# EDGAR Filing Document

**Accession Number:** 0000742212
**File Stem:** 0001752724-23-042291
**Filing Date:** 2023-2
**Character Count:** 204488
**Document Hash:** e456a48e5d0353d509673c5483baa0fe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-042291.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-042291

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHWESTERN MUTUAL SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000742212
- **IRS NUMBER:** 391603401
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03990
- **FILM NUMBER:** 23672544

**BUSINESS ADDRESS:**
- **STREET 1:** 720 E WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 4142992508

**MAIL ADDRESS:**
- **STREET 1:** 720 EAST WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NORTHWESTERN MUTUAL VARIABLE LIFE SERIES FUND INC
- **DATE OF NAME CHANGE:** 19940830

## Series and Classes Contracts Data

### Index 600 Stock Portfolio (Series ID: S000018231)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000050279 | Index 600 Stock Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NORTHWESTERN MUTUAL SERIES FUND INC

- **b. Investment Company Act file number:** 811-03990

- **c. CIK number of Registrant:** 0000742212

- **d. LEI of Registrant:** 549300T1UBX7MDSNZA55

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

  - **Street Address 1:** 720 E WISCONSIN AVE

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-271-1444

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

- **a. Name of Series:** Index 600 Stock Portfolio

- **b. EDGAR series identifier (if any):** S000018231

- **c. LEI of Series:** H4V7XOKHREX82GREV795

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $375379239.41

**Total Liabilities:** $3920670.83

**Net Assets:** $371458568.58

**Cash Not Reported:** $1972765.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050279 | 12.31%               | 4.12%                | -6.77%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2163377.43              | $39148773.58                               |
| Month 2  | $-289327.90              | $15425546.62                               |
| Month 3  | $910227.75               | $-28272862.06                              |

**Designated Index Information**

- **Index Name:** S&P SmallCap 600 Index

- **Index Identifier:** SML

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Dime Community Bancshares Inc              | Dime Community Bancshares Inc              | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13654 | NS      | $434606.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                   | KAR Auction Services Inc                   | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     46028 | NS      | $600665.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                 | Ligand Pharmaceuticals Inc                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      6740 | NS      | $450232.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                               | AdvanSix Inc                               | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     11638 | NS      | $442476.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                 | Zumiez Inc                                 | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      6534 | NS      | $142049.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                              | ModivCare Inc                              | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      5379 | NS      | $482657.67    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                    | US Physical Therapy Inc                    | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      5468 | NS      | $443072.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                             | HomeStreet Inc                             | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7654 | NS      | $211097.32    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                  | First BanCorp/Puerto Rico                  | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     77973 | NS      | $991816.56    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                           | A10 Networks Inc                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     26994 | NS      | $448910.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                            | LendingTree Inc                            | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      4550 | NS      | $97051.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                             | BancFirst Corp                             | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      7363 | NS      | $649269.34    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                | Plexus Corp                                | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     11690 | NS      | $1203251.70   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                        | Callon Petroleum Co                        | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     21545 | NS      | $799104.05    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                  | Carpenter Technology Corp                  | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     20511 | NS      | $757676.34    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                       | BJ's Restaurants Inc                       | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      9878 | NS      | $260581.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                  | Sonos Inc                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     53734 | NS      | $908104.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                        | Viavi Solutions Inc                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     95635 | NS      | $1005123.85   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                       | TTM Technologies Inc                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     43380 | NS      | $654170.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                            | 3D Systems Corp                            | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     55452 | NS      | $410344.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                          | Inter Parfums Inc                          | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7576 | NS      | $731235.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                  | Viad Corp                                  | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      8671 | NS      | $211485.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                          | Piper Sandler Cos                          | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      5965 | NS      | $776583.35    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                            | FutureFuel Corp                            | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     10628 | NS      | $86405.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                        | PGT Innovations Inc                        | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     25438 | NS      | $456866.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                             | DMC Global Inc                             | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      7792 | NS      | $151476.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                       | Hanmi Financial Corp                       | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     12848 | NS      | $317988.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                               | HB Fuller Co                               | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     22507 | NS      | $1611951.34   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                       | NetScout Systems Inc                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     29021 | NS      | $943472.71    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc                  | Universal Electronics Inc                  | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      5047 | NS      | $105028.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                | Simmons First National Corp                | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     53688 | NS      | $1158587.04   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                 | Safety Insurance Group Inc                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      6193 | NS      | $521822.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                          | Universal Corp/VA                          | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |     10374 | NS      | $547850.94    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                        | Meritage Homes Corp                        | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     15446 | NS      | $1424121.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                 | ServisFirst Bancshares Inc                 | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20673 | NS      | $1424576.43   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc             | Kulicke & Soffa Industries Inc             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     24510 | NS      | $1084812.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                | Rogers Corp                                | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      7931 | NS      | $946485.54    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                     | DXP Enterprises Inc/TX                     | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6646 | NS      | $183097.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The               | Hain Celestial Group Inc/The               | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     37740 | NS      | $610633.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp                            | Ranger Oil Corp                            | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |      8024 | NS      | $324410.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc              | Motorcar Parts of America Inc              | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      7944 | NS      | $94215.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                           | Vector Group Ltd                           | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     55399 | NS      | $657032.14    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                | AMN Healthcare Services Inc                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     18319 | NS      | $1883559.58   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit Inc                                | Enhabit Inc                                | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     21073 | NS      | $277320.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office REIT Inc                      | Orion Office REIT Inc                      | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               |  | US        |     23793 | NS      | $203192.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc                       | Simulations Plus Inc                       | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6721 | NS      | $245786.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                        | Payoneer Global Inc                        | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84439 | NS      | $461881.33    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes Group Inc                           | Barnes Group Inc                           | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     21346 | NS      | $871984.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                | REX American Resources Corp                | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6591 | NS      | $209989.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                    | Central Garden & Pet Co                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     17472 | NS      | $625497.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Inc          | Tanger Factory Outlet Centers Inc          | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |     44028 | NS      | $789862.32    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                         | Kontoor Brands Inc                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     20916 | NS      | $836430.84    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                  | Adeia Inc                                  | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44400 | NS      | $420912.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                       | Mercury General Corp                       | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     11163 | NS      | $381774.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc          | Brightsphere Investment Group Inc          | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     13649 | NS      | $280896.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings Inc   | Consolidated Communications Holdings Inc   | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |     30545 | NS      | $109351.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc              | Franklin BSP Realty Trust Inc              | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               |  | US        |     34823 | NS      | $449216.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                | Cerence Inc                                | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     16495 | NS      | $305652.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                           | TimkenSteel Corp                           | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     16720 | NS      | $303802.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                               | Safehold Inc                               | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               |  | US        |     10248 | NS      | $293297.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                  | Haverty Furniture Cos Inc                  | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      5571 | NS      | $166572.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                     | Pathward Financial Inc                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     12152 | NS      | $523143.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                 | Inogen Inc                                 | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      9837 | NS      | $193887.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                           | AMC Networks Inc                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     12021 | NS      | $188369.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                   | Children's Place Inc/The                   | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |      5531 | NS      | $201439.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                         | Kelly Services Inc                         | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14567 | NS      | $246182.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc           | Prestige Consumer Healthcare Inc           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20930 | NS      | $1310218.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                | New York Mortgage Trust Inc                | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               |  | US        |    156699 | NS      | $401149.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                               | Veritiv Corp                               | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      5694 | NS      | $693016.74    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo PLC                                | Trinseo PLC                                | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |     14691 | NS      | $333632.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                   | Gibraltar Industries Inc                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13080 | NS      | $600110.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                     | National Beverage Corp                     | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      9806 | NS      | $456273.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc              | Oceaneering International Inc              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     42300 | NS      | $739827.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                              | AMERISAFE Inc                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      8080 | NS      | $419917.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc      | Essential Properties Realty Trust Inc      | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |     60167 | NS      | $1412119.49   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                            | NBT Bancorp Inc                            | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18124 | NS      | $786944.08    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                   | Yelp Inc                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     29453 | NS      | $805245.02    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                      | BioLife Solutions Inc                      | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     14312 | NS      | $260478.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc                     | Anika Therapeutics Inc                     | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      6272 | NS      | $185651.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                       | EnPro Industries Inc                       | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      8819 | NS      | $958537.11    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                     | Pacira BioSciences Inc                     | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19433 | NS      | $750308.13    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc            | Four Corners Property Trust Inc            | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |     35403 | NS      | $917999.79    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                               | Semtech Corp                               | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     26823 | NS      | $769551.87    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                                 | Cutera Inc                                 | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |      7480 | NS      | $330765.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                        | Walker & Dunlop Inc                        | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12962 | NS      | $1017257.76   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                      | Cinemark Holdings Inc                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     45278 | NS      | $392107.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories NV                       | Core Laboratories NV                       | CUSIP: 000000000<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |     19770 | NS      | $400737.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc               | Catalyst Pharmaceuticals Inc               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     40429 | NS      | $751979.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                          | Redwood Trust Inc                          | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |     47883 | NS      | $323689.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc                                  | Xperi Inc                                  | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17559 | NS      | $151182.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                           | Talos Energy Inc                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     27668 | NS      | $522371.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                      | Customers Bancorp Inc                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     13013 | NS      | $368788.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                        | Jack in the Box Inc                        | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      8889 | NS      | $606496.47    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                        | Myriad Genetics Inc                        | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     34222 | NS      | $496561.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                | OFG Bancorp                                | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     20059 | NS      | $552826.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc                                | Agiliti Inc                                | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14078 | NS      | $229612.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                               | Harmonic Inc                               | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     44479 | NS      | $582674.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                    | Cushman & Wakefield PLC                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     68628 | NS      | $855104.88    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                         | Calavo Growers Inc                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7572 | NS      | $222616.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                         | Ready Capital Corp                         | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               |  | US        |     41452 | NS      | $461775.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                      | LiveRamp Holdings Inc                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     28085 | NS      | $658312.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                | ARMOUR Residential REIT Inc                | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               |  | US        |     55730 | NS      | $313759.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                    | 8x8 Inc                                    | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     47232 | NS      | $204042.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                   | CEVA Inc                                   | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |      9777 | NS      | $250095.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                              | MaxLinear Inc                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     30585 | NS      | $1038360.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                        | Nektar Therapeutics                        | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     78468 | NS      | $177337.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc               | Oil States International Inc               | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     26923 | NS      | $200845.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                               | Leslie's Inc                               | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62828 | NS      | $767129.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc                      | Mesa Laboratories Inc                      | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      2099 | NS      | $348874.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                   | Resources Connection Inc                   | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13398 | NS      | $246255.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                         | Park National Corp                         | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      6118 | NS      | $861108.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                           | Green Plains Inc                           | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     25025 | NS      | $763262.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc           | Universal Insurance Holdings Inc           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     11460 | NS      | $121361.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc          | KKR Real Estate Finance Trust Inc          | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |     24228 | NS      | $338222.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                   | OraSure Technologies Inc                   | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     31047 | NS      | $149646.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                | Columbia Banking System Inc                | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33148 | NS      | $998749.24    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                        | WSFS Financial Corp                        | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     25993 | NS      | $1178522.62   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                    | Methode Electronics Inc                    | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     15375 | NS      | $682188.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc                       | Avid Bioservices Inc                       | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |     26271 | NS      | $361751.67    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                            | OptimizeRx Corp                            | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7239 | NS      | $121615.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE               | Eagle Pharmaceuticals Inc/DE               | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      4460 | NS      | $130365.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                     | NextGen Healthcare Inc                     | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23156 | NS      | $434869.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                               | Arconic Corp                               | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     42837 | NS      | $906430.92    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                  | Merit Medical Systems Inc                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     24070 | NS      | $1699823.40   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                          | Sleep Number Corp                          | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      9394 | NS      | $244056.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                              | Hub Group Inc                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13771 | NS      | $1094656.79   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc         | Easterly Government Properties Inc         | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |     38543 | NS      | $550008.61    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                           | Movado Group Inc                           | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      6827 | NS      | $220170.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                       | Global Net Lease Inc                       | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |     43861 | NS      | $551332.77    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                | Hawkins Inc                                | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      7945 | NS      | $306677.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                               | Gentherm Inc                               | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     14076 | NS      | $919022.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc               | Bread Financial Holdings Inc               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     21086 | NS      | $794098.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                              | Surmodics Inc                              | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      5836 | NS      | $199124.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                 | OMNIAB INC                                 | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2585 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MillerKnoll Inc                            | MillerKnoll Inc                            | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     31862 | NS      | $669420.62    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                   | Cohu Inc                                   | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     20110 | NS      | $644525.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                        | Avid Technology Inc                        | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     14026 | NS      | $372951.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                         | PetMed Express Inc                         | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |      8910 | NS      | $157707.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                     | Greenbrier Cos Inc/The                     | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     13864 | NS      | $464859.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Laredo Petroleum Inc                       | Laredo Petroleum Inc                       | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      7090 | NS      | $364567.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp               | Select Medical Holdings Corp               | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44001 | NS      | $1092544.83   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                   | Franklin Electric Co Inc                   | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     16431 | NS      | $1310372.25   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods Inc                              | B&G Foods Inc                              | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     30491 | NS      | $339974.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                           | Saul Centers Inc                           | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |      5406 | NS      | $219916.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                           | Forward Air Corp                           | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11207 | NS      | $1175502.23   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                | Tootsie Roll Industries Inc                | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      7433 | NS      | $316422.81    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc                 | Cardiovascular Systems Inc                 | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     17734 | NS      | $241537.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc        | Applied Industrial Technologies Inc        | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     16277 | NS      | $2051390.31   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                   | Granite Construction Inc                   | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     18466 | NS      | $647602.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                       | Kaiser Aluminum Corp                       | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6720 | NS      | $510451.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                               | Balchem Corp                               | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     13571 | NS      | $1657154.81   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                  | Vanda Pharmaceuticals Inc                  | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     23447 | NS      | $173273.33    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc               | National Vision Holdings Inc               | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     33305 | NS      | $1290901.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                            | Whitestone REIT                            | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |     19470 | NS      | $187690.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust       | Universal Health Realty Income Trust       | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               |  | US        |      5330 | NS      | $254400.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                           | InterDigital Inc                           | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12514 | NS      | $619192.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                             | Buckle Inc/The                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     12555 | NS      | $569369.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                             | QuinStreet Inc                             | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     21258 | NS      | $305052.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                          | Bristow Group Inc                          | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     10045 | NS      | $272520.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc               | Collegium Pharmaceutical Inc               | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     14135 | NS      | $327932.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc               | Supernus Pharmaceuticals Inc               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     22823 | NS      | $814096.41    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc              | Consensus Cloud Solutions Inc              | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7407 | NS      | $398200.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                         | Hostess Brands Inc                         | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56538 | NS      | $1268712.72   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                | Centerspace                                | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |      6374 | NS      | $373962.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                   | Winnebago Industries Inc                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     12875 | NS      | $678512.50    | 0.18%             |  |  |  | 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        |     42163 | NS      | $442289.87    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc                             | Clearfield Inc                             | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      4852 | NS      | $456767.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                          | Vista Outdoor Inc                          | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     23837 | NS      | $580907.69    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                               | Exponent Inc                               | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     21384 | NS      | $2118940.56   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                           | Hope Bancorp Inc                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     50410 | NS      | $645752.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                      | Triumph Financial Inc                      | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      9557 | NS      | $467050.59    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc             | Advanced Energy Industries Inc             | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     15779 | NS      | $1353522.62   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                   | Southside Bancshares Inc                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     12852 | NS      | $462543.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp          | First Commonwealth Financial Corp          | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     39449 | NS      | $551102.53    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                              | Frontdoor Inc                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     34401 | NS      | $715540.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc            | Aerojet Rocketdyne Holdings Inc            | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     32024 | NS      | $1791102.32   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                      | World Acceptance Corp                      | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $92316.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | United States Treasury Bill                | CUSIP: 912796ZE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    495000 | PA      | $487008.43    | 0.13%             | 2023-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Community Bank System Inc                  | Community Bank System Inc                  | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     22637 | NS      | $1424999.15   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                | iRobot Corp                                | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |     11554 | NS      | $556094.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                       | Tri Pointe Homes Inc                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42624 | NS      | $792380.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                        | MGP Ingredients Inc                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      6526 | NS      | $694235.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd             | James River Group Holdings Ltd             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     15807 | NS      | $330524.37    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                             | Trustmark Corp                             | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     25727 | NS      | $898129.57    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                             | Ameris Bancorp                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     27601 | NS      | $1301111.14   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                               | NuVasive Inc                               | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     22020 | NS      | $908104.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                | Asbury Automotive Group Inc                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      9346 | NS      | $1675270.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                       | TrustCo Bank Corp NY                       | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8012 | NS      | $301171.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                  | USANA Health Sciences Inc                  | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      4676 | NS      | $248763.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                     | Group 1 Automotive Inc                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      6156 | NS      | $1110357.72   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                         | Axos Financial Inc                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     22632 | NS      | $864995.04    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                      | Civitas Resources Inc                      | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     21977 | NS      | $1273127.61   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                             | Dorian LPG Ltd                             | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |     13308 | NS      | $252186.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                              | Dril-Quip Inc                              | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     14303 | NS      | $388612.51    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                            | Marcus Corp/The                            | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     10228 | NS      | $147180.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                 | Cheesecake Factory Inc/The                 | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     20220 | NS      | $641176.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                      | Oxford Industries Inc                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      6354 | NS      | $592065.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                | CONMED Corp                                | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     12875 | NS      | $1141240.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                       | Wabash National Corp                       | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     20253 | NS      | $457717.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Corp            | Franklin Street Properties Corp            | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               |  | US        |     38915 | NS      | $106237.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                | Pediatrix Medical Group Inc                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34607 | NS      | $514260.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc       | Innovative Industrial Properties Inc       | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |     11813 | NS      | $1197247.55   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                     | Boot Barn Holdings Inc                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     12647 | NS      | $790690.44    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                   | Gogo Inc                                   | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     27554 | NS      | $406697.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc              | American Eagle Outfitters Inc              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     73555 | NS      | $1026827.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                        | Designer Brands Inc                        | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     21503 | NS      | $210299.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                      | Bed Bath & Beyond Inc                      | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |     32467 | NS      | $81492.17     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                           | StoneX Group Inc                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      7295 | NS      | $695213.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                    | First Financial Bancorp                    | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     40176 | NS      | $973464.48    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                 | DiamondRock Hospitality Co                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |     88438 | NS      | $724307.22    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                        | Dorman Products Inc                        | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11988 | NS      | $969469.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                         | First Hawaiian Inc                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     54038 | NS      | $1407149.52   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                   | Patterson-UTI Energy Inc                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     91537 | NS      | $1541483.08   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                               | Lindsay Corp                               | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      4657 | NS      | $758392.45    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                        | Acadia Realty Trust                        | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               |  | US        |     40045 | NS      | $574645.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                               | Knowles Corp                               | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     38423 | NS      | $630905.66    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                          | Shoe Carnival Inc                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7088 | NS      | $169474.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                     | Banc of California Inc                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     23520 | NS      | $374673.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                           | AdaptHealth Corp                           | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32492 | NS      | $624496.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                  | iStar Inc                                  | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |     36724 | NS      | $280204.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc               | Ironwood Pharmaceuticals Inc               | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     56476 | NS      | $699737.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                   | CTS Corp                                   | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     13519 | NS      | $532918.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                   | Green Brick Partners Inc                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     11610 | NS      | $281310.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                               | Archrock Inc                               | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     56215 | NS      | $504810.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                    | AZZ Inc                                    | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     10463 | NS      | $420612.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                  | Ambac Financial Group Inc                  | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     19187 | NS      | $334621.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                       | Rent-A-Center Inc/TX                       | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     21160 | NS      | $477158.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                   | Chefs' Warehouse Inc/The                   | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     14467 | NS      | $481461.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                 | Xenia Hotels & Resorts Inc                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |     48102 | NS      | $633984.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                             | NV5 Global Inc                             | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5236 | NS      | $692827.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                      | ProPetro Holding Corp                      | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40559 | NS      | $420596.83    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                        | Addus HomeCare Corp                        | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      6821 | NS      | $678621.29    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                    | ANI Pharmaceuticals Inc                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      5189 | NS      | $208753.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                         | Aaron's Co Inc/The                         | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12729 | NS      | $152111.55    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc          | Computer Programs and Systems Inc          | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      6020 | NS      | $163864.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                    | Comfort Systems USA Inc                    | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     15086 | NS      | $1736096.88   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                 | EZCORP Inc                                 | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     22712 | NS      | $185102.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                 | Arcosa Inc                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     20387 | NS      | $1107829.58   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                    | Century Communities Inc                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     11919 | NS      | $596069.19    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                              | Materion Corp                              | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      8707 | NS      | $761949.57    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc              | Amphastar Pharmaceuticals Inc              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     15931 | NS      | $446386.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                                | Harsco Corp                                | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     33620 | NS      | $211469.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                   | American States Water Co                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     15624 | NS      | $1446001.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc               | Ruth's Hospitality Group Inc               | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     12629 | NS      | $195496.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                         | Mativ Holdings Inc                         | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     23214 | NS      | $485172.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                 | Standex International Corp                 | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      5058 | NS      | $517989.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                    | Brandywine Realty Trust                    | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |     72291 | NS      | $444589.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                     | Marcus & Millichap Inc                     | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     10564 | NS      | $363929.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                    | Lakeland Financial Corp                    | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10732 | NS      | $783114.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                     | American Vanguard Corp                     | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     11752 | NS      | $255135.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                               | La-Z-Boy Inc                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     18243 | NS      | $416305.26    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                         | Avanos Medical Inc                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     19654 | NS      | $531837.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                             | BankUnited Inc                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     32652 | NS      | $1109188.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp               | Six Flags Entertainment Corp               | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     31300 | NS      | $727725.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                            | Shake Shack Inc                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     15744 | NS      | $653848.32    | 0.18%             |  |  |  | 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        |     35520 | NS      | $1350825.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                     | US Silica Holdings Inc                     | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     31810 | NS      | $397625.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc  | Apollo Commercial Real Estate Finance Inc  | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               |  | US        |     54578 | NS      | $587259.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc                    | Meridian Bioscience Inc                    | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     18403 | NS      | $611163.63    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC            | First Bancorp/Southern Pines NC            | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15153 | NS      | $649154.52    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                      | Helmerich & Payne Inc                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     44434 | NS      | $2202593.38   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                  | American Assets Trust Inc                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |     21949 | NS      | $581648.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                   | Resideo Technologies Inc                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     61536 | NS      | $1012267.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                          | AngioDynamics Inc                          | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     16363 | NS      | $225318.51    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                         | Middlesex Water Co                         | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7483 | NS      | $588687.61    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                       | Cavco Industries Inc                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3504 | NS      | $792780.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                     | Insteel Industries Inc                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      8196 | NS      | $225553.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd            | Alpha & Omega Semiconductor Ltd            | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |      9309 | NS      | $265958.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                 | Enanta Pharmaceuticals Inc                 | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      8165 | NS      | $379835.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc               | Invesco Mortgage Capital Inc               | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |     14957 | NS      | $190402.61    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                     | Patrick Industries Inc                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      9081 | NS      | $550308.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                 | Horace Mann Educators Corp                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     17190 | NS      | $642390.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                               | TrueBlue Inc                               | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13785 | NS      | $269910.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                 | Organogenesis Holdings Inc                 | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     29707 | NS      | $79911.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                   | Hersha Hospitality Trust                   | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               |  | US        |     14015 | NS      | $119407.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc              | CSG Systems International Inc              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     12828 | NS      | $733761.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                        | Signet Jewelers Ltd                        | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |     19525 | NS      | $1327700.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                   | Ultra Clean Holdings Inc                   | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     19213 | NS      | $636910.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                                | OneSpan Inc                                | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |     15139 | NS      | $169405.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                            | Bancorp Inc/The                            | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23635 | NS      | $670761.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                        | Mister Car Wash Inc                        | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33121 | NS      | $305706.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                         | LTC Properties Inc                         | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |     17177 | NS      | $610298.81    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                             | WisdomTree Inc                             | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     46731 | NS      | $254683.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                | Two Harbors Investment Corp                | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |     36567 | NS      | $576661.59    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                    | GMS Inc                                    | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     17904 | NS      | $891619.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                    | NOW Inc                                    | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     46649 | NS      | $592442.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc               | Adtalem Global Education Inc               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     19171 | NS      | $680570.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                              | MYR Group Inc                              | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      7004 | NS      | $644858.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                             | Perficient Inc                             | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     14615 | NS      | $1020565.45   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                   | Golden Entertainment Inc                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      9329 | NS      | $348904.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                                 | Kaman Corp                                 | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |     12004 | NS      | $267689.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                      | Cara Therapeutics Inc                      | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |     19375 | NS      | $208087.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                  | Benchmark Electronics Inc                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     14974 | NS      | $399656.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                    | Titan International Inc                    | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     21646 | NS      | $331616.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                            | Scholastic Corp                            | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12453 | NS      | $491395.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                               | Sanmina Corp                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     24259 | NS      | $1389798.11   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                               | SM Energy Co                               | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     51930 | NS      | $1808721.90   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp                        | Park Aerospace Corp                        | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |      7997 | NS      | $107239.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                       | Hilltop Holdings Inc                       | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     19347 | NS      | $580603.47    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc/TX                  | America's Car-Mart Inc/TX                  | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2449 | NS      | $176964.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc               | Sunstone Hotel Investors Inc               | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |     88864 | NS      | $858426.24    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                          | TTEC Holdings Inc                          | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      7931 | NS      | $349995.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                       | Assured Guaranty Ltd                       | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     25329 | NS      | $1576983.54   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust         | PennyMac Mortgage Investment Trust         | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |     37565 | NS      | $465430.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                  | ePlus Inc                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     11344 | NS      | $502312.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                          | FB Financial Corp                          | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     14793 | NS      | $534619.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc          | Sun Country Airlines Holdings Inc          | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     13664 | NS      | $216711.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                         | Thryv Holdings Inc                         | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12866 | NS      | $244454.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                      | Heartland Express Inc                      | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     19628 | NS      | $301093.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                 | Rambus Inc                                 | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     45397 | NS      | $1626120.54   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                    | ATI Inc                                    | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     54658 | NS      | $1632087.88   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                | Deluxe Corp                                | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     18227 | NS      | $309494.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                              | HCI Group Inc                              | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      3002 | NS      | $118849.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                             | ScanSource Inc                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     10651 | NS      | $311222.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                | NETGEAR Inc                                | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     12252 | NS      | $221883.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                           | Elme Communities                           | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |     36882 | NS      | $656499.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                      | ESCO Technologies Inc                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     10916 | NS      | $955586.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co               | Northwest Natural Holding Co               | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     14882 | NS      | $708234.38    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                      | Pennant Group Inc/The                      | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     11787 | NS      | $129421.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                       | SPX Technologies Inc                       | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     19120 | NS      | $1255228.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                 | Diodes Inc                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     19195 | NS      | $1461507.30   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc              | Urstadt Biddle Properties Inc              | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               |  | US        |     12584 | NS      | $238466.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ebix Inc                                   | Ebix Inc                                   | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      9916 | NS      | $197923.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                           | Badger Meter Inc                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     12391 | NS      | $1350990.73   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                    | Tompkins Financial Corp                    | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      5293 | NS      | $410630.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                    | Alexander & Baldwin Inc                    | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |     30667 | NS      | $574392.91    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc             | Community Healthcare Trust Inc             | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |      9928 | NS      | $355422.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                               | Big Lots Inc                               | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12408 | NS      | $182397.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc         | Compass Minerals International Inc         | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     14354 | NS      | $588514.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                   | Axcelis Technologies Inc                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     13867 | NS      | $1100485.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                    | Ellington Financial Inc                    | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |     24241 | NS      | $299861.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                 | Matson Inc                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     15951 | NS      | $997097.01    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                            | SiriusPoint Ltd                            | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     35655 | NS      | $210364.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc              | Hudson Pacific Properties Inc              | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               |  | US        |     54264 | NS      | $527988.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc              | Academy Sports & Outdoors Inc              | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33664 | NS      | $1768706.56   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                              | LGI Homes Inc                              | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      8644 | NS      | $800434.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                        | ADTRAN Holdings Inc                        | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     29883 | NS      | $561501.57    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                          | AeroVironment Inc                          | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     10593 | NS      | $907396.38    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                       | Veritex Holdings Inc                       | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     22776 | NS      | $639550.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                          | PC Connection Inc                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      4835 | NS      | $226761.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                          | Eagle Bancorp Inc                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     13439 | NS      | $592256.73    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                 | Heritage Financial Corp/WA                 | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14784 | NS      | $452981.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                           | NMI Holdings Inc                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     35311 | NS      | $737999.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                                | Blucora Inc                                | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     20262 | NS      | $517288.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                 | Independent Bank Group Inc                 | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14985 | NS      | $900298.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA              | United Community Banks Inc/GA              | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     44842 | NS      | $1515659.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                   | WD-40 Co                                   | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      5731 | NS      | $923894.51    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                               | Griffon Corp                               | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     20072 | NS      | $718376.88    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc           | Granite Point Mortgage Trust Inc           | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               |  | US        |     21963 | NS      | $117721.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                             | Green Dot Corp                             | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19760 | NS      | $312603.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                               | Innospec Inc                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     10454 | NS      | $1075298.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp          | Stewart Information Services Corp          | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     11434 | NS      | $488574.82    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                    | Nu Skin Enterprises Inc                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     20852 | NS      | $879120.32    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                            | OSI Systems Inc                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      6615 | NS      | $526024.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                   | Anywhere Real Estate Inc                   | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     46249 | NS      | $295531.11    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                | Genesco Inc                                | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      5246 | NS      | $241420.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc           | Helix Energy Solutions Group Inc           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     59879 | NS      | $441907.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                | Banner Corp                                | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14432 | NS      | $912102.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                | CorVel Corp                                | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3858 | NS      | $560683.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                    | Central Garden & Pet Co                    | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      4111 | NS      | $153956.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc                        | Chuy's Holdings Inc                        | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7619 | NS      | $215617.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                          | GEO Group Inc/The                          | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               |  | US        |     52603 | NS      | $576002.85    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                       | Ensign Group Inc/The                       | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     23468 | NS      | $2220307.48   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                  | SJW Group                                  | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11245 | NS      | $912981.55    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                            | City Holding Co                            | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6247 | NS      | $581533.23    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                   | AAR Corp                                   | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     14043 | NS      | $630530.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                               | Innoviva Inc                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     26310 | NS      | $348607.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                            | Masterbrand Inc                            | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     54622 | NS      | $412396.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                     | Employers Holdings Inc                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11491 | NS      | $495606.83    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc                      | Hawaiian Holdings Inc                      | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |     21627 | NS      | $221893.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                  | Albany International Corp                  | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     13120 | NS      | $1293500.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                      | ATN International Inc                      | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      4507 | NS      | $204212.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                            | Hillenbrand Inc                            | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     29319 | NS      | $1251041.73   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                     | Progress Software Corp                     | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     18171 | NS      | $916726.95    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                | Summit Hotel Properties Inc                | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |     45099 | NS      | $325614.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                 | Guess? Inc                                 | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     12858 | NS      | $266032.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                        | Cal-Maine Foods Inc                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     16036 | NS      | $873160.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                                 | Heska Corp                                 | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |      4347 | NS      | $270209.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                          | SITE Centers Corp                          | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |     78025 | NS      | $1065821.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                             | FormFactor Inc                             | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     32524 | NS      | $723008.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                 | Korn Ferry                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     22563 | NS      | $1142139.06   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                         | ABM Industries Inc                         | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     27951 | NS      | $1241583.42   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA              | Preferred Bank/Los Angeles CA              | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      5564 | NS      | $415185.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc             | National Presto Industries Inc             | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2159 | NS      | $147805.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                        | Douglas Elliman Inc                        | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     28636 | NS      | $116548.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                    | RPC Inc                                    | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35517 | NS      | $315746.13    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                          | Getty Realty Corp                          | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |     18024 | NS      | $610112.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                        | Stellar Bancorp Inc                        | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     18778 | NS      | $553199.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                       | Marten Transport Ltd                       | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24405 | NS      | $482730.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                             | Photronics Inc                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     26220 | NS      | $441282.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                      | Urban Edge Properties                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |     49562 | NS      | $698328.58    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                     | Trinity Industries Inc                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     34384 | NS      | $1016734.88   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                  | Dynavax Technologies Corp                  | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     49896 | NS      | $530893.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                               | Agilysys Inc                               | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      8396 | NS      | $664459.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                   | Fabrinet                                   | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |     15449 | NS      | $1980870.78   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                    | G-III Apparel Group Ltd                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     17938 | NS      | $245929.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                                 | Zimvie Inc                                 | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |      8566 | NS      | $80006.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                              | CoreCivic Inc                              | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     48583 | NS      | $561619.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                    | Insight Enterprises Inc                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     12797 | NS      | $1283155.19   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                 | RPT Realty                                 | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               |  | US        |     36113 | NS      | $362574.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                       | Sonic Automotive Inc                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      7045 | NS      | $347107.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                | Hibbett Inc                                | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      5431 | NS      | $370502.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida           | Seacoast Banking Corp of Florida           | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     30005 | NS      | $935855.95    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                      | Veeco Instruments Inc                      | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     21696 | NS      | $403111.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                 | El Pollo Loco Holdings Inc                 | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      8397 | NS      | $83634.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                   | Northwest Bancshares Inc                   | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53610 | NS      | $749467.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                     | iTeos Therapeutics Inc                     | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10545 | NS      | $205943.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc           | Atlas Air Worldwide Holdings Inc           | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     10913 | NS      | $1100030.40   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co Inc                             | Gannett Co Inc                             | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     61887 | NS      | $125630.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                    | Perdoceo Education Corp                    | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     28444 | NS      | $395371.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LivePerson Inc                             | LivePerson Inc                             | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |     29713 | NS      | $301289.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                   | Par Pacific Holdings Inc                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     23537 | NS      | $547235.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                         | Outfront Media Inc                         | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |     61870 | NS      | $1025804.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                               | ArcBest Corp                               | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     10306 | NS      | $721832.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                      | Clearwater Paper Corp                      | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      7072 | NS      | $267392.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust      | Industrial Logistics Properties Trust      | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |     27670 | NS      | $90480.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                            | Chico's FAS Inc                            | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     52389 | NS      | $257753.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                         | UFP Industries Inc                         | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     26025 | NS      | $2062481.25   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                      | Arlo Technologies Inc                      | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     37533 | NS      | $131740.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                | National Bank Holdings Corp                | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15919 | NS      | $669712.33    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                       | Fulgent Genetics Inc                       | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      8332 | NS      | $248126.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                         | Ichor Holdings Ltd                         | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |     12105 | NS      | $324656.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp             | Central Pacific Financial Corp             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     11530 | NS      | $233828.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                             | LCI Industries                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     10781 | NS      | $996703.45    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                        | RE/MAX Holdings Inc                        | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      7724 | NS      | $143975.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                        | Bloomin' Brands Inc                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     37137 | NS      | $747196.44    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc        | Allscripts Healthcare Solutions Inc        | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     46159 | NS      | $814244.76    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                        | Century Aluminum Co                        | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     21627 | NS      | $176908.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                             | Proto Labs Inc                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     11593 | NS      | $295969.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                     | Mueller Industries Inc                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     23977 | NS      | $1414643.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                       | Palomar Holdings Inc                       | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     10693 | NS      | $482895.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial Inc                      | B Riley Financial Inc                      | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6772 | NS      | $231602.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group             | California Water Service Group             | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     23143 | NS      | $1403391.52   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co | American Equity Investment Life Holding Co | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     29317 | NS      | $1337441.54   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                              | Renasant Corp                              | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     23607 | NS      | $887387.13    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                | Unitil Corp                                | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6750 | NS      | $346680.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                        | Mr Cooper Group Inc                        | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     29799 | NS      | $1195833.87   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                            | S&T Bancorp Inc                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16467 | NS      | $562842.06    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                      | LeMaitre Vascular Inc                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      8162 | NS      | $375615.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                               | Embecta Corp                               | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     24379 | NS      | $616544.91    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                            | NeoGenomics Inc                            | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53177 | NS      | $491355.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                 | OMNIAB INC                                 | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2585 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Comtech Telecommunications Corp            | Comtech Telecommunications Corp            | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |     11475 | NS      | $139306.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                | Unisys Corp                                | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     28326 | NS      | $144745.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                           | Pitney Bowes Inc                           | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     67551 | NS      | $256693.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                            | Alamo Group Inc                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      4368 | NS      | $618508.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                  | Itron Inc                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     19071 | NS      | $965946.15    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                       | Sturm Ruger & Co Inc                       | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      7513 | NS      | $380308.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                     | J & J Snack Foods Corp                     | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6342 | NS      | $949460.82    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                   | United Natural Foods Inc                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     24715 | NS      | $956717.65    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                              | St Joe Co/The                              | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     14276 | NS      | $551767.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                 | Tennant Co                                 | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      7820 | NS      | $481477.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                          | Owens & Minor Inc                          | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     32351 | NS      | $631815.03    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tredegar Corp                              | Tredegar Corp                              | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |     10934 | NS      | $111745.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                          | Andersons Inc/The                          | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     13144 | NS      | $459908.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                          | Seneca Foods Corp                          | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2232 | NS      | $136040.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                          | PDF Solutions Inc                          | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     12442 | NS      | $354845.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                        | Allegiant Travel Co                        | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      6592 | NS      | $448190.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                      | Arcus Biosciences Inc                      | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22030 | NS      | $455580.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                              | PRA Group Inc                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     16563 | NS      | $559498.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                   | Service Properties Trust                   | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |     69642 | NS      | $507690.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                     | Abercrombie & Fitch Co                     | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     20881 | NS      | $478383.71    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                 | Sabre Corp                                 | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    138999 | NS      | $859013.82    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                      | Vir Biotechnology Inc                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32074 | NS      | $811792.94    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                             | TechTarget Inc                             | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |     11412 | NS      | $502812.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                       | Orthofix Medical Inc                       | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8402 | NS      | $172493.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                               | Vericel Corp                               | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     20062 | NS      | $528433.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc           | Harmony Biosciences Holdings Inc           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12547 | NS      | $691339.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                  | Sally Beauty Holdings Inc                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     45112 | NS      | $564802.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                | Pacific Premier Bancorp Inc                | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     40124 | NS      | $1266313.44   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co           | Shenandoah Telecommunications Co           | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     21118 | NS      | $335353.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                          | PROG Holdings Inc                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     21191 | NS      | $357915.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                 | RadNet Inc                                 | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     20759 | NS      | $390891.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                   | Moog Inc                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     12213 | NS      | $1071812.88   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                      | Powell Industries Inc                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      3928 | NS      | $138187.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                           | HealthStream Inc                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     10149 | NS      | $252101.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                      | Chatham Lodging Trust                      | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |     20584 | NS      | $252565.68    | 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        |      3727 | NS      | $303079.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                           | Shutterstock Inc                           | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     10149 | NS      | $535055.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc                   | CIRCOR International Inc                   | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |      8580 | NS      | $205576.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                  | Emergent BioSolutions Inc                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     18821 | NS      | $222276.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                | Fresh Del Monte Produce Inc                | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |     12854 | NS      | $336646.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                       | Quaker Chemical Corp                       | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      5752 | NS      | $960008.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                       | LXP Industrial Trust                       | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |    116430 | NS      | $1166628.60   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc             | Virtus Investment Partners Inc             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      2871 | NS      | $549624.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                             | Joint Corp/The                             | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6231 | NS      | $87109.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Office Properties Income Trust             | Office Properties Income Trust             | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               |  | US        |     20468 | NS      | $273247.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                     | Dine Brands Global Inc                     | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      6616 | NS      | $427393.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                      | Brookline Bancorp Inc                      | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32572 | NS      | $460893.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                  | Chesapeake Utilities Corp                  | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      7497 | NS      | $885995.46    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                  | Ethan Allen Interiors Inc                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9569 | NS      | $252812.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                       | Koppers Holdings Inc                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8937 | NS      | $252023.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                          | Agree Realty Corp                          | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |     37363 | NS      | $2650157.59   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                               | ODP Corp/The                               | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17026 | NS      | $775364.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp              | Quanex Building Products Corp              | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     13985 | NS      | $331164.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                     | Liquidity Services Inc                     | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     11537 | NS      | $162210.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                      | FARO Technologies Inc                      | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |      7865 | NS      | $231309.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc              | Armada Hoffler Properties Inc              | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |     28632 | NS      | $329268.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                | Berkshire Hills Bancorp Inc                | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     19001 | NS      | $568129.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc             | NexPoint Residential Trust Inc             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |      9592 | NS      | $417443.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                       | Warrior Met Coal Inc                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     21892 | NS      | $758338.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                          | EW Scripps Co/The                          | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     24359 | NS      | $321295.21    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                             | PriceSmart Inc                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     10558 | NS      | $641715.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc         | Cogent Communications Holdings Inc         | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18021 | NS      | $1028638.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                | EVERTEC Inc                                | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     27561 | NS      | $892425.18    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                     | Digi International Inc                     | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     14883 | NS      | $543973.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc                | Apollo Medical Holdings Inc                | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     16803 | NS      | $497200.77    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                | Monarch Casino & Resort Inc                | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      5560 | NS      | $427508.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                           | Cytokinetics Inc                           | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     39880 | NS      | $1827301.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                  | Minerals Technologies Inc                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     13702 | NS      | $831985.44    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc          | Donnelley Financial Solutions Inc          | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     10571 | NS      | $408569.15    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                    | Strategic Education Inc                    | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      9405 | NS      | $736599.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                           | UniFirst Corp/MA                           | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      6360 | NS      | $1227416.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                              | Interface Inc                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     24666 | NS      | $243453.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                              | MarineMax Inc                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      9071 | NS      | $283196.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                | SkyWest Inc                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     21373 | NS      | $352868.23    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                      | Integer Holdings Corp                      | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     13998 | NS      | $958303.08    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc              | Healthcare Services Group Inc              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     31232 | NS      | $374784.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                   | Encore Capital Group Inc                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      9879 | NS      | $473599.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc               | Cross Country Healthcare Inc               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     14965 | NS      | $397620.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                | Avista Corp                                | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     31121 | NS      | $1379905.14   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                              | REGENXBIO Inc                              | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     15894 | NS      | $360475.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                | John Bean Technologies Corp                | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     13453 | NS      | $1228662.49   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                     | Apogee Enterprises Inc                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      9392 | NS      | $417568.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                      | Veris Residential Inc                      | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               |  | US        |     33697 | NS      | $536793.21    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                            | Uniti Group Inc                            | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               |  | US        |    100782 | NS      | $557324.46    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                | South Jersey Industries Inc                | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     51712 | NS      | $1837327.36   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                               | Glaukos Corp                               | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     20169 | NS      | $880981.92    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                      | Nabors Industries Ltd                      | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |      3771 | NS      | $584014.77    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                    | Enova International Inc                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     13287 | NS      | $509822.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                     | Northfield Bancorp Inc                     | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17884 | NS      | $281315.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                 | Brady Corp                                 | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     19606 | NS      | $923442.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                        | Federal Signal Corp                        | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     25618 | NS      | $1190468.46   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                    | Enerpac Tool Group Corp                    | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     24034 | NS      | $611665.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                | Matthews International Corp                | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     12845 | NS      | $391001.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc               | Community Health Systems Inc               | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52458 | NS      | $226618.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                        | Westamerica BanCorp                        | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11355 | NS      | $670058.55    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                             | elf Beauty Inc                             | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     21226 | NS      | $1173797.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                              | Trupanion Inc                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     14866 | NS      | $706580.98    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc            | Rayonier Advanced Materials Inc            | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     27023 | NS      | $259420.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                       | Urban Outfitters Inc                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     25268 | NS      | $602641.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                               | Medifast Inc                               | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      4610 | NS      | $531763.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                              | O-I Glass Inc                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65703 | NS      | $1088698.71   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc            | Installed Building Products Inc            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      9900 | NS      | $847440.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                                | Livent Corp                                | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     75720 | NS      | $1504556.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                               | Artivion Inc                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     16952 | NS      | $205458.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences Inc                    | Coherus Biosciences Inc                    | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     27106 | NS      | $214679.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                          | Triumph Group Inc                          | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     27718 | NS      | $291593.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                       | Astec Industries Inc                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      9637 | NS      | $391840.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                               | Sylvamo Corp                               | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     13952 | NS      | $677927.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp        | Retail Opportunity Investments Corp        | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               |  | US        |     52526 | NS      | $789465.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                   | Wolverine World Wide Inc                   | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     33115 | NS      | $361946.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                  | Phibro Animal Health Corp                  | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      8678 | NS      | $116371.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                       | Extreme Networks Inc                       | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     55459 | NS      | $1015454.29   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                         | SunCoke Energy Inc                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     35432 | NS      | $305778.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc                           | MDC Holdings Inc                           | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     24058 | NS      | $760232.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                | Standard Motor Products Inc                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      7940 | NS      | $276312.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                      | United Fire Group Inc                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9191 | NS      | $251465.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                   | XPEL Inc                                   | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      8235 | NS      | $494594.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                  | Edgewell Personal Care Co                  | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     21961 | NS      | $846376.94    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                          | Steven Madden Ltd                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     30868 | NS      | $986541.28    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc          | Dave & Buster's Entertainment Inc          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     17739 | NS      | $628670.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc | American Axle & Manufacturing Holdings Inc | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48230 | NS      | $377158.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                         | Varex Imaging Corp                         | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     16777 | NS      | $340573.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                      | Independent Bank Corp                      | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     19247 | NS      | $1625024.21   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                       | Myers Industries Inc                       | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     15317 | NS      | $340496.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                        | Digital Turbine Inc                        | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     37944 | NS      | $578266.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                        | TreeHouse Foods Inc                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     21356 | NS      | $1054559.28   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                          | ProAssurance Corp                          | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     22974 | NS      | $401355.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                     | Genworth Financial Inc                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    209710 | NS      | $1109365.90   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                   | World Fuel Services Corp                   | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     26059 | NS      | $712192.47    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                         | CareTrust REIT Inc                         | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |     41175 | NS      | $765031.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                       | WW International Inc                       | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     22690 | NS      | $87583.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                   | Haynes International Inc                   | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |      5195 | NS      | $237359.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                                 | uniQure NV                                 | CUSIP: 000000000<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |     17479 | NS      | $396248.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                     | American Woodmark Corp                     | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      6974 | NS      | $340749.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc                  | SMART Global Holdings Inc                  | CUSIP: 000000000<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | KY        |     20542 | NS      | $305664.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                | E-MINI RUSS 2000 MAR23                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        31 | NC      | $-63096.52    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                | Caleres Inc                                | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     15423 | NS      | $343624.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                           | Boise Cascade Co                           | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     16649 | NS      | $1143286.83   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc              | Capitol Federal Financial Inc              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54478 | NS      | $471234.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                   | HNI Corp                                   | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     17453 | NS      | $496188.79    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                   | AAON Inc                                   | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17786 | NS      | $1339641.52   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                              | M/I Homes Inc                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     11556 | NS      | $533656.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                   | Corcept Therapeutics Inc                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     40390 | NS      | $820320.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                 | Stride Inc                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     17212 | NS      | $538391.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                     | Alarm.com Holdings Inc                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     21086 | NS      | $1043335.28   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc                                  | Zynex Inc                                  | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9180 | NS      | $127693.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                          | CONSOL Energy Inc                          | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     13878 | NS      | $902070.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                  | Stepan Co                                  | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      8918 | NS      | $949410.28    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                             | SpartanNash Co                             | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     14855 | NS      | $449215.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                          | Olympic Steel Inc                          | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      4026 | NS      | $135193.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                  | Monro Inc                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13278 | NS      | $600165.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                 | Xencor Inc                                 | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     25325 | NS      | $659463.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                        | Onto Innovation Inc                        | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     20909 | NS      | $1423693.81   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc     | Heidrick & Struggles International Inc     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      8339 | NS      | $233241.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                     | Forrester Research Inc                     | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |      4842 | NS      | $173149.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                         | Corsair Gaming Inc                         | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     16100 | NS      | $218477.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                         | CVB Financial Corp                         | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55524 | NS      | $1429743.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc           | Provident Financial Services Inc           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     31959 | NS      | $682644.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc                   | Mercer International Inc                   | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |     17026 | NS      | $198182.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                           | SPS Commerce Inc                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     15218 | NS      | $1954447.74   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                               | Cars.com Inc                               | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     26138 | NS      | $359920.26    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                           | Encore Wire Corp                           | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7742 | NS      | $1064989.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                  | Brinker International Inc                  | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     18568 | NS      | $592504.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-25

**Name of Applicant:** NORTHWESTERN MUTUAL SERIES FUND INC

**Signature:** Phillip Rinzel

**Name of Signer:** Phillip Rinzel

**Title:** Controller and Chief Accounting Officer