | NS      | $501034.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                                    | SpartanNash Co                                                    | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     21514 | NS      | $570981.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                                        | ACADIA Pharmaceuticals Inc                                        | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     78014 | NS      | $1859073.62   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                                  | Pitney Bowes Inc                                                  | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     98995 | NS      | $1124583.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                  | E-MINI RUSS 2000                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        38 | NC      | $-8862.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                                              | Hanmi Financial Corp                                              | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     19460 | NS      | $443882.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Paren                                    | Concentra Group Holdings Parent Inc                               | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68250 | NS      | $1362952.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp                                               | Xerox Holdings Corp                                               | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     73145 | NS      | $296237.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Cars.com Inc                                                      | Cars.com Inc                                                      | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     34978 | NS      | $450166.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                                    | Proto Labs Inc                                                    | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     14957 | NS      | $644945.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                                          | Axcelis Technologies Inc                                          | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     20110 | NS      | $1361245.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                                          | CTS Corp                                                          | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     18535 | NS      | $726386.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                                       | Avista Corp                                                       | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     50553 | NS      | $1885626.90   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                                   | OSI Systems Inc                                                   | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      9716 | NS      | $2147333.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                                             | Penguin Solutions Inc                                             | CUSIP: 706915105<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |     32998 | NS      | $777762.86    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                                        | Sensient Technologies Corp                                        | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     26440 | NS      | $2968947.60   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                                               | Jack in the Box Inc                                               | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     11814 | NS      | $232735.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Amentum Holdings Inc                                              | Amentum Holdings Inc                                              | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |     93927 | NS      | $2345357.19   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Hayward Holdings Inc                                              | Hayward Holdings Inc                                              | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88151 | NS      | $1355762.38   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                                                | Corsair Gaming Inc                                                | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     28054 | NS      | $254169.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                                       | Tootsie Roll Industries Inc                                       | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     10510 | NS      | $398644.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Topgolf Callaway Brands Corp                                      | Topgolf Callaway Brands Corp                                      | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     88700 | NS      | $820475.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                                             | World Acceptance Corp                                             | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1993 | NS      | $313538.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc                                              | Fortrea Holdings Inc                                              | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |     56763 | NS      | $325819.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                                         | Phibro Animal Health Corp                                         | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     12454 | NS      | $330031.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                             | Arcus Biosciences Inc                                             | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43026 | NS      | $392827.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Fresh Del Monte Produce Inc                                       | Fresh Del Monte Produce Inc                                       | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | US        |     20956 | NS      | $787736.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Progyny Inc                                                       | Progyny Inc                                                       | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46233 | NS      | $1086937.83   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                                                   | Hanesbrands Inc                                                   | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    218104 | NS      | $892045.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc                                                      | OPENLANE Inc                                                      | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     66457 | NS      | $1637500.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                                                        | Phinia Inc                                                        | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     24623 | NS      | $1248386.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                                                 | Universal Corp/VA                                                 | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     15518 | NS      | $845265.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                                      | Safehold Inc                                                      | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     29440 | NS      | $411865.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                           | Insight Enterprises Inc                                           | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     17066 | NS      | $2023686.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                                     | CSG Systems International Inc                                     | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     17061 | NS      | $1065630.06   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment T                                    | PennyMac Mortgage Investment Trust                                | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     53899 | NS      | $635469.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Group 1 Automotive Inc                                            | Group 1 Automotive Inc                                            | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      7885 | NS      | $3249802.75   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                                       | Neogen Corp                                                       | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    123511 | NS      | $574326.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                                       | John B Sanfilippo & Son Inc                                       | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      5625 | NS      | $356118.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                                    | California Water Service Group                                    | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     37419 | NS      | $1701441.93   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                                            | Progress Software Corp                                            | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     26685 | NS      | $1283014.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                                   | City Holding Co                                                   | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9163 | NS      | $1118802.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                                               | Walker & Dunlop Inc                                               | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20279 | NS      | $1521127.79   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                                         | Benchmark Electronics Inc                                         | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     22610 | NS      | $870485.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                                              | JetBlue Airways Corp                                              | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    191136 | NS      | $848643.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Two Harbors Investment Corp                                       | Two Harbors Investment Corp                                       | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     67182 | NS      | $655024.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                                      | Sanmina Corp                                                      | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     33309 | NS      | $3865176.36   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                                        | Apple Hospitality REIT Inc                                        | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    136822 | NS      | $1607658.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                                        | Stride Inc                                                        | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     26700 | NS      | $3423741.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                                           | Enova International Inc                                           | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     15690 | NS      | $1640546.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                                                     | Celanese Corp                                                     | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     68111 | NS      | $3557437.53   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                                     | Teradata Corp                                                     | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     59829 | NS      | $1252220.97   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                                        | Kadant Inc                                                        | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      7320 | NS      | $2435876.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                                   | ICU Medical Inc                                                   | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     15454 | NS      | $1984448.14   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                                        | Tennant Co                                                        | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     11623 | NS      | $959362.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc                                           | Millrose Properties Inc                                           | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74875 | NS      | $2245501.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                                           | Strategic Education Inc                                           | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |     15005 | NS      | $1112545.73   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                                       | SiTime Corp                                                       | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12992 | NS      | $2635427.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                                           | Century Communities Inc                                           | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     16499 | NS      | $928728.71    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                                      | Archrock Inc                                                      | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    111035 | NS      | $2593777.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                                      | Artivion Inc                                                      | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     23664 | NS      | $731454.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                                             | Veris Residential Inc                                             | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |     49498 | NS      | $696931.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                                         | USANA Health Sciences Inc                                         | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      6788 | NS      | $199499.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                                             | Veeco Instruments Inc                                             | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     37020 | NS      | $769275.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| ProPetro Holding Corp                                             | ProPetro Holding Corp                                             | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47780 | NS      | $256100.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System Inc                                    | Community Financial System Inc                                    | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     32795 | NS      | $1728296.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust                                     | KKR Real Estate Finance Trust Inc                                 | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     36218 | NS      | $327410.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                                           | Dream Finders Homes Inc                                           | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18466 | NS      | $467559.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Triumph Financial Inc                                             | Triumph Financial Inc                                             | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     13681 | NS      | $775986.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                                            | Digi International Inc                                            | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     23221 | NS      | $757236.81    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                                | SunCoke Energy Inc                                                | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     53087 | NS      | $392312.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                                      | Freshpet Inc                                                      | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     30277 | NS      | $2068524.64   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                                           | GMS Inc                                                           | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     23893 | NS      | $2619628.52   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corp                                                       | Vestis Corp                                                       | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |     70726 | NS      | $428599.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                                          | Gogo Inc                                                          | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     37052 | NS      | $587644.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc                                        | Atlas Energy Solutions Inc                                        | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46727 | NS      | $607451.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Alexander & Baldwin Inc                                           | Alexander & Baldwin Inc                                           | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45382 | NS      | $815968.36    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                                      | Glaukos Corp                                                      | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     35522 | NS      | $3058088.98   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                                      | Agilysys Inc                                                      | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     13952 | NS      | $1591644.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                          | Resideo Technologies Inc                                          | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     92132 | NS      | $2515203.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc                                      | Acadian Asset Management Inc                                      | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     16617 | NS      | $694424.43    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                                        | Viasat Inc                                                        | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     53513 | NS      | $879218.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                                               | TG Therapeutics Inc                                               | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |     84407 | NS      | $2996448.50   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                                               | Krystal Biotech Inc                                               | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |     15813 | NS      | $2433146.31   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                                             | Lincoln National Corp                                             | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |    106267 | NS      | $4049835.37   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                                              | Assured Guaranty Ltd                                              | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     28592 | NS      | $2418311.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                                     | Materion Corp                                                     | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     13058 | NS      | $1375007.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc                                             | Core Laboratories Inc                                             | CUSIP: 21867A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30437 | NS      | $332980.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                                      | Protagonist Therapeutics Inc                                      | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38569 | NS      | $2077326.34   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Sonic Automotive Inc                                              | Sonic Automotive Inc                                              | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      9099 | NS      | $658312.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                                     | Academy Sports & Outdoors Inc                                     | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41353 | NS      | $2100318.87   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                                                 | PC Connection Inc                                                 | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      7309 | NS      | $450161.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp                                               | Verra Mobility Corp                                               | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     99058 | NS      | $2502205.08   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                               | Mr Cooper Group Inc                                               | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     39872 | NS      | $6208867.84   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                                                | ADMA Biologics Inc                                                | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148599 | NS      | $2778801.30   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                                        | Sabre Corp                                                        | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    243625 | NS      | $738183.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                                                  | UniFirst Corp/MA                                                  | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      9457 | NS      | $1617430.71   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                                        | Grid Dynamics Holdings Inc                                        | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |     39287 | NS      | $372833.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings                                     | Sun Country Airlines Holdings Inc                                 | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     25207 | NS      | $292149.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospit                                    | Pursuit Attractions and Hospitality Inc                           | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |     13518 | NS      | $408784.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                                          | WaFd Inc                                                          | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50363 | NS      | $1465815.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                                 | Eagle Bancorp Inc                                                 | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     18677 | NS      | $300512.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                                          | Patterson-UTI Energy Inc                                          | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    215654 | NS      | $1274515.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Boise Cascade Co                                                  | Boise Cascade Co                                                  | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     23317 | NS      | $1954197.77   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                                             | Brookline Bancorp Inc                                             | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54001 | NS      | $557290.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                                              | Palomar Holdings Inc                                              | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     16830 | NS      | $2229806.70   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                                      | ArcBest Corp                                                      | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     14285 | NS      | $1044662.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc                                                | Astrana Health Inc                                                | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     26209 | NS      | $625346.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                                | Outfront Media Inc                                                | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     87826 | NS      | $1539589.78   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                                 | Steven Madden Ltd                                                 | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     44789 | NS      | $1075159.95   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                                          | Golden Entertainment Inc                                          | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |     12918 | NS      | $363254.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                                           | Tompkins Financial Corp                                           | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      7953 | NS      | $514400.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                                 | Andersons Inc/The                                                 | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     20499 | NS      | $736324.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                                            | Acushnet Holdings Corp                                            | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     16410 | NS      | $1306564.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Griffon Corp                                                      | Griffon Corp                                                      | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     24151 | NS      | $1962751.77   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                                | LTC Properties Inc                                                | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     28306 | NS      | $963536.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                                | Liberty Energy Inc                                                | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101060 | NS      | $1247080.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-18

**Name of Applicant:** BNY MELLON INDEX FUNDS, INC.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer