# EDGAR Filing Document

**Accession Number:** 0001056707
**File Stem:** 0000940400-26-021265
**Filing Date:** 2026-5
**Character Count:** 292281
**Document Hash:** 5ccba2ea3dc38fc2289d6141cef203ed
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-021265.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0000940400-26-021265

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY MELLON INVESTMENT PORTFOLIOS
- **CENTRAL INDEX KEY:** 0001056707

**ORGANIZATION NAME:**
- **EIN:** 134000024
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08673
- **FILM NUMBER:** 261023829

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10289
- **BUSINESS PHONE:** 2129226400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10289

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS INVESTMENT PORTFOLIOS
- **DATE OF NAME CHANGE:** 19980226

## Series and Classes Contracts Data

### Small Cap Stock Index Portfolio (Series ID: S000002780)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000007613 | Small Cap Stock Index Portfolio - Service Shares |  |

## Nport-Ex

Small Cap Stock Index Portfolio

SCHEDULE OF INVESTMENTS

March 31, 2026 (Unaudited)

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 100.9%** | **Equity Securities - Common Stocks — 100.9%** | **Equity Securities - Common Stocks — 100.9%** |
| **Automobiles & Components — 1.5%** | **Automobiles & Components — 1.5%** | **Automobiles & Components — 1.5%** |
| Adient PLC<sup>(a)</sup> <br>| 27328 | 552299 |
| Dana, Inc. | 39330 | 1323454 |
| Dauch Corp.<sup>(a)</sup> <br>| 83419 | 494675 |
| Dorman Products, Inc.<sup>(a)</sup> <br>| 9713 | 1013649 |
| Fox Factory Holding Corp.<sup>(a)</sup> <br>| 14788 | 243410 |
| Gentherm, Inc.<sup>(a)</sup> <br>| 10823 | 300663 |
| LCI Industries | 8474 | 1042132 |
| Patrick Industries, Inc.<sup>(b)</sup> <br>| 11654 | 1294410 |
| Phinia, Inc. | 13279 | 908815 |
| Standard Motor Products, Inc. | 7179 | 249398 |
| Winnebago Industries, Inc. | 9921 | 307452 |
| XPEL, Inc.<sup>(a),(b)</sup> <br>| 8949 | 396083 |
|  |  | **8126440** |
| **Banks — 8.7%** | **Banks — 8.7%** | **Banks — 8.7%** |
| Ameris Bancorp | 22474 | 1752747 |
| Atlantic Union Bankshares Corp. | 49653 | 1774598 |
| Axos Financial, Inc.<sup>(a)</sup> <br>| 19850 | 1689036 |
| Banc of California, Inc. | 46860 | 823799 |
| BancFirst Corp.<sup>(b)</sup> <br>| 7269 | 788686 |
| Bank of Hawaii Corp. | 13926 | 1034005 |
| BankUnited, Inc. | 25964 | 1172534 |
| Banner Corp. | 11920 | 723306 |
| Beacon Financial Corp. | 29354 | 880620 |
| Capitol Federal Financial, Inc. | 41836 | 298291 |
| Cathay General Bancorp | 23535 | 1173455 |
| Central Pacific Financial Corp. | 9151 | 292466 |
| City Holding Co. | 5045 | 602978 |
| Community Financial System, Inc. | 18401 | 1079219 |
| Customers Bancorp, Inc.<sup>(a)</sup> <br>| 11136 | 772950 |
| CVB Financial Corp. | 44624 | 865259 |
| Dime Community Bancshares, Inc. | 14215 | 480751 |
| Eagle Bancorp, Inc.<sup>(b)</sup> <br>| 9554 | 237608 |
| FB Financial Corp. | 14137 | 734276 |
| First BanCorp. | 54488 | 1163864 |
| First Bancorp/Southern Pines NC<sup>(b)</sup> <br>| 14632 | 824513 |
| First Commonwealth Financial Corp. | 35898 | 631087 |
| First Financial Bancorp | 36205 | 1009395 |
| First Hawaiian, Inc. | 42968 | 1058731 |
| First Interstate BancSystem, Inc., Cl. A<sup>(b)</sup> <br>| 30806 | 1028920 |
| Fulton Financial Corp. | 67042 | 1363634 |
| Hanmi Financial Corp. | 10267 | 270638 |
| Heritage Financial Corp. | 14403 | 374478 |
| Hilltop Holdings, Inc. | 14596 | 522829 |
| Hope Bancorp, Inc. | 45481 | 508023 |
| Independent Bank Corp.<sup>(b)</sup> <br>| 17355 | 1305270 |
| Lakeland Financial Corp. | 8762 | 502764 |
| National Bank Holdings Corp., Cl. A | 15778 | 617866 |
| NBT Bancorp, Inc. | 18458 | 785942 |

---

**3**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** |
| **Banks — 8.7% (continued)** | **Banks — 8.7% (continued)** | **Banks — 8.7% (continued)** |
| Northwest Bancshares, Inc. | 51240 | 650236 |
| OFG Bancorp | 15149 | 612929 |
| Park National Corp. | 5631 | 920387 |
| Pathward Financial, Inc. | 7622 | 680111 |
| Preferred Bank | 3968 | 359858 |
| Provident Financial Services, Inc. | 45686 | 966716 |
| Renasant Corp. | 33143 | 1197457 |
| S&T Bancorp, Inc. | 13099 | 547931 |
| Seacoast Banking Corp. of Florida | 34165 | 1034858 |
| ServisFirst Bancshares, Inc. | 17596 | 1281517 |
| Simmons First National Corp., Cl. A | 50626 | 984676 |
| Southside Bancshares, Inc. | 9838 | 305863 |
| Stellar Bancorp, Inc. | 15872 | 581074 |
| The Bancorp, Inc.<sup>(a)</sup> <br>| 14833 | 796977 |
| Tompkins Financial Corp. | 4364 | 344058 |
| Triumph Financial, Inc.<sup>(a),(b)</sup> <br>| 7929 | 473044 |
| TrustCo Bank Corp. NY | 6314 | 276427 |
| Trustmark Corp. | 20667 | 870907 |
| United Community Banks, Inc. | 42236 | 1330012 |
| WaFd, Inc. | 26569 | 834267 |
| Westamerica BanCorp | 8596 | 448281 |
| WSFS Financial Corp. | 18705 | 1224429 |
|  |  | **45866553** |
| **Capital Goods — 12.0%** | **Capital Goods — 12.0%** | **Capital Goods — 12.0%** |
| AAR Corp.<sup>(a)</sup> <br>| 13671 | 1496428 |
| Air Lease Corp. | 36882 | 2395117 |
| Alamo Group, Inc.<sup>(b)</sup> <br>| 3798 | 626556 |
| Albany International Corp., Cl. A | 10081 | 526329 |
| American Woodmark Corp.<sup>(a)</sup> <br>| 5111 | 203571 |
| Apogee Enterprises, Inc. | 7452 | 249940 |
| Arcosa, Inc. | 17176 | 1823061 |
| Argan, Inc.<sup>(b)</sup> <br>| 4859 | 2646454 |
| Armstrong World Industries, Inc. | 15104 | 2489139 |
| Astec Industries, Inc. | 8101 | 436158 |
| AZZ, Inc. | 10456 | 1308359 |
| Boise Cascade Co.<sup>(b)</sup> <br>| 12973 | 984002 |
| CSW Industrials, Inc.<sup>(b)</sup> <br>| 5768 | 1503025 |
| DNOW, Inc.<sup>(a)</sup> <br>| 65022 | 774412 |
| DXP Enterprises, Inc.<sup>(a),(b)</sup> <br>| 4448 | 621519 |
| Enerpac Tool Group Corp. | 18449 | 672835 |
| Enpro, Inc. | 7378 | 1849296 |
| ESCO Technologies, Inc. | 9069 | 2551745 |
| Everus Construction Group, Inc.<sup>(a)</sup> <br>| 17864 | 2109024 |
| Federal Signal Corp. | 21296 | 2302949 |
| Franklin Electric Co., Inc. | 13396 | 1234709 |
| Gates Industrial Corp. PLC<sup>(a)</sup> <br>| 88905 | 2010142 |
| Gibraltar Industries, Inc.<sup>(a)</sup> <br>| 10290 | 410262 |
| Granite Construction, Inc.<sup>(b)</sup> <br>| 15233 | 1826132 |
| Griffon Corp. | 13653 | 992300 |
| Hayward Holdings, Inc.<sup>(a)</sup> <br>| 69873 | 934901 |
| Insteel Industries, Inc. | 6763 | 227304 |

---

**4**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** |
| **Capital Goods — 12.0% (continued)** | **Capital Goods — 12.0% (continued)** | **Capital Goods — 12.0% (continued)** |
| JBT Marel Corp. | 18201 | 2327362 |
| Kadant, Inc.<sup>(b)</sup> <br>| 4122 | 1205067 |
| Kennametal, Inc. | 26636 | 962359 |
| Lindsay Corp. | 3662 | 436034 |
| Masterbrand, Inc.<sup>(a),(b)</sup> <br>| 44445 | 369338 |
| Mercury Systems, Inc.<sup>(a)</sup> <br>| 18496 | 1348543 |
| Mueller Water Products, Inc., Cl. A | 54769 | 1505600 |
| MYR Group, Inc.<sup>(a)</sup> <br>| 5436 | 1534692 |
| National Presto Industries, Inc. | 1836 | 251642 |
| Powell Industries, Inc. | 3328 | 1800714 |
| Primoris Services Corp.<sup>(b)</sup> <br>| 18923 | 2706746 |
| Proto Labs, Inc.<sup>(a)</sup> <br>| 8341 | 475604 |
| Quanex Building Products Corp. | 15998 | 287484 |
| Resideo Technologies, Inc.<sup>(a)</sup> <br>| 48238 | 1626103 |
| Rush Enterprises, Inc., Cl. A | 21239 | 1404110 |
| Standex International Corp.<sup>(b)</sup> <br>| 4235 | 1079332 |
| Sunrun, Inc.<sup>(a),(b)</sup> <br>| 81252 | 1101777 |
| Tennant Co. | 6380 | 423632 |
| The Greenbrier Companies, Inc. | 10718 | 564303 |
| Titan International, Inc.<sup>(a)</sup> <br>| 16576 | 114540 |
| Trinity Industries, Inc. | 28210 | 907798 |
| VSE Corp. | 10085 | 1859674 |
| WillScot Holdings Corp.<sup>(b)</sup> <br>| 63622 | 1104478 |
| Worthington Enterprises, Inc. | 11005 | 573801 |
| Zurn Elkay Water Solutions Corp. | 51990 | 2331232 |
|  |  | **63507634** |
| **Commercial & Professional Services — 3.9%** | **Commercial & Professional Services — 3.9%** | **Commercial & Professional Services — 3.9%** |
| ABM Industries, Inc. | 20522 | 790507 |
| Amentum Holdings, Inc.<sup>(a),(b)</sup> <br>| 53821 | 1403652 |
| Brady Corp., Cl. A | 15374 | 1248984 |
| Casella Waste Systems, Inc., Cl. A<sup>(a),(b)</sup> <br>| 21890 | 1736753 |
| CoreCivic, Inc.<sup>(a)</sup> <br>| 35040 | 662606 |
| CSG Systems International, Inc. | 9405 | 751836 |
| Deluxe Corp. | 15618 | 430120 |
| Enviri Corp.<sup>(a)</sup> <br>| 27918 | 547751 |
| Healthcare Services Group, Inc.<sup>(a)</sup> <br>| 24787 | 459799 |
| HNI Corp. | 24241 | 809407 |
| Insperity, Inc.<sup>(b)</sup> <br>| 12636 | 341677 |
| Interface, Inc. | 20409 | 508592 |
| Korn Ferry | 18280 | 1150726 |
| Legalzoom.com, Inc.<sup>(a)</sup> <br>| 40770 | 231166 |
| Liquidity Services, Inc.<sup>(a)</sup> <br>| 8371 | 255901 |
| ManpowerGroup, Inc. | 16431 | 484057 |
| MillerKnoll, Inc. | 23980 | 346751 |
| OPENLANE, Inc.<sup>(a)</sup> <br>| 37215 | 1084817 |
| Paycom Software, Inc. | 17114 | 2080036 |
| Pitney Bowes, Inc.<sup>(b)</sup> <br>| 52226 | 577097 |
| Robert Half, Inc.<sup>(b)</sup> <br>| 34606 | 878992 |
| The GEO Group, Inc.<sup>(a)</sup> <br>| 47883 | 804913 |
| UniFirst Corp. | 5086 | 1279587 |
| Upwork, Inc.<sup>(a),(b)</sup> <br>| 45656 | 500390 |

---

**5**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** |
| **Commercial & Professional Services — 3.9% (continued)** | **Commercial & Professional Services — 3.9% (continued)** | **Commercial & Professional Services — 3.9% (continued)** |
| Verra Mobility Corp.<sup>(a)</sup> <br>| 56248 | 803784 |
| Vestis Corp.<sup>(a),(b)</sup> <br>| 39403 | 309708 |
|  |  | **20479609** |
| **Consumer Discretionary Distribution & Retail — 4.0%** | **Consumer Discretionary Distribution & Retail — 4.0%** | **Consumer Discretionary Distribution & Retail — 4.0%** |
| Academy Sports & Outdoors, Inc.<sup>(b)</sup> <br>| 23332 | 1317091 |
| Advance Auto Parts, Inc.<sup>(b)</sup> <br>| 21021 | 1108858 |
| American Eagle Outfitters, Inc. | 55211 | 922024 |
| Asbury Automotive Group, Inc.<sup>(a),(b)</sup> <br>| 6809 | 1330547 |
| Boot Barn Holdings, Inc.<sup>(a)</sup> <br>| 10654 | 1559319 |
| CarMax, Inc.<sup>(a)</sup> <br>| 49660 | 2064863 |
| Etsy, Inc.<sup>(a)</sup> <br>| 34569 | 1727759 |
| Group 1 Automotive, Inc. | 4132 | 1366163 |
| Kohl's Corp. | 39537 | 510027 |
| LKQ Corp.<sup>(b)</sup> <br>| 89644 | 2632844 |
| MarineMax, Inc.<sup>(a),(b)</sup> <br>| 6775 | 183332 |
| Monro, Inc.<sup>(b)</sup> <br>| 10460 | 167778 |
| National Vision Holdings, Inc.<sup>(a),(b)</sup> <br>| 27596 | 714736 |
| Sally Beauty Holdings, Inc.<sup>(a)</sup> <br>| 34335 | 475540 |
| Signet Jewelers Ltd.<sup>(b)</sup> <br>| 14248 | 1205951 |
| Sonic Automotive, Inc., Cl. A<sup>(b)</sup> <br>| 5119 | 351010 |
| The Buckle, Inc. | 10460 | 526766 |
| Upbound Group, Inc. | 18466 | 333311 |
| Urban Outfitters, Inc.<sup>(a)</sup> <br>| 18844 | 1193767 |
| Victoria's Secret & Co.<sup>(a)</sup> <br>| 28083 | 1301928 |
| Winmark Corp. | 1043 | 445935 |
|  |  | **21439549** |
| **Consumer Durables & Apparel — 3.8%** | **Consumer Durables & Apparel — 3.8%** | **Consumer Durables & Apparel — 3.8%** |
| Acushnet Holdings Corp. | 9619 | 899184 |
| Callaway Golf Co.<sup>(a)</sup> <br>| 48811 | 677497 |
| Carter's, Inc. | 12763 | 456405 |
| Cavco Industries, Inc.<sup>(a)</sup> <br>| 2718 | 1316300 |
| Century Communities, Inc. | 8852 | 507928 |
| Champion Homes, Inc.<sup>(a)</sup> <br>| 19368 | 1440398 |
| Dream Finders Homes, Inc., Cl. A<sup>(a),(b)</sup> <br>| 10281 | 143112 |
| Ethan Allen Interiors, Inc. | 8214 | 182844 |
| G-III Apparel Group Ltd. | 13019 | 360626 |
| Green Brick Partners, Inc.<sup>(a)</sup> <br>| 10669 | 687617 |
| Installed Building Products, Inc.<sup>(b)</sup> <br>| 7932 | 2103170 |
| Kontoor Brands, Inc. | 17895 | 1257840 |
| La-Z-Boy, Inc. | 14286 | 459152 |
| Leggett & Platt, Inc. | 47790 | 472165 |
| LGI Homes, Inc.<sup>(a),(b)</sup> <br>| 7140 | 282244 |
| M/I Homes, Inc.<sup>(a)</sup> <br>| 9146 | 1119928 |
| Meritage Homes Corp. | 23395 | 1446747 |
| Mohawk Industries, Inc.<sup>(a)</sup> <br>| 18187 | 1790692 |
| Newell Brands, Inc. | 146450 | 502324 |
| Oxford Industries, Inc.<sup>(b)</sup> <br>| 4863 | 187274 |
| Sonos, Inc.<sup>(a)</sup> <br>| 42591 | 570719 |
| Steven Madden Ltd. | 25446 | 863128 |
| Tri Pointe Homes, Inc.<sup>(a)</sup> <br>| 29586 | 1382554 |
| Under Armour, Inc., Cl. A<sup>(a),(b)</sup> <br>| 66340 | 392069 |

---

**6**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** |
| **Consumer Durables & Apparel — 3.8% (continued)** | **Consumer Durables & Apparel — 3.8% (continued)** | **Consumer Durables & Apparel — 3.8% (continued)** |
| Under Armour, Inc., Cl. C<sup>(a),(b)</sup> <br>| 41018 | 237494 |
| Wolverine World Wide, Inc. | 28414 | 463716 |
|  |  | **20203127** |
| **Consumer Services — 4.3%** | **Consumer Services — 4.3%** | **Consumer Services — 4.3%** |
| ADT, Inc. | 177705 | 1167522 |
| BJ's Restaurants, Inc.<sup>(a)</sup> <br>| 7357 | 258231 |
| Brinker International, Inc.<sup>(a)</sup> <br>| 15252 | 2177528 |
| Caesars Entertainment, Inc.<sup>(a)</sup> <br>| 71482 | 1889269 |
| Covista, Inc.<sup>(a)</sup> <br>| 12086 | 1392912 |
| Cracker Barrel Old Country Store, Inc.<sup>(b)</sup> <br>| 7747 | 217768 |
| Frontdoor, Inc.<sup>(a)</sup> <br>| 25255 | 1334979 |
| Golden Entertainment, Inc. | 6904 | 184268 |
| Laureate Education, Inc.<sup>(a)</sup> <br>| 46966 | 1636295 |
| Life Time Group Holdings, Inc.<sup>(a)</sup> <br>| 53287 | 1435552 |
| Marriott Vacations Worldwide Corp.<sup>(b)</sup> <br>| 9608 | 625673 |
| Matthews International Corp., Cl. A<sup>(b)</sup> <br>| 10959 | 282961 |
| Mister Car Wash, Inc.<sup>(a)</sup> <br>| 34826 | 242737 |
| Monarch Casino & Resort, Inc. | 4244 | 405726 |
| OneSpaWorld Holdings, Ltd.<sup>(b)</sup> <br>| 35867 | 823148 |
| Papa John's International, Inc.<sup>(b)</sup> <br>| 11624 | 376734 |
| Penn Entertainment, Inc.<sup>(a)</sup> <br>| 44502 | 668865 |
| Perdoceo Education Corp. | 21175 | 787922 |
| Pursuit Attractions and Hospitality, Inc.<sup>(a)</sup> <br>| 7673 | 281062 |
| Red Rock Resorts, Inc., Cl. A<sup>(b)</sup> <br>| 16964 | 905199 |
| Sabre Corp.<sup>(a)</sup> <br>| 141712 | 205482 |
| Shake Shack, Inc., Cl. A<sup>(a)</sup> <br>| 14091 | 1246631 |
| Six Flags Entertainment Corp.<sup>(a),(b)</sup> <br>| 35660 | 632965 |
| Strategic Education, Inc. | 8089 | 671063 |
| Stride, Inc.<sup>(a)</sup> <br>| 14717 | 1297598 |
| The Cheesecake Factory, Inc.<sup>(b)</sup> <br>| 16000 | 876000 |
| The Wendy's Company<sup>(b)</sup> <br>| 55911 | 388582 |
| United Parks & Resorts, Inc.<sup>(a),(b)</sup> <br>| 9404 | 307135 |
|  |  | **22719807** |
| **Consumer Staples Distribution & Retail — .8%** | **Consumer Staples Distribution & Retail — .8%** | **Consumer Staples Distribution & Retail — .8%** |
| Grocery Outlet Holding Corp.<sup>(a),(b)</sup> <br>| 34793 | 245291 |
| PriceSmart, Inc. | 8842 | 1330721 |
| The Andersons, Inc. | 11689 | 839036 |
| The Chefs' Warehouse, Inc.<sup>(a)</sup> <br>| 12682 | 753945 |
| United Natural Foods, Inc.<sup>(a)</sup> <br>| 21382 | 963473 |
|  |  | **4132466** |
| **Energy — 6.4%** | **Energy — 6.4%** | **Energy — 6.4%** |
| Archrock, Inc. | 61418 | 2137346 |
| Atlas Energy Solutions, Inc.<sup>(b)</sup> <br>| 27253 | 357559 |
| Bristow Group, Inc. | 8810 | 413101 |
| Cactus, Inc., Cl. A | 24052 | 1139343 |
| California Resources Corp. | 27517 | 1904727 |
| Comstock Resources, Inc.<sup>(a),(b)</sup> <br>| 27667 | 583220 |
| Core Laboratories, Inc. | 16114 | 270554 |
| Core Natural Resources, Inc. | 17945 | 1879380 |
| Crescent Energy Co., Cl. A | 85284 | 1151334 |
| CVR Energy, Inc.<sup>(a)</sup> <br>| 10602 | 356757 |

---

**7**

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*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** |
| **Energy — 6.4% (continued)** | **Energy — 6.4% (continued)** | **Energy — 6.4% (continued)** |
| Dorian LPG Ltd. | 12780 | 437076 |
| Helix Energy Solutions Group, Inc.<sup>(a)</sup> <br>| 47973 | 474453 |
| Helmerich & Payne, Inc. | 35174 | 1267319 |
| Innovex International, Inc.<sup>(a)</sup> <br>| 13504 | 329363 |
| International Seaways, Inc.<sup>(b)</sup> <br>| 14134 | 1030086 |
| Kinetik Holdings, Inc.<sup>(b)</sup> <br>| 15921 | 770736 |
| Kodiak Gas Services, Inc. | 29108 | 1697579 |
| Liberty Energy, Inc.<sup>(b)</sup> <br>| 56754 | 1634515 |
| Magnolia Oil & Gas Corp., Cl. A | 63348 | 1999896 |
| Noble Corp. PLC<sup>(b)</sup> <br>| 44045 | 2161288 |
| Northern Oil & Gas, Inc.<sup>(b)</sup> <br>| 36539 | 1068035 |
| Oceaneering International, Inc.<sup>(a)</sup> <br>| 34943 | 1239428 |
| Par Pacific Holdings, Inc.<sup>(a)</sup> <br>| 17648 | 1105471 |
| Patterson-UTI Energy, Inc. | 120970 | 1310105 |
| Peabody Energy Corp.<sup>(b)</sup> <br>| 42587 | 1403242 |
| REX American Resources Corp.<sup>(a)</sup> <br>| 9977 | 454652 |
| RPC, Inc. | 30494 | 215897 |
| SM Energy Co. | 79273 | 2471732 |
| Talos Energy, Inc.<sup>(a)</sup> <br>| 44029 | 693897 |
| Tidewater, Inc.<sup>(a),(b)</sup> <br>| 16125 | 1347244 |
| World Kinect Corp.<sup>(b)</sup> <br>| 19609 | 452380 |
|  |  | **33757715** |
| **Equity Real Estate Investment Trusts — 5.7%** | **Equity Real Estate Investment Trusts — 5.7%** | **Equity Real Estate Investment Trusts — 5.7%** |
| Acadia Realty Trust<sup>(c)</sup> <br>| 46182 | 883000 |
| American Assets Trust, Inc.<sup>(c)</sup> <br>| 16489 | 303562 |
| Apple Hospitality REIT, Inc.<sup>(b),(c)</sup> <br>| 76624 | 881942 |
| Centerspace<sup>(c)</sup> <br>| 5845 | 335795 |
| Curbline Properties Corp.<sup>(c)</sup> <br>| 33950 | 875571 |
| DiamondRock Hospitality Co.<sup>(c)</sup> <br>| 71054 | 665776 |
| Douglas Emmett, Inc.<sup>(b),(c)</sup> <br>| 59005 | 555827 |
| Easterly Government Properties, Inc.<sup>(c)</sup> <br>| 15141 | 324472 |
| Essential Properties Realty Trust, Inc.<sup>(b),(c)</sup> <br>| 73504 | 2231581 |
| Four Corners Property Trust, Inc.<sup>(c)</sup> <br>| 38435 | 908988 |
| Getty Realty Corp.<sup>(b),(c)</sup> <br>| 19273 | 612881 |
| Global Net Lease, Inc.<sup>(c)</sup> <br>| 68814 | 644099 |
| Highwoods Properties, Inc.<sup>(c)</sup> <br>| 38726 | 829124 |
| Innovative Industrial Properties, Inc.<sup>(b),(c)</sup> <br>| 9777 | 490414 |
| JBG SMITH Properties<sup>(b),(c)</sup> <br>| 21079 | 307964 |
| LTC Properties, Inc.<sup>(c)</sup> <br>| 16675 | 619643 |
| LXP Industrial Trust<sup>(c)</sup> <br>| 20641 | 954853 |
| Medical Properties Trust, Inc.<sup>(b),(c)</sup> <br>| 172258 | 797555 |
| Millrose Properties, Inc.<sup>(c)</sup> <br>| 53998 | 1511944 |
| NexPoint Residential Trust, Inc.<sup>(c)</sup> <br>| 7785 | 194625 |
| Outfront Media, Inc.<sup>(c)</sup> <br>| 50955 | 1350308 |
| Pebblebrook Hotel Trust<sup>(b),(c)</sup> <br>| 40023 | 505490 |
| Phillips Edison & Co., Inc.<sup>(c)</sup> <br>| 44057 | 1648613 |
| Ryman Hospitality Properties, Inc.<sup>(c)</sup> <br>| 22065 | 2035938 |
| Safehold, Inc.<sup>(c)</sup> <br>| 15964 | 215993 |
| Saul Centers, Inc.<sup>(c)</sup> <br>| 4497 | 146512 |
| SL Green Realty Corp.<sup>(c)</sup> <br>| 24786 | 915595 |
| Sunstone Hotel Investors, Inc.<sup>(c)</sup> <br>| 66507 | 599228 |

---

**8**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** |
| **Equity Real Estate Investment Trusts — 5.7% (continued)** | **Equity Real Estate Investment Trusts — 5.7% (continued)** | **Equity Real Estate Investment Trusts — 5.7% (continued)** |
| Tanger, Inc.<sup>(c)</sup> <br>| 40314 | 1369870 |
| Terreno Realty Corp.<sup>(c)</sup> <br>| 36573 | 2246314 |
| The Macerich Company<sup>(c)</sup> <br>| 89697 | 1695273 |
| Universal Health Realty Income Trust<sup>(c)</sup> <br>| 4493 | 181832 |
| Urban Edge Properties<sup>(c)</sup> <br>| 44010 | 879320 |
| Veris Residential, Inc.<sup>(c)</sup> <br>| 28585 | 539399 |
| Whitestone REIT<sup>(c)</sup> <br>| 15603 | 251988 |
| Xenia Hotels & Resorts, Inc.<sup>(c)</sup> <br>| 33034 | 489894 |
|  |  | **30001183** |
| **Financial Services — 7.4%** | **Financial Services — 7.4%** | **Financial Services — 7.4%** |
| Acadian Asset Management, Inc. | 9195 | 500392 |
| Adamas Trust, Inc.<sup>(b),(c)</sup> <br>| 28991 | 213374 |
| Apollo Commercial Real Estate Finance, Inc.<sup>(b),(c)</sup> <br>| 45712 | 482719 |
| Arbor Realty Trust, Inc.<sup>(b),(c)</sup> <br>| 68821 | 530610 |
| ARMOUR Residential REIT, Inc.<sup>(b),(c)</sup> <br>| 39189 | 653672 |
| Artisan Partners Asset Management, Inc., Cl. A | 24848 | 904219 |
| BGC Group, Inc., Cl. A | 126740 | 1239517 |
| Blackstone Mortgage Trust, Inc., Cl. A<sup>(c)</sup> <br>| 55579 | 1064338 |
| Bread Financial Holdings, Inc. | 15445 | 1156676 |
| Cohen & Steers, Inc. | 9670 | 604858 |
| Donnelley Financial Solutions, Inc.<sup>(a)</sup> <br>| 9316 | 439156 |
| Ellington Financial, Inc.<sup>(b),(c)</sup> <br>| 43654 | 517300 |
| Enact Holdings, Inc. | 10252 | 418384 |
| Encore Capital Group, Inc.<sup>(a),(b)</sup> <br>| 7842 | 549881 |
| Enova International, Inc.<sup>(a)</sup> <br>| 8656 | 1175744 |
| EVERTEC, Inc. | 22408 | 632354 |
| EZCORP, Inc., Cl. A<sup>(a)</sup> <br>| 20578 | 522270 |
| Franklin BSP Realty Trust, Inc.<sup>(b),(c)</sup> <br>| 28638 | 243137 |
| HA Sustainable Infrastructure Capital, Inc.<sup>(b)</sup> <br>| 44530 | 1636477 |
| Jackson Financial, Inc., Cl. A | 24801 | 2621962 |
| MarketAxess Holdings, Inc. | 13018 | 2147710 |
| Merchants Bancorp<sup>(b)</sup> <br>| 10225 | 438755 |
| Moelis & Co., Cl. A | 25915 | 1477155 |
| Navient Corp. | 22864 | 187027 |
| NCR Atleos Corp.<sup>(a)</sup> <br>| 25883 | 1127981 |
| NMI Holdings, Inc.<sup>(a)</sup> <br>| 26628 | 998816 |
| Payoneer Global, Inc.<sup>(a)</sup> <br>| 101848 | 491926 |
| PennyMac Mortgage Investment Trust<sup>(c)</sup> <br>| 30756 | 358615 |
| Piper Sandler Companies | 23536 | 1801681 |
| PJT Partners, Inc., Cl. A | 8513 | 1189436 |
| PRA Group, Inc.<sup>(a)</sup> <br>| 13918 | 243565 |
| PROG Holdings, Inc. | 13724 | 393742 |
| Radian Group, Inc. | 47451 | 1569679 |
| Redwood Trust, Inc.<sup>(b),(c)</sup> <br>| 43480 | 243923 |
| Rithm Capital Corp.<sup>(b),(c)</sup> <br>| 194680 | 1845566 |
| Sezzle, Inc.<sup>(a),(b)</sup> <br>| 6013 | 380563 |
| StepStone Group, Inc., Cl. A | 25749 | 1228742 |
| StoneX Group, Inc.<sup>(a)</sup> <br>| 24638 | 1987014 |
| The Western Union Company<sup>(b)</sup> <br>| 111009 | 969109 |
| Two Harbors Investment Corp.<sup>(c)</sup> <br>| 37215 | 424995 |
| Victory Capital Holdings, Inc., Cl. A<sup>(b)</sup> <br>| 16625 | 1088605 |

---

**9**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** |
| **Financial Services — 7.4% (continued)** | **Financial Services — 7.4% (continued)** | **Financial Services — 7.4% (continued)** |
| Virtu Financial, Inc., Cl. A | 27914 | 1227658 |
| Virtus Investment Partners, Inc. | 2248 | 302019 |
| Walker & Dunlop, Inc. | 12049 | 534735 |
| WisdomTree, Inc.<sup>(b)</sup> <br>| 40550 | 590408 |
| World Acceptance Corp.<sup>(a)</sup> <br>| 1035 | 139766 |
|  |  | **39496231** |
| **Food, Beverage & Tobacco — 1.5%** | **Food, Beverage & Tobacco — 1.5%** | **Food, Beverage & Tobacco — 1.5%** |
| Cal-Maine Foods, Inc.<sup>(b)</sup> <br>| 15688 | 1241705 |
| Fresh Del Monte Produce, Inc. | 11466 | 461621 |
| Freshpet, Inc.<sup>(a)</sup> <br>| 17093 | 1007803 |
| J & J Snack Foods Corp. | 5327 | 422271 |
| John B. Sanfilippo & Son, Inc. | 3223 | 255681 |
| Lamb Weston Holdings, Inc. | 48638 | 2055442 |
| National Beverage Corp.<sup>(a)</sup> <br>| 8187 | 275492 |
| The Simply Good Foods Company<sup>(a)</sup> <br>| 29828 | 428032 |
| The Vita Coco Company, Inc.<sup>(a)</sup> <br>| 15357 | 735754 |
| Tootsie Roll Industries, Inc. | 7211 | 308055 |
| Universal Corp. | 8818 | 464709 |
| Vital Farms, Inc.<sup>(a),(b)</sup> <br>| 12973 | 183179 |
|  |  | **7839744** |
| **Health Care Equipment & Services — 5.7%** | **Health Care Equipment & Services — 5.7%** | **Health Care Equipment & Services — 5.7%** |
| Acadia Healthcare Co., Inc.<sup>(a),(b)</sup> <br>| 32310 | 755731 |
| AdaptHealth Corp.<sup>(a)</sup> <br>| 37201 | 442692 |
| Addus HomeCare Corp.<sup>(a)</sup> <br>| 6420 | 601233 |
| AMN Healthcare Services, Inc.<sup>(a)</sup> <br>| 13220 | 242455 |
| Artivion, Inc.<sup>(a)</sup> <br>| 14825 | 542891 |
| Astrana Health, Inc.<sup>(a),(b)</sup> <br>| 14947 | 366500 |
| Avanos Medical, Inc.<sup>(a)</sup> <br>| 16620 | 232846 |
| BrightSpring Health Services, Inc.<sup>(a)</sup> <br>| 46361 | 1975442 |
| Certara, Inc.<sup>(a),(b)</sup> <br>| 41196 | 234817 |
| Concentra Group Holdings Parent, Inc. | 41671 | 893843 |
| CONMED Corp. | 10892 | 385141 |
| CorVel Corp.<sup>(a)</sup> <br>| 10945 | 598144 |
| Embecta Corp. | 20497 | 181193 |
| Enovis Corp.<sup>(a)</sup> <br>| 20011 | 455250 |
| Glaukos Corp.<sup>(a)</sup> <br>| 20115 | 2165581 |
| HealthStream, Inc. | 8101 | 167772 |
| ICU Medical, Inc.<sup>(a)</sup> <br>| 8624 | 1113790 |
| Inspire Medical Systems, Inc.<sup>(a)</sup> <br>| 9092 | 468965 |
| Integer Holdings Corp.<sup>(a),(b)</sup> <br>| 12271 | 1079848 |
| Integra LifeSciences Holdings Corp.<sup>(a),(b)</sup> <br>| 23476 | 221144 |
| LeMaitre Vascular, Inc. | 7304 | 797378 |
| Merit Medical Systems, Inc.<sup>(a)</sup> <br>| 20764 | 1431263 |
| Molina Healthcare, Inc.<sup>(a)</sup> <br>| 18036 | 2404199 |
| National HealthCare Corp. | 4347 | 694216 |
| Neogen Corp.<sup>(a),(b)</sup> <br>| 75956 | 705631 |
| NeoGenomics, Inc.<sup>(a)</sup> <br>| 45878 | 340415 |
| Omnicell, Inc.<sup>(a)</sup> <br>| 15826 | 528272 |
| Pediatrix Medical Group, Inc.<sup>(a)</sup> <br>| 29271 | 626107 |
| Privia Health Group, Inc.<sup>(a)</sup> <br>| 40272 | 828395 |
| Progyny, Inc.<sup>(a)</sup> <br>| 28078 | 476764 |

---

**10**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** |
| **Health Care Equipment & Services — 5.7% (continued)** | **Health Care Equipment & Services — 5.7% (continued)** | **Health Care Equipment & Services — 5.7% (continued)** |
| QuidelOrtho Corp.<sup>(a)</sup> <br>| 23928 | 393137 |
| RadNet, Inc.<sup>(a)</sup> <br>| 24394 | 1363381 |
| Schrodinger, Inc.<sup>(a)</sup> <br>| 19792 | 224837 |
| Select Medical Holdings Corp. | 38593 | 628680 |
| STAAR Surgical Co.<sup>(a)</sup> <br>| 17289 | 323304 |
| Tandem Diabetes Care, Inc.<sup>(a),(b)</sup> <br>| 23582 | 452067 |
| Teleflex, Inc. | 15478 | 1851324 |
| TransMedics Group, Inc.<sup>(a),(b)</sup> <br>| 11968 | 1189739 |
| U.S. Physical Therapy, Inc. | 5252 | 393690 |
| UFP Technologies, Inc.<sup>(a),(b)</sup> <br>| 2707 | 524075 |
| Waystar Holding Corp.<sup>(a)</sup> <br>| 40427 | 974695 |
|  |  | **30276847** |
| **Household & Personal Products — .6%** | **Household & Personal Products — .6%** | **Household & Personal Products — .6%** |
| Central Garden & Pet Co.<sup>(a)</sup> <br>| 2908 | 106927 |
| Central Garden & Pet Co., Cl. A<sup>(a)</sup> <br>| 17866 | 579216 |
| Edgewell Personal Care Co. | 16225 | 346241 |
| Energizer Holdings, Inc.<sup>(b)</sup> <br>| 21075 | 346052 |
| Interparfums, Inc.<sup>(b)</sup> <br>| 6397 | 581103 |
| Reynolds Consumer Products, Inc. | 18921 | 400747 |
| WD-40 Co. | 4723 | 963209 |
|  |  | **3323495** |
| **Insurance — 2.3%** | **Insurance — 2.3%** | **Insurance — 2.3%** |
| AMERISAFE, Inc. | 6617 | 220545 |
| Assured Guaranty Ltd. | 15155 | 1234829 |
| Employers Holdings, Inc. | 7832 | 322208 |
| Genworth Financial, Inc.<sup>(a)</sup> <br>| 139621 | 1133723 |
| Goosehead Insurance, Inc., Cl. A<sup>(a)</sup> <br>| 8637 | 368454 |
| HCI Group, Inc. | 3741 | 578396 |
| Horace Mann Educators Corp. | 14249 | 608147 |
| Kemper Corp. | 20563 | 628405 |
| Lincoln National Corp. | 59203 | 2101707 |
| Mercury General Corp. | 9267 | 816886 |
| Palomar Holdings, Inc.<sup>(a)</sup> <br>| 9263 | 1106929 |
| ProAssurance Corp.<sup>(a)</sup> <br>| 17959 | 443946 |
| Safety Insurance Group, Inc. | 5235 | 380270 |
| SiriusPoint Ltd.<sup>(a)</sup> <br>| 36516 | 786555 |
| Stewart Information Services Corp. | 10585 | 651824 |
| Trupanion, Inc.<sup>(a)</sup> <br>| 12001 | 307346 |
| United Fire Group, Inc. | 7813 | 289550 |
|  |  | **11979720** |
| **Materials — 5.3%** | **Materials — 5.3%** | **Materials — 5.3%** |
| Alpha Metallurgical Resources, Inc.<sup>(a)</sup> <br>| 3789 | 777768 |
| Balchem Corp. | 11342 | 1922242 |
| Celanese Corp. | 38351 | 2522345 |
| Century Aluminum Co.<sup>(a)</sup> <br>| 18588 | 1090930 |
| Eastman Chemical Co. | 39960 | 3049747 |
| Element Solutions, Inc. | 79668 | 2719866 |
| FMC Corp.<sup>(b)</sup> <br>| 43650 | 751653 |
| Hawkins, Inc.<sup>(b)</sup> <br>| 7294 | 1120358 |
| HB Fuller Co. | 19132 | 1180062 |
| Ingevity Corp.<sup>(a)</sup> <br>| 12551 | 894008 |

---

**11**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** |
| **Materials — 5.3% (continued)** | **Materials — 5.3% (continued)** | **Materials — 5.3% (continued)** |
| Innospec, Inc. | 8741 | 638268 |
| Kaiser Aluminum Corp. | 5636 | 679194 |
| Koppers Holdings, Inc. | 6755 | 261283 |
| Materion Corp. | 7262 | 1050448 |
| Metallus, Inc.<sup>(a)</sup> <br>| 12481 | 203940 |
| Minerals Technologies, Inc. | 10882 | 771751 |
| O-I Glass, Inc.<sup>(a)</sup> <br>| 53360 | 560814 |
| Quaker Chemical Corp.<sup>(b)</sup> <br>| 4754 | 590589 |
| Sealed Air Corp. | 51577 | 2168813 |
| Sensient Technologies Corp. | 14869 | 1285276 |
| Stepan Co. | 7570 | 378349 |
| Sylvamo Corp. | 11691 | 493828 |
| The Chemours Company | 52835 | 1163955 |
| Warrior Met Coal, Inc. | 18411 | 1714985 |
| Worthington Steel, Inc. | 11255 | 341589 |
|  |  | **28332061** |
| **Media & Entertainment — 2.7%** | **Media & Entertainment — 2.7%** | **Media & Entertainment — 2.7%** |
| Cable One, Inc.<sup>(a)</sup> <br>| 1636 | 149220 |
| Cargurus, Inc.<sup>(a),(b)</sup> <br>| 28584 | 973285 |
| Cinemark Holdings, Inc. | 36305 | 1035419 |
| DoubleVerify Holdings, Inc.<sup>(a)</sup> <br>| 46780 | 444410 |
| IAC, Inc.<sup>(a),(b)</sup> <br>| 22830 | 913885 |
| John Wiley & Sons, Inc., Cl. A | 14110 | 537591 |
| Madison Square Garden Sports Corp.<sup>(a)</sup> <br>| 6296 | 2023534 |
| Match Group, Inc. | 82676 | 2538980 |
| QuinStreet, Inc.<sup>(a)</sup> <br>| 19765 | 237378 |
| Scholastic Corp.<sup>(b)</sup> <br>| 7908 | 308887 |
| Shutterstock, Inc. | 8135 | 135122 |
| Sphere Entertainment Co.<sup>(a)</sup> <br>| 9327 | 1094990 |
| TripAdvisor, Inc.<sup>(a),(b)</sup> <br>| 40090 | 427359 |
| Versant Media Group, Inc.<sup>(a)</sup> <br>| 50914 | 1884836 |
| Yelp, Inc.<sup>(a),(b)</sup> <br>| 20407 | 504869 |
| Ziff Davis, Inc.<sup>(a),(b)</sup> <br>| 13841 | 580768 |
| ZoomInfo Technologies, Inc.<sup>(a),(b)</sup> <br>| 94089 | 562652 |
|  |  | **14353185** |
| **Pharmaceuticals, Biotechnology & Life Sciences — 5.6%** | **Pharmaceuticals, Biotechnology & Life Sciences — 5.6%** | **Pharmaceuticals, Biotechnology & Life Sciences — 5.6%** |
| ACADIA Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 43845 | 975990 |
| ADMA Biologics, Inc.<sup>(a)</sup> <br>| 83351 | 750993 |
| Alkermes PLC<sup>(a)</sup> <br>| 57827 | 2044763 |
| Amneal Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 59819 | 743550 |
| Amphastar Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 12433 | 243562 |
| ANI Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 6335 | 487162 |
| Apellis Pharmaceuticals, Inc.<sup>(a),(b)</sup> <br>| 35691 | 1435849 |
| Arcus Biosciences, Inc.<sup>(a)</sup> <br>| 29688 | 641261 |
| Azenta, Inc.<sup>(a)</sup> <br>| 14495 | 306279 |
| BioLife Solutions, Inc.<sup>(a)</sup> <br>| 13671 | 260843 |
| Catalyst Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 40742 | 1008772 |
| Collegium Pharmaceutical, Inc.<sup>(a)</sup> <br>| 10939 | 361753 |
| Corcept Therapeutics, Inc.<sup>(a)</sup> <br>| 32786 | 1321604 |
| Cytek Biosciences, Inc.<sup>(a)</sup> <br>| 39601 | 173056 |
| Fortrea Holdings, Inc.<sup>(a)</sup> <br>| 32416 | 305359 |

---

**12**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** |
| **Pharmaceuticals, Biotechnology & Life Sciences — 5.6% (continued)** | **Pharmaceuticals, Biotechnology & Life Sciences — 5.6% (continued)** | **Pharmaceuticals, Biotechnology & Life Sciences — 5.6% (continued)** |
| Harmony Biosciences Holdings, Inc.<sup>(a)</sup> <br>| 13800 | 386538 |
| Indivior Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 43726 | 1332768 |
| Innoviva, Inc.<sup>(a)</sup> <br>| 25007 | 582663 |
| Krystal Biotech, Inc.<sup>(a),(b)</sup> <br>| 9039 | 2334954 |
| Ligand Pharmaceuticals, Inc.<sup>(a),(b)</sup> <br>| 6893 | 1376187 |
| Organon & Co. | 91330 | 547067 |
| Pacira BioSciences, Inc.<sup>(a),(b)</sup> <br>| 14394 | 325304 |
| Perrigo Co. PLC | 47679 | 512072 |
| Phibro Animal Health Corp., Cl. A | 7158 | 395909 |
| Prestige Consumer Healthcare, Inc.<sup>(a)</sup> <br>| 16572 | 982222 |
| Protagonist Therapeutics, Inc.<sup>(a),(b)</sup> <br>| 20581 | 2169237 |
| PTC Therapeutics, Inc.<sup>(a)</sup> <br>| 28118 | 1915679 |
| Sarepta Therapeutics, Inc.<sup>(a)</sup> <br>| 36670 | 797939 |
| Supernus Pharmaceuticals, Inc.<sup>(a)</sup> <br>| 20195 | 1043880 |
| TG Therapeutics, Inc.<sup>(a)</sup> <br>| 47617 | 1581837 |
| Veracyte, Inc.<sup>(a)</sup> <br>| 27818 | 896018 |
| Vericel Corp.<sup>(a),(b)</sup> <br>| 17600 | 566192 |
| Vir Biotechnology, Inc.<sup>(a)</sup> <br>| 39925 | 357728 |
| Xencor, Inc.<sup>(a)</sup> <br>| 25028 | 301838 |
|  |  | **29466828** |
| **Real Estate Management & Development — .5%** | **Real Estate Management & Development — .5%** | **Real Estate Management & Development — .5%** |
| Cushman & Wakefield Ltd.<sup>(a)</sup> <br>| 81070 | 993918 |
| eXp World Holdings, Inc.<sup>(b)</sup> <br>| 30879 | 184965 |
| Kennedy-Wilson Holdings, Inc. | 41909 | 453455 |
| Marcus & Millichap, Inc. | 8518 | 226494 |
| The St. Joe Company | 13945 | 875746 |
|  |  | **2734578** |
| **Semiconductors & Semiconductor Equipment — 4.0%** | **Semiconductors & Semiconductor Equipment — 4.0%** | **Semiconductors & Semiconductor Equipment — 4.0%** |
| ACM Research, Inc., Cl. A<sup>(a)</sup> <br>| 18618 | 732618 |
| Alpha & Omega Semiconductor Ltd.<sup>(a)</sup> <br>| 8840 | 195894 |
| Axcelis Technologies, Inc.<sup>(a),(b)</sup> <br>| 10751 | 1000703 |
| Cohu, Inc.<sup>(a),(b)</sup> <br>| 16213 | 496442 |
| Diodes, Inc.<sup>(a)</sup> <br>| 16067 | 1096734 |
| Enphase Energy, Inc.<sup>(a)</sup> <br>| 45830 | 1732832 |
| FormFactor, Inc.<sup>(a)</sup> <br>| 27148 | 2633085 |
| Ichor Holdings Ltd.<sup>(a)</sup> <br>| 12094 | 563701 |
| Impinj, Inc.<sup>(a)</sup> <br>| 9479 | 973493 |
| Kulicke & Soffa Industries, Inc. | 18411 | 1209971 |
| MaxLinear, Inc.<sup>(a)</sup> <br>| 28460 | 494920 |
| PDF Solutions, Inc.<sup>(a),(b)</sup> <br>| 11085 | 362590 |
| Penguin Solutions, Inc.<sup>(a),(b)</sup> <br>| 16744 | 294694 |
| Photronics, Inc.<sup>(a)</sup> <br>| 20565 | 831032 |
| Power Integrations, Inc.<sup>(b)</sup> <br>| 19347 | 990567 |
| Qorvo, Inc.<sup>(a)</sup> <br>| 29545 | 2286783 |
| Semtech Corp.<sup>(a)</sup> <br>| 32409 | 2491928 |
| SolarEdge Technologies, Inc.<sup>(a)</sup> <br>| 20943 | 1069140 |
| Ultra Clean Holdings, Inc.<sup>(a)</sup> <br>| 15895 | 988351 |
| Veeco Instruments, Inc.<sup>(a),(b)</sup> <br>| 21081 | 713803 |
|  |  | **21159281** |
| **Software & Services — 3.7%** | **Software & Services — 3.7%** | **Software & Services — 3.7%** |
| A10 Networks, Inc. | 25038 | 578879 |

---

**13**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** |
| **Software & Services — 3.7% (continued)** | **Software & Services — 3.7% (continued)** | **Software & Services — 3.7% (continued)** |
| ACI Worldwide, Inc.<sup>(a)</sup> <br>| 36103 | 1480584 |
| Adeia, Inc. | 38419 | 923209 |
| Agilysys, Inc.<sup>(a),(b)</sup> <br>| 8943 | 636205 |
| Alarm.com Holdings, Inc.<sup>(a)</sup> <br>| 17369 | 750167 |
| ASGN, Inc.<sup>(a)</sup> <br>| 14954 | 578869 |
| BlackLine, Inc.<sup>(a),(b)</sup> <br>| 17588 | 650756 |
| Box, Inc., Cl. A<sup>(a)</sup> <br>| 50161 | 1185806 |
| Cleanspark, Inc.<sup>(a),(b)</sup> <br>| 89569 | 762232 |
| Clear Secure, Inc., Cl. A | 31044 | 1502840 |
| DigitalOcean Holdings, Inc.<sup>(a),(b)</sup> <br>| 27831 | 2387343 |
| DXC Technology Co.<sup>(a)</sup> <br>| 59453 | 747324 |
| Grid Dynamics Holdings, Inc.<sup>(a)</sup> <br>| 23558 | 134281 |
| Life360, Inc.<sup>(a),(b)</sup> <br>| 27457 | 1120795 |
| LiveRamp Holdings, Inc.<sup>(a)</sup> <br>| 22108 | 586304 |
| MARA Holdings, Inc.<sup>(a),(b)</sup> <br>| 132447 | 1080768 |
| N-able, Inc.<sup>(a)</sup> <br>| 26900 | 125623 |
| NCR Voyix Corp.<sup>(a)</sup> <br>| 49014 | 310259 |
| Progress Software Corp.<sup>(a),(b)</sup> <br>| 14726 | 377722 |
| Q2 Holdings, Inc.<sup>(a)</sup> <br>| 21855 | 1033741 |
| RingCentral, Inc., Cl. A<sup>(b)</sup> <br>| 26554 | 987543 |
| Sprinklr, Inc., Cl. A<sup>(a)</sup> <br>| 42918 | 257508 |
| SPS Commerce, Inc.<sup>(a)</sup> <br>| 13276 | 739075 |
| Teradata Corp.<sup>(a)</sup> <br>| 32454 | 831796 |
|  |  | **19769629** |
| **Technology Hardware & Equipment — 5.1%** | **Technology Hardware & Equipment — 5.1%** | **Technology Hardware & Equipment — 5.1%** |
| Arlo Technologies, Inc.<sup>(a)</sup> <br>| 37169 | 528915 |
| Badger Meter, Inc. | 10321 | 1572404 |
| Benchmark Electronics, Inc. | 12513 | 701479 |
| Calix, Inc.<sup>(a)</sup> <br>| 21099 | 1033640 |
| Corsair Gaming, Inc.<sup>(a)</sup> <br>| 16044 | 89044 |
| CTS Corp. | 10099 | 482328 |
| Digi International, Inc.<sup>(a)</sup> <br>| 13198 | 636144 |
| ePlus, Inc. | 9203 | 692526 |
| Extreme Networks, Inc.<sup>(a)</sup> <br>| 47299 | 713269 |
| Harmonic, Inc.<sup>(a)</sup> <br>| 38860 | 348963 |
| Insight Enterprises, Inc.<sup>(a)</sup> <br>| 10856 | 727461 |
| Itron, Inc.<sup>(a),(b)</sup> <br>| 16040 | 1437665 |
| Knowles Corp.<sup>(a)</sup> <br>| 29738 | 763672 |
| Mirion Technologies, Inc.<sup>(a),(b)</sup> <br>| 85685 | 1592884 |
| Napco Security Technologies, Inc. | 12610 | 496708 |
| NetScout Systems, Inc.<sup>(a)</sup> <br>| 24028 | 763850 |
| OSI Systems, Inc.<sup>(a),(b)</sup> <br>| 5423 | 1439861 |
| PC Connection, Inc. | 3946 | 230683 |
| Plexus Corp.<sup>(a)</sup> <br>| 9381 | 1900028 |
| Ralliant Corp. | 39507 | 1643096 |
| Rogers Corp.<sup>(a)</sup> <br>| 5856 | 628524 |
| Sanmina Corp.<sup>(a)</sup> <br>| 19124 | 2479235 |
| ScanSource, Inc.<sup>(a)</sup> <br>| 6892 | 250180 |
| Viasat, Inc.<sup>(a)</sup> <br>| 47570 | 2178706 |

---

**14**

------

---

| | | |
|:---|:---|:---|
| Description | Shares | Value ($) |
| **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** | **Equity Securities - Common Stocks — 100.9% (continued)** |
| **Technology Hardware & Equipment — 5.1% (continued)** | **Technology Hardware & Equipment — 5.1% (continued)** | **Technology Hardware & Equipment — 5.1% (continued)** |
| Viavi Solutions, Inc.<sup>(a)</sup> <br>| 81037 | 2696911 |
| Vishay Intertechnology, Inc.<sup>(b)</sup> <br>| 43249 | 778482 |
|  |  | **26806658** |
| **Telecommunication Services — 1.1%** | **Telecommunication Services — 1.1%** | **Telecommunication Services — 1.1%** |
| Cogent Communications Holdings, Inc.<sup>(b)</sup> <br>| 16854 | 317529 |
| Gogo, Inc.<sup>(a)</sup> <br>| 27184 | 109280 |
| Iridium Communications, Inc. | 36975 | 1025687 |
| Lumen Technologies, Inc.<sup>(a)</sup> <br>| 330463 | 2296718 |
| Shenandoah Telecommunications Co. | 15601 | 240567 |
| Telephone and Data Systems, Inc. | 34419 | 1449040 |
| Uniti Group, Inc.<sup>(a)</sup> <br>| 62474 | 586006 |
|  |  | **6024827** |
| **Transportation — 1.9%** | **Transportation — 1.9%** | **Transportation — 1.9%** |
| Allegiant Travel Co.<sup>(a)</sup> <br>| 4774 | 386885 |
| ArcBest Corp.<sup>(b)</sup> <br>| 7827 | 769864 |
| Forward Air Corp.<sup>(a)</sup> <br>| 7712 | 128867 |
| Heartland Express, Inc. | 15504 | 161242 |
| Hertz Global Holdings, Inc.<sup>(a),(b)</sup> <br>| 43807 | 201950 |
| Hub Group, Inc., Cl. A | 21339 | 769058 |
| JetBlue Airways Corp.<sup>(a),(b)</sup> <br>| 102176 | 451618 |
| Lyft, Inc., Cl. A<sup>(a),(b)</sup> <br>| 139425 | 1854352 |
| Marten Transport Ltd. | 19876 | 260972 |
| Matson, Inc. | 10920 | 1790225 |
| RXO, Inc.<sup>(a),(b)</sup> <br>| 57947 | 847185 |
| Schneider National, Inc., Cl. B<sup>(b)</sup> <br>| 17256 | 454868 |
| SkyWest, Inc.<sup>(a)</sup> <br>| 14035 | 1288834 |
| Sun Country Airlines Holdings, Inc.<sup>(a)</sup> <br>| 18538 | 306248 |
| Werner Enterprises, Inc.<sup>(b)</sup> <br>| 21101 | 620580 |
|  |  | **10292748** |
| **Utilities — 2.4%** | **Utilities — 2.4%** | **Utilities — 2.4%** |
| American States Water Co. | 13553 | 1024878 |
| Avista Corp. | 28704 | 1152179 |
| California Water Service Group | 20844 | 945067 |
| Chesapeake Utilities Corp. | 8344 | 1054431 |
| Clearway Energy, Inc., Cl. A | 11963 | 468591 |
| Clearway Energy, Inc., Cl. C<sup>(b)</sup> <br>| 29714 | 1167463 |
| H2O America<sup>(b)</sup> <br>| 13033 | 764646 |
| Hawaiian Electric Industries, Inc.<sup>(a),(b)</sup> <br>| 60345 | 895520 |
| MDU Resources Group, Inc.<sup>(b)</sup> <br>| 71579 | 1483117 |
| MGE Energy, Inc. | 12848 | 993022 |
| Middlesex Water Co. | 6369 | 331506 |
| Northwest Natural Holding Co. | 14556 | 774670 |
| Otter Tail Corp. | 14676 | 1288112 |
| Unitil Corp. | 6215 | 324672 |
|  |  | **12667874** |
| &nbsp;&nbsp;&nbsp; **Total Equity Securities - Common Stocks** <br>(cost $398,688,105)<br>|  | **534757789** |
| **Exchange-Traded Funds — .2%** | **Exchange-Traded Funds — .2%** | **Exchange-Traded Funds — .2%** |
| **Registered Investment Companies — .2%** | **Registered Investment Companies — .2%** | **Registered Investment Companies — .2%** |
| &nbsp;&nbsp;&nbsp; iShares Core S&P Small-Cap ETF<sup>(b)</sup> <br>(cost $940,027)<br>| 9738 | **1210531** |

---

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

**15**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Number of Rights | Value ($) |
| **Rights — .0%** | **Rights — .0%** | **Rights — .0%** |
| **Health Care Equipment & Services — .0%** | **Health Care Equipment & Services — .0%** | **Health Care Equipment & Services — .0%** |
| Omniab Operations, Inc.-Earnout 12.5 | 3619 | 0 |
| Omniab Operations, Inc.-Earnout 15.0 | 3619 | 0 |
| &nbsp;&nbsp;&nbsp; **Total Rights** <br>(cost $12,944)<br>|  | **0** |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  | 1-Day <br>Yield (%)<br>| Shares |  |
| **Investment Companies — .3%** | **Investment Companies — .3%** | **Investment Companies — .3%** | **Investment Companies — .3%** |
| **Registered Investment Companies — .3%** | **Registered Investment Companies — .3%** | **Registered Investment Companies — .3%** | **Registered Investment Companies — .3%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<sup>(d)</sup> <br>(cost $1,437,557)<br>| 3.72 | 1437557 | **1437557** |
| **Investment of Cash Collateral for Securities Loaned — 1.0%** |  |  |  |
| **Registered Investment Companies — 1.0%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<sup>(d)</sup> <br>(cost $5,234,571)<br>| 3.72 | 5234571 | **5234571** |
| **Total Investments** (cost $406,313,204) | **Total Investments** (cost $406,313,204) | **102.4%** | **542640448** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(2.4%)** | **(12688200)** |
| **Net Assets**  | **Net Assets**  | **100.0%** | **529952248** |

---

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

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

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

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

<sup>(b)</sup> *Security, or portion thereof, on loan. At March 31, 2026, the value of the fund's securities on loan was $102,097,409 and the value of the collateral was* *$100,963,517, consisting of cash collateral of $5,234,571 and U.S. Government & Agency securities valued at $95,728,946. In addition, the value of* *collateral may include pending sales that are also on loan.* 

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

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

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures** | **Futures** | **Futures** | **Futures** | **Futures** | **Futures** |
| Description | Number of <br>Contracts<br>| Expiration | Notional <br>Value ($)<br>| Market <br>Value ($)<br>| Unrealized <br>Appreciation ($)<br>|
| **Futures Long** |  |  |  |  |  |
| E-mini Russell 2000 Index | &nbsp;&nbsp; 20 | &nbsp;&nbsp; 6/18/2026 | &nbsp;&nbsp; 2496689 | &nbsp;&nbsp; 2512200 | &nbsp;&nbsp; 15511 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  |  | **15511** |

---

*See notes to schedule of investments.*

**16**

------

Schedule of Investments

Small Cap Stock Index Portfolio

March 31, 2026 (Unaudited)

The following is a summary of the inputs used as of March 31, 2026 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2- Other** <br>**Significant** <br>**Observable Inputs**<br>| **Level 3-** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Assets ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| Equity Securities - Common Stocks | &nbsp;&nbsp; 534757789 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **534757789** |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp; 1210531 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **1210531** |
| Rights | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 0 | &nbsp;&nbsp; — | &nbsp;&nbsp; **0** |
| Investment Companies | &nbsp;&nbsp;&nbsp;&nbsp; 6672128 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **6672128** |
|  | &nbsp;&nbsp; **542640448** | &nbsp;&nbsp; **0** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **542640448** |
| Other Financial Instruments: |  |  |  |  |
| Futures<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15511 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **15511** |
|  | &nbsp;&nbsp; **15511** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **15511** |

---

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

---

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

---

**17**

------

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

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

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

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

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

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

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

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

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

Equity investments, including ETFs (but not including investments in other open-end registered investment companies), generally are valued at the last sale price on the day of valuation on the securities exchange or national securities market on which such securities primarily are traded. Securities listed on Nasdaq markets generally will be valued at the official closing price. If there are no transactions in a security, or no official closing prices for a Nasdaq market-listed security on that day, the security will be valued at the average of the most recent bid and asked prices. Bid price is used when no asked price is available. Open short positions for which there is no sale price on a given day are valued at the lowest asked price. Investments in other open-end investment companies are valued at their reported net asset values ("NAVs") each day. All of the preceding securities are generally categorized within Level 1 of the fair value hierarchy.

Fair value of foreign equity securities may be determined with the assistance of a pricing service using correlations between the movement of prices of foreign securities and indexes of domestic securities and other appropriate indicators, such as closing market prices of relevant American Depositary Receipts and futures contracts. The valuation of a security based on this fair value process may differ from the security's most recent closing price and from the prices used by other mutual funds to calculate their NAVs. Foreign securities held by a fund may trade on days when the fund does not calculate its NAV and thus may affect the fund's NAV on days when investors will not be able to purchase or sell (redeem) fund shares. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.

Restricted securities, as well as securities or other assets for which recent market quotations or official closing prices are not readily available or are determined not to reflect accurately fair value (such as when the value of a security has been materially affected by events occurring after the close of the exchange or market on which the security is principally traded, but before the fund calculates its NAV), or which are not valued by the Service, are valued at fair value as determined in good faith based on procedures approved by the Trust's Board of Trustees (the "Board"). Fair value of investments is determined by the Adviser, as the fund's valuation designee pursuant to Rule 2a-5 under the Act, using such information as it deems appropriate under the circumstances. The factors that may be considered when fair valuing a security include fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. Using fair value to price investments may result in a value that is different from a security's most recent closing

**18**

------

price and from the prices used by other mutual funds to calculate their NAVs. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

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

**Derivatives**: A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at March 31, 2026 is discussed below.

**Futures:** In the normal course of pursuing its investment objective, the fund is exposed to market risk, including equity price risk, as a result of changes in value of underlying financial instruments. The fund invests in futures in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments require initial margin deposits with a counterparty, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with futures since they are exchange traded, and the exchange guarantees the futures against default. Futures open at March 31, 2026 are set forth in the Statement of Investments.

At March 31, 2026, accumulated net unrealized appreciation on investments inclusive of derivative contracts was $136,342,755, consisting of $191,282,104 gross unrealized appreciation and $54,939,349 gross unrealized depreciation.

At March 31, 2026, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Schedule of Investments).

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

**19**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY MELLON INVESTMENT PORTFOLIOS

- **b. Investment Company Act file number:** 811-08673

- **c. CIK number of Registrant:** 0001056707

- **d. LEI of Registrant:** 5493002N4L8U8Q1DSK82

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

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

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

- **a. Name of Series:** Small Cap Stock Index Portfolio

- **b. EDGAR series identifier (if any):** S000002780

- **c. LEI of Series:** 549300DGKKYG8GP6G257

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $543753627.82

**Total Liabilities:** $5509923.73

**Net Assets:** $538243704.09

**Cash Not Reported:** $234000.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007613 | 5.55%                | 2.10%                | -4.06%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3828792.32              | $25541196.31                               |
| Month 2  | $6202662.97              | $5397868.26                                |
| Month 3  | $8624719.21              | $-32490913.00                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHAMPION HOMES INC                                                | Champion Homes Inc. COM                                           | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19368 | NS      | $1440398.16   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                                           | Alarm.com Holdings Inc. COM                                       | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     17369 | NS      | $750167.11    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc.                                            | Veeco Instruments Inc. COM                                        | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     21081 | NS      | $713802.66    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Vishay Intertechnology, Inc.                                      | Vishay Intertechnology, Inc. COM                                  | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     43249 | NS      | $778482.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Marinemax Inc                                                     | Marinemax Inc COM                                                 | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      6775 | NS      | $183331.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Biolife Solutions Inc.                                            | Biolife Solutions Inc. COM NEW                                    | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     13671 | NS      | $260842.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                                         | Edgewell Personal Care Co COM                                     | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     16225 | NS      | $346241.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc.                                        | Innovex International Inc. COM                                    | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     13504 | NS      | $329362.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                                          | HNI Corp COM                                                      | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     24241 | NS      | $809406.99    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                                                | Corsair Gaming Inc COM                                            | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     16044 | NS      | $89044.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Adamas Trust Inc.                                                 | Adamas Trust Inc. COM                                             | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     28991 | NS      | $213373.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Adma Biologics Inc                                                | Adma Biologics Inc COM                                            | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83351 | NS      | $750992.51    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                                     | O-I Glass Inc COM                                                 | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53360 | NS      | $560813.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                                            | Acushnet Holdings Corp COM                                        | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      9619 | NS      | $899184.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                                | LTC Properties Inc COM                                            | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |     16675 | NS      | $619643.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc.                                     | Sunstone Hotel Investors Inc. COM                                 | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     66507 | NS      | $599228.07    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ringcentral Inc                                                   | Ringcentral Inc CL A                                              | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     26554 | NS      | $987543.26    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| PRIVIA HEALTH GROUP INC                                           | Privia Health Group Inc. COM                                      | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40272 | NS      | $828395.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group, Inc.                                                   | HCI Group, Inc. COM                                               | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      3741 | NS      | $578396.01    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                                     | SM Energy Co. COM                                                 | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     79273 | NS      | $2471732.14   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                            | Independent Bank Corp. COM                                        | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     17355 | NS      | $1305269.55   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| AAR Corp.                                                         | AAR Corp. COM                                                     | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     13671 | NS      | $1496427.66   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co.                                          | Sphere Entertainment Co. CL A                                     | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |      9327 | NS      | $1094989.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corporation                                      | Fulton Financial Corporation COM                                  | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     63003 | NS      | $1281481.02   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TERRENO REALTY CORP                                               | Terreno Realty Corporation COM                                    | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36573 | NS      | $2246313.66   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc.                                     | Medical Properties Trust Inc. COM                                 | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    172258 | NS      | $797554.54    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Southside Bancshares Inc.                                         | Southside Bancshares Inc. COM                                     | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      9838 | NS      | $305863.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                                            | Integer Holdings Corp. COM                                        | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     12271 | NS      | $1079848.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Sally Beauty Holdings Inc.                                        | Sally Beauty Holdings Inc. COM                                    | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     34335 | NS      | $475539.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc.                                                       | Sezzle Inc. COM                                                   | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |      6013 | NS      | $380562.77    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| CRESCENT ENERGY CO                                                | Crescent Energy Co. CL A COM                                      | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85284 | NS      | $1151334.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Staar Surgical Co                                                 | Staar Surgical Co COM PAR $0.01                                   | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     17289 | NS      | $323304.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                                      | Harmonic Inc COM                                                  | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     38860 | NS      | $348962.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc.                                           | Apogee Enterprises Inc. COM                                       | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      7452 | NS      | $249940.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                                       | Pediatrix Medical Group Inc COM                                   | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29271 | NS      | $626106.69    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                                                | Under Armour, Inc. CL C                                           | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     41018 | NS      | $237494.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Hertz Global Holdings Inc.                                        | Hertz Global Holdings Inc. COM NEW                                | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     43807 | NS      | $201950.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Beacon Financial Corp.                                            | Beacon Financial Corp. COM                                        | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     29354 | NS      | $880620.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Institutional Preferred Money Market Funds                | Dreyfus Institutional Preffered Money Market Funds INST PFD PL MM | CUSIP: 26200T208<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |   1437557 | NS      | $1437556.61   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                                      | Cargurus Inc COM CL A                                             | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     28584 | NS      | $973285.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Mirion Technologies Inc                                           | Mirion Technologies Inc COM CL A                                  | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     85685 | NS      | $1592884.15   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Apellis Pharmaceuticals Inc                                       | Apellis Pharmaceuticals Inc COM                                   | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     35691 | NS      | $1435848.93   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Kemper Corporation                                                | Kemper Corporation COM                                            | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     20563 | NS      | $628405.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc.                                           | Insteel Industries Inc. COM                                       | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      6763 | NS      | $227304.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                                              | Palomar Holdings Inc COM                                          | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      9263 | NS      | $1106928.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                                       | OFG Bancorp COM                                                   | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     15149 | NS      | $612928.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corporation                                        | Verra Mobility Corporation CL A COM STK                           | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     56248 | NS      | $803783.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Carters Inc.                                                      | Carters Inc. COM                                                  | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     12763 | NS      | $456404.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                                             | Assured Guaranty Ltd. COM USD0.01                                 | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     15155 | NS      | $1234829.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Company                                 | Northwest Natural Holding Company COM                             | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     14556 | NS      | $774670.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                                          | Sarepta Therapeutics Inc COM                                      | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     36670 | NS      | $797939.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                                          | Tandem Diabetes Care Inc COM NEW                                  | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     23582 | NS      | $452066.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Century Communities Inc                                           | Century Communities Inc COM                                       | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      8852 | NS      | $507927.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAPTHEALTH CORP                                                  | AdaptHealth Corporation COMMON STOCK                              | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37201 | NS      | $442691.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKELAND FINANCIAL CORP                                           | Lakeland Financial Corp. COM                                      | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8762 | NS      | $502763.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                                       | Kennedy-Wilson Holdings Inc COM                                   | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     41909 | NS      | $453455.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corp.                                                      | Vestis Corp. COM SHS                                              | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |     39403 | NS      | $309707.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| BJS Restaurants In                                                | BJS Restaurants In COM                                            | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      7357 | NS      | $258230.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT Media Inc                                                | OUTFRONT Media Inc COM NEW                                        | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     50955 | NS      | $1350307.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation                            | Zurn Elkay Water Solutions Corporation COM                        | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     51990 | NS      | $2331231.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterBrand Inc                                                   | MasterBrand Inc COMMON STOCK                                      | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     44445 | NS      | $369337.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Hope Bancorp Inc                                                  | Hope Bancorp Inc COM                                              | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     45481 | NS      | $508022.77    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                                   | ScanSource Inc. COM                                               | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      6892 | NS      | $250179.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                         | HA Sustainable Infrastructure Capital Inc COM                     | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |     44530 | NS      | $1636477.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Kinetik Holdings Inc                                              | Kinetik Holdings Inc COM NEW CL A                                 | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15921 | NS      | $770735.61    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Warrior Met Coal Inc                                              | Warrior Met Coal Inc COM                                          | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     18411 | NS      | $1714984.65   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GIBRALTAR INDUSTRIES INC                                          | Gibraltar Industries, Inc. COM                                    | CUSIP: 374689107<br>LEI: 549300AE5O3GN0YBLM57 | Long             | EC               | CORP              | US        |     10290 | NS      | $410262.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc.                                   | Reynolds Consumer Products Inc. COM                               | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               | CORP              | US        |     18921 | NS      | $400746.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                                       | Banner Corp COM NEW                                               | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11920 | NS      | $723305.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                                          | Allegiant Travel Company COM                                      | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      4774 | NS      | $386884.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                                          | Golden Entertainment Inc COM                                      | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      6904 | NS      | $184267.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc.                                           | Liquidity Services Inc. COM                                       | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |      8371 | NS      | $255901.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                                          | Group 1 Automotive, Inc. COM                                      | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      4132 | NS      | $1366163.16   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                                        | OmniAb Inc. USD0.0001 A (USD12.5 VESTING)                         | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3619 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arlo Technologies Inc                                             | Arlo Technologies Inc COM                                         | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     37169 | NS      | $528914.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                                                      | Archrock Inc COM                                                  | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     61418 | NS      | $2137346.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                           | Pebblebrook Hotel Trust COM                                       | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     40023 | NS      | $505490.49    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Highwoods Properties, Inc.                                        | Highwoods Properties, Inc. COM                                    | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     38726 | NS      | $829123.66    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc.                                    | Papa John's International Inc. COM                                | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     11624 | NS      | $376733.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Goosehead Insurance Inc                                           | Goosehead Insurance Inc COM CL A                                  | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      8637 | NS      | $368454.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate Bancsystem Inc.                                  | First Interstate Bancsystem Inc. COM                              | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     30806 | NS      | $1028920.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| NMI Holdings Inc                                                  | NMI Holdings Inc COM                                              | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     26628 | NS      | $998816.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                                       | Rogers Corp COM                                                   | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      5856 | NS      | $628524.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                                         | DigitalOcean Holdings Inc COM                                     | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     27831 | NS      | $2387343.18   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| National Bank Holdings Corp                                       | National Bank Holdings Corp CL A                                  | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15778 | NS      | $617866.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                                               | TG Therapeutics Inc COM                                           | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |     47617 | NS      | $1581836.74   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                                           | Primoris Services Corp. COM                                       | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     18923 | NS      | $2706745.92   | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| Molina Healthcare, Inc.                                           | Molina Healthcare, Inc. COM                                       | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     18036 | NS      | $2404198.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc.                                         | Axcelis Technologies Inc. COM NEW                                 | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     10751 | NS      | $1000703.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Madden(Steven)Ltd.                                                | Madden(Steven)Ltd. COM                                            | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     25446 | NS      | $863128.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc.                                | Sun Country Airlines Holdings Inc. COM                            | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     18538 | NS      | $306247.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                                           | Progress Software Corp. COM                                       | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     14726 | NS      | $377721.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Shenandoah Telecommunications Co.                                 | Shenandoah Telecommunications Co. COM                             | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     15601 | NS      | $240567.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                                   | City Holding Co COM                                               | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5045 | NS      | $602978.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                                          | Etsy Inc COM                                                      | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     34569 | NS      | $1727758.62   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings, Inc.                                            | Amentum Holdings, Inc. COM                                        | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |     53821 | NS      | $1403651.68   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Phillips Edison & Co Inc                                          | Phillips Edison & Co Inc COMMON STOCK                             | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     44057 | NS      | $1648612.94   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Rex American Resources Corp                                       | Rex American Resources Corp COM                                   | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9977 | NS      | $454651.89    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospitality Inc                           | Pursuit Attractions and Hospitality Inc COM                       | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      7673 | NS      | $281061.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GROCERY OUTLET HOLDING CORP                                       | Grocery Outlet Holding Corp. COM                                  | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34793 | NS      | $245290.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MILLROSE PROPERTIES INC                                           | Millrose Properties Inc. COM CL A                                 | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53998 | NS      | $1511944.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                                         | Winnebago Industries Inc. COM                                     | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      9921 | NS      | $307451.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD LTD                                           | Cushman And Wakefield Ltd. COMMON SHARES                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     81070 | NS      | $993918.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT Systems Inc.                                             | NETSCOUT Systems Inc. COM                                         | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     24028 | NS      | $763850.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                                          | WaFd Inc COM                                                      | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26569 | NS      | $834266.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Trust                                                     | iShares Core S&P Small-Cap ETF                                    | CUSIP: 464287804<br>LEI: 549300BZQ17QYN750B25 | Long             | EC               | RF                | US        |     12546 | NS      | $1559593.26   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| ADEIA INC                                                         | Adeia Inc. COM                                                    | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38419 | NS      | $923208.57    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                                             | Triumph Financial Inc COM                                         | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      7929 | NS      | $473044.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Trustmark Corp                                                    | Trustmark Corp COM                                                | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     20667 | NS      | $870907.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                                 | Redwood Trust Inc COM                                             | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     43480 | NS      | $243922.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Central Garden & Pet Company                                      | Central Garden & Pet Company CL A NON-VTG                         | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     17866 | NS      | $579215.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                                      | Two Harbors Investment Corp. COM                                  | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     37215 | NS      | $424995.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                                         | Monro Inc COM                                                     | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10460 | NS      | $167778.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Peabody Energy Corp.                                              | Peabody Energy Corp. COM                                          | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     42587 | NS      | $1403241.65   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Chesapeake Utilities Corporation                                  | Chesapeake Utilities Corporation COM                              | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      8344 | NS      | $1054431.28   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                                      | Balchem Corp COM                                                  | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     11342 | NS      | $1922242.16   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                                             | Urban Outfitters Inc. COM                                         | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     18844 | NS      | $1193767.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd.                                         | OneSpaWorld Holdings Ltd. COM USD0.0001                           | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |     35867 | NS      | $823147.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| MADISON SQUARE GARDEN SPORTS CORP                                 | Madison Square Garden Sports Corp. CL A                           | CUSIP: 55825T103<br>LEI: 529900BQELIZ5ZQYB788 | Long             | EC               | CORP              | US        |      6296 | NS      | $2023534.40   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                                           | National Beverage Corp. COM                                       | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      8187 | NS      | $275492.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports and Outdoors Inc                                   | Academy Sports and Outdoors Inc COM                               | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |     23332 | NS      | $1317091.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Badger Meter Inc                                                  | Badger Meter Inc COM                                              | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     10321 | NS      | $1572404.35   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc                                             | Core Laboratories Inc COM                                         | CUSIP: 21867A105<br>LEI: 984500040P5J07V43135 | Long             | EC               | CORP              | US        |     16114 | NS      | $270554.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                                          | Franklin Electric Co Inc COM                                      | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     13396 | NS      | $1234709.32   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc                                      | Protagonist Therapeutics Inc COM                                  | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20581 | NS      | $2169237.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Deluxe Corporation                                                | Deluxe Corporation COM                                            | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     15618 | NS      | $430119.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                                         | DoubleVerify Holdings Inc COM                                     | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46780 | NS      | $444410.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUL CENTERS INC                                                  | Saul Centers, Inc. COM                                            | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4497 | NS      | $146512.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc.                                         | Green Brick Partners Inc. COM                                     | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     10669 | NS      | $687617.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp.                                                   | JBT Marel Corp. COM                                               | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     18201 | NS      | $2327361.87   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                                         | Titan International, Inc. COM                                     | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     16576 | NS      | $114540.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks & Resorts Inc                                        | United Parks & Resorts Inc COM                                    | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      9404 | NS      | $307134.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Sabre Corporation                                                 | Sabre Corporation COM                                             | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    141712 | NS      | $205482.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                                             | Element Solutions Inc COM                                         | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     79668 | NS      | $2719865.52   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ATLAS ENERGY SOLUTIONS INC                                        | Atlas Energy Solutions Inc. COM NEW                               | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27253 | NS      | $357559.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Griffon Corp                                                      | Griffon Corp COM                                                  | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     13653 | NS      | $992300.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc.                                           | Advance Auto Parts Inc. COM                                       | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     21021 | NS      | $1108857.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Asbury Automotive Group, Inc.                                     | Asbury Automotive Group, Inc. COM                                 | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      6809 | NS      | $1330546.69   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| H B Fuller Company                                                | H B Fuller Company COM                                            | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     19132 | NS      | $1180061.76   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL & GAS CORP                                           | Magnolia Oil & Gas Corporation CL A                               | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63348 | NS      | $1999896.36   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc.                                                | PROG Holdings Inc. COM NPV                                        | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     13724 | NS      | $393741.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                                       | Sunrun Inc. COM                                                   | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     81252 | NS      | $1101777.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| ESCO Technologies Inc.                                            | ESCO Technologies Inc. COM                                        | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      9069 | NS      | $2551744.53   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                                        | Adient PLC COM USD0.001                                           | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |     27328 | NS      | $552298.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tripadvisor Inc                                                   | Tripadvisor Inc COM                                               | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     40090 | NS      | $427359.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Northern Oil And Gas, Inc.                                        | Northern Oil And Gas, Inc. COM                                    | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     36539 | NS      | $1068034.97   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Teleflex Incorporated                                             | Teleflex Incorporated COM                                         | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     15478 | NS      | $1851323.58   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                                   | S&T Bancorp Inc COM                                               | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13099 | NS      | $547931.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                                   | LKQ Corporation COM                                               | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     89644 | NS      | $2632844.28   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| NCR Atleos Corp.                                                  | NCR Atleos Corp. COM SHS                                          | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |     25883 | NS      | $1127981.14   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc.                                                 | PJT Partners Inc. COM CL A                                        | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      8513 | NS      | $1189436.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                                     | Frontdoor Inc COM                                                 | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     25255 | NS      | $1334979.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.                                | Hawaiian Electric Industries, Inc. COM                            | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     60345 | NS      | $895519.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Bancorp Inc                                                 | Eagle Bancorp Inc COM                                             | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      9554 | NS      | $237607.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Sylvamo Corp.                                                     | Sylvamo Corp. COMMON STOCK                                        | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     11691 | NS      | $493827.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                  | E-mini Russell 2000 Index Futures, Jun-2026,ETH                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               | CORP              | US        |        20 | NC      | $15511.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc.                                                  | MillerKnoll Inc. COM                                              | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     23980 | NS      | $346750.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                                       | Benchmark Electronics, Inc. COM                                   | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     12513 | NS      | $701478.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                                             | Air Lease Corporation CL A                                        | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     36882 | NS      | $2395117.08   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc.                                                    | PRA Group Inc. COM                                                | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     13918 | NS      | $243565.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc.                                    | Healthcare Services Group Inc. COM                                | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     24787 | NS      | $459798.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp.                                         | Curbline Properties Corp. COM                                     | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |     33950 | NS      | $875570.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems, Inc.                                       | Casella Waste Systems, Inc. CL A                                  | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     21890 | NS      | $1736752.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| California Water Service Group                                    | California Water Service Group COM                                | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     20844 | NS      | $945066.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| The Western Union Company                                         | The Western Union Company COM                                     | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    111009 | NS      | $969108.57    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| NCR Voyix Corporation                                             | NCR Voyix Corporation COM                                         | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     49014 | NS      | $310258.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Company                                          | Eastman Chemical Company COM                                      | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     39960 | NS      | $3049747.20   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcbest Corporation                                               | Arcbest Corporation COM                                           | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      7827 | NS      | $769863.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Navient Corporation                                               | Navient Corporation COM                                           | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     22864 | NS      | $187027.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                                       | Inspire Medical Systems Inc COM                                   | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      9092 | NS      | $468965.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                                       | Brinker International, Inc. COM                                   | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     15252 | NS      | $2177528.04   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| EXP World Holdings Inc                                            | EXP World Holdings Inc COM                                        | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |     30879 | NS      | $184965.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| EZCORP Inc.                                                       | EZCORP Inc. CL A NON VTG                                          | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     20578 | NS      | $522269.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xpel Inc.                                                         | Xpel Inc. COM                                                     | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      8949 | NS      | $396082.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Acadia Healthcare Company, Inc.                                   | Acadia Healthcare Company, Inc. COM                               | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     32310 | NS      | $755730.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Veris Residential Inc                                             | Veris Residential Inc COM                                         | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |     28585 | NS      | $539398.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust                              | Universal Health Realty Income Trust SH BEN INT                   | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |      4493 | NS      | $181831.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus Homecare Corp                                               | Addus Homecare Corp COM                                           | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      6420 | NS      | $601233.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc Of California Inc.                                           | Banc Of California Inc. COM                                       | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     46860 | NS      | $823798.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HERITAGE FINANCIAL CORP                                           | Heritage Financial Corp. COM                                      | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14403 | NS      | $374478.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WORLD ACCEPTANCE CORP                                             | World Acceptance Corporation COM                                  | CUSIP: 981419104<br>LEI: 529900M7JQUDCH7Q9153 | Long             | EC               | CORP              | US        |      1035 | NS      | $139766.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                                | Axos Financial Inc COM                                            | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     19850 | NS      | $1689036.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                                           | Oxford Industries, Inc. COM                                       | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      4863 | NS      | $187274.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Alamo Group Inc                                                   | Alamo Group Inc COM                                               | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      3798 | NS      | $626556.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Energizer Holdings Inc                                            | Energizer Holdings Inc COM                                        | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     21075 | NS      | $346051.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Resideo Technologies Inc                                          | Resideo Technologies Inc COM                                      | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     48238 | NS      | $1626102.98   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                                           | Piper Sandler Companies COM NEW                                   | CUSIP: 724078209<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     23536 | NS      | $1801680.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxlinear Inc                                                     | Maxlinear Inc COM                                                 | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     28460 | NS      | $494919.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                                                 | Pitney Bowes Inc. COM                                             | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     52226 | NS      | $577097.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| SCHOLASTIC CORP                                                   | Scholastic Corporation COM                                        | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7908 | NS      | $308886.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Tidewater Inc New                                                 | Tidewater Inc New COM                                             | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     16125 | NS      | $1347243.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Calix Inc.                                                        | Calix Inc. COM                                                    | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     21099 | NS      | $1033640.01   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pricesmart Inc                                                    | Pricesmart Inc COM                                                | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      8842 | NS      | $1330721.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc.                                                  | Vital Farms Inc. COM                                              | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     12973 | NS      | $183178.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Asgn Incorporated                                                 | Asgn Incorporated COM                                             | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     14954 | NS      | $578869.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                                         | FMC Corp. COM NEW                                                 | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     43650 | NS      | $751653.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| WillScot Holdings Corporation                                     | WillScot Holdings Corporation COM CL A                            | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     63622 | NS      | $1104477.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| KAISER ALUMINUM CORP                                              | Kaiser Aluminium Corporation COM PAR $0.01                        | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5636 | NS      | $679194.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc.                                           | Power Integrations Inc. COM                                       | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     19347 | NS      | $990566.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| United Natural Foods, Inc.                                        | United Natural Foods, Inc. COM                                    | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     21382 | NS      | $963472.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanfilippo(John B)                                                | Sanfilippo(John B) COM                                            | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      3223 | NS      | $255680.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                                      | Veracyte Inc COM                                                  | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     27818 | NS      | $896017.78    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                                                | Ichor Holdings Ltd COM USD0.0001                                  | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |     12094 | NS      | $563701.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc                                                     | GEO Group Inc COM                                                 | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     47883 | NS      | $804913.23    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc.                                                         | DNOW Inc. COM                                                     | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     65022 | NS      | $774412.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ETHAN ALLEN INTERIORS INC                                         | Ethan Allen Interiors Inc. COM                                    | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8214 | NS      | $182843.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                                  | Harmony Biosciences Holdings Inc COM                              | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13800 | NS      | $386538.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                                        | Minerals Technologies Inc. COM                                    | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     10882 | NS      | $771751.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                                     | Materion Corp COM                                                 | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      7262 | NS      | $1050448.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc                                                | Astrana Health Inc COM NEW                                        | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     14947 | NS      | $366500.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Under Armour, Inc.                                                | Under Armour, Inc. CL A                                           | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     66340 | NS      | $392069.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| PTC Therapeutics, Inc.                                            | PTC Therapeutics, Inc. COM                                        | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     28118 | NS      | $1915679.34   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc                                                  | Interparfums Inc COM                                              | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6397 | NS      | $581103.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Newell Brands Inc.                                                | Newell Brands Inc. COM                                            | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    146450 | NS      | $502323.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                                                | Enovis Corporation COM                                            | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     20011 | NS      | $455250.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                                       | Worthington Enterprises Inc COM                                   | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     11005 | NS      | $573800.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                                              | Red Rock Resorts Inc CL A                                         | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16964 | NS      | $905199.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Mister Car Wash Inc                                               | Mister Car Wash Inc COM                                           | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34826 | NS      | $242737.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc.                                                   | CVR Energy Inc. COM                                               | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     10602 | NS      | $356757.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                                     | Insperity Inc COM                                                 | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     12636 | NS      | $341677.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Century Aluminum Company                                          | Century Aluminum Company COM                                      | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     18588 | NS      | $1090929.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                                             | Helmerich & Payne Inc COM                                         | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     35174 | NS      | $1267319.22   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                                              | Hayward Holdings Inc COM                                          | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69873 | NS      | $934900.74    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                                       | Plexus Corp COM                                                   | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      9381 | NS      | $1900027.74   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                                     | Blackline Inc COM                                                 | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     17588 | NS      | $650756.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| The Greenbrier Companies, Inc.                                    | The Greenbrier Companies, Inc. COM                                | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     10718 | NS      | $564302.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                                         | Sonos Inc COM                                                     | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     42591 | NS      | $570719.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc.                                          | ANI Pharmaceuticals Inc. COM                                      | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      6335 | NS      | $487161.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH PROPERTIES LP                                           | JBG SMITH Properties COM                                          | CUSIP: 46590V100<br>LEI: 549300HHIW6GDQCPEC54 | Long             | EC               | CORP              | US        |     21079 | NS      | $307964.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Cytek Biosciences Inc                                             | Cytek Biosciences Inc COM                                         | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |     39601 | NS      | $173056.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc.                                                          | RXO Inc. COMMON STOCK                                             | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     57947 | NS      | $847185.14    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Solaredge Technologies Inc                                        | Solaredge Technologies Inc COM                                    | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |     20943 | NS      | $1069140.15   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                                        | Wolverine World Wide, Inc. COM                                    | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     28414 | NS      | $463716.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corporation                                                   | CTS Corporation COM                                               | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     10099 | NS      | $482328.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP INC                                                   | Uniti Group LLC COM SHS                                           | CUSIP: 912932100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62474 | NS      | $586006.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                          | Granite Construction Inc COM                                      | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     15233 | NS      | $1826132.04   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| DiamondRock Hospitality Co.                                       | DiamondRock Hospitality Co. COM                                   | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     71054 | NS      | $665775.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5234575 | NS      | $5234575.02   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE ENERGY INC                                                    | MGE Energy Inc. COM                                               | CUSIP: 55277P104<br>LEI: 549300BYWGHSXX2TEO67 | Long             | EC               | CORP              | US        |     12848 | NS      | $993021.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MIDDLESEX WATER CO                                                | Middlesex Water Co. COM                                           | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6369 | NS      | $331506.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products, Inc.                                     | Standard Motor Products, Inc. COM                                 | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      7179 | NS      | $249398.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc.                                               | ABM Industries Inc. COM                                           | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     20522 | NS      | $790507.44    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                                  | Prestige Consumer Healthcare Inc COM                              | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16572 | NS      | $982222.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                                                | ManpowerGroup Inc. COM                                            | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     16431 | NS      | $484057.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorp                                               | Westamerica Bancorp COM                                           | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |      8596 | NS      | $448281.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                                        | Par Pacific Holdings, Inc. COM NEW                                | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     17648 | NS      | $1105470.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                               | Clearway Energy Inc CL C                                          | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     29714 | NS      | $1167463.06   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Formfactor Inc                                                    | Formfactor Inc COM                                                | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     27148 | NS      | $2633084.52   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc.                                                       | Tanger Inc. COM                                                   | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     40314 | NS      | $1369869.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Acm Research Inc                                                  | Acm Research Inc COM CL A                                         | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     18618 | NS      | $732618.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                                          | Arbor Realty Trust, Inc. COM                                      | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |     68821 | NS      | $530609.91    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Customers Bancorp, Inc.                                           | Customers Bancorp, Inc. COM                                       | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     11136 | NS      | $772949.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP (PUERTO RICO)                                       | First Bancorp Puerto Rico COM NEW                                 | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     54488 | NS      | $1163863.68   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                                          | Trinity Industries, Inc. COM                                      | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     28210 | NS      | $907797.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                                            | Pathward Financial Inc COM                                        | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      7622 | NS      | $680111.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc                                      | Acadian Asset Management Inc COM                                  | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      9195 | NS      | $500391.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                                               | Viavi Solutions Inc COM                                           | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     81037 | NS      | $2696911.36   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inc                                                         | Enpro Inc COM                                                     | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      7378 | NS      | $1849295.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemaitre Vascular Inc.                                            | Lemaitre Vascular Inc. COM                                        | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      7304 | NS      | $797377.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                                         | Gates Industrial Corp PLC COM USD0.01                             | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |     88905 | NS      | $2010142.05   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                                  | SPS Commerce Inc COM                                              | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     13276 | NS      | $739074.92    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                                     | Cable One Inc COM                                                 | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      1636 | NS      | $149219.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corporation                                              | Celanese Corporation COM                                          | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     38351 | NS      | $2522345.27   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corporation                                  | California Resources Corporation COM STOCK                        | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     27517 | NS      | $1904726.74   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                                    | Ziff Davis Inc COM                                                | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     13841 | NS      | $580768.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| COGENT COMMUNICATIONS HOLDINGS INC                                | Cogent Communications Holdings, Inc. COM NEW                      | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16854 | NS      | $317529.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Unifirst Corp                                                     | Unifirst Corp COM                                                 | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      5086 | NS      | $1279586.74   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation Of Florida                           | Seacoast Banking Corporation Of Florida COM NEW                   | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     34165 | NS      | $1034857.85   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WALKER & DUNLOP INC                                               | Walker & Dunlop Inc. COM                                          | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12049 | NS      | $534734.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc.                                         | Patterson-UTI Energy Inc. COM                                     | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    120970 | NS      | $1310105.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc.                             | Cracker Barrel Old Country Store Inc. COM                         | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      7747 | NS      | $217768.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Moelis & Co.                                                      | Moelis & Co. CL A                                                 | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     25915 | NS      | $1477155.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc.                                                     | Safehold Inc. COM                                                 | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     15964 | NS      | $215992.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                                  | Talos Energy Inc COM                                              | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     44029 | NS      | $693897.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                                       | H2O America COM                                                   | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13033 | NS      | $764646.11    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Sensient Technologies Corp                                        | Sensient Technologies Corp COM                                    | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     14869 | NS      | $1285276.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                                        | Matson Inc COM                                                    | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     10920 | NS      | $1790224.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                                | Helix Energy Solutions Group, Inc. COM                            | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     47973 | NS      | $474452.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                                          | First Financial Bancorp. COM                                      | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     36205 | NS      | $1009395.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                                               | Diodes Incorporated COM                                           | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     16067 | NS      | $1096733.42   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                                          | Ultra Clean Holdings Inc COM                                      | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     15895 | NS      | $988351.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                                        | Arcosa Inc COM                                                    | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     17176 | NS      | $1823060.64   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc.                                          | Enova International Inc. COM                                      | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      8656 | NS      | $1175744.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                                      | Gentherm Inc COM                                                  | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     10823 | NS      | $300662.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                                     | Six Flags Entertainment Corp. COM                                 | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |     35660 | NS      | $632965.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| IAC Inc                                                           | IAC Inc COM NEW                                                   | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |     22830 | NS      | $913884.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Agilysys Inc                                                      | Agilysys Inc COM                                                  | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      8943 | NS      | $636205.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Radnet Inc                                                        | Radnet Inc COM                                                    | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     24394 | NS      | $1363380.66   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                               | Acadia Realty Trust COM SH BEN INT                                | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |     46182 | NS      | $882999.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                             | Urban Edge Properties COM                                         | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44010 | NS      | $879319.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc.                                             | Rush Enterprises Inc. CL A                                        | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     21239 | NS      | $1404110.29   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                                     | ARMOUR Residential REIT, Inc. COM SHS                             | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |     39189 | NS      | $653672.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Sealed Air Corp.                                                  | Sealed Air Corp. COM                                              | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     51577 | NS      | $2168812.85   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE AND SOFFA INDUSTRIES INC                                  | Kulicke and Soffa Industries, Inc. COM                            | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     18411 | NS      | $1209970.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc.                                             | Astec Industries Inc. COM                                         | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      8101 | NS      | $436157.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc.(South Carolina)                       | United Community Banks Inc.(South Carolina) COM                   | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     42236 | NS      | $1330011.64   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Grp Inc                                                       | MYR Grp Inc COM                                                   | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      5436 | NS      | $1534691.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                                          | Lyft Inc CL A COM                                                 | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |    139425 | NS      | $1854352.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Grid Dynamics Holdings Inc.                                       | Grid Dynamics Holdings Inc. CL A                                  | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |     23558 | NS      | $134280.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS INC                                            | Employers Holdings Inc. COM                                       | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7832 | NS      | $322208.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Skywest Inc                                                       | Skywest Inc COM                                                   | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     14035 | NS      | $1288834.05   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NOBLE CORP PLC                                                    | Noble Corporation PLC ORD SHS A                                   | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |     44045 | NS      | $2161288.15   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Leggett & Platt Inc.                                              | Leggett & Platt Inc. COM                                          | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     47790 | NS      | $472165.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                          | Yelp Inc CL A                                                     | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     20407 | NS      | $504869.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Kontoor Brands Inc                                                | Kontoor Brands Inc COM                                            | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     17895 | NS      | $1257839.55   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                                    | Kennametal Inc COM                                                | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     26636 | NS      | $962358.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc                                   | Installed Building Products Inc COM                               | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      7932 | NS      | $2103169.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Alpha Metallurgical Resources Inc                                 | Alpha Metallurgical Resources Inc COM                             | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      3789 | NS      | $777768.03    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc.                            | Essential Properties Realty Trust Inc. COM                        | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     73504 | NS      | $2231581.44   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| LCI Industries                                                    | LCI Industries COM                                                | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      8474 | NS      | $1042132.52   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc                                     | Supernus Pharmaceuticals, Inc COM                                 | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     20195 | NS      | $1043879.55   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corporation                                  | Phibro Animal Health Corporation CL A COM                         | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      7158 | NS      | $395908.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Covista Inc.                                                      | Covista Inc. COM                                                  | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     12086 | NS      | $1392911.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Eplus Inc                                                         | Eplus Inc COM                                                     | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      9203 | NS      | $692525.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LegalZoom.Com Inc.                                                | LegalZoom.Com Inc. COM                                            | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     40770 | NS      | $231165.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mara Holdings Inc                                                 | Mara Holdings Inc COM                                             | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |    132447 | NS      | $1080767.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Progyny Inc                                                       | Progyny Inc COM                                                   | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28078 | NS      | $476764.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| G III Apparel Group Ltd                                           | G III Apparel Group Ltd COM                                       | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     13019 | NS      | $360626.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc.                                       | Core Natural Resources Inc. COM SHS                               | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     17945 | NS      | $1879379.85   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoominfo Technologies Inc                                         | Zoominfo Technologies Inc COMMON STOCK                            | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |     94089 | NS      | $562652.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Organon & Co                                                      | Organon & Co COMMON STOCK                                         | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     91330 | NS      | $547066.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc.                                         | Encore Capital Group Inc. COM                                     | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      7842 | NS      | $549881.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Bread Financial Holdings Inc                                      | Bread Financial Holdings Inc COM                                  | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     15445 | NS      | $1156676.05   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                                                | Douglas Emmett Inc COM                                            | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59005 | NS      | $555827.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Enerpac Tool Group Corp                                           | Enerpac Tool Group Corp CL A COM                                  | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     18449 | NS      | $672835.03    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Evertec Inc                                                       | Evertec Inc COM                                                   | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     22408 | NS      | $632353.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN ASSETS TRUST INC                                         | American Assets Trust Inc. COM                                    | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16489 | NS      | $303562.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                             | Jackson Financial Inc COM CL A                                    | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     24801 | NS      | $2621961.72   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                                        | Kadant Inc COM                                                    | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      4122 | NS      | $1205066.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Community Financial System Inc                                    | Community Financial System Inc COM                                | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     18401 | NS      | $1079218.65   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp.                                                   | BancFirst Corp. COM                                               | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      7269 | NS      | $788686.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| La-Z-Boy Inc                                                      | La-Z-Boy Inc COM                                                  | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     14286 | NS      | $459152.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp.                                            | Lincoln National Corp. COM                                        | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     59203 | NS      | $2101706.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc.                                            | Worthington Steel Inc. COM SHS                                    | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |     11255 | NS      | $341589.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                                        | Merit Medical Systems Inc. COM                                    | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     20764 | NS      | $1431262.52   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                                                      | Artivion Inc COM                                                  | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     14825 | NS      | $542891.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                                      | Alkermes PLC COM USD0.01                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     57827 | NS      | $2044762.72   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc.                                                  | Schrodinger Inc. COM                                              | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |     19792 | NS      | $224837.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                                  | Boise Cascade Co COM                                              | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     12973 | NS      | $984002.05    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| AMN Healthcare Services Inc                                       | AMN Healthcare Services Inc COM                                   | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     13220 | NS      | $242454.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEPHONE & DATA SYSTEMS INC                                      | Telephone and Data Systems Inc. COM NEW                           | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |     34419 | NS      | $1449039.90   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc.                                           | Werner Enterprises Inc. COM                                       | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     21101 | NS      | $620580.41    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Atlantic Union Bankshares Corp                                    | Atlantic Union Bankshares Corp COM                                | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49653 | NS      | $1774598.22   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Company                                            | DXC Technology Company COM                                        | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     59453 | NS      | $747324.21    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VIR Biotechnology Inc                                             | VIR Biotechnology Inc COM                                         | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39925 | NS      | $357728.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                                   | Q2 Holdings Inc COM                                               | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     21855 | NS      | $1033741.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc.                                       | Safety Insurance Group Inc. COM                                   | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      5235 | NS      | $380270.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NAPCO Security Technologies Inc.                                  | NAPCO Security Technologies Inc. COM                              | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |     12610 | NS      | $496707.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                                           | Strategic Education Inc COM                                       | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |      8089 | NS      | $671063.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc                                                        | Buckle Inc COM                                                    | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     10460 | NS      | $526765.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES INC                                  | BrightSpring Health Services Inc. COM                             | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46361 | NS      | $1975442.21   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                                   | Whitestone REIT COM                                               | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15603 | NS      | $251988.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Victorias Secret and Co                                           | Victorias Secret and Co COMMON STOCK                              | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     28083 | NS      | $1301927.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                                       | Centerspace COM                                                   | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |      5845 | NS      | $335795.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corporation                                              | Ingevity Corporation COM                                          | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     12551 | NS      | $894007.73    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                                             | Penguin Solutions Inc COM                                         | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |     16744 | NS      | $294694.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Knowles Corporation                                               | Knowles Corporation COM                                           | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     29738 | NS      | $763671.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                                        | OmniAb Inc. USD0.0001 A (USD15 VESTING)                           | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3619 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ralliant Corp.                                                    | Ralliant Corp. COM                                                | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |     39507 | NS      | $1643096.13   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CAVCO INDUSTRIES INC                                              | Cavco Industries COM                                              | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2718 | NS      | $1316300.22   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| WINMARK CORP                                                      | Winmark Corp. COM                                                 | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1043 | NS      | $445934.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc                                | Easterly Government Properties Inc COM SHS                        | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     15141 | NS      | $324471.63    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                                       | Matthews International Corp CL A                                  | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     10959 | NS      | $282961.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Hawaii Corp.                                              | Bank of Hawaii Corp. COM                                          | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     13926 | NS      | $1034005.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc.                                    | American Eagle Outfitters Inc. COM                                | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     55211 | NS      | $922023.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp.                                          | Tompkins Financial Corp. COM                                      | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      4364 | NS      | $344057.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Bsp Realty Trust Inc                                     | Franklin Bsp Realty Trust Inc COMMON STOCK                        | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |     28638 | NS      | $243136.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Meritage Homes Corp                                               | Meritage Homes Corp COM                                           | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     23395 | NS      | $1446746.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                                        | Azenta Inc COM                                                    | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     14495 | NS      | $306279.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                                        | Xencor Inc COM                                                    | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     25028 | NS      | $301837.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                                             | United Fire Group Inc COM                                         | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7813 | NS      | $289549.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.                                   | Oceaneering International, Inc. COM                               | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     34943 | NS      | $1239428.21   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                                 | ACI Worldwide Inc COM                                             | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     36103 | NS      | $1480584.03   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation                                 | Horace Mann Educators Corporation COM                             | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     14249 | NS      | $608147.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIVIOR PHARMACEUTICALS INC                                      | Indivior Pharmaceuticals Inc. COM                                 | CUSIP: 45579U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43726 | NS      | $1332768.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI System Inc.                                                   | OSI System Inc. COM                                               | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      5423 | NS      | $1439860.73   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Four Corners Property Trust Inc.                                  | Four Corners Property Trust Inc. COM                              | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     38435 | NS      | $908987.75    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc.                                                 | HealthStream Inc. COM                                             | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      8101 | NS      | $167771.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| St. Joe Co.                                                       | St. Joe Co. COM                                                   | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     13945 | NS      | $875746.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                                       | Certara Inc COM                                                   | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41196 | NS      | $234817.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Life360 Inc.                                                      | Life360 Inc. COM                                                  | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |     27457 | NS      | $1120794.74   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Paycom Software Inc                                               | Paycom Software Inc COM                                           | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |     17114 | NS      | $2080035.56   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corporation                                       | Mercury General Corporation COM                                   | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      9267 | NS      | $816886.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                                        | Impinj Inc COM                                                    | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      9479 | NS      | $973493.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc.                                            | Heartland Express Inc. COM                                        | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     15504 | NS      | $161241.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                              | LXP Industrial Trust COM                                          | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     20641 | NS      | $954852.66    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                                          | Gogo Inc COM                                                      | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     27184 | NS      | $109279.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                                      | National Vision Holdings Inc COM                                  | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     27596 | NS      | $714736.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Marriott Vacations Worldwide Corp                                 | Marriott Vacations Worldwide Corp COM                             | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      9608 | NS      | $625672.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Tootsie Roll Industries Inc.                                      | Tootsie Roll Industries Inc. COM                                  | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      7211 | NS      | $308055.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCUS BIOSCIENCES INC                                             | Arcus Biosciences Inc. COM                                        | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29688 | NS      | $641260.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                                                     | BGC Group Inc CL A                                                | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |    126740 | NS      | $1239517.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                                    | Ameris Bancorp COM                                                | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     22474 | NS      | $1752747.26   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                                           | Ellington Financial Inc COM                                       | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     43654 | NS      | $517299.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Hanmi Financial Corp.                                             | Hanmi Financial Corp. COM NEW                                     | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     10267 | NS      | $270638.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                                  | A10 Networks Inc COM                                              | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     25038 | NS      | $578878.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc.                                           | Patrick Industries Inc. COM                                       | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     11654 | NS      | $1294409.78   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Preferred Bank                                                    | Preferred Bank COM NEW                                            | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      3968 | NS      | $359857.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVISFIRST BANCSHARES INC                                        | ServisFirst Bancshares Inc. COM                                   | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17596 | NS      | $1281516.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality Reit Inc                                        | Apple Hospitality Reit Inc COM NEW                                | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     76624 | NS      | $881942.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Dorman Products Inc.                                              | Dorman Products Inc. COM                                          | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |      9713 | NS      | $1013648.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                        | Korn Ferry COM NEW                                                | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     18280 | NS      | $1150726.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                                           | Genworth Financial Inc. COM SHS                                   | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    139621 | NS      | $1133722.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Residential Trust Inc                                    | Nexpoint Residential Trust Inc COM                                | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      7785 | NS      | $194625.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                                                   | Shake Shack Inc CL A                                              | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     14091 | NS      | $1246630.77   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                                        | Stride Inc COM                                                    | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     14717 | NS      | $1297597.89   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGNET JEWELERS LTD                                               | Signet Jewelers Limited COM STK USD0.18                           | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |     14248 | NS      | $1205950.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Robert Half Inc.                                                  | Robert Half Inc. COM                                              | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     34606 | NS      | $878992.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Corcept Therapeutics Inc.                                         | Corcept Therapeutics Inc. COM                                     | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     32786 | NS      | $1321603.66   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Conmed Corporation                                                | Conmed Corporation COM                                            | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     10892 | NS      | $385141.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                                | Enphase Energy Inc COM                                            | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     45830 | NS      | $1732832.30   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                                           | ADT Inc COM                                                       | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    177705 | NS      | $1167521.85   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Proassurance Corp                                                 | Proassurance Corp COM                                             | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     17959 | NS      | $443946.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                                            | Sonic Automotive, Inc. CL A                                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      5119 | NS      | $351009.83    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Integra LifeSciences Holdings Corporation                         | Integra LifeSciences Holdings Corporation COM NEW                 | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     23476 | NS      | $221143.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Park National Corp                                                | Park National Corp COM                                            | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |      5631 | NS      | $920386.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                                                | FB Financial Corp. COM                                            | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     14137 | NS      | $734275.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen And Steers Inc.                                             | Cohen And Steers Inc. COM                                         | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      9670 | NS      | $604858.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL INC                                     | Capitol Fed Fin In COM                                            | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41836 | NS      | $298290.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                                       | Monarch Casino & Resort Inc COM                                   | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      4244 | NS      | $405726.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FRESH DEL MONTE PRODUCE INC                                       | Fresh Del Monte Produce Inc. COM USD0.01                          | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |     11466 | NS      | $461621.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc.                                                          | Box Inc. CL A                                                     | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     50161 | NS      | $1185806.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc.                                                    | M/I Homes Inc. COM                                                | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      9146 | NS      | $1119927.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                                      | Innospec Inc COM                                                  | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      8741 | NS      | $638267.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                                                   | SiriusPoint Ltd COM USD0.1                                        | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     36516 | NS      | $786554.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                                     | Trupanion Inc COM                                                 | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     12001 | NS      | $307345.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc.                                             | Fortrea Holdings Inc. COMMON STOCK                                | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |     32416 | NS      | $305358.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                                  | QuidelOrtho Corp COM                                              | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     23928 | NS      | $393137.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                                      | Omnicell Inc COM                                                  | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     15826 | NS      | $528271.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                                      | Sanmina Corp COM                                                  | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     19124 | NS      | $2479235.36   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                                        | Cactus Inc CL A                                                   | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     24052 | NS      | $1139343.24   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                                               | Vericel Corporation COM                                           | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     17600 | NS      | $566192.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| PENN Entertainment Inc                                            | PENN Entertainment Inc COM                                        | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44502 | NS      | $668865.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Wendys Company                                                | The Wendys Company COM                                            | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     55911 | NS      | $388581.45    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Cathay General Bancorp                                            | Cathay General Bancorp COM                                        | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     23535 | NS      | $1173455.10   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                                                | Avista Corporation COM                                            | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     28704 | NS      | $1152178.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc.                                                     | Metallus Inc. COM                                                 | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     12481 | NS      | $203939.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHA AND OMEGA SEMICONDUCTOR LTD                                 | Alpha & Omega Semiconductor Ltd. COM USD0.002                     | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |      8840 | NS      | $195894.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dauch Corp.                                                       | Dauch Corp. COM                                                   | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     83419 | NS      | $494674.67    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc.                                              | Payoneer Global Inc. COM                                          | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |    101848 | NS      | $491925.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                                         | Stepan Co COM                                                     | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      7570 | NS      | $378348.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                                      | Kohl's Corp. COM                                                  | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     39537 | NS      | $510027.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                                                   | Photronics Inc. COM                                               | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     20565 | NS      | $831031.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                                               | Rithm Capital Corp. COM NEW                                       | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |    194680 | NS      | $1845566.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| VSE Corp.                                                         | VSE Corp. COM                                                     | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |     10085 | NS      | $1859674.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                                | Enact Holdings Inc COM                                            | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |     10252 | NS      | $418384.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                                              | Hilltop Holdings Inc COM                                          | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     14596 | NS      | $522828.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                           | AZZ Inc COM                                                       | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     10456 | NS      | $1308359.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| N-ABLE INC                                                        | N-Able Inc. COMMON STOCK                                          | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26900 | NS      | $125623.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc.                                               | First Hawaiian Inc. COM                                           | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     42968 | NS      | $1058731.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                                  | WisdomTree, Inc. COM                                              | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     40550 | NS      | $590408.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| CSW Industrials Inc.                                              | CSW Industrials Inc. COM                                          | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      5768 | NS      | $1503025.44   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| American Woodmark Corporation                                     | American Woodmark Corporation COM                                 | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      5111 | NS      | $203571.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc.                                                | PC Connection Inc. COM                                            | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      3946 | NS      | $230683.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                                        | Tennant Co COM                                                    | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      6380 | NS      | $423632.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                                                 | PDF Solutions Inc COM                                             | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     11085 | NS      | $362590.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Caesars Entertainment Inc.                                        | Caesars Entertainment Inc. COM                                    | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     71482 | NS      | $1889269.26   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group Inc.                                    | Everus Construction Group Inc. COM                                | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |     17864 | NS      | $2109023.84   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                              | Tri Pointe Homes Inc COM                                          | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29586 | NS      | $1382553.78   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Propertes Inc                               | Innovative Industrial Propertes Inc COM                           | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |      9777 | NS      | $490414.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Comstock Resources, Inc.                                          | Comstock Resources, Inc. COM                                      | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     27667 | NS      | $583220.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Corecivic Inc                                                     | Corecivic Inc COM                                                 | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     35040 | NS      | $662606.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                       | Apollo Commercial Real Estate Finance, Inc. COM                   | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     45712 | NS      | $482718.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| SIMPLY GOOD FOODS CO (THE)                                        | Simply Good Foods Company COM                                     | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29828 | NS      | $428031.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                                                 | Upbound Group Inc COM                                             | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     18466 | NS      | $333311.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CleanSpark Inc.                                                   | CleanSpark Inc. COM NEW                                           | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |     89569 | NS      | $762232.19    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Ryman Hospitality Properties Inc                                  | Ryman Hospitality Properties Inc COM                              | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     22065 | NS      | $2035937.55   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                                        | WSFS Financial Corporation COM                                    | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     18705 | NS      | $1224429.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| The Chemours Company LLC                                          | The Chemours Company LLC COM                                      | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     52835 | NS      | $1163955.05   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                            | Lumen Technologies Inc COM                                        | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    330463 | NS      | $2296717.85   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings, Inc.                                    | Victory Capital Holdings, Inc. COM CL A                           | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     16625 | NS      | $1088605.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| FORWARD AIR CORP                                                  | Forward Air Corp. COM                                             | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7712 | NS      | $128867.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc.                                              | Cal-Maine Foods Inc. COM NEW                                      | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     15688 | NS      | $1241705.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Waystar Holding Corp                                              | Waystar Holding Corp COM                                          | CUSIP: 946784105<br>LEI: 529900QJLKXDYU36MH89 | Long             | EC               | CORP              | US        |     40427 | NS      | $974694.97    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corporation                                          | World Kinect Corporation COM                                      | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     19609 | NS      | $452379.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Virtu Financial Inc                                               | Virtu Financial Inc CL A                                          | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     27914 | NS      | $1227657.72   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc                                            | Cheesecake Factory Inc COM                                        | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     16000 | NS      | $876000.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Schneider National Inc                                            | Schneider National Inc CL B                                       | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     17256 | NS      | $454868.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Concentra Group Holdings Parent Inc                               | Concentra Group Holdings Parent Inc COMMON STOCK                  | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41671 | NS      | $893842.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                                | Avanos Medical Inc COM                                            | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     16620 | NS      | $232846.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                                       | JetBlue Airways Corporation COM                                   | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    102176 | NS      | $451617.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Powell Industries Inc.                                            | Powell Industries Inc. COM                                        | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      3328 | NS      | $1800714.24   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                                               | Semtech Corporation COM                                           | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     32409 | NS      | $2491928.01   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                                      | ViaSat, Inc. COM                                                  | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     47570 | NS      | $2178706.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                                     | Embecta Corp. COMMON STOCK                                        | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     20497 | NS      | $181193.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                                      | Lindsay Corp COM                                                  | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      3662 | NS      | $436034.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                           | Versant Media Group Inc. COM CL A                                 | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |     50914 | NS      | $1884836.28   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                                                   | Interface, Inc. COM                                               | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     20409 | NS      | $508592.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                                                      | Sprinklr Inc CL A                                                 | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |     42918 | NS      | $257508.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                                                 | Radian Group Inc. COM                                             | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     47451 | NS      | $1569679.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc.                            | Artisan Partners Asset Management Inc. CL A                       | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     24848 | NS      | $904218.72    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc.                                            | TransMedics Group Inc. COM                                        | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |     11968 | NS      | $1189738.88   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Getty Realty Corp                                                 | Getty Realty Corp COM                                             | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     19273 | NS      | $612881.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| OPENLANE Inc                                                      | OPENLANE Inc COM                                                  | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     37215 | NS      | $1084817.25   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                                               | Stellar Bancorp Inc COM                                           | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     15872 | NS      | $581073.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Liveramp Holdings Inc                                             | Liveramp Holdings Inc COM                                         | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     22108 | NS      | $586304.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB Group Inc                                                     | HUB Group Inc CL A                                                | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21339 | NS      | $769057.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sl Green Realty Corp                                              | Sl Green Realty Corp COM                                          | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     24786 | NS      | $915594.84    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KODIAK GAS SERVICES INC                                           | Kodiak Gas Services Inc. COM                                      | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29108 | NS      | $1697578.56   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                                      | Iridium Communications, Inc. COM                                  | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     36975 | NS      | $1025686.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| J&J Snack Foods Corp                                              | J&J Snack Foods Corp COM                                          | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |      5327 | NS      | $422271.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                                      | Mueller Water Products, Inc. COM SER A                            | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     54769 | NS      | $1505599.81   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc.                                                         | Dana Inc. COM                                                     | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     39330 | NS      | $1323454.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.                                     | Collegium Pharmaceutical Inc. COM                                 | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     10939 | NS      | $361752.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Callaway Golf Co.                                                 | Callaway Golf Co. COM                                             | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     48811 | NS      | $677496.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc.                                 | Provident Financial Services Inc. COM                             | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     45686 | NS      | $966715.76    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                                           | US Physical Therapy Inc COM                                       | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      5252 | NS      | $393689.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                                    | CSG Systems International Inc. COM                                | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      9405 | NS      | $751835.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DORIAN LPG LTD                                                    | Dorian LPG Ltd. COM USD0.01                                       | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |     12780 | NS      | $437076.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                                           | Mohawk Industries, Inc. COM                                       | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     18187 | NS      | $1790692.02   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                                        | Standex International Corp COM                                    | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      4235 | NS      | $1079332.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Albany International Corp.                                        | Albany International Corp. CL A                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     10081 | NS      | $526329.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wiley John & Sons Inc.                                            | Wiley John & Sons Inc. CL A                                       | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     14110 | NS      | $537591.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                                 | Bristow Group Inc COM                                             | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      8810 | NS      | $413100.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                                              | Federal Signal Corp. COM                                          | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     21296 | NS      | $2302949.44   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                                      | Innoviva Inc COM                                                  | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     25007 | NS      | $582663.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| The Vita Coco Company Inc                                         | The Vita Coco Company Inc COM                                     | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |     15357 | NS      | $735753.87    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU RESOURCES GROUP INC                                           | MDU Resources Group, Inc. COM                                     | CUSIP: 552690109<br>LEI: 549300MA0UV6AI6SNV27 | Long             | EC               | CORP              | US        |     71579 | NS      | $1483116.88   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Marcus & Millichap Inc                                            | Marcus & Millichap Inc COM                                        | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      8518 | NS      | $226493.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                                           | Dream Finders Homes Inc COM CL A                                  | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10281 | NS      | $143111.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Perdoceo Education Corp.                                          | Perdoceo Education Corp. COM                                      | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     21175 | NS      | $787921.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp PA                              | First Commonwealth Financial Corp PA COM                          | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     35898 | NS      | $631086.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp. (Indiana)                                      | Merchants Bancorp. (Indiana) COM                                  | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     10225 | NS      | $438754.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| CVB FINANCIAL CORP                                                | CVB Financial COM                                                 | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44624 | NS      | $865259.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                                   | BankUnited Inc. COM                                               | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     25964 | NS      | $1172534.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                                     | LGI Homes Inc COM                                                 | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      7140 | NS      | $282244.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Amneal Pharmaceuticals Inc                                        | Amneal Pharmaceuticals Inc COM STK CL A                           | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     59819 | NS      | $743550.17    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                                       | Hawkins Inc COM                                                   | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      7294 | NS      | $1120358.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Northwest Bancshares Inc                                          | Northwest Bancshares Inc COM                                      | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51240 | NS      | $650235.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corp.                                                      | Enviri Corp. COM                                                  | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     27918 | NS      | $547751.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc                                      | Life Time Group Holdings Inc COMMON STOCK                         | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53287 | NS      | $1435551.78   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                                               | Krystal Biotech Inc COM                                           | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      9039 | NS      | $2334954.48   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| QuinStreet Inc.                                                   | QuinStreet Inc. COM                                               | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     19765 | NS      | $237377.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated                               | Ligand Pharmaceuticals Incorporated COM NEW                       | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      6893 | NS      | $1376187.45   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Corvel Corp                                                       | Corvel Corp COM                                                   | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10945 | NS      | $598144.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                                           | RPC Inc COM                                                       | CUSIP: 749660106<br>LEI: 549300ZDXAFBC3SB4918 | Long             | EC               | CORP              | US        |     30494 | NS      | $215897.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp.                                                    | Renasant Corp. COM                                                | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     33143 | NS      | $1197456.59   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                                        | Brady Corp CL A                                                   | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     15374 | NS      | $1248983.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| National Healthcare Corporation                                   | National Healthcare Corporation COM                               | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |      4347 | NS      | $694215.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                                     | Glaukos Corp. COM                                                 | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     20115 | NS      | $2165580.90   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerisafe Inc                                                     | Amerisafe Inc COM                                                 | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      6617 | NS      | $220544.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                                                   | Match Group Inc COM                                               | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     82676 | NS      | $2538979.96   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                                           | Digi International Inc. COM                                       | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     13198 | NS      | $636143.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Macerich Company                                              | The Macerich Company COM                                          | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     89697 | NS      | $1695273.30   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SELECT MEDICAL HOLDINGS CORP                                      | Select Medical Holdings Corporation COM                           | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38593 | NS      | $628679.97    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogenomics Inc                                                   | Neogenomics Inc COM NEW                                           | CUSIP: 64049M209<br>LEI: 549300KN62PPGHBVXB46 | Long             | EC               | CORP              | US        |     45878 | NS      | $340414.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                                  | StoneX Group Inc COM                                              | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     24638 | NS      | $1987014.38   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                                                  | Clear Secure Inc COM CL A                                         | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31044 | NS      | $1502840.04   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc.                                             | UFP Technologies Inc. COM                                         | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      2707 | NS      | $524075.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Central Garden & Pet Company                                      | Central Garden & Pet Company COM                                  | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      2908 | NS      | $106927.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                                     | Teradata Corp COM                                                 | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     32454 | NS      | $831796.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc                                                       | Bancorp Inc COM                                                   | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |     14833 | NS      | $796977.09    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                                | PennyMac Mortgage Investment Trust COM                            | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     30756 | NS      | $358614.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                                | Liberty Energy Inc COM CL A                                       | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Long             | EC               | CORP              | US        |     56754 | NS      | $1634515.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| NBT Bancorp Inc                                                   | NBT Bancorp Inc COM                                               | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18458 | NS      | $785941.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corporation                                   | Fox Factory Holding Corporation COM                               | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     14788 | NS      | $243410.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OTTER TAIL CORP                                                   | Otter Tail Corporation COM                                        | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14676 | NS      | $1288112.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                                       | Itron, Inc. COM                                                   | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     16040 | NS      | $1437665.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| StepStone Group Inc                                               | StepStone Group Inc COM CL A                                      | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25749 | NS      | $1228742.28   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp.                                    | Quanex Building Products Corp. COM                                | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     15998 | NS      | $287484.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                                         | Qorvo Inc COM                                                     | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     29545 | NS      | $2286783.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Pharmaceuticals Inc                                        | Acadia Pharmaceuticals Inc COM                                    | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     43845 | NS      | $975989.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL PRESTO INDUSTRIES INC                                    | National Presto Industries Inc. COM                               | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1836 | NS      | $251642.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                                         | American States Water Co. COM                                     | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     13553 | NS      | $1024877.86   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc.                                             | Extreme Networks Inc. COM                                         | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     47299 | NS      | $713268.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc                                 | Donnelley Financial Solutions Inc COM                             | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      9316 | NS      | $439156.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                                   | Central Pacific Financial Corp. COM NEW                           | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      9151 | NS      | $292465.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc                                    | Blackstone Mortgage Trust, Inc COM CL A                           | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |     55579 | NS      | $1064337.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                                             | Universal Corporation COM                                         | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      8818 | NS      | $464708.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons Inc                                                 | The Andersons Inc COM                                             | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     11689 | NS      | $839036.42    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Company PLC                                               | Perrigo Company PLC COM EUR0.001                                  | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     47679 | NS      | $512072.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                                                   | ICU Medical Inc COM                                               | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      8624 | NS      | $1113789.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc.                                   | Virtus Investment Partners Inc. COM                               | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      2248 | NS      | $302018.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                                        | Upwork Inc COM                                                    | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     45656 | NS      | $500389.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Cohu Inc                                                          | Cohu Inc COM                                                      | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     16213 | NS      | $496442.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Insight Enterprises Inc.                                          | Insight Enterprises Inc. COM                                      | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     10856 | NS      | $727460.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs Warehouse Inc.                                              | Chefs Warehouse Inc. COM                                          | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     12682 | NS      | $753944.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustco Bank Corp NY                                              | Trustco Bank Corp NY COM NEW                                      | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6314 | NS      | $276426.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                                       | Unitil Corp COM                                                   | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6215 | NS      | $324671.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corporation                          | Stewart Information Services Corporation COM                      | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     10585 | NS      | $651824.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                                    | Proto Labs Inc COM                                                | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      8341 | NS      | $475603.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                                            | Boot Barn Holdings Inc COM                                        | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     10654 | NS      | $1559319.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc.                                         | MarketAxess Holdings Inc. COM                                     | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     13018 | NS      | $2147709.64   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                                  | Shutterstock Inc COM                                              | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      8135 | NS      | $135122.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                                          | Lamb Weston Holdings Inc COM                                      | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     48638 | NS      | $2055441.88   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc.                                     | Catalyst Pharmaceuticals Inc. COM                                 | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     40742 | NS      | $1008771.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                                              | Global Net Lease Inc COM NEW                                      | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     68814 | NS      | $644099.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL SEAWAYS INC                                         | International Seaways Inc. COM NPV                                | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |     14134 | NS      | $1030085.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| QUAKER CHEMICAL CORP                                              | Quaker Houghton COM                                               | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      4754 | NS      | $590589.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Argan Inc                                                         | Argan Inc COM                                                     | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      4859 | NS      | $2646454.35   | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Cinemark Holdings Inc.                                            | Cinemark Holdings Inc. COM                                        | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     36305 | NS      | $1035418.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                                                      | Freshpet Inc COM                                                  | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     17093 | NS      | $1007803.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                                       | Simmons First National Corp CL A $1 PAR                           | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     50626 | NS      | $984675.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                               | Clearway Energy Inc CL A                                          | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     11963 | NS      | $468590.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carmax Inc                                                        | Carmax Inc COM                                                    | CUSIP: 143130102<br>LEI: 529900F60CID3NCZM330 | Long             | EC               | CORP              | US        |     49660 | NS      | $2064862.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                                        | Xenia Hotels & Resorts Inc COM                                    | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     33034 | NS      | $489894.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co.                                                         | WD-40 Co. COM                                                     | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      4723 | NS      | $963208.62    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc                                            | Pacira Biosciences Inc COM                                        | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |     14394 | NS      | $325304.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| DXP ENTERPRISES INC                                               | DXP Enterprises Inc. COM NEW                                      | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4448 | NS      | $621519.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Mercury Systems Inc                                               | Mercury Systems Inc COM                                           | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     18496 | NS      | $1348543.36   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                                     | Amphastar Pharmaceuticals Inc COM                                 | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     12433 | NS      | $243562.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTEN TRANSPORT LTD                                              | Marten Transport Ltd. COM                                         | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19876 | NS      | $260971.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc.                                                       | Phinia Inc. COMMON STOCK                                          | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     13279 | NS      | $908814.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DIME COMMUNITY BANCSHARES INC                                     | Dime Community Bancshares Inc. COM                                | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14215 | NS      | $480751.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education, Inc.                                          | Laureate Education, Inc. COMMON STOCK                             | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     46966 | NS      | $1636295.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                                       | Neogen Corp COM                                                   | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     75956 | NS      | $705631.24    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Armstrong World Industries, Inc.                                  | Armstrong World Industries, Inc. COM                              | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     15104 | NS      | $2489139.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                                     | First Bancorp COM                                                 | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14632 | NS      | $824513.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Koppers Holdings Inc                                              | Koppers Holdings Inc COM                                          | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6755 | NS      | $261283.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-27

**Name of Applicant:** BNY MELLON INVESTMENT PORTFOLIOS

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer