# EDGAR Filing Document

**Accession Number:** 0000719423
**File Stem:** 0001752724-23-015143
**Filing Date:** 2023-1
**Character Count:** 201821
**Document Hash:** 262befd022740f82409b9ad9fb0fe06c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-015143.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-015143

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VALIC Co I
- **CENTRAL INDEX KEY:** 0000719423
- **IRS NUMBER:** 720029692
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03738
- **FILM NUMBER:** 23558186

**BUSINESS ADDRESS:**
- **STREET 1:** HARBORSIDE 5
- **STREET 2:** 185 HUDSON STREET, SUITE 3300
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07311
- **BUSINESS PHONE:** 201-324-6378

**MAIL ADDRESS:**
- **STREET 1:** HARBORSIDE 5
- **STREET 2:** 185 HUDSON STREET, SUITE 3300
- **CITY:** JERSEY CITY
- **STATE:** NJ
- **ZIP:** 07311

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AIG Retirement CO I
- **DATE OF NAME CHANGE:** 20080501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VALIC CO I
- **DATE OF NAME CHANGE:** 20020110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NORTH AMERICAN FUNDS VARIABLE PRODUCT SERIES CO I
- **DATE OF NAME CHANGE:** 20000929

## Series and Classes Contracts Data

### Small Cap Value Fund (Series ID: S000069823)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000222584 | Small Cap Value Fund | VVSCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VALIC Co I

- **b. Investment Company Act file number:** 811-03738

- **c. CIK number of Registrant:** 0000719423

- **d. LEI of Registrant:** 549300N3XZ1M1QABFI47

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

  - **Street Address 1:** 2929 ALLEN PARKWAY

  - **City:** HOUSTON

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 77019

  - **Telephone number:** 800-448-2542

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

- **a. Name of Series:** Small Cap Value Fund

- **b. EDGAR series identifier (if any):** S000069823

- **c. LEI of Series:** 549300JGEALY4HWTTV21

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

- **a. Date of fiscal year-end:** 2023-05-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $585454973.03

**Total Liabilities:** $5219392.67

**Net Assets:** $580235580.36

**Cash Not Reported:** $1056826.69

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222584 | -9.61%               | 11.73%               | 3.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-802309.55              | $-46308908.26                              |
| Month 2  | $522906.38               | $51938170.36                               |
| Month 3  | $3068451.34              | $14800842.73                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WESCO International Inc                                 | WESCO International Inc                                                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     10700 | NS      | $1379444.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp                                  | Tupperware Brands Corp                                                      | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |      4300 | NS      | $19909.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                                       | Generation Bio Co                                                           | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24300 | NS      | $129519.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                           | Dime Community Bancshares Inc                                               | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15972 | NS      | $569721.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp                         | Entravision Communications Corp                                             | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |    106432 | NS      | $591761.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                                   | Equity Bancshares Inc                                                       | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      8300 | NS      | $303448.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services Inc                                | KAR Auction Services Inc                                                    | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |      3700 | NS      | $50838.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                            | AdvanSix Inc                                                                | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     20500 | NS      | $843780.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                              | Zumiez Inc                                                                  | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     18800 | NS      | $437100.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                                           | ModivCare Inc                                                               | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      7500 | NS      | $577500.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc                         | PennyMac Financial Services Inc                                             | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     13100 | NS      | $781546.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                                     | Peabody Energy Corp                                                         | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     61200 | NS      | $1954728.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                               | First BanCorp/Puerto Rico                                                   | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    201500 | NS      | $3099070.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc                                 | Global Medical REIT Inc                                                     | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               |  | US        |     24700 | NS      | $249470.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                           | Independence Realty Trust Inc                                               | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |    149800 | NS      | $2714376.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                  | Primoris Services Corp                                                      | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     44600 | NS      | $952210.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                     | Clearway Energy Inc                                                         | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     57700 | NS      | $1899484.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc                         | First Interstate BancSystem Inc                                             | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     41187 | NS      | $1796576.94   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                    | TTM Technologies Inc                                                        | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     54400 | NS      | $874208.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                                         | 3D Systems Corp                                                             | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |    124200 | NS      | $1259388.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Byline Bancorp Inc                                      | Byline Bancorp Inc                                                          | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     54600 | NS      | $1244334.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio Inc                                        | 2seventy bio Inc                                                            | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23833 | NS      | $373463.11    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                                    | Mercantile Bank Corp                                                        | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      2200 | NS      | $76582.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                                    | Hanmi Financial Corp                                                        | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      5800 | NS      | $156890.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                            | HB Fuller Co                                                                | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     12300 | NS      | $987813.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                               | New Jersey Resources Corp                                                   | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     79500 | NS      | $3955125.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                   | Stifel Financial Corp                                                       | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     17550 | NS      | $1127587.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc                               | Universal Electronics Inc                                                   | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      8400 | NS      | $183708.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                                   | Avis Budget Group Inc                                                       | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |     11102 | NS      | $2482407.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                             | Simmons First National Corp                                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     13100 | NS      | $304051.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                           | Steelcase Inc                                                               | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     66800 | NS      | $529724.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore Inc                                        | W&T Offshore Inc                                                            | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     13700 | NS      | $94119.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health Inc                                      | Evolent Health Inc                                                          | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     41800 | NS      | $1203422.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics Inc                                | Revance Therapeutics Inc                                                    | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |     10700 | NS      | $232297.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                     | Meritage Homes Corp                                                         | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     16300 | NS      | $1408483.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                                  | DXP Enterprises Inc/TX                                                      | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5800 | NS      | $149814.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                                             | Vistra Corp                                                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     34429 | NS      | $837657.57    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc                          | Esquire Financial Holdings Inc                                              | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $62776.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                                 | Kezar Life Sciences Inc                                                     | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |    212805 | NS      | $1662007.05   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals Inc                             | Lexicon Pharmaceuticals Inc                                                 | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    681896 | NS      | $1459257.44   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                                           | EchoStar Corp                                                               | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |    102100 | NS      | $1776540.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                                  | Relay Therapeutics Inc                                                      | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114200 | NS      | $2121836.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                                 | V2X Inc                                                                     | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10700 | NS      | $432387.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sight Sciences Inc                                      | Sight Sciences Inc                                                          | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102900 | NS      | $1149393.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| First Business Financial Services Inc                   | First Business Financial Services Inc                                       | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |      1452 | NS      | $55640.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                                              | Bumble Inc                                                                  | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15900 | NS      | $387324.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp                                     | Luther Burbank Corp                                                         | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |      8500 | NS      | $100810.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                             | REX American Resources Corp                                                 | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14800 | NS      | $436748.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                                  | Eastern Bankshares Inc                                                      | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     95600 | NS      | $1874716.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                 | Central Garden & Pet Co                                                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     73400 | NS      | $2867738.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                                    | Amkor Technology Inc                                                        | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |    105800 | NS      | $2964516.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                      | Kontoor Brands Inc                                                          | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      8400 | NS      | $364980.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Adeia Inc                                               | Adeia Inc                                                                   | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52500 | NS      | $580125.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                                   | Jackson Financial Inc                                                       | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     28000 | NS      | $1045800.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc                          | NexTier Oilfield Solutions Inc                                              | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     80166 | NS      | $816891.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                            | BioCryst Pharmaceuticals Inc                                                | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     67200 | NS      | $897792.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CinCor Pharma Inc                                       | CinCor Pharma Inc                                                           | CUSIP: 17240Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24600 | NS      | $290280.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                                 | Old National Bancorp/IN                                                     | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    344261 | NS      | $6578827.71   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc                              | Heritage-Crystal Clean Inc                                                  | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10900 | NS      | $344440.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                             | Avient Corp                                                                 | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     22100 | NS      | $764881.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                                        | AMC Networks Inc                                                            | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     82200 | NS      | $1640712.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc                                  | Nicolet Bankshares Inc                                                      | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2200 | NS      | $181984.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                           | Goodyear Tire & Rubber Co/The                                               | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    105904 | NS      | $1188242.88   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc                              | SeaWorld Entertainment Inc                                                  | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     11600 | NS      | $661896.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                      | Kelly Services Inc                                                          | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136300 | NS      | $2315737.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                            | Veritiv Corp                                                                | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |     18500 | NS      | $2488990.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares Inc                        | American National Bankshares Inc                                            | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |      2800 | NS      | $107996.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc                   | Essential Properties Realty Trust Inc                                       | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |     38700 | NS      | $898227.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                | Yelp Inc                                                                    | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     21900 | NS      | $677805.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc                                    | EnPro Industries Inc                                                        | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      7800 | NS      | $926640.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                              | Southwest Gas Holdings Inc                                                  | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19100 | NS      | $1307586.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                          | Northeast Bank                                                              | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      1300 | NS      | $55042.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | E-MINI RUSS 2000 DEC22                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       121 | NC      | $188547.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc                                      | Arch Resources Inc                                                          | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      9900 | NS      | $1532025.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                             | Ecovyst Inc                                                                 | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22000 | NS      | $204380.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                                    | First Merchants Corp                                                        | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     36200 | NS      | $1600402.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                               | Ennis Inc                                                                   | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19800 | NS      | $459954.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                                     | Walker & Dunlop Inc                                                         | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $116103.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp                                              | eGain Corp                                                                  | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162800 | NS      | $1432640.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                              | Terex Corp                                                                  | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     27800 | NS      | $1276298.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                                     | Luxfer Holdings PLC                                                         | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |     11500 | NS      | $168590.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                       | Redwood Trust Inc                                                           | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |     93500 | NS      | $738650.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Xperi Inc                                               | Xperi Inc                                                                   | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21060 | NS      | $225552.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                              | Prometheus Biosciences Inc                                                  | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8800 | NS      | $361768.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                                        | Talos Energy Inc                                                            | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     10700 | NS      | $210255.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                   | Customers Bancorp Inc                                                       | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     50300 | NS      | $1623181.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                                | Super Micro Computer Inc                                                    | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     14900 | NS      | $1344427.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                                  | ConnectOne Bancorp Inc                                                      | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     86490 | NS      | $2269497.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                                     | Myriad Genetics Inc                                                         | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     10500 | NS      | $212730.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                             | OFG Bancorp                                                                 | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |    149953 | NS      | $4344138.41   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                            | Harmonic Inc                                                                | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     95800 | NS      | $1469572.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                                      | Ready Capital Corp                                                          | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               |  | US        |     60900 | NS      | $816060.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                                   | LiveRamp Holdings Inc                                                       | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |    142000 | NS      | $3118320.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc                                      | UMH Properties Inc                                                          | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               |  | US        |     48317 | NS      | $850862.37    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma Inc                                  | Lyell Immunopharma Inc                                                      | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57800 | NS      | $243338.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Sprouts Farmers Market Inc                              | Sprouts Farmers Market Inc                                                  | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     41350 | NS      | $1419545.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                              | Great Southern Bancorp Inc                                                  | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |        66 | NS      | $4134.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California Inc                   | Pacific Biosciences of California Inc                                       | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |     63100 | NS      | $678325.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Theravance Biopharma Inc                                | Theravance Biopharma Inc                                                    | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |     72300 | NS      | $777948.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                                        | Green Plains Inc                                                            | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     54000 | NS      | $1866240.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc                       | KKR Real Estate Finance Trust Inc                                           | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |    118400 | NS      | $1959520.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                             | Columbia Banking System Inc                                                 | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39400 | NS      | $1341964.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir Inc                                             | Allovir Inc                                                                 | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84810 | NS      | $636923.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| OceanFirst Financial Corp                               | OceanFirst Financial Corp                                                   | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    263862 | NS      | $6163816.32   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                                      | Forestar Group Inc                                                          | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     32330 | NS      | $479453.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                            | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   3069134 | NS      | $3069134.50   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                                      | SmartFinancial Inc                                                          | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24050 | NS      | $721019.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Therapeutics Inc                                | Century Therapeutics Inc                                                    | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21500 | NS      | $225750.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE                            | Eagle Pharmaceuticals Inc/DE                                                | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |     26400 | NS      | $958848.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                                 | KBR Inc                                                                     | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     34500 | NS      | $1782615.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                                          | API Group Corp                                                              | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     28300 | NS      | $543926.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                            | Arconic Corp                                                                | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     65600 | NS      | $1563248.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                              | Belden Inc                                                                  | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     19500 | NS      | $1568580.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                          | CVR Energy Inc                                                              | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     25300 | NS      | $932305.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp                                       | Sleep Number Corp                                                           | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      5700 | NS      | $166725.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                           | Hub Group Inc                                                               | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44300 | NS      | $3727845.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                                    | Associated Banc-Corp                                                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     44200 | NS      | $1087320.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                            | Bread Financial Holdings Inc                                                | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     61000 | NS      | $2502830.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                                         | MillerKnoll Inc                                                             | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |    159944 | NS      | $3261258.16   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                                | Cohu Inc                                                                    | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     54400 | NS      | $1948608.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                                     | Avid Technology Inc                                                         | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     44400 | NS      | $1246752.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                                  | Greenbrier Cos Inc/The                                                      | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     63100 | NS      | $2422409.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                                | Travere Therapeutics Inc                                                    | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94600 | NS      | $1904298.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SecureWorks Corp                                        | SecureWorks Corp                                                            | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9811 | NS      | $70442.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                      | First Horizon Corp                                                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     17308 | NS      | $430103.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                                        | Forward Air Corp                                                            | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1400 | NS      | $157318.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                               | AGCO Corp                                                                   | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     11060 | NS      | $1467883.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                          | QuinStreet Inc                                                              | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     33000 | NS      | $469590.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                       | Bristow Group Inc                                                           | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      3233 | NS      | $84058.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial Inc                             | First Western Financial Inc                                                 | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |      3900 | NS      | $118560.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                            | Supernus Pharmaceuticals Inc                                                | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     12800 | NS      | $470016.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                             | Centerspace                                                                 | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |     11400 | NS      | $735300.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                       | RLJ Lodging Trust                                                           | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |    297926 | NS      | $3610863.12   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                              | Amalgamated Financial Corp                                                  | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15600 | NS      | $416052.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                               | Agios Pharmaceuticals Inc                                                   | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     23600 | NS      | $711304.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp                       | First Commonwealth Financial Corp                                           | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    105800 | NS      | $1557376.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                                       | Inari Medical Inc                                                           | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20500 | NS      | $1508390.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                            | Victory Capital Holdings Inc                                                | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     29100 | NS      | $843900.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                               | Community Bank System Inc                                                   | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     11659 | NS      | $759467.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                    | Tri Pointe Homes Inc                                                        | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112700 | NS      | $2078188.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                                 | CNO Financial Group Inc                                                     | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     26220 | NS      | $615645.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd                          | James River Group Holdings Ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     27700 | NS      | $665354.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                          | Trustmark Corp                                                              | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      7500 | NS      | $274350.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                          | Ameris Bancorp                                                              | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     37442 | NS      | $1979932.96   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies Inc                          | Allied Motion Technologies Inc                                              | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |     12700 | NS      | $450088.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                     | Clearway Energy Inc                                                         | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     63900 | NS      | $2264616.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                                | Phillips Edison & Co Inc                                                    | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |     22400 | NS      | $721952.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                                | Kearny Financial Corp/MD                                                    | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64700 | NS      | $625649.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                                    | Range Resources Corp                                                        | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     11900 | NS      | $343553.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                                  | Group 1 Automotive Inc                                                      | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      3400 | NS      | $657356.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                                 | Wintrust Financial Corp                                                     | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     29200 | NS      | $2669756.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                      | Axos Financial Inc                                                          | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     37300 | NS      | $1496103.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                          | Dorian LPG Ltd                                                              | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |     40200 | NS      | $782694.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                                           | Dril-Quip Inc                                                               | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     22400 | NS      | $527296.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc                              | NGM Biopharmaceuticals Inc                                                  | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |     74700 | NS      | $413091.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                                    | Wabash National Corp                                                        | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     66000 | NS      | $1654620.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio Inc                                        | Bluebird Bio Inc                                                            | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71500 | NS      | $556985.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                                | Gogo Inc                                                                    | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     65000 | NS      | $1019850.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Avaya Holdings Corp                                     | Avaya Holdings Corp                                                         | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |    532300 | NS      | $514201.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Sierra Bancorp                                          | Sierra Bancorp                                                              | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13300 | NS      | $287812.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                                   | Bed Bath & Beyond Inc                                                       | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |     14100 | NS      | $47940.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                             | Kennedy-Wilson Holdings Inc                                                 | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     54900 | NS      | $934398.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                        | LendingClub Corp                                                            | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     43600 | NS      | $449516.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                              | DiamondRock Hospitality Co                                                  | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |    131034 | NS      | $1233029.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                                | Patterson-UTI Energy Inc                                                    | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     19800 | NS      | $355410.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc                           | Barrett Business Services Inc                                               | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |     28000 | NS      | $2753240.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                                              | MasTec Inc                                                                  | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     19850 | NS      | $1802975.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                     | Terreno Realty Corp                                                         | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |     21600 | NS      | $1266624.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc                                   | Radiant Logistics Inc                                                       | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |     62800 | NS      | $335352.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                                  | Banc of California Inc                                                      | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     34433 | NS      | $584328.01    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                        | BJ's Wholesale Club Holdings Inc                                            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      5700 | NS      | $428868.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                                  | Horizon Bancorp Inc/IN                                                      | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     12800 | NS      | $208128.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure Inc                     | Solaris Oilfield Infrastructure Inc                                         | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     17400 | NS      | $190878.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                                        | AdaptHealth Corp                                                            | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    114400 | NS      | $2552264.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                                              | Fastly Inc                                                                  | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |     22300 | NS      | $215418.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                                 | Darling Ingredients Inc                                                     | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     44100 | NS      | $3167703.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Digital Holdings Inc                           | Marathon Digital Holdings Inc                                               | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |     42012 | NS      | $265515.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ChampionX Corp                                          | ChampionX Corp                                                              | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     39000 | NS      | $1202760.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                | Western Alliance Bancorp                                                    | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     27300 | NS      | $1871142.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                                       | IBEX Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      7500 | NS      | $193575.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                 | AZZ Inc                                                                     | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      7600 | NS      | $316388.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                 | Physicians Realty Trust                                                     | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |     74900 | NS      | $1118257.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                                    | Rent-A-Center Inc/TX                                                        | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      4900 | NS      | $118041.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                              | Xenia Hotels & Resorts Inc                                                  | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |     69701 | NS      | $1074789.42   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                         | SouthState Corp                                                             | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     55840 | NS      | $4905544.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                                           | Insperity Inc                                                               | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      1300 | NS      | $154115.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                                | Independent Bank Corp/MI                                                    | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14800 | NS      | $363192.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp                                      | CTI BioPharma Corp                                                          | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78120 | NS      | $470282.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                                 | ANI Pharmaceuticals Inc                                                     | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     10200 | NS      | $427890.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc                       | Computer Programs and Systems Inc                                           | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |     31900 | NS      | $944240.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                 | Comfort Systems USA Inc                                                     | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     10100 | NS      | $1280276.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                           | Lions Gate Entertainment Corp                                               | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     26500 | NS      | $202460.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation Inc                                    | First Foundation Inc                                                        | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     18100 | NS      | $253581.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                              | Arcosa Inc                                                                  | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     12100 | NS      | $739310.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc                                   | CRA International Inc                                                       | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $98608.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                                      | Origin Bancorp Inc                                                          | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      9700 | NS      | $396924.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc                            | RCI Hospitality Holdings Inc                                                | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |      5400 | NS      | $491508.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                                      | UMB Financial Corp                                                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     12567 | NS      | $1074729.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                               | GoPro Inc                                                                   | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     62600 | NS      | $343048.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                 | Kite Realty Group Trust                                                     | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |    105674 | NS      | $2409367.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                                            | Biohaven Ltd                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      2350 | NS      | $37177.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                              | Huron Consulting Group Inc                                                  | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |     14400 | NS      | $1121184.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc                             | Iovance Biotherapeutics Inc                                                 | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     94600 | NS      | $605440.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                           | Materion Corp                                                               | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      2325 | NS      | $187302.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                           | Amphastar Pharmaceuticals Inc                                               | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     15100 | NS      | $445299.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                                | American States Water Co                                                    | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     12600 | NS      | $1234674.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc                          | Information Services Group Inc                                              | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |    310000 | NS      | $1661600.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp                              | Farmers National Banc Corp                                                  | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4144 | NS      | $63030.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                                       | NorthWestern Corp                                                           | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     16900 | NS      | $987129.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc                                   | Alphatec Holdings Inc                                                       | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |    166300 | NS      | $1706238.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                        | Ryman Hospitality Properties Inc                                            | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |     24900 | NS      | $2279097.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                                    | Shore Bancshares Inc                                                        | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3300 | NS      | $65703.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                               | Spire Inc                                                                   | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     37100 | NS      | $2749110.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                          | BankUnited Inc                                                              | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      4500 | NS      | $165240.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                            | WesBanco Inc                                                                | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5500 | NS      | $222475.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                                  | US Silica Holdings Inc                                                      | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     17100 | NS      | $223839.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                          | Constellium SE                                                              | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     65400 | NS      | $814230.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                        | Black Hills Corp                                                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     12100 | NS      | $866723.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC                         | First Bancorp/Southern Pines NC                                             | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13610 | NS      | $661854.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                                   | Helmerich & Payne Inc                                                       | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     22200 | NS      | $1133976.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                               | American Assets Trust Inc                                                   | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |     13300 | NS      | $389557.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc                              | South Plains Financial Inc                                                  | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      4000 | NS      | $123840.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                | Resideo Technologies Inc                                                    | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     40400 | NS      | $654480.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics Inc                                       | AngioDynamics Inc                                                           | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     20500 | NS      | $265475.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                                   | Twist Bioscience Corp                                                       | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     90000 | NS      | $2461500.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd                         | Alpha & Omega Semiconductor Ltd                                             | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |      7600 | NS      | $266608.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                              | Enanta Pharmaceuticals Inc                                                  | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      3300 | NS      | $144507.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc                                          | Brightcove Inc                                                              | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |     52900 | NS      | $292537.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                                            | TrueBlue Inc                                                                | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69000 | NS      | $1489020.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                                   | John Wiley & Sons Inc                                                       | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     16900 | NS      | $801229.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc                                     | Colony Bankcorp Inc                                                         | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2600 | NS      | $35646.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                           | CSG Systems International Inc                                               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     29262 | NS      | $1809562.08   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                  | First Internet Bancorp                                                      | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |     18900 | NS      | $490644.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                                     | Signet Jewelers Ltd                                                         | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |     35400 | NS      | $2301000.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                               | Greif Inc                                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     15700 | NS      | $1103867.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                         | Bancorp Inc/The                                                             | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11500 | NS      | $344655.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics Inc                                 | Jounce Therapeutics Inc                                                     | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |     71200 | NS      | $62656.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                               | Calix Inc                                                                   | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     34500 | NS      | $2459850.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                       | Corporate Office Properties Trust                                           | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     33800 | NS      | $938626.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                                 | GMS Inc                                                                     | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     41890 | NS      | $2056799.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                                 | NOW Inc                                                                     | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    270829 | NS      | $3379945.92   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                                               | IMAX Corp                                                                   | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |     18800 | NS      | $317532.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                                   | Bar Harbor Bankshares                                                       | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $136215.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                           | MYR Group Inc                                                               | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     11200 | NS      | $1069936.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                       | Marriott Vacations Worldwide Corp                                           | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      5100 | NS      | $759798.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                                   | Cara Therapeutics Inc                                                       | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |     39500 | NS      | $466100.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc                                  | Akero Therapeutics Inc                                                      | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |     10600 | NS      | $492900.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                               | Benchmark Electronics Inc                                                   | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     66621 | NS      | $1923348.27   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                               | Columbus McKinnon Corp/NY                                                   | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     16100 | NS      | $518903.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                                      | Verint Systems Inc                                                          | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     33818 | NS      | $1330061.94   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts Inc                                  | Full House Resorts Inc                                                      | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |     18844 | NS      | $144156.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                            | Sanmina Corp                                                                | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     24000 | NS      | $1586160.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                            | SM Energy Co                                                                | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     28300 | NS      | $1220013.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp                          | Brookfield Infrastructure Corp                                              | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     13250 | NS      | $621160.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                                     | Health Catalyst Inc                                                         | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |    264200 | NS      | $2768816.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                                   | BlueLinx Holdings Inc                                                       | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |     19461 | NS      | $1350593.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc                                                  | 2U Inc                                                                      | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |    186400 | NS      | $1496792.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bancorp Inc                                    | Flagstar Bancorp Inc                                                        | CUSIP: 337930705<br>LEI: 549300Q22V2Y3J4R2715 | Long             | EC               | CORP              | US        |      7200 | NS      | $270288.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                                     | Tronox Holdings PLC                                                         | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |    103800 | NS      | $1466694.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                            | Portland General Electric Co                                                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     69775 | NS      | $3435023.25   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings Inc                              | E2open Parent Holdings Inc                                                  | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44100 | NS      | $259749.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Blockchain Inc                                     | Riot Blockchain Inc                                                         | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |    128200 | NS      | $596130.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Plymouth Industrial REIT Inc                            | Plymouth Industrial REIT Inc                                                | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               |  | US        |     12900 | NS      | $267030.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                       | FB Financial Corp                                                           | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     13826 | NS      | $591891.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                                | Broadstone Net Lease Inc                                                    | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |     29200 | NS      | $495524.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies Inc                            | Intra-Cellular Therapies Inc                                                | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |     12500 | NS      | $677750.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                                   | Heartland Express Inc                                                       | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     29400 | NS      | $492156.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                          | PBF Energy Inc                                                              | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     16200 | NS      | $644274.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                              | Rambus Inc                                                                  | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     57500 | NS      | $2206850.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc                            | Sinclair Broadcast Group Inc                                                | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |     30662 | NS      | $569086.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                 | ATI Inc                                                                     | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     11800 | NS      | $360018.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                                          | ScanSource Inc                                                              | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     54900 | NS      | $1639314.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                             | NETGEAR Inc                                                                 | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     56200 | NS      | $1108826.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                               | GATX Corp                                                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      5300 | NS      | $597575.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc                              | Bridgewater Bancshares Inc                                                  | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |     19100 | NS      | $368057.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services Inc                              | Select Energy Services Inc                                                  | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     65200 | NS      | $533988.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                                | RLI Corp                                                                    | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     12731 | NS      | $1655921.17   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc                                  | Old Second Bancorp Inc                                                      | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |    133700 | NS      | $2334402.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co                            | Northwest Natural Holding Co                                                | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     10700 | NS      | $536177.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                        | First Citizens BancShares Inc/NC                                            | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      1625 | NS      | $1326747.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                              | Sabra Health Care REIT Inc                                                  | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |    108850 | NS      | $1405253.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstar Financial Holdings Inc                          | Capstar Financial Holdings Inc                                              | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67844 | NS      | $1214407.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp                                  | Premier Financial Corp                                                      | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14120 | NS      | $412021.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                                     | Ladder Capital Corp                                                         | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |    148200 | NS      | $1645020.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                                   | Fate Therapeutics Inc                                                       | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |     16400 | NS      | $341448.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                 | Pebblebrook Hotel Trust                                                     | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |     59800 | NS      | $995670.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                                 | Alexander & Baldwin Inc                                                     | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |     27799 | NS      | $549030.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                        | Essent Group Ltd                                                            | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |    100200 | NS      | $4017018.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc                       | First Industrial Realty Trust Inc                                           | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |     17000 | NS      | $859350.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                                 | Ellington Financial Inc                                                     | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |     25650 | NS      | $349866.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Home BancShares Inc/AR                                  | Home BancShares Inc/AR                                                      | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98000 | NS      | $2494100.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                              | Matson Inc                                                                  | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     28800 | NS      | $1836288.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                              | FIXED INC CLEARING CORP.REPO                                                | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  10607391 | PA      | $10607391.42  | 1.83%             |  |  |  | No            |                  2 | On Loan: No      |
| Academy Sports & Outdoors Inc                           | Academy Sports & Outdoors Inc                                               | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138300 | NS      | $6981384.00   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc                               | Utah Medical Products Inc                                                   | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |      5900 | NS      | $525454.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                                    | Veritex Holdings Inc                                                        | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |    141177 | NS      | $4610840.82   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                             | Community Trust Bancorp Inc                                                 | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18518 | NS      | $887197.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc                             | Heartland Financial USA Inc                                                 | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      5400 | NS      | $263466.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                        | NMI Holdings Inc                                                            | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     78900 | NS      | $1698717.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                                             | Blucora Inc                                                                 | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     51800 | NS      | $1297590.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                                 | Avidity Biosciences Inc                                                     | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26600 | NS      | $309624.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                                     | Titan Machinery Inc                                                         | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     25300 | NS      | $1113959.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                           | United Community Banks Inc/GA                                               | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     44000 | NS      | $1714680.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                          | Green Dot Corp                                                              | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19700 | NS      | $401486.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp                       | Stewart Information Services Corp                                           | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     45551 | NS      | $2016087.26   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                           | Dillard's Inc                                                               | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      1400 | NS      | $503580.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Civista Bancshares Inc                                  | Civista Bancshares Inc                                                      | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      7600 | NS      | $173736.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp                        | Peapack-Gladstone Financial Corp                                            | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     41600 | NS      | $1714752.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                            | Phreesia Inc                                                                | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     20200 | NS      | $561964.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                         | OSI Systems Inc                                                             | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     21800 | NS      | $1928864.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp                      | Enterprise Financial Services Corp                                          | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     30259 | NS      | $1583756.06   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                                | Waterstone Financial Inc                                                    | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      9400 | NS      | $157450.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                                | Anywhere Real Estate Inc                                                    | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     97300 | NS      | $734615.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                             | Genesco Inc                                                                 | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     10700 | NS      | $558540.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc                                        | Safe Bulkers Inc                                                            | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MH        |     47800 | NS      | $136230.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                             | Banner Corp                                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9300 | NS      | $656766.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                                    | Rush Enterprises Inc                                                        | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     78600 | NS      | $4050258.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                        | Radian Group Inc                                                            | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    176600 | NS      | $3456062.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc                            | Covenant Logistics Group Inc                                                | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4900 | NS      | $188111.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                            | Veracyte Inc                                                                | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     36300 | NS      | $1006962.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                       | International Game Technology PLC                                           | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |     14100 | NS      | $346014.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands Inc                                     | Lifetime Brands Inc                                                         | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |     29400 | NS      | $247254.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc                         | Pinnacle Financial Partners Inc                                             | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     12700 | NS      | $1065403.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                                       | Dynex Capital Inc                                                           | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               |  | US        |    136100 | NS      | $1782910.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Xerox Holdings Corp                                     | Xerox Holdings Corp                                                         | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |    311900 | NS      | $5087089.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                         | Murphy Oil Corp                                                             | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     75100 | NS      | $3544720.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Rite Aid Corp                                           | Rite Aid Corp                                                               | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |     73500 | NS      | $372645.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                                  | Employers Holdings Inc                                                      | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19900 | NS      | $924753.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                                  | Heritage Commerce Corp                                                      | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     82500 | NS      | $1172325.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                                         | Macerich Co/The                                                             | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |     95600 | NS      | $1214120.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc                                   | Hawaiian Holdings Inc                                                       | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |     27400 | NS      | $380860.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                               | Albany International Corp                                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      6100 | NS      | $618357.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                                   | ATN International Inc                                                       | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      6000 | NS      | $290460.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                                  | Werner Enterprises Inc                                                      | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     22500 | NS      | $989550.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                         | Hillenbrand Inc                                                             | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      9200 | NS      | $460000.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                               | Liberty Latin America Ltd                                                   | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |    101600 | NS      | $786384.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| VIA RENEWABLES INC                                      | Via Renewables Inc                                                          | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |     28900 | NS      | $186694.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Sterling Infrastructure Inc                             | Sterling Infrastructure Inc                                                 | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     21800 | NS      | $713950.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                                    | Bridgebio Pharma Inc                                                        | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     54700 | NS      | $512539.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                                       | Prothena Corp PLC                                                           | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |     39200 | NS      | $2450392.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                       | SITE Centers Corp                                                           | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |    155900 | NS      | $2118681.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                            | Nuvalent Inc                                                                | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58600 | NS      | $1926768.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Merchants Bancorp/IN                                    | Merchants Bancorp/IN                                                        | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     31395 | NS      | $803398.05    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                              | Korn Ferry                                                                  | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     42000 | NS      | $2395260.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust Inc                        | Piedmont Office Realty Trust Inc                                            | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |     95000 | NS      | $988950.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                                      | ABM Industries Inc                                                          | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     80900 | NS      | $3816862.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                           | Preferred Bank/Los Angeles CA                                               | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      1600 | NS      | $120944.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                                         | MacroGenics Inc                                                             | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |     22700 | NS      | $145961.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                                 | Kymera Therapeutics Inc                                                     | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51300 | NS      | $1486674.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc                                       | HBT Financial Inc                                                           | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      8263 | NS      | $162367.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                       | Getty Realty Corp                                                           | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |     29346 | NS      | $969004.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                          | Photronics Inc                                                              | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     60100 | NS      | $1129880.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                                     | PotlatchDeltic Corp                                                         | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |     59000 | NS      | $2819610.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                  | Cathay General Bancorp                                                      | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     13690 | NS      | $636174.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                          | Atlantic Union Bankshares Corp                                              | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33800 | NS      | $1205646.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings Inc                        | AssetMark Financial Holdings Inc                                            | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |     18600 | NS      | $462396.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                                  | Louisiana-Pacific Corp                                                      | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      4800 | NS      | $306240.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                                 | G-III Apparel Group Ltd                                                     | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     58400 | NS      | $1263192.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                                    | Sonic Automotive Inc                                                        | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     15100 | NS      | $802414.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                                       | Chord Energy Corp                                                           | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     12930 | NS      | $1972212.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health Inc                                          | Cue Health Inc                                                              | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29400 | NS      | $94080.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Apple Hospitality REIT Inc                              | Apple Hospitality REIT Inc                                                  | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |    116100 | NS      | $1980666.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                               | Liberty Latin America Ltd                                                   | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |    165450 | NS      | $1288855.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                                          | IVERIC bio Inc                                                              | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     61000 | NS      | $1440820.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc                                | Sandy Spring Bancorp Inc                                                    | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8000 | NS      | $278560.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                                   | Veeco Instruments Inc                                                       | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     68600 | NS      | $1363768.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                               | Taylor Morrison Home Corp                                                   | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    150276 | NS      | $4566887.64   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc                           | Business First Bancshares Inc                                               | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |     31700 | NS      | $745584.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                                  | iTeos Therapeutics Inc                                                      | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42200 | NS      | $850330.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings Inc                        | Atlas Air Worldwide Holdings Inc                                            | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     18100 | NS      | $1823937.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                                | Par Pacific Holdings Inc                                                    | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      7900 | NS      | $185097.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc                             | Capital City Bank Group Inc                                                 | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |     11700 | NS      | $411840.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                             | ONE Gas Inc                                                                 | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     14200 | NS      | $1234690.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                            | ArcBest Corp                                                                | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     40070 | NS      | $3316593.90   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen Inc                                               | Cowen Inc                                                                   | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |     12291 | NS      | $475170.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                      | UFP Industries Inc                                                          | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     41200 | NS      | $3372632.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                             | National Bank Holdings Corp                                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18300 | NS      | $851133.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                                    | Fulgent Genetics Inc                                                        | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     31000 | NS      | $1124370.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                                  | Washington Federal Inc                                                      | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48000 | NS      | $1692960.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp                          | Central Pacific Financial Corp                                              | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     20900 | NS      | $442871.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                                     | Bloomin' Brands Inc                                                         | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     29400 | NS      | $662088.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions Inc                     | Allscripts Healthcare Solutions Inc                                         | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    148700 | NS      | $2816378.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FibroGen Inc                                            | FibroGen Inc                                                                | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |     25700 | NS      | $369309.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                                    | Hancock Whitney Corp                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     91021 | NS      | $4991591.64   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                                 | Herbalife Nutrition Ltd                                                     | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |    164900 | NS      | $2889048.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Professional Holding Corp                               | Professional Holding Corp                                                   | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |      1900 | NS      | $56943.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                                  | Mueller Industries Inc                                                      | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     22600 | NS      | $1554202.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co              | American Equity Investment Life Holding Co                                  | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     40300 | NS      | $1632553.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                             | Unitil Corp                                                                 | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14300 | NS      | $783926.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                     | Mr Cooper Group Inc                                                         | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     25400 | NS      | $1147064.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                            | Embecta Corp                                                                | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     22300 | NS      | $734116.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                         | NeoGenomics Inc                                                             | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106500 | NS      | $1193865.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                                     | Paramount Group Inc                                                         | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               |  | US        |     48700 | NS      | $317524.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc                                        | BGC Partners Inc                                                            | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     71000 | NS      | $306010.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp                         | Comtech Telecommunications Corp                                             | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |     90100 | NS      | $1051467.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc                          | MidWestOne Financial Group Inc                                              | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2200 | NS      | $76758.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                             | Unisys Corp                                                                 | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     23000 | NS      | $98900.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp                                          | NETSTREIT Corp                                                              | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |     43800 | NS      | $855414.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                                   | Delek US Holdings Inc                                                       | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     19192 | NS      | $594568.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                | United Natural Foods Inc                                                    | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     23500 | NS      | $1120480.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                       | Owens & Minor Inc                                                           | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     11100 | NS      | $228771.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                                       | Andersons Inc/The                                                           | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     35300 | NS      | $1359050.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                                       | Seneca Foods Corp                                                           | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5200 | NS      | $334256.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                   | Arcus Biosciences Inc                                                       | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82330 | NS      | $2895546.10   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc                                   | Carriage Services Inc                                                       | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $251500.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                | Service Properties Trust                                                    | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |     75100 | NS      | $589535.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                  | Abercrombie & Fitch Co                                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      6300 | NS      | $151074.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                                    | Orthofix Medical Inc                                                        | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4400 | NS      | $79156.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                                            | Cimpress PLC                                                                | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |      1300 | NS      | $38467.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                       | PROG Holdings Inc                                                           | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    126941 | NS      | $2499468.29   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp                                      | MVB Financial Corp                                                          | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |      5100 | NS      | $121788.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaSpine Holdings Corp                                  | SeaSpine Holdings Corp                                                      | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |     80230 | NS      | $600922.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                                   | Powell Industries Inc                                                       | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |     33700 | NS      | $886984.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                                 | Republic Bancorp Inc/KY                                                     | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5800 | NS      | $255606.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                                   | Tenet Healthcare Corp                                                       | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     26700 | NS      | $1233006.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                             | IDACORP Inc                                                                 | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     19000 | NS      | $2100070.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc                                       | Overstock.com Inc                                                           | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |     15100 | NS      | $401962.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Virtus Investment Partners Inc                          | Virtus Investment Partners Inc                                              | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      5900 | NS      | $1144246.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                                         | 1st Source Corp                                                             | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5205 | NS      | $297205.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                                     | Upland Software Inc                                                         | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |     91200 | NS      | $687648.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                                        | QCR Holdings Inc                                                            | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     25872 | NS      | $1361125.92   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | Hannon Armstrong Sustainable Infrastructure Capital Inc                     | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               |  | US        |     16700 | NS      | $541748.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                  | Webster Financial Corp                                                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |      5400 | NS      | $293436.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                                  | Arbor Realty Trust Inc                                                      | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               |  | US        |     68900 | NS      | $1025232.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancshares Inc/The                                | First Bancshares Inc/The                                                    | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |      8900 | NS      | $304291.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                                   | Brookline Bancorp Inc                                                       | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86700 | NS      | $1232874.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                               | Chesapeake Utilities Corp                                                   | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      6600 | NS      | $790218.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc                               | CrossFirst Bankshares Inc                                                   | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $55480.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                            | Cadence Bank                                                                | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     53250 | NS      | $1535730.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc                           | Blackstone Mortgage Trust Inc                                               | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               |  | US        |    157600 | NS      | $3982552.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc                                     | Capital Bancorp Inc                                                         | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |      4200 | NS      | $104244.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SP Plus Corp                                            | SP Plus Corp                                                                | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |      6000 | NS      | $209340.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp                        | Ares Commercial Real Estate Corp                                            | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               |  | US        |    157700 | NS      | $1964942.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                                     | Gray Television Inc                                                         | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    138900 | NS      | $1625130.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                                   | Antero Resources Corp                                                       | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |      4300 | NS      | $157165.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                       | Agree Realty Corp                                                           | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |     82250 | NS      | $5753387.50   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp                                              | Berry Corp                                                                  | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12300 | NS      | $110823.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                                            | ODP Corp/The                                                                | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28490 | NS      | $1371223.70   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                    | Matador Resources Co                                                        | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     11700 | NS      | $776412.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc                           | Armada Hoffler Properties Inc                                               | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |     13200 | NS      | $160380.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                             | Berkshire Hills Bancorp Inc                                                 | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |      4600 | NS      | $143428.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                    | Commercial Metals Co                                                        | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     86300 | NS      | $4247686.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                          | NexPoint Residential Trust Inc                                              | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |      1337 | NS      | $64296.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                    | Warrior Met Coal Inc                                                        | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      7500 | NS      | $276150.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                                       | EW Scripps Co/The                                                           | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     45800 | NS      | $686084.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                             | Ovintiv Inc                                                                 | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62850 | NS      | $3504516.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                   | Lantheus Holdings Inc                                                       | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     25500 | NS      | $1583040.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                        | Cytokinetics Inc                                                            | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     29600 | NS      | $1258000.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                               | Minerals Technologies Inc                                                   | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     13660 | NS      | $823561.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc                       | Donnelley Financial Solutions Inc                                           | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     21900 | NS      | $836142.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                                    | Summit Materials Inc                                                        | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     48000 | NS      | $1453920.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                                | Builders FirstSource Inc                                                    | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      8350 | NS      | $533815.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                             | SkyWest Inc                                                                 | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     49800 | NS      | $918810.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's Inc                                              | Conn's Inc                                                                  | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |     47100 | NS      | $469116.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Corp/IN                                 | First Financial Corp/IN                                                     | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30300 | NS      | $1456521.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                | Encore Capital Group Inc                                                    | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     56800 | NS      | $2862720.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                              | Syndax Pharmaceuticals Inc                                                  | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     60500 | NS      | $1449580.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                                  | Southwestern Energy Co                                                      | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     33829 | NS      | $234096.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                                | HomeTrust Bancshares Inc                                                    | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18400 | NS      | $471040.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                             | Avista Corp                                                                 | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     24680 | NS      | $1018790.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                           | REGENXBIO Inc                                                               | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     37700 | NS      | $901030.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                          | Great Lakes Dredge & Dock Corp                                              | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     12800 | NS      | $93696.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                                     | STAG Industrial Inc                                                         | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |    102800 | NS      | $3383148.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                         | Uniti Group Inc                                                             | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               |  | US        |    145300 | NS      | $1107186.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                                   | Nabors Industries Ltd                                                       | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |      1200 | NS      | $189996.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                                 | Enova International Inc                                                     | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     19678 | NS      | $793810.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                          | Metropolitan Bank Holding Corp                                              | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4200 | NS      | $266868.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                                  | Northfield Bancorp Inc                                                      | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53600 | NS      | $854920.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                                  | Peoples Bancorp Inc/OH                                                      | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3690 | NS      | $110700.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                                     | Glacier Bancorp Inc                                                         | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     15000 | NS      | $868500.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services Inc                         | Orrstown Financial Services Inc                                             | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      6200 | NS      | $166842.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                           | O-I Glass Inc                                                               | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30100 | NS      | $493941.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EQRx Inc                                                | EQRx Inc                                                                    | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    265700 | NS      | $999032.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                    | Deckers Outdoor Corp                                                        | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      3000 | NS      | $1196640.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                       | Tutor Perini Corp                                                           | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     16000 | NS      | $114400.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp                     | Retail Opportunity Investments Corp                                         | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               |  | US        |     23373 | NS      | $356438.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                                | Wolverine World Wide Inc                                                    | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     19700 | NS      | $220640.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                      | CNX Resources Corp                                                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     26600 | NS      | $462042.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Corp                        | Bluegreen Vacations Holding Corp                                            | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |     17800 | NS      | $383590.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                              | Adient PLC                                                                  | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |     26000 | NS      | $1012440.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc                             | Healthcare Realty Trust Inc                                                 | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |     92475 | NS      | $1898511.75   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc                                    | City Office REIT Inc                                                        | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               |  | US        |     20500 | NS      | $202745.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                               | Edgewell Personal Care Co                                                   | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     39900 | NS      | $1724079.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                 | Valley National Bancorp                                                     | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     62920 | NS      | $796567.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc              | American Axle & Manufacturing Holdings Inc                                  | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21500 | NS      | $223815.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                                      | Varex Imaging Corp                                                          | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     13000 | NS      | $276120.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                                   | Independent Bank Corp                                                       | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     15500 | NS      | $1403060.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                                    | Myers Industries Inc                                                        | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |      6258 | NS      | $146061.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                                      | Light & Wonder Inc                                                          | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     30500 | NS      | $1975485.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp                                | World Fuel Services Corp                                                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     24800 | NS      | $705560.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc                             | Karyopharm Therapeutics Inc                                                 | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |     58300 | NS      | $308407.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                                    | WW International Inc                                                        | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      5700 | NS      | $23541.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc                            | SpringWorks Therapeutics Inc                                                | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59600 | NS      | $1441128.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| ACCO Brands Corp                                        | ACCO Brands Corp                                                            | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    178500 | NS      | $994245.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                          | MRC Global Inc                                                              | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    147400 | NS      | $1733424.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                              | Financial Institutions Inc                                                  | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23100 | NS      | $584892.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                             | FNB Corp/PA                                                                 | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     23900 | NS      | $336990.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                                | Dana Inc                                                                    | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     26100 | NS      | $459621.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                        | TriCo Bancshares                                                            | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19400 | NS      | $1057300.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                        | Boise Cascade Co                                                            | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     30400 | NS      | $2250816.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                           | Capitol Federal Financial Inc                                               | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55800 | NS      | $467046.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                                | HNI Corp                                                                    | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     12000 | NS      | $348000.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc                          | Schnitzer Steel Industries Inc                                              | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     24900 | NS      | $854817.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                                | TPG RE Finance Trust Inc                                                    | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               |  | US        |     91400 | NS      | $677274.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The                    | Bank of NT Butterfield & Son Ltd/The                                        | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |     36367 | NS      | $1265571.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                              | Stride Inc                                                                  | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     14500 | NS      | $513445.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                                           | Bioventus Inc                                                               | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34000 | NS      | $66300.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CONSOL Energy Inc                                       | CONSOL Energy Inc                                                           | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      3900 | NS      | $302055.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                 | KB Home                                                                     | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     11500 | NS      | $360985.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                          | SpartanNash Co                                                              | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     10100 | NS      | $331785.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                                       | Olympic Steel Inc                                                           | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      5300 | NS      | $185977.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp                                         | SolarWinds Corp                                                             | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16900 | NS      | $147706.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                               | Argan Inc                                                                   | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |     63000 | NS      | $2390850.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                              | Midland States Bancorp Inc                                                  | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     19500 | NS      | $524745.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                             | BayCom Corp                                                                 | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |      4100 | NS      | $77736.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc                  | Heidrick & Struggles International Inc                                      | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     73900 | NS      | $2194830.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                         | Otter Tail Corp                                                             | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4300 | NS      | $256409.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics Inc                               | Allogene Therapeutics Inc                                                   | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44900 | NS      | $442714.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Equity Commonwealth                                     | Equity Commonwealth                                                         | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |     69900 | NS      | $1893591.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                      | CVB Financial Corp                                                          | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113900 | NS      | $3266652.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                                     | BellRing Brands Inc                                                         | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     97500 | NS      | $2428725.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                                     | Repay Holdings Corp                                                         | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148700 | NS      | $1317482.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                            | Cars.com Inc                                                                | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     35000 | NS      | $517300.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                        | Encore Wire Corp                                                            | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23600 | NS      | $3448196.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-20

**Name of Applicant:** VALIC Co I

**Signature:** Shawn Parry

**Name of Signer:** Shawn Parry

**Title:** Assistant Treasurer