# EDGAR Filing Document

**Accession Number:** 0000912900
**File Stem:** 0001752724-23-046572
**Filing Date:** 2023-2
**Character Count:** 192312
**Document Hash:** e9c8eb5f67608ac79c8a05ab8023dcc5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046572.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046572

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRAXIS MUTUAL FUNDS
- **CENTRAL INDEX KEY:** 0000912900
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08056
- **FILM NUMBER:** 23682636

**BUSINESS ADDRESS:**
- **STREET 1:** 1110 N. MAIN ST.
- **CITY:** GOSHEN
- **STATE:** IN
- **ZIP:** 46527
- **BUSINESS PHONE:** 8009772947

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 483
- **CITY:** GOSHEN
- **STATE:** IN
- **ZIP:** 46527

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MMA PRAXIS MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19931229

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRAXIS MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19931001

## Series and Classes Contracts Data

### Praxis Small Cap Index Fund (Series ID: S000017267)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000047796 | Praxis Small Cap Index Fund Class A | MMSCX           |
| C000047798 | Praxis Small Cap Index Fund Class I | MMSIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Praxis Mutual Funds

- **b. Investment Company Act file number:** 811-08056

- **c. CIK number of Registrant:** 0000912900

- **d. LEI of Registrant:** 5493000A2TZD2B7R2O62

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

  - **Street Address 1:** 1110 N. Main Street

  - **City:** Goshen

  - **State:** IN

  - **Foreign country:** US

  - **Zip / Postal Code:** 46527

  - **Telephone number:** 800-977-2947

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

- **a. Name of Series:** PRAXIS SMALL CAP INDEX FUND

- **b. EDGAR series identifier (if any):** S000017267

- **c. LEI of Series:** 549300LCKNKY6WIQTW36

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $149443599.68

**Total Liabilities:** $178414.70

**Net Assets:** $149265184.98

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000047798 | 11.99%               | 4.26%                | -7.00%               |
| Class ID C000047796 | 6.08%                | -1.25%               | -11.82%              |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-68490.14               | $16277240.36                               |
| Month 2  | $-609117.72              | $6607236.61                                |
| Month 3  | $-3680528.55             | $-7314097.33                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| B. Riley Financial Inc                                                       | B. Riley Financial, Inc.                                         | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6740 | NS      | $230508.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                                                    | Winnebago Industries, Inc.                                       | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      3720 | NS      | $196044.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Corvel Corp                                                                  | CorVel Corporation                                               | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2390 | NS      | $347338.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc.                                                             | Chico's FAS, Inc.                                                | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     40780 | NS      | $200637.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Tanger Factory Outlet Centers Incorporation                                  | Tanger Factory Outlet Centers, Inc. REIT                         | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     16950 | NS      | $304083.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Matson Inc                                                                   | Matson, Inc.                                                     | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      6440 | NS      | $402564.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSCOUT Systems Inc.                                                        | NetScout Systems, Inc.                                           | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     11560 | NS      | $375815.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corporation                                                 | Clearwater Paper Corporation                                     | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      2880 | NS      | $108892.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                                                 | Gentherm, Inc.                                                   | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      6580 | NS      | $429608.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| VIR Biotechnology Inc                                                        | Vir Biotechnology Inc.                                           | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10170 | NS      | $257402.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                                                         | Fulgent Genetics, Inc.                                           | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      5970 | NS      | $177786.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                                              | Central Pacific Financial Corporation                            | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      5870 | NS      | $119043.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                                                           | Ichor Holdings Ltd.                                              | CUSIP: G4740B105<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | US        |      8140 | NS      | $218314.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                                                            | Shoe Carnival, Inc.                                              | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4710 | NS      | $112616.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Group Inc                                                   | Independent Bank Group, Inc.                                     | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4740 | NS      | $284779.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corporation                                                  | Wabash National Corporation                                      | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     15190 | NS      | $343294.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Ethan Allen Interiors Inc.                                                   | Ethan Allen Interiors, Inc.                                      | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12700 | NS      | $335534.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Interface, Inc.                                                              | Interface, Inc.                                                  | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     24150 | NS      | $238360.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated                                          | Ligand Pharmaceuticals, Inc.                                     | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      2760 | NS      | $184368.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc.                                           | KKR REAL ESTATE FINANCE TRUST                                    | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     13750 | NS      | $191950.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corporation                                            | Horace Mann Educators Corporation                                | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      5960 | NS      | $222725.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                                                     | Hersha Hospitality Trust                                         | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |     18960 | NS      | $161539.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                                                           | LTC Properties, Inc. REIT                                        | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               | CORP              | US        |      7200 | NS      | $255816.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp.                                                              | Bancfirst Corporation                                            | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      5080 | NS      | $447954.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                  | Apollo Commercial Real Estate Finance, Inc.                      | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     20490 | NS      | $220472.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Tootsie Roll Industries Inc.                                                 | Tootsie Roll Industries, Inc.                                    | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      2730 | NS      | $116216.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                                                           | FB Financial Corporation                                         | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      3496 | NS      | $126345.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                                                      | Oxford Industries, Inc.                                          | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      3465 | NS      | $322868.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers, Inc.                                                           | Saul Centers, Inc. REIT                                          | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3420 | NS      | $139125.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc                                                            | Owens & Minor, Inc.                                              | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     12410 | NS      | $242367.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Summit Hotel Properties, Inc.                                                | Summit Hotel Properties, Inc.                                    | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |     23710 | NS      | $171186.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Company                                                     | Allegiant Travel Company                                         | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      3490 | NS      | $237285.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Brady Corp                                                                   | Brady Corporation Class A                                        | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     13700 | NS      | $645270.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| J&J Snack Foods Corp                                                         | J & J Snack Foods Corporation                                    | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        10 | NS      | $1497.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                                                           | AXOS FINANCIAL, INC.                                             | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      8590 | NS      | $328309.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries Inc.                                                        | EnPro Industries, Inc.                                           | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      6060 | NS      | $658661.40    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                                                  | Benchmark Electronics, Inc.                                      | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      8080 | NS      | $215655.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Proassurance Corp                                                            | ProAssurance Corporation                                         | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      6230 | NS      | $108838.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                                                 | Lindsay Corporation                                              | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      3140 | NS      | $511349.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc.                                                              | DMC Global, Inc.                                                 | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      9380 | NS      | $182347.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                                                             | Movado Group, Inc.                                               | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      6810 | NS      | $219622.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                                                          | Vericel Corporation                                              | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      8820 | NS      | $232318.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                                                              | Whitestone REIT Class B                                          | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22660 | NS      | $218442.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                                                          | PGT Innovations, Inc.                                            | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |      9950 | NS      | $178702.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc.                                                       | Arcus Biosciences, Inc.                                          | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10060 | NS      | $208040.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                                                             | Green Plains, Inc.                                               | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     10370 | NS      | $316285.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| WD-40 Co.                                                                    | WD-40 Company                                                    | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      1820 | NS      | $293402.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                                                        | Hanmi Financial Corporation                                      | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      9870 | NS      | $244282.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| H B Fuller Company                                                           | H.B. Fuller Company                                              | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     10240 | NS      | $733388.80    | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| Ambac Financial Group, Inc.                                                  | Ambac Financial Group, Inc.                                      | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     10910 | NS      | $190270.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                                               | Preferred Bank                                                   | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      2910 | NS      | $217144.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                                                          | Viavi Solutions, Inc.                                            | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     24360 | NS      | $256023.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifirst Corp                                                                | UniFirst Corporation                                             | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      1790 | NS      | $345452.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                                                    | Monro, Inc.                                                      | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2660 | NS      | $120232.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                                                 | Adtalem Global Education, Inc.                                   | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     12630 | NS      | $448365.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                                              | Uniti Group, Inc. REIT                                           | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     35680 | NS      | $197310.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent Biosolutions Inc                                                    | Emergent BioSolutions, Inc.                                      | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     18580 | NS      | $219429.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                                     | Resideo Technologies Inc.                                        | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     24870 | NS      | $409111.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc.                                                | Sunstone Hotel Investors, Inc. REIT                              | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     32670 | NS      | $315592.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc.                                                      | Employers Holdings, Inc.                                         | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3240 | NS      | $139741.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                                                | 0-I Glass, Inc.                                                  | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22780 | NS      | $377464.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc.                                                              | NV5 Global, Inc.                                                 | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2110 | NS      | $279195.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Incorporated                                                          | Diodes, Inc.                                                     | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      6230 | NS      | $474352.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                                                    | Stepan Company                                                   | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      3960 | NS      | $421581.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc                                                           | Hostess Brands, Inc.                                             | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28140 | NS      | $631461.60    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                                                            | Getty Realty Corporation                                         | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      8140 | NS      | $275539.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Viad Corp                                                                    | Viad Corporation                                                 | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      5500 | NS      | $134145.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc.                                                           | PC Connection, Inc.                                              | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      2970 | NS      | $139293.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories                                                            | Core Laboratories N.V.                                           | CUSIP: N22717107<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |     51860 | NS      | $1051202.20   | 0.70%             |  |  |  | No            |                  1 | On Loan: —       |
| Conmed Corporation                                                           | CONMED Corporation                                               | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      3920 | NS      | $347468.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Kontoor Brands Inc                                                           | Kontoor Brands, Inc.                                             | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      7330 | NS      | $293126.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                                        | Urban Edge Properties REIT                                       | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13970 | NS      | $196837.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                                                   | Merit Medical Systems, Inc.                                      | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     10140 | NS      | $716086.80    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc                                       | Heidrick & Struggles International, Inc.                         | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      6300 | NS      | $176211.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs Warehouse Inc.                                                         | CHEFS' WAREHOUSE, INC. (THE)                                     | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |      5800 | NS      | $193024.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                                                             | Hope Bancorp, Inc.                                               | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     13790 | NS      | $176649.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies, Inc.                                               | Greenbrier Companies, Inc. (The)                                 | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |      6020 | NS      | $201850.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                                                   | RPT Realty REIT                                                  | CUSIP: 74971D101<br>LEI: 549300344BKLXBZOOF93 | Long             | EC               | CORP              | US        |     19470 | NS      | $195478.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                                           | Park National Corporation                                        | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      2050 | NS      | $288537.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp.                                             | Comtech Telecommunications Corporation                           | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |      9290 | NS      | $112780.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                                           | Atlas Air Worldwide Holdings, Inc.                               | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      7090 | NS      | $714672.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Patrick Inds Inc                                                             | Patrick Industries, Inc.                                         | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      2420 | NS      | $146652.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corporation                                          | Select Medical Holdings Corporation                              | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16840 | NS      | $418137.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Skywest Inc                                                                  | SkyWest, Inc.                                                    | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     13750 | NS      | $227012.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc.                                                   | American Assets Trust, Inc. REIT                                 | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6220 | NS      | $164830.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc.                                                         | Myriad Genetics, Inc.                                            | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     13280 | NS      | $192692.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corporation                                                     | Sleep Number Corporation                                         | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      8360 | NS      | $217192.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G Foods, Inc.                                                              | B&G Foods, Inc.                                                  | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     10010 | NS      | $111611.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Haynes International Inc.                                                    | HAYNES INTERNATIONAL, INC.                                       | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |      2340 | NS      | $106914.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eplus Inc                                                                    | ePlus, Inc.                                                      | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      4560 | NS      | $201916.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemaitre Vascular Inc.                                                       | LeMaitre Vascular, Inc.                                          | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      5530 | NS      | $254490.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Office Reit Inc                                                        | Orion Office REIT, Inc.                                          | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12700 | NS      | $108458.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc.                                                             | HERMAN MILLER, INC                                               | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |      5150 | NS      | $108201.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc                                                       | Cheesecake Factory, Inc. (The)                                   | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |      7530 | NS      | $238776.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield Inc.                                                              | CLEARFIELD, INC.                                                 | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      3590 | NS      | $337962.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Xpel Incorporation                                                           | XPEL, Inc.                                                       | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      2280 | NS      | $136936.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc.                                                        | Myers Industries, Inc.                                           | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     10120 | NS      | $224967.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                                        | Lantheus Holdings, Inc. Contingent Value Right                   | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     28980 | NS      | $2608.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FED Signal Corp                                                              | Federal Signal Corporation                                       | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |      2370 | NS      | $110133.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                                     | Yelp, Inc.                                                       | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     11460 | NS      | $313316.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc.                                                         | Walker & Dunlop, Inc.                                            | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4340 | NS      | $340603.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                                       | Abercrombie & Fitch Company Class A                              | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     13550 | NS      | $310430.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| OmniAb Inc.                                                                  | OmniAb Incorporated Earnout Shares                               | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2093 | NS      | $1010.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                                                          | Nektar Therapeutics                                              | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     29760 | NS      | $67257.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                                     | Service Properties Trust REIT                                    | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               | CORP              | US        |     28860 | NS      | $210389.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                                                 | Balchem Corporation                                              | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      5560 | NS      | $678931.60    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc.                                                            | Pitney Bowes, Inc.                                               | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     38260 | NS      | $145388.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc.                                                    | Green Brick Partners, Inc.                                       | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      5000 | NS      | $121150.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                                                       | ESCO Technologies, Inc.                                          | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      2890 | NS      | $252990.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                                                                | Trupanion, Inc.                                                  | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |      6280 | NS      | $298488.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| International Paper Company                                                  | Sylvamo Corporation                                              | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      7200 | NS      | $349848.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc.                                                   | Minerals Technologies, Inc.                                      | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      4550 | NS      | $276276.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuys Holdings Inc                                                           | Chuy's Holdings, Inc.                                            | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6950 | NS      | $196685.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Calvert Impact Capital Inc                                                   | Calvert Impact Capital, Inc. 1.00%, 6/14/2024                    | CUSIP: 13162EBT2<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93414.61     | 0.06%             | 2024-06-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nu Skin Enterprises Inc.                                                     | Nu Skin Enterprises, Inc. Class A                                | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      8480 | NS      | $357516.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                                                  | Brinker International, Inc.                                      | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      7800 | NS      | $248898.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                                             | Harmony Biosciences Holdings, Inc.                               | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4600 | NS      | $253460.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial                                                                | CVB Financial Corporation                                        | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26090 | NS      | $671817.50    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc                                            | Brightsphere Investment Group Inc.                               | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      7030 | NS      | $144677.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                                                    | iStar, Inc. REIT                                                 | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               | CORP              | US        |     28930 | NS      | $220735.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                                                    | American States Water Company                                    | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      8490 | NS      | $785749.50    | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Barnes Group Inc.                                                            | Barnes Group, Inc.                                               | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |      6060 | NS      | $247551.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports and Outdoors Inc                                              | Academy Sports & Outdoors, Inc.                                  | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16030 | NS      | $842216.20    | 0.56%             |  |  |  | No            |                  1 | On Loan: —       |
| La-Z-Boy Inc                                                                 | La-Z-Boy, Inc.                                                   | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      6970 | NS      | $159055.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                                                      | Strategic Education, Inc.                                        | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      5770 | NS      | $451906.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                                                         | LXP Industrial Trust REIT                                        | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |     32120 | NS      | $321842.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                                                | Berkshire Hills Bancorp, Inc.                                    | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     10970 | NS      | $328003.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                                                     | Trinity Industries, Inc.                                         | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     13770 | NS      | $407178.90    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Mortgage Capital Inc.                                                | Invesco Mortgage Capital, Inc.                                   | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               | CORP              | US        |      8286 | NS      | $105480.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                                                           | Deluxe Corporation                                               | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      6360 | NS      | $107992.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                                                          | ADTRAN, Inc.                                                     | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     14390 | NS      | $270388.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Advansix Inc                                                                 | AdvanSix, Inc.                                                   | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     10540 | NS      | $400730.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                                             | SPS Commerce, Inc.                                               | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      5620 | NS      | $721776.60    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc.                                                    | CIRCOR International, Inc.                                       | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |      4440 | NS      | $106382.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp.                                                            | Forward Air Corporation                                          | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5730 | NS      | $601019.70    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc                                                                  | Bancorp, Inc. (The)                                              | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10190 | NS      | $289192.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc.                                                          | THYRV HOLDINGS, INC.                                             | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9180 | NS      | $174420.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Radnet Inc                                                                   | RadNet, Inc.                                                     | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     11320 | NS      | $213155.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc.                                               | Armada Hoffler Properties, Inc.                                  | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     12440 | NS      | $143060.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc.                                                                | Leslie's, Inc.                                                   | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23260 | NS      | $284004.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                                                  | Rogers Corporation                                               | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      3610 | NS      | $430817.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcbest Corporation                                                          | ArcBest Corporation                                              | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      6890 | NS      | $482575.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Veris Residential Inc                                                        | Veris Residential, Inc. REIT                                     | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20870 | NS      | $332459.10    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc.                                                         | United Natural Foods, Inc.                                       | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34870 | NS      | $190390.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                                          | Acadia Realty Trust                                              | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17540 | NS      | $251699.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc.                                                      | Genworth Financial, Inc. Class A                                 | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    116460 | NS      | $616073.40    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp Inc                                                  | Pacific Premier Bancorp, Inc.                                    | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     15096 | NS      | $476429.76    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.                                                | COLLEGIUM PHARMACEUTICAL, INC.                                   | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      4650 | NS      | $107880.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                                                              | Shake Shack, Inc. Class A                                        | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |      5180 | NS      | $215125.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Site Centers Corp                                                            | Site Centers Corporation                                         | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     33690 | NS      | $460205.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Capitol Fed Fin In                                                           | Capitol Federal Financial, Inc.                                  | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21140 | NS      | $182861.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc.                                              | Telephone and Data Systems, Inc.                                 | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17960 | NS      | $188400.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                                                    | Sonos, Inc.                                                      | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     18690 | NS      | $315861.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| SPX Technologies, Inc.                                                       | SPX Technologies, Inc.                                           | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9870 | NS      | $647965.50    | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Badger Meter Inc                                                             | Badger Meter, Inc.                                               | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      6300 | NS      | $686889.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc.                                                              | QuinStreet, Inc.                                                 | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     15700 | NS      | $225295.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                                               | Ironwood Pharmaceuticals, Inc.                                   | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     45050 | NS      | $558169.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Palomar Holdings Inc                                                         | Palomar Holdings, Inc.                                           | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      3850 | NS      | $173866.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services, Inc                                                    | KAR Auction Services, Inc.                                       | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     12030 | NS      | $156991.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                                                    | Community Bank System, Inc.                                      | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |      6810 | NS      | $428689.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Stride Inc                                                                   | Stride, Inc.                                                     | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      8120 | NS      | $253993.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                                               | Virtus Investment Partners, Inc.                                 | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       920 | NS      | $176124.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corporation                                                          | Veritiv Corporation                                              | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      3640 | NS      | $443024.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                                                 | Two Harbors Investment Corporation REIT                          | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               | CORP              | US        |     10280 | NS      | $162115.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                                             | A10 Networks, Inc.                                               | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     15080 | NS      | $250780.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                                                            | Inter Parfums, Inc.                                              | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2400 | NS      | $231648.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc.                                                     | Comfort Systems USA, Inc.                                        | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      5920 | NS      | $681273.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                                     | Granite Construction, Inc.                                       | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      7530 | NS      | $264077.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Genesco Inc                                                                  | Genesco, Inc.                                                    | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      3300 | NS      | $151866.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Grp Inc                                                                  | MYR Group, Inc.                                                  | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      2470 | NS      | $227412.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                                           | PennyMac Mortgage Investment Trust                               | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     14450 | NS      | $179035.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                                               | LCI Industries                                                   | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      4750 | NS      | $439137.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Installed Building Products Inc                                              | Installed Building Products, Inc.                                | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      3410 | NS      | $291896.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp.                                                      | National Beverage Corporation                                    | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      4440 | NS      | $206593.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc.                                                       | Mesa Laboratories, Inc.                                          | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      1460 | NS      | $242666.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmace Inc                                                           | Vanda Pharmaceuticals, Inc.                                      | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     25990 | NS      | $192066.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                                                 | Bread Financial Holdings, Inc.                                   | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      8810 | NS      | $331784.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                                                | Asbury Automotive Group, Inc.                                    | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      3100 | NS      | $555675.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                                                  | Simmons First National Corporation Class A                       | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     20420 | NS      | $440663.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                                                | Consensus Cloud Solutions, Inc.                                  | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2360 | NS      | $126873.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ceva Inc                                                                     | CEVA, Inc.                                                       | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |      8580 | NS      | $219476.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                                                                | MODIVCARE INC COM                                                | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      2130 | NS      | $191124.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin Brands Inc                                                           | Bloomin' Brands, Inc.                                            | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     18470 | NS      | $371616.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| CTS Corporation                                                              | CTS Corporation                                                  | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      6010 | NS      | $236914.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Biolife Solutions                                                            | Biolife Solutions, Inc.                                          | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |      7490 | NS      | $136318.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                                                     | Perdoceo Education Corporation                                   | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     16740 | NS      | $232686.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                                                   | Xencor, Inc.                                                     | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      8400 | NS      | $218736.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                                               | Green Dot Corporation Class A                                    | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12060 | NS      | $190789.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co.                                                          | MIDDLESEX WATER COMPANY                                          | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1810 | NS      | $142392.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc                                                | Supernus Pharmaceuticals, Inc.                                   | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      7570 | NS      | $270021.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Liveramp Holdings Inc                                                        | LiveRamp Holdings, Inc.                                          | CUSIP: 53815P108<br>LEI: 76MIROMHC0FSWDR2G072 | Long             | EC               | CORP              | US        |      6030 | NS      | $141343.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.                                             | Advanced Energy Industries, Inc.                                 | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      6290 | NS      | $539556.20    | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Pacira Biosciences Inc                                                       | Pacira Pharmaceuticals, Inc.                                     | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |      6110 | NS      | $235907.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc.                                             | Four Corners Property Trust, Inc.                                | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      8630 | NS      | $223775.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc Of California Inc                                                       | Banc of California, Inc.                                         | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      9670 | NS      | $154043.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                                                 | ServisFirst Bancshares, Inc.                                     | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10670 | NS      | $735269.70    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc.                                                        | Veritex Holdings, Inc.                                           | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     13050 | NS      | $366444.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc.                                                         | Cal-Maine Foods, Inc.                                            | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      6880 | NS      | $374616.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                                                             | Shutterstock, Inc.                                               | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      3610 | NS      | $190319.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc.                                                     | Insight Enterprises, Inc.                                        | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      8860 | NS      | $888392.20    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.                                         | Cogent Communications Holdings, Inc.                             | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5100 | NS      | $291108.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                                       | Marcus & Millichap, Inc.                                         | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      3450 | NS      | $118852.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc                                                        | CARA THERAPEUTICS, INC.                                          | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |     11140 | NS      | $119643.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                                                             | StoneX Group, Inc.                                               | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      2410 | NS      | $229673.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                                               | California Water Service Group                                   | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     16470 | NS      | $998740.80    | 0.67%             |  |  |  | No            |                  1 | On Loan: —       |
| OraSure Technologies Inc.                                                    | OraSure Technologies, Inc.                                       | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     28300 | NS      | $136406.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                                           | Kelly Services, Inc.                                             | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11930 | NS      | $201617.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                                             | Washington Real Estate Investment Trust REIT                     | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               | CORP              | US        |      8830 | NS      | $157174.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc.                                                       | Cinemark Holdings, Inc.                                          | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     24860 | NS      | $215287.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| FARO Technologies Inc.                                                       | FARO Technologies, Inc.                                          | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |      5290 | NS      | $155578.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Aaon Inc                                                                     | AAON, Inc.                                                       | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11030 | NS      | $830779.60    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                                                  | DiamondRock Hospitality Company REIT                             | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     28470 | NS      | $233169.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Incorporation                                           | Enova International, Inc.                                        | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      7260 | NS      | $278566.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                                                      | Century Communities, Inc.                                        | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      2300 | NS      | $115023.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc.                                                    | Southside Bancshares, Inc.                                       | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      4987 | NS      | $179482.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc.                                                         | Jack in the Box, Inc.                                            | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      4400 | NS      | $300212.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Calvert Social Investment Foundation/Calvert Community Investment Foundation | CALVERT 2.5% DUE 06/13/2025                                      | CUSIP: 13161GZL9<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |    280000 | PA      | $258690.38    | 0.17%             | 2025-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Guess Inc                                                                    | Guess?, Inc.                                                     | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      9260 | NS      | $191589.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Signet Jewelers Limited                                                      | Signet Jewelers Ltd.                                             | CUSIP: G81276100<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |      7200 | NS      | $489600.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Fabrinet                                                                     | Fabrinet                                                         | CUSIP: G3323L100<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | US        |      7180 | NS      | $920619.60    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus Homecare Corp                                                          | Addus HomeCare Corporation                                       | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      2750 | NS      | $273597.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc.                                       | Essential Properties Realty Trust Incorporated REIT              | CUSIP: 29670E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18920 | NS      | $444052.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                                                            | Eagle Bancorp, Inc.                                              | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      4960 | NS      | $218587.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc.                                                                   | Adeia, Inc.                                                      | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14711 | NS      | $139460.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp.                                                     | First Financial Bancorp                                          | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     14510 | NS      | $351577.30    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corporation                                                           | Harsco Corporation                                               | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     29190 | NS      | $183605.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc.                                                         | RE/MAX Holdings, Inc. Class A                                    | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      8460 | NS      | $157694.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                                                  | South Jersey Industries, Inc.                                    | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     20880 | NS      | $741866.40    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| 1ST Bancorp NC                                                               | First Bancorp/NC                                                 | CUSIP: 318910106<br>LEI: 549300QGC3EY3EV0NS72 | Long             | EC               | CORP              | US        |      5760 | NS      | $246758.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                                               | Trustmark Corporation                                            | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     12050 | NS      | $420665.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                                                   | Standex International Corporation                                | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      2030 | NS      | $207892.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                                                        | Assured Guaranty Ltd.                                            | CUSIP: G0585R106<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | US        |     10110 | NS      | $629448.60    | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Stellar Bancorp Inc                                                          | Stellar Bancorp, Inc.                                            | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      8879 | NS      | $261575.34    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc.                                                      | Insteel Industries, Inc.                                         | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      3970 | NS      | $109254.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc                                            | Dave & Buster's Entertainment, Inc.                              | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      9190 | NS      | $325693.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                                       | Independent Bank Corporation                                     | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      6900 | NS      | $582567.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc                                                             | Ensign Group, Inc. (The)                                         | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      8010 | NS      | $757826.10    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp.                                                 | John Bean Technologies Corporation                               | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      5325 | NS      | $486332.25    | 0.33%             |  |  |  | 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        |     25710 | NS      | $201052.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                                                                   | Heska Corporation                                                | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |      1950 | NS      | $121212.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                                                         | GLOBAL NET LEASE, INC.                                           | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               | CORP              | US        |     16580 | NS      | $208410.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Calvert Social Investment Foundation/Calvert Community Investment Foundation | Calvert Impact Capital 3.00% Due 06/17/2024                      | CUSIP: 13161GTW2<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57655.14     | 0.04%             | 2024-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avid Bioservices Inc                                                         | Avid Bioservices, Inc.                                           | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |     12650 | NS      | $174190.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine, Inc.                                                        | DIGITAL TURBINE, INC.                                            | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     16200 | NS      | $246888.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                                                      | U.S. Physical Therapy, Inc.                                      | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      2080 | NS      | $168542.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                                                     | HNI Corporation                                                  | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      4010 | NS      | $114004.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc.                                                          | First Hawaiian, Inc.                                             | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     15090 | NS      | $392943.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corporation                                                      | Adapthealth Corp.                                                | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11070 | NS      | $212765.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Coherus Biosciences Inc                                                      | Coherus Biosciences, Inc.                                        | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     28080 | NS      | $222393.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERN FDS INC                                                          | FIRST AMERICAN GOVERNMENT OBLIGATIONS FUND CLASS X               | CUSIP: 31846V336<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |   1633804 | PA      | $1633804.45   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc.                                                               | M/I Homes, Inc.                                                  | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     23690 | NS      | $218658.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart Inc.                                                      | America's Car-Mart, Inc.                                         | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2990 | NS      | $216057.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                                                    | SJW Group                                                        | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6830 | NS      | $554527.70    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                                                      | Cushman and Wakefield plc                                        | CUSIP: G2717B108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9020 | NS      | $112389.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                                                 | Exponent, Inc.                                                   | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      8470 | NS      | $839292.30    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                                                      | ALARM.COM HOLDINGS, INC.                                         | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      7330 | NS      | $362688.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Company                              | American Equity Investment Life Holding Company                  | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     15500 | NS      | $707110.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical                                                               | Apollo Medical Holdings, Inc.                                    | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |      6870 | NS      | $203283.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                                                   | Enanta Pharmaceuticals, Inc.                                     | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      4260 | NS      | $198175.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc.                                                                  | Rambus, Inc.                                                     | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     18385 | NS      | $658550.70    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc.                                                        | Extreme Networks, Inc.                                           | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     29990 | NS      | $549116.90    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp                                          | Retail Opportunity Investments Corporation REIT                  | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15690 | NS      | $235820.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                                                  | Cyberspace REIT                                                  | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |      3050 | NS      | $178943.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                                             | Encore Wire Corporation                                          | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3620 | NS      | $497967.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Ultra Clean Holdings Inc                                                     | Ultra Clean Holdings, Inc.                                       | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      3800 | NS      | $125970.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                                                       | Pathward Financial, Inc.                                         | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      6750 | NS      | $290587.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorp                                                          | Westamerica BanCorporation                                       | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2130 | NS      | $125691.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp.                                                             | FutureFuel Corporation                                           | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     18910 | NS      | $153738.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                                                   | Gibraltar Industries, Inc.                                       | CUSIP: 374689107<br>LEI: 549300AE5O3GN0YBLM57 | Long             | EC               | CORP              | US        |      5860 | NS      | $268856.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Plexus Corp                                                                  | Plexus Corporation                                               | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      4900 | NS      | $504357.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial                                                           | Heritage Financial Corporation                                   | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12680 | NS      | $388515.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                                                    | Titan International, Inc.                                        | CUSIP: 88830M102<br>LEI: 54930043H7SFLNS88586 | Long             | EC               | CORP              | US        |     33750 | NS      | $517050.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc                                                | Hudson Pacific Properties, Inc. REIT                             | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31070 | NS      | $302311.10    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                                               | Community Healthcare Trust, Inc.                                 | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      3050 | NS      | $109190.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc.                                                              | BankUnited, Inc.                                                 | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     12200 | NS      | $414434.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                                                       | U.S. Silica Holdings, Inc.                                       | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     17890 | NS      | $223625.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                                                  | Banner Corporation                                               | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6070 | NS      | $383624.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                                                         | SunCoke Energy, Inc.                                             | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     30440 | NS      | $262697.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| E.W. Scripps Company                                                         | E.W. Scripps Company (The) Class A                               | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |      9180 | NS      | $121084.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc.                                          | Compass Minerals International, Inc.                             | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      3060 | NS      | $125460.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc.                                                       | Sun Country Airlines Holdings, Inc.                              | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      7000 | NS      | $110880.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                                                | ARMOUR Residential REIT, Inc.                                    | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |     33710 | NS      | $189787.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Cavco Industries                                                             | Cavco Industries, Inc.                                           | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1500 | NS      | $339375.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Integer Holdings Corporation                                                 | Integer Holdings Corporation                                     | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      4160 | NS      | $284793.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                                                  | Itron, Inc.                                                      | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      8200 | NS      | $415330.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc.                                               | Dime Community Bancshares, Inc.                                  | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11429 | NS      | $363785.07    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Marinemax Inc                                                                | MarineMax, Inc.                                                  | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      3770 | NS      | $117699.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                                             | NMI Holdings, Inc. Class A                                       | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     14340 | NS      | $299706.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                                          | Meritage Homes Corporation                                       | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      6110 | NS      | $563342.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc.                                                | Cross Country Healthcare, Inc.                                   | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      5410 | NS      | $143743.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                                                            | Agree Realty Corporation                                         | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14010 | NS      | $993729.30    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust, Inc.                                                | New York Mortgage Trust, Inc.                                    | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     44650 | NS      | $114304.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc                                                                   | Buckle, Inc. (The)                                               | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      5380 | NS      | $243983.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Veeco Instruments Inc.                                                       | Veeco Instruments, Inc.                                          | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      8620 | NS      | $160159.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Evertec Inc                                                                  | EVERTEC, Inc.                                                    | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10810 | NS      | $350027.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                                                      | Enerpac Tool Group Corporation                                   | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     19940 | NS      | $507473.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| St. Joe Co.                                                                  | St. Joe Company (The)                                            | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |      5140 | NS      | $198661.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc                                             | Granite Point Mortgage Trust                                     | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               | CORP              | US        |     33840 | NS      | $181382.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                                                     | GOGO, INC.                                                       | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     13810 | NS      | $203835.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Pediatrix Medical Group Inc                                                  | Pediatrix Medical Group, Inc.                                    | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14540 | NS      | $216064.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp.                                                                 | Unisys Corporation                                               | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     31950 | NS      | $163264.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc.                                                        | Simulations Plus, Inc.                                           | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4350 | NS      | $159079.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Tennant Co                                                                   | Tennant Company                                                  | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      2040 | NS      | $125602.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                                                      | GMS, INC.                                                        | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      7050 | NS      | $351090.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Office Properties Income Trust                                               | Office Properties Income Trust                                   | CUSIP: 67623C109<br>LEI: 529900A38AW14ELBTL34 | Long             | EC               | CORP              | US        |      8060 | NS      | $107601.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                                           | UFP Industries, Inc.                                             | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      9070 | NS      | $718797.50    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Bsp Realty Trust Inc                                                | Franklin BSP Realty Trust, Inc.                                  | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               | CORP              | US        |     21422 | NS      | $276343.80    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                                                   | United Natural Foods, Inc.                                       | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     14890 | NS      | $576391.90    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc.                                               | Healthcare Services Group, Inc.                                  | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     12090 | NS      | $145080.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtarget Inc                                                               | TechTarget, Inc.                                                 | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      4120 | NS      | $181527.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                                                     | Northwest Bancshares, Inc.                                       | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16270 | NS      | $227454.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corporation                                                           | Avista Corporation                                               | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     18490 | NS      | $819846.60    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc.                                                       | Hawaiian Holdings, Inc.                                          | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |     17650 | NS      | $181089.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                                                | Materion Corporation                                             | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      5040 | NS      | $441050.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                                                | Six Flags Entertainment Corporation                              | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     15340 | NS      | $356655.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                                                              | City Holding Company                                             | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2750 | NS      | $255997.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Embecta Corp.                                                                | Embecta Corporation                                              | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |      9350 | NS      | $236461.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Houghton                                                              | Quaker Chemical Corporation                                      | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      1420 | NS      | $236998.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminium Corporation                                                 | Kaiser Aluminum Corporation                                      | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4330 | NS      | $328906.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB Group Inc                                                                | Hub Group, Inc.                                                  | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9370 | NS      | $744821.30    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc                                              | Rayonier Advanced Materials, Inc.                                | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     12510 | NS      | $120096.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corporation                                                       | 3D Systems Corporation                                           | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     16470 | NS      | $121878.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| TreeHouse Foods, Inc.                                                        | TreeHouse Foods, Inc.                                            | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      9670 | NS      | $477504.60    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| The Andersons Inc                                                            | Andersons, Inc. (The)                                            | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     27150 | NS      | $949978.50    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                                                        | TRIUMPH FINANCIAL, INC.                                          | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      5040 | NS      | $246304.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                                                                | LGI Homes, Inc.                                                  | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      3980 | NS      | $368548.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                                                     | Cohu, Inc.                                                       | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |      7270 | NS      | $233003.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Enhabit Inc                                                                  | Enhabit Incorporated                                             | CUSIP: 29332G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8590 | NS      | $113044.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| G III Apparel Group Ltd                                                      | G-III Apparel Group Ltd.                                         | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      9060 | NS      | $124212.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc.                                                               | PRA Group, Inc.                                                  | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |      6530 | NS      | $220583.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Avid Technology Inc.                                                         | AVID TECHNOLOGY, INC.                                            | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      4340 | NS      | $115400.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                                                  | Cerence, Inc.                                                    | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      6920 | NS      | $128227.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                                                       | Dine Brands Global, Inc.                                         | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      3280 | NS      | $211888.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc.                                                      | Anika Therapeutics, Inc.                                         | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      4520 | NS      | $133792.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| M.D.C. Holdings Inc.                                                         | MDC Holdings, Inc.                                               | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     10555 | NS      | $333538.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc.                                                         | Dorman Products, Inc.                                            | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3060 | NS      | $247462.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                                                 | NATIONAL VISION HOLDINGS, INC.                                   | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     13660 | NS      | $529461.60    | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| S&T Bancorp Inc                                                              | S&T Bancorp, Inc.                                                | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3140 | NS      | $107325.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp.                                                     | Lakeland Financial Corporation                                   | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5160 | NS      | $376525.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc.                                                              | HomeStreet, Inc.                                                 | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5810 | NS      | $160239.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                                                 | Medifast, Inc.                                                   | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      1780 | NS      | $205323.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc.                                                                | NuVasive, Inc.                                                   | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |      2750 | NS      | $113410.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Timkensteel Corporation                                                      | TimkenSteel Corporation                                          | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     17280 | NS      | $313977.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Ellington Financial Inc                                                      | Ellington Financial, Inc.                                        | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     15050 | NS      | $186168.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Calvert Social Investment Foundation/Calvert Community Investment Foundation | Calvert Impact Capital 3.00%, DUE 12/15/2024                     | CUSIP: 13161GVT6<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85674.65     | 0.06%             | 2024-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications Holdings Inc                                     | Consolidated Communications Holdings, Inc.                       | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |     29970 | NS      | $107292.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Inds Inc                                                                 | ABM Industries, Inc.                                             | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     13350 | NS      | $593007.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group, Inc.                                                  | Ambac Financial Group, Inc.                                      | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |      9970 | NS      | $111065.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| IRobot Corp                                                                  | iRobot Corporation                                               | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      3560 | NS      | $171342.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                                                              | OSI Systems, Inc.                                                | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      2550 | NS      | $202776.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Calvert Social Investment Foundation/Calvert Community Investment Foundation | CALVERT 2.5% DUE 06/13/2025                                      | CUSIP: 13161GXP2<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139889.76    | 0.09%             | 2025-06-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| First Bancorp Puerto Rico                                                    | First BanCorporation                                             | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38970 | NS      | $495698.40    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                                                   | El Pollo Loco Holdings, Inc.                                     | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     21940 | NS      | $218522.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                                                          | Designer Brands, Inc. Class A                                    | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     22390 | NS      | $218974.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc.                                                              | Photronics, Inc.                                                 | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     16690 | NS      | $280892.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                                   | Korn Ferry                                                       | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      8880 | NS      | $449505.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                                                 | Cars.com, Inc.                                                   | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     16270 | NS      | $224037.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Companies                                                      | Piper Sandler Companies                                          | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      3730 | NS      | $485608.70    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc.                                                   | Sally Beauty Holdings, Inc.                                      | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     15060 | NS      | $188551.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                                           | Outfront Media, Inc.                                             | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     18660 | NS      | $309382.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc.                                                | Catalyst Pharmaceutical Partners, Inc.                           | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     17120 | NS      | $318432.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corporation                                                    | Varex Imaging Corporation                                        | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      8210 | NS      | $166663.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Calvert Social Investment Foundation/Calvert Community Investment Foundation | Calvert Social Investment Foundation, Inc. 3.00%, Due 12/15/2023 | CUSIP: 13161GS29<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320979.15    | 0.22%             | 2023-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Universal Health Realty Income Trust                                         | Universal Health Realty Income Trust REIT                        | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               | CORP              | US        |      2270 | NS      | $108347.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc.                                                               | M/I Homes, Inc.                                                  | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      3510 | NS      | $162091.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Spartannash Co.                                                              | SpartanNash Company                                              | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     29040 | NS      | $878169.60    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp.                                                                | Arconic, Inc.                                                    | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     18740 | NS      | $396538.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                                                     | Franklin Electric Company, Inc.                                  | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      6300 | NS      | $502425.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                                                  | Hibbett Sports, Inc.                                             | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      5140 | NS      | $350650.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                                              | NBT Bancorp, Inc.                                                | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10730 | NS      | $465896.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Incorporation                                            | Meridian Bioscience, Inc.                                        | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |      8520 | NS      | $282949.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| The ChildrenS Place Inc                                                      | Children's Place, Inc. (The)                                     | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |      4250 | NS      | $154785.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| BED Bath & Beyond                                                            | Bed Bath & Beyond, Inc.                                          | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |     86710 | NS      | $217642.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Applied Industrial Technologies Inc.                                         | Applied Industrial Technologies, Inc.                            | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      7530 | NS      | $949005.90    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                                                      | Progress Software Corporation                                    | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      6410 | NS      | $323384.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Formfactor Inc                                                               | FormFactor, Inc.                                                 | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     11450 | NS      | $254533.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                                                  | Unitil Corporation                                               | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15560 | NS      | $799161.60    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp. (The)                                                            | THE JOINT CORPORATION                                            | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12140 | NS      | $169717.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora, Inc.                                                                | Blucora, Inc.                                                    | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     15340 | NS      | $391630.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Corp MA                                           | Franklin Street Properties Corporation REIT                      | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               | CORP              | US        |     52770 | NS      | $144062.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Propertes Inc                                          | Innovative Industrial Proper                                     | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |      4430 | NS      | $448980.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Ebix Inc                                                                     | Ebix, Inc.                                                       | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      7800 | NS      | $155688.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corporation                                                   | WSFS Financial Corporation                                       | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     10230 | NS      | $463828.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| E L F Beauty Inc                                                             | e.l.f. Beauty, Inc.                                              | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     10960 | NS      | $606088.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi Inc.                                                                   | Xperi, Inc.                                                      | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14004 | NS      | $120574.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corporation                                                          | Semtech Corporation                                              | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      3970 | NS      | $113899.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                                                 | Innospec, Inc.                                                   | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      4330 | NS      | $445383.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                                                        | Helmerich & Payne, Inc.                                          | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     20770 | NS      | $1029568.90   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Angiodynamics Inc                                                            | AngioDynamics, Inc.                                              | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     10480 | NS      | $144309.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                                                      | Digi International, Inc.                                         | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     11930 | NS      | $436041.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc.                                                     | Methode Electronics, Inc.                                        | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      8170 | NS      | $362502.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                                                  | AMN Healthcare Services, Inc.                                    | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      9180 | NS      | $943887.60    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                                                         | WW International, Inc.                                           | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     59100 | NS      | $228126.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp.                                                   | Dynavax Technologies Corporation                                 | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     20100 | NS      | $213864.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Nextgen Healthcare Inc                                                       | NEXTGEN HEALTHCARE, INC.                                         | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7250 | NS      | $136155.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                                      | ATI, Inc.                                                        | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     21650 | NS      | $646469.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Calvert Social Investment Foundation/Calvert Community Investment Foundation | Calvert Social Investment Foundation, Inc. 3.00%, Due 6/15/2023  | CUSIP: 13161GQ62<br>LEI: 549300B32FCKBWZSDR33 | Long             | DBT              | CORP              | US        |    330000 | PA      | $325809.26    | 0.22%             | 2023-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Agilysys Inc                                                                 | Agilysys, Inc.                                                   | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      6190 | NS      | $489876.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogenomics Inc                                                              | Neogenomics, Inc.                                                | CUSIP: 64049M209<br>LEI: 549300KN62PPGHBVXB46 | Long             | EC               | CORP              | US        |     17840 | NS      | $164841.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                                      | Customers Bancorp, Inc.                                          | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      4860 | NS      | $137732.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                                                           | InterDigital, Inc.                                               | CUSIP: 45867G101<br>LEI: 529900HQAUTC3VI47G64 | Long             | EC               | CORP              | US        |      6470 | NS      | $320135.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                                                   | Arcosa, Inc.                                                     | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |      7940 | NS      | $431459.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                                                            | PDF SOLUTIONS, INC.                                              | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      9190 | NS      | $262098.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                                                               | Perficient, Inc.                                                 | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      4700 | NS      | $328201.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                                             | Carpenter Technology Corporation                                 | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |      6590 | NS      | $243434.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                                               | Proto Labs, Inc.                                                 | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      4540 | NS      | $115906.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                                                 | Innoviva, Inc.                                                   | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     11970 | NS      | $158602.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                                                     | Century Aluminum Company                                         | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     22250 | NS      | $182005.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc.                                                    | Anywhere Real Estate, Inc.                                       | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     32310 | NS      | $206460.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                                                        | Chatham Lodging Trust REIT                                       | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14320 | NS      | $175706.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                                                          | MR Cooper Group, Inc.                                            | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      9970 | NS      | $400096.10    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                                                       | BOOT BARN HOLDINGS, INC.                                         | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      4560 | NS      | $285091.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc.                                               | Urstadt Biddle Properties, Inc. Class A                          | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |      6520 | NS      | $123554.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc.                                                           | Ttec Holdings, Inc.                                              | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      3630 | NS      | $160191.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc                                           | Easterly Government Properties, Inc.                             | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |      9670 | NS      | $137990.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Apogee Enterprises                                                           | Apogee Enterprises, Inc.                                         | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      4720 | NS      | $209851.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                                                          | Redwood Trust, Inc. REIT                                         | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     19810 | NS      | $133915.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniqure N.V.                                                                 | UNIQURE B.V.                                                     | CUSIP: N90064101<br>LEI: 967600V5WH1JCD6HRG94 | Long             | EC               | CORP              | NL        |      4830 | NS      | $109496.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corporation                                                       | Scholastic Corporation                                           | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4200 | NS      | $165732.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                                                  | National Bank Holdings Corporation                               | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6570 | NS      | $276399.90    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexpoint Residential Trust Inc                                               | NexPoint Residential Trust Inc                                   | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      3250 | NS      | $141440.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Incorporation                                                | Onto Innovation, Inc.                                            | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     12047 | NS      | $820280.23    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                                               | Ameris Bancorp                                                   | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     10274 | NS      | $484316.36    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation Of Florida                                      | Seacoast Banking Corporation of Florida                          | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     11950 | NS      | $372720.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Arlo Technologies Inc                                                        | Arlo Technologies, Inc.                                          | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     65600 | NS      | $230256.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                                      | Brandywine Realty Trust REIT                                     | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     55840 | NS      | $343416.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                                                             | Cytokinetics, Inc.                                               | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     16450 | NS      | $753739.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| Mueller Industries Inc.                                                      | Mueller Industries, Inc.                                         | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      8500 | NS      | $501500.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Columbia Banking System Incorporation                                        | Columbia Banking System, Inc.                                    | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10630 | NS      | $320281.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                                                | Frontdoor Inc.                                                   | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     14390 | NS      | $299312.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corporation                                                          | Glaukos Corporation                                              | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      7100 | NS      | $310128.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Caretrust Reit Inc                                                           | CareTrust REIT, Inc. REIT                                        | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     12440 | NS      | $231135.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                                               | CSG Systems International, Inc.                                  | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      5650 | NS      | $323180.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                                                   | Xenia Hotel & Resorts, Inc.                                      | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     18240 | NS      | $240403.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Company                                                    | Simply Good Foods Company (The)                                  | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13440 | NS      | $511123.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| The ODP Corporation                                                          | The ODP Corporation                                              | CUSIP: 88337F105<br>LEI: 549300OI428NU7XTM839 | Long             | EC               | CORP              | US        |      7677 | NS      | $349610.58    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                                         | TRI Pointe Homes, Inc.                                           | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14490 | NS      | $269369.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Madden(Steven)Ltd.                                                           | Steven Madden Ltd.                                               | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     11935 | NS      | $381442.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corporation                                                            | Sabre Corporation                                                | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |     37160 | NS      | $229648.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                                             | Prestige Consumer Healthcare, Inc.                               | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6630 | NS      | $415038.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                                                                   | CUTERA, INC.                                                     | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |      4980 | NS      | $220215.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                                                      | AZZ, Inc.                                                        | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      4910 | NS      | $197382.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corporation                                                           | Livent Corporation                                               | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     30200 | NS      | $600074.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerisafe Inc                                                                | Amerisafe, Inc.                                                  | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      3560 | NS      | $185013.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                                                  | OFG Bancorp                                                      | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | US        |      7230 | NS      | $199258.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                                                         | TTM Technologies, Inc.                                           | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     28760 | NS      | $433700.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corporation                                                         | Renasant Corporation                                             | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      9410 | NS      | $353721.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries                                                             | Astec Industries, Inc.                                           | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      4830 | NS      | $196387.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                                                         | Hilltop Holdings, Inc.                                           | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      3670 | NS      | $110136.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp  PA                                        | First Commonwealth Financial Corporation                         | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      8740 | NS      | $122097.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                                                            | Bristow Group, Inc.                                              | CUSIP: 11040G103<br>LEI: 5OR64DV4VUQ8NW3R8C06 | Long             | EC               | CORP              | US        |     35042 | NS      | $950689.46    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc.                                                              | ScanSource, Inc.                                                 | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     23700 | NS      | $692514.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Regenxbio Incorporation                                                      | REGENXBIO, INC.                                                  | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      5140 | NS      | $116575.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc.                                               | American Eagle Outfitters, Inc.                                  | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     22590 | NS      | $315356.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                                                      | Alexander & Baldwin, Inc.                                        | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7290 | NS      | $136541.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc.                                                         | DXP Enterprises, Inc.                                            | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5460 | NS      | $150423.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxlinear Inc                                                                | MaxLinear, Inc.                                                  | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      8610 | NS      | $292309.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Kulicke and Soffa Industries, Inc.                                           | Kulicke & Soffa Industries, Inc.                                 | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |      9850 | NS      | $435961.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Agiliti Inc                                                                  | Agiliti, Inc.                                                    | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6820 | NS      | $111234.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                                                           | Avanos Medical, Inc.                                             | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      4080 | NS      | $110404.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                                                 | Harmonic, Inc.                                                   | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     29630 | NS      | $388153.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                                                 | Sanmina Corporation                                              | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     13090 | NS      | $749926.10    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc                                                   | United Community Banks, Inc.                                     | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     18510 | NS      | $625638.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                                                      | Brookline Bancorp, Inc.                                          | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15670 | NS      | $221730.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Hillenbrand, Inc.                                                            | Hillenbrand, Inc.                                                | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |      7160 | NS      | $305517.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc.                                            | Provident Financial Services, Inc.                               | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     14360 | NS      | $306729.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                                             | Boise Cascade Company                                            | CUSIP: 09739D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7010 | NS      | $481376.70    | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Encore Capital Group Inc.                                                    | Encore Capital Group, Inc.                                       | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      3150 | NS      | $151011.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| ATN International Inc.                                                       | ATN International, Inc.                                          | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      2340 | NS      | $106025.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc                                            | Donnelley Financial Solutions, Inc.                              | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      6550 | NS      | $253157.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                                              | Alamo Group, Inc.                                                | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      1800 | NS      | $254880.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                                                  | Caleres, Inc.                                                    | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     10210 | NS      | $227478.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc                                         | Allscripts Healthcare Solutions, Inc.                            | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     23320 | NS      | $411364.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd.                                                        | Marten Transport Ltd.                                            | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18180 | NS      | $359600.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                                                          | Knowles Corporation                                              | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     18120 | NS      | $297530.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Safehold Inc                                                                 | Safehold, Inc.                                                   | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               | CORP              | US        |      4187 | NS      | $119831.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Edgewell Personal Care Co                                                    | Edgewell Personal Care Company                                   | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      5910 | NS      | $227771.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                                                | Amphastar Pharmaceuticals, Inc.                                  | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      6470 | NS      | $181289.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp.                                               | Quanex Building Products Corporation                             | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     11930 | NS      | $282502.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                                                     | Group 1 Automotive, Inc.                                         | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      3050 | NS      | $550128.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Urban Outfitters Inc.                                                        | Urban Outfitters, Inc.                                           | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     10750 | NS      | $256387.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                                                           | Corsair Gaming, Inc.                                             | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     10890 | NS      | $147777.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc.                                                    | Axcelis Technologies, Inc.                                       | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     12690 | NS      | $1007078.40   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Susan McLauchlan

**Signature:** Susan McLauchlan

**Name of Signer:** Susan McLauchlan

**Title:** AVP Fund Accounting