# EDGAR Filing Document

**Accession Number:** 0000710826
**File Stem:** 0001752724-23-043984
**Filing Date:** 2023-2
**Character Count:** 667548
**Document Hash:** 9d10c1a9476dfa9283cdad4cc39e88a5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043984.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-043984

**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:** Brighthouse Funds Trust II
- **CENTRAL INDEX KEY:** 0000710826
- **IRS NUMBER:** 833164113
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03618
- **FILM NUMBER:** 23678652

**BUSINESS ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 125 HIGH STREET, SUITE 732
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110
- **BUSINESS PHONE:** 980-949-5121

**MAIL ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 125 HIGH STREET, SUITE 732
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02110

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** METROPOLITAN SERIES FUND
- **DATE OF NAME CHANGE:** 20120430

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** METROPOLITAN SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### MetLife Russell 2000 Index Portfolio (Series ID: S000006525)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000017839 | Class A      |  |
| C000017840 | Class B      |  |
| C000017841 | Class E      |  |
| C000075821 | Class G      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Brighthouse Funds Trust II

- **b. Investment Company Act file number:** 811-03618

- **c. CIK number of Registrant:** 0000710826

- **d. LEI of Registrant:** 549300NPPA08K2CWOV06

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

  - **Street Address 1:** Brighthouse Investment Advisers, LLC

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 980-949-4301

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

- **a. Name of Series:** MetLife Russell 2000 Index Portfolio

- **b. EDGAR series identifier (if any):** S000006525

- **c. LEI of Series:** 549300150CXK26R8Z865

**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:** $994599379.83

**Total Liabilities:** $197689993.61

**Net Assets:** $796909386.22

**Cash Not Reported:** $122209.28

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017839 | 11.04%               | 2.36%                | -6.50%               |
| Class ID C000017841 | 11.00%               | 2.32%                | -6.50%               |
| Class ID C000075821 | 11.01%               | 2.41%                | -6.56%               |
| Class ID C000017840 | 10.98%               | 2.33%                | -6.51%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3097125.97              | $79357070.77                               |
| Month 2  | $406879.24               | $17874499.15                               |
| Month 3  | $-6041890.28             | $-50397044.52                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Energy Vault Holdings Inc                               | Energy Vault Holdings Inc                               | CUSIP: 29280W109<br>LEI: 549300KMBUKUUIQ6FN34 | Long             | EC               | CORP              | US        |     25378 | NS      | $79179.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cano Health Inc                                         | Cano Health Inc                                         | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23077 | NS      | $31615.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tupperware Brands Corp                                  | Tupperware Brands Corp                                  | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |      6151 | NS      | $25465.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                                       | Revolve Group Inc                                       | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14472 | NS      | $322146.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Thermon Group Holdings Inc                              | Thermon Group Holdings Inc                              | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     11598 | NS      | $232887.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                                | United Bankshares Inc/WV                                | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     44009 | NS      | $1781924.41   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| MiMedx Group Inc                                        | MiMedx Group Inc                                        | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27195 | NS      | $75602.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Astronics Corp                                          | Astronics Corp                                          | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      9068 | NS      | $93400.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                                       | Generation Bio Co                                       | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17596 | NS      | $69152.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                           | Dime Community Bancshares Inc                           | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11336 | NS      | $360824.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Parsons Corp                                            | Parsons Corp                                            | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     11334 | NS      | $524197.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Entravision Communications Corp                         | Entravision Communications Corp                         | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |     13112 | NS      | $62937.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                                   | Equity Bancshares Inc                                   | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      4632 | NS      | $151327.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| KAR Auction Services Inc                                | KAR Auction Services Inc                                | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     36524 | NS      | $476638.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Stock Yards Bancorp Inc                                 | Stock Yards Bancorp Inc                                 | CUSIP: 861025104<br>LEI: 549300YERP9H5TDIQW16 | Long             | EC               | CORP              | US        |      9642 | NS      | $626537.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Amplify Energy Corp                                     | Amplify Energy Corp                                     | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |     12277 | NS      | $107914.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OneWater Marine Inc                                     | OneWater Marine Inc                                     | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3644 | NS      | $104218.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sovos Brands Inc                                        | Sovos Brands Inc                                        | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14185 | NS      | $203838.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ligand Pharmaceuticals Inc                              | Ligand Pharmaceuticals Inc                              | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      5564 | NS      | $371675.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                            | AdvanSix Inc                                            | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      9088 | NS      | $345525.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                                              | Zumiez Inc                                              | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      5111 | NS      | $111113.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ModivCare Inc                                           | ModivCare Inc                                           | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      4229 | NS      | $379468.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                                 | US Physical Therapy Inc                                 | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      4409 | NS      | $357261.27    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| HomeStreet Inc                                          | HomeStreet Inc                                          | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6963 | NS      | $192039.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp                             | Masonite International Corp                             | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |      7534 | NS      | $607315.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc                         | PennyMac Financial Services Inc                         | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      9037 | NS      | $512036.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ZOGENIX INC                                      | CONTRA ZOGENIX INC                                      | CUSIP: 989CVR014<br>LEI: N/A                  | N/A              | DE               |  | US        |     24868 | NS      | $16910.24     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Peabody Energy Corp                                     | Peabody Energy Corp                                     | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     39586 | NS      | $1045862.12   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Southern First Bancshares Inc                           | Southern First Bancshares Inc                           | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2574 | NS      | $117760.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                               | First BanCorp/Puerto Rico                               | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     59904 | NS      | $761978.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT Inc                                 | Global Medical REIT Inc                                 | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               |  | US        |     21232 | NS      | $201279.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Independence Realty Trust Inc                           | Independence Realty Trust Inc                           | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |     75182 | NS      | $1267568.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                                        | A10 Networks Inc                                        | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     21038 | NS      | $349861.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                                         | LendingTree Inc                                         | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      4341 | NS      | $92593.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                                  | Primoris Services Corp                                  | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     18341 | NS      | $402401.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                              | Sensient Technologies Corp                              | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     14427 | NS      | $1052016.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                                          | BancFirst Corp                                          | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      6618 | NS      | $583575.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Plexus Corp                                             | Plexus Corp                                             | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      9231 | NS      | $950146.83    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc                      | Clear Channel Outdoor Holdings Inc                      | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91739 | NS      | $96325.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co                                     | Callon Petroleum Co                                     | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     16581 | NS      | $614989.29    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                               | Carpenter Technology Corp                               | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     16114 | NS      | $595251.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                     | Clearway Energy Inc                                     | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     11424 | NS      | $341806.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                                    | BJ's Restaurants Inc                                    | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      7697 | NS      | $203046.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Absci Corp                                              | Absci Corp                                              | CUSIP: 00091E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22021 | NS      | $46244.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc                         | First Interstate BancSystem Inc                         | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     30131 | NS      | $1164563.15   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Braves                       | Liberty Media Corp-Liberty Braves                       | CUSIP: 531229888<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12842 | NS      | $413897.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                                  | Laureate Education Inc                                  | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     47317 | NS      | $455189.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Couchbase Inc                                           | Couchbase Inc                                           | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               | CORP              | US        |      9433 | NS      | $125081.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Conduent Inc                                            | Conduent Inc                                            | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |     48443 | NS      | $196194.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                               | Sonos Inc                                               | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     43889 | NS      | $741724.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Viavi Solutions Inc                                     | Viavi Solutions Inc                                     | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     77528 | NS      | $814819.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 5E Advanced Materials Inc                               | 5E Advanced Materials Inc                               | CUSIP: 33830Q109<br>LEI: 254900H5C60Y146YOH74 | Long             | EC               | CORP              | US        |     11608 | NS      | $91471.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TTM Technologies Inc                                    | TTM Technologies Inc                                    | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     35927 | NS      | $541779.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp                                         | 3D Systems Corp                                         | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     42023 | NS      | $310970.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Inter Parfums Inc                                       | Inter Parfums Inc                                       | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6203 | NS      | $598713.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp                                               | Viad Corp                                               | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      6618 | NS      | $161413.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                                      | Byline Bancorp Inc                                      | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      8821 | NS      | $202618.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc                                      | Aviat Networks Inc                                      | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      3608 | NS      | $112533.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Neogen Corp                                             | Neogen Corp                                             | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     73130 | NS      | $1113769.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio Inc                                        | 2seventy bio Inc                                        | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13397 | NS      | $125529.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                                       | Piper Sandler Cos                                       | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      6026 | NS      | $784524.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| FutureFuel Corp                                         | FutureFuel Corp                                         | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      8809 | NS      | $71617.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc                                       | Donegal Group Inc                                       | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5184 | NS      | $73612.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PCSB Financial Corp                                     | PCSB Financial Corp                                     | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4598 | NS      | $87545.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                           | Arrowhead Pharmaceuticals Inc                           | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     34801 | NS      | $1411528.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                                     | PGT Innovations Inc                                     | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     20640 | NS      | $370694.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                                          | DMC Global Inc                                          | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      6765 | NS      | $131511.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                                    | Mercantile Bank Corp                                    | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      5350 | NS      | $179118.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                                    | Hanmi Financial Corp                                    | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      9877 | NS      | $244455.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                              | Upwork Inc                                              | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     41273 | NS      | $430890.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Skyline Champion Corp                                   | Skyline Champion Corp                                   | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18238 | NS      | $939439.38    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings Inc                              | Camping World Holdings Inc                              | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |     12715 | NS      | $283798.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| HB Fuller Co                                            | HB Fuller Co                                            | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     17873 | NS      | $1280064.26   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                                             | Anterix Inc                                             | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      6356 | NS      | $204472.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                               | New Jersey Resources Corp                               | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     32290 | NS      | $1602229.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyzon Motors Inc                                        | Hyzon Motors Inc                                        | CUSIP: 44951Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33428 | NS      | $51813.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LSB Industries Inc                                      | LSB Industries Inc                                      | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     24957 | NS      | $331928.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                                          | Stoneridge Inc                                          | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      9252 | NS      | $199473.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                               | DigitalOcean Holdings Inc                               | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     24216 | NS      | $616781.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| NetScout Systems Inc                                    | NetScout Systems Inc                                    | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     23746 | NS      | $771982.46    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| KalVista Pharmaceuticals Inc                            | KalVista Pharmaceuticals Inc                            | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |      8595 | NS      | $58102.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc                               | Universal Electronics Inc                               | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      4412 | NS      | $91813.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                             | Simmons First National Corp                             | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     41014 | NS      | $885082.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Protagonist Therapeutics Inc                            | Protagonist Therapeutics Inc                            | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15088 | NS      | $164610.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| SMARTRENT INC                                           | SmartRent Inc                                           | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25800 | NS      | $62694.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Navient Corp                                            | Navient Corp                                            | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     35935 | NS      | $591130.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                                        | Krispy Kreme Inc                                        | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24959 | NS      | $257576.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Kforce Inc                                              | Kforce Inc                                              | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      7178 | NS      | $393569.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                                           | Steelcase Inc                                           | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     24367 | NS      | $172274.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc                                        | Nutex Health Inc                                        | CUSIP: 67079U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88418 | NS      | $167994.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Advantage Solutions Inc                                 | Advantage Solutions Inc                                 | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30307 | NS      | $63038.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Safety Insurance Group Inc                              | Safety Insurance Group Inc                              | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      4806 | NS      | $404953.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Tucows Inc                                              | Tucows Inc                                              | CUSIP: 898697206<br>LEI: 529900860LTAB4QUV247 | Long             | EC               | CORP              | US        |      3376 | NS      | $114513.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Corp/VA                                       | Universal Corp/VA                                       | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      8059 | NS      | $425595.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| W&T Offshore Inc                                        | W&T Offshore Inc                                        | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     32957 | NS      | $183900.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Alkami Technology Inc                                   | Alkami Technology Inc                                   | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12712 | NS      | $185468.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Evolent Health Inc                                      | Evolent Health Inc                                      | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     27628 | NS      | $775794.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics Inc                                | Revance Therapeutics Inc                                | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |     27227 | NS      | $502610.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nikola Corp                                             | Nikola Corp                                             | CUSIP: 654110105<br>LEI: 6354007SKFUCHYZAKQ61 | Long             | EC               | CORP              | US        |    112628 | NS      | $243276.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| USCB Financial Holdings Inc                             | USCB Financial Holdings Inc                             | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4187 | NS      | $51081.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Altus Power Inc                                         | Altus Power Inc                                         | CUSIP: 02217A102<br>LEI: 5493005V83PBRWNLK259 | Long             | EC               | CORP              | US        |     15727 | NS      | $102540.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cabot Corp                                              | Cabot Corp                                              | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     19005 | NS      | $1270294.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD,NY                       | SUMITOMO MITSUI TRUST BANK LTD,NY                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000556 | PA      | $2000556.00   | 0.25%             | 2023-03-07      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                     | Meritage Homes Corp                                     | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     12250 | NS      | $1129450.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                              | ServisFirst Bancshares Inc                              | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17254 | NS      | $1188973.14   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Kulicke & Soffa Industries Inc                          | Kulicke & Soffa Industries Inc                          | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     19165 | NS      | $848242.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Tactile Systems Technology Inc                          | Tactile Systems Technology Inc                          | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |      6668 | NS      | $76548.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                             | Rogers Corp                                             | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      6411 | NS      | $765088.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale                                        | Societe Generale                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   3900000 | PA      | $3900000.00   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| DXP Enterprises Inc/TX                                  | DXP Enterprises Inc/TX                                  | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4806 | NS      | $132405.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                                        | ACM Research Inc                                        | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     16205 | NS      | $124940.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST ABU DHABI BANK USA NV                             | FIRST ABU DHABI BANK USA NV                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.38%             | 2023-01-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Esquire Financial Holdings Inc                          | Esquire Financial Holdings Inc                          | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2392 | NS      | $103477.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hain Celestial Group Inc/The                            | Hain Celestial Group Inc/The                            | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     30259 | NS      | $489590.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Ranger Oil Corp                                         | Ranger Oil Corp                                         | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |      6272 | NS      | $253576.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences Inc                                 | Kezar Life Sciences Inc                                 | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |     18151 | NS      | $127783.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Anavex Life Sciences Corp                               | Anavex Life Sciences Corp                               | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |     23292 | NS      | $215683.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Vera Therapeutics Inc                                   | Vera Therapeutics Inc                                   | CUSIP: 92337R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5715 | NS      | $110585.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals Inc                             | Lexicon Pharmaceuticals Inc                             | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7659 | NS      | $14628.69     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gevo Inc                                                | Gevo Inc                                                | CUSIP: 374396406<br>LEI: 549300IV6EW4O1OJD686 | Long             | EC               | CORP              | US        |     46943 | NS      | $89191.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Mirion Technologies Inc                                 | Mirion Technologies Inc                                 | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     47819 | NS      | $316083.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Motorcar Parts of America Inc                           | Motorcar Parts of America Inc                           | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      6814 | NS      | $80814.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Stratus Properties Inc                                  | Stratus Properties Inc                                  | CUSIP: 863167201<br>LEI: 5493008I6ZRDZWT8ZZ15 | Long             | EC               | CORP              | US        |      2033 | NS      | $39216.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM Inc                                              | R1 RCM Inc                                              | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51459 | NS      | $563476.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                        | Vector Group Ltd                                        | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     49588 | NS      | $588113.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC FRESH MKT INC                                       | ESC FRESH MKT INC                                       | CUSIP: 358ESC010<br>LEI: 529900QM5ZSBEBR6CS58 | Long             | EC               | CORP              | US        |     21412 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lancaster Colony Corp                                   | Lancaster Colony Corp                                   | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      6596 | NS      | $1301390.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                                        | DHT Holdings Inc                                        | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |     43310 | NS      | $384592.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| AMN Healthcare Services Inc                             | AMN Healthcare Services Inc                             | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     14749 | NS      | $1516492.18   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus International Group Inc                           | Janus International Group Inc                           | CUSIP: 47103N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28699 | NS      | $273214.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corp                                             | Redfin Corp                                             | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |     27890 | NS      | $118253.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EchoStar Corp                                           | EchoStar Corp                                           | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     11847 | NS      | $197607.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Rallybio Corp                                           | Rallybio Corp                                           | CUSIP: 75120L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6642 | NS      | $43637.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Orion Office REIT Inc                                   | Orion Office REIT Inc                                   | CUSIP: 68629Y103<br>LEI: N/A                  | Long             | EC               |  | US        |     20172 | NS      | $172268.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| EXPRO GROUP HOLDINGS NV                                 | Expro Group Holdings NV                                 | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |     26194 | NS      | $474897.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Relay Therapeutics Inc                                  | Relay Therapeutics Inc                                  | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28711 | NS      | $428942.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| V2X Inc                                                 | V2X Inc                                                 | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3920 | NS      | $161856.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simulations Plus Inc                                    | Simulations Plus Inc                                    | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5451 | NS      | $199343.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Sight Sciences Inc                                      | Sight Sciences Inc                                      | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7858 | NS      | $95946.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Payoneer Global Inc                                     | Payoneer Global Inc                                     | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75412 | NS      | $412503.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc                   | First Business Financial Services Inc                   | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |      2763 | NS      | $100987.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                                 | Live Oak Bancshares Inc                                 | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11266 | NS      | $340233.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Barnes Group Inc                                        | Barnes Group Inc                                        | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |     16460 | NS      | $672391.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Kura Oncology Inc                                       | Kura Oncology Inc                                       | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     23723 | NS      | $294402.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CIBC NY                                                 | CIBC NY                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4001531 | PA      | $4001531.12   | 0.50%             | 2023-03-03      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Bumble Inc                                              | Bumble Inc                                              | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29360 | NS      | $618028.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Luther Burbank Corp                                     | Luther Burbank Corp                                     | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |      5087 | NS      | $56516.57     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc                             | Rush Street Interactive Inc                             | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21900 | NS      | $78621.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                             | REX American Resources Corp                             | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5256 | NS      | $167456.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Eastern Bankshares Inc                                  | Eastern Bankshares Inc                                  | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     54127 | NS      | $933690.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                 | Central Garden & Pet Co                                 | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     13396 | NS      | $479576.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Treace Medical Concepts Inc                             | Treace Medical Concepts Inc                             | CUSIP: 89455T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12249 | NS      | $281604.51    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Amkor Technology Inc                                    | Amkor Technology Inc                                    | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     35047 | NS      | $840427.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Inc                       | Tanger Factory Outlet Centers Inc                       | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |     34992 | NS      | $627756.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                      | Kontoor Brands Inc                                      | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     19434 | NS      | $777165.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Cadre Holdings Inc                                      | Cadre Holdings Inc                                      | CUSIP: 12763L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6188 | NS      | $124626.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Adeia Inc                                               | Adeia Inc                                               | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35163 | NS      | $333345.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Jackson Financial Inc                                   | Jackson Financial Inc                                   | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     25402 | NS      | $883735.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Societe Generale                                        | Societe Generale                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |    500000 | PA      | $500000.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercury General Corp                                    | Mercury General Corp                                    | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      9027 | NS      | $308723.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                                 | EnerSys                                                 | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     14034 | NS      | $1036270.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                                             | SI-BONE Inc                                             | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |     12210 | NS      | $166056.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Energy Recovery Inc                                     | Energy Recovery Inc                                     | CUSIP: 29270J100<br>LEI: 549300ZEQL52Z525WJ22 | Long             | EC               | CORP              | US        |     18812 | NS      | $385457.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Brightsphere Investment Group Inc                       | Brightsphere Investment Group Inc                       | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     11092 | NS      | $228273.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Archer Aviation Inc                                     | Archer Aviation Inc                                     | CUSIP: 03945R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46613 | NS      | $87166.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NextDecade Corp                                         | NextDecade Corp                                         | CUSIP: 65342K105<br>LEI: 549300XB4GCLNGHFTT48 | Long             | EC               | CORP              | US        |     11051 | NS      | $54591.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Consolidated Communications Holdings Inc                | Consolidated Communications Holdings Inc                | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |     15599 | NS      | $55844.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| International Bancshares Corp                           | International Bancshares Corp                           | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     18077 | NS      | $827203.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin BSP Realty Trust Inc                           | Franklin BSP Realty Trust Inc                           | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               |  | US        |     29093 | NS      | $375299.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| NexTier Oilfield Solutions Inc                          | NexTier Oilfield Solutions Inc                          | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     59146 | NS      | $546509.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                             | Cerence Inc                                             | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     13068 | NS      | $242150.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Xponential Fitness Inc                                  | Xponential Fitness Inc                                  | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6739 | NS      | $154525.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp                                        | TimkenSteel Corp                                        | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     16152 | NS      | $293481.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BioCryst Pharmaceuticals Inc                            | BioCryst Pharmaceuticals Inc                            | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     62014 | NS      | $711920.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Safehold Inc                                            | Safehold Inc                                            | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               |  | US        |      8911 | NS      | $255032.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Altra Industrial Motion Corp                            | Altra Industrial Motion Corp                            | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     21905 | NS      | $1308823.75   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc                              | One Liberty Properties Inc                              | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               |  | US        |      6483 | NS      | $144052.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Excelerate Energy Inc                                   | Excelerate Energy Inc                                   | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6800 | NS      | $170340.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CinCor Pharma Inc                                       | CinCor Pharma Inc                                       | CUSIP: 17240Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7403 | NS      | $90982.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                               | Haverty Furniture Cos Inc                               | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      4960 | NS      | $148304.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| European Wax Center Inc                                 | European Wax Center Inc                                 | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7677 | NS      | $95578.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WideOpenWest Inc                                        | WideOpenWest Inc                                        | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |     18090 | NS      | $164799.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                              | Preformed Line Products Co                              | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       876 | NS      | $72962.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Old National Bancorp/IN                                 | Old National Bancorp/IN                                 | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     99968 | NS      | $1797424.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                                  | Pathward Financial Inc                                  | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      9692 | NS      | $417240.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                              | Inogen Inc                                              | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      7987 | NS      | $157423.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc                              | Heritage-Crystal Clean Inc                              | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5046 | NS      | $163894.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                            | Omnicell Inc                                            | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     14912 | NS      | $751863.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Univest Financial Corp                                  | Univest Financial Corp                                  | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      9428 | NS      | $246353.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                             | Workiva Inc                                             | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     16074 | NS      | $1349733.78   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Avient Corp                                             | Avient Corp                                             | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     30374 | NS      | $1025426.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc                           | Intercept Pharmaceuticals Inc                           | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |      7486 | NS      | $92601.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AMC Networks Inc                                        | AMC Networks Inc                                        | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     10133 | NS      | $158784.11    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                                | VSE Corp                                                | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      3553 | NS      | $166564.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc                                  | Nicolet Bankshares Inc                                  | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4330 | NS      | $345490.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Goodyear Tire & Rubber Co/The                           | Goodyear Tire & Rubber Co/The                           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     95413 | NS      | $968441.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| RBC Bearings Inc                                        | RBC Bearings Inc                                        | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9695 | NS      | $2029648.25   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Children's Place Inc/The                                | Children's Place Inc/The                                | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |      3971 | NS      | $144623.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc                              | SeaWorld Entertainment Inc                              | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     13336 | NS      | $713609.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                                      | Kelly Services Inc                                      | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12354 | NS      | $208782.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                                           | Synaptics Inc                                           | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     13375 | NS      | $1272765.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc                        | Prestige Consumer Healthcare Inc                        | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16788 | NS      | $1050928.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences Inc                                 | Caribou Biosciences Inc                                 | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19951 | NS      | $125292.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| New York Mortgage Trust Inc                             | New York Mortgage Trust Inc                             | CUSIP: 649604501<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               |  | US        |    118219 | NS      | $302640.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Verve Therapeutics Inc                                  | Verve Therapeutics Inc                                  | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15945 | NS      | $308535.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Veritiv Corp                                            | Veritiv Corp                                            | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      4355 | NS      | $530047.05    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Trinseo PLC                                             | Trinseo PLC                                             | CUSIP: 000000000<br>LEI: 549300TJ3HIGDA2Z8315 | Long             | EC               | CORP              | IE        |     12474 | NS      | $283284.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Alpine Immune Sciences Inc                              | Alpine Immune Sciences Inc                              | CUSIP: 02083G100<br>LEI: 5493000845S6RLSDWJ40 | Long             | EC               | CORP              | US        |      7737 | NS      | $56866.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Gibraltar Industries Inc                                | Gibraltar Industries Inc                                | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10324 | NS      | $473665.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                                  | National Beverage Corp                                  | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      8223 | NS      | $382616.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Oceaneering International Inc                           | Oceaneering International Inc                           | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     35840 | NS      | $626841.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| American National Bankshares Inc                        | American National Bankshares Inc                        | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |      3251 | NS      | $120059.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                           | AMERISAFE Inc                                           | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      6927 | NS      | $359996.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                                  | Keros Therapeutics Inc                                  | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6495 | NS      | $311889.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp                                     | Uranium Energy Corp                                     | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |    119148 | NS      | $462294.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Ivanhoe Electric Inc / US                               | Ivanhoe Electric Inc / US                               | CUSIP: 46578C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5445 | NS      | $66156.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| StoneCo Ltd                                             | StoneCo Ltd                                             | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |     93184 | NS      | $879656.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc                   | Essential Properties Realty Trust Inc                   | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |     48222 | NS      | $1131770.34   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Enovix Corp                                             | Enovix Corp                                             | CUSIP: 293594107<br>LEI: 549300EC7NZGWORHYJ53 | Long             | EC               | CORP              | US        |     37602 | NS      | $467768.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Banco Latinoamericano de Comercio Exterior SA           | Banco Latinoamericano de Comercio Exterior SA           | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |      9691 | NS      | $156994.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                                     | Scorpio Tankers Inc                                     | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |     15850 | NS      | $852254.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                              | Coca-Cola Consolidated Inc                              | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      1600 | NS      | $819776.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                                   | Carter Bankshares Inc                                   | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6765 | NS      | $112231.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PetIQ Inc                                               | PetIQ Inc                                               | CUSIP: 71639T106<br>LEI: 549300GROACFGKVYOX14 | Long             | EC               | CORP              | US        |      9493 | NS      | $87525.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                                         | NBT Bancorp Inc                                         | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14003 | NS      | $608010.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International Inc                               | Kimball International Inc                               | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |      6710 | NS      | $43615.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovid Corp                                            | Innovid Corp                                            | CUSIP: 457679108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14365 | NS      | $24564.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                | Yelp Inc                                                | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     23657 | NS      | $646782.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                                   | BioLife Solutions Inc                                   | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     11463 | NS      | $208626.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Anika Therapeutics Inc                                  | Anika Therapeutics Inc                                  | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      4948 | NS      | $146460.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                                  | FirstCash Holdings Inc                                  | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12699 | NS      | $1103670.09   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversey Holdings Ltd                                   | Diversey Holdings Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     27745 | NS      | $118193.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EnPro Industries Inc                                    | EnPro Industries Inc                                    | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      6856 | NS      | $745178.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                              | Southwest Gas Holdings Inc                              | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22576 | NS      | $1397002.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplitude Inc                                           | Amplitude Inc                                           | CUSIP: 03213A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19500 | NS      | $235560.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Hamilton Lane Inc                                       | Hamilton Lane Inc                                       | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     12121 | NS      | $774289.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| UNITED OVERSEAS BANK LTD                                | UNITED OVERSEAS BANK LTD                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4000964 | PA      | $4000964.00   | 0.50%             | 2023-02-03      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| TravelCenters of America Inc                            | TravelCenters of America Inc                            | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |      4817 | NS      | $215705.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                                  | Pacira BioSciences Inc                                  | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15246 | NS      | $588648.06    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Airlines Inc                                     | Spirit Airlines Inc                                     | CUSIP: 848577102<br>LEI: 549300DCAFIXFNFR3304 | Long             | EC               | CORP              | US        |     36644 | NS      | $713825.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc                         | Four Corners Property Trust Inc                         | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |     28222 | NS      | $731796.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Northeast Bank                                          | Northeast Bank                                          | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      2320 | NS      | $97672.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| STANDARD CHARTERED NY                                   | STANDARD CHARTERED NY                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2003036 | PA      | $2003035.72   | 0.25%             | 2023-05-02      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Local Bounti Corp                                       | Local Bounti Corp                                       | CUSIP: 53960E106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25259 | NS      | $35110.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Semtech Corp                                            | Semtech Corp                                            | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     21007 | NS      | $602690.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources Inc                                      | Arch Resources Inc                                      | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      5183 | NS      | $740080.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bally's Corp                                            | Bally's Corp                                            | CUSIP: 05875B106<br>LEI: 549300NS4D5IK406VT62 | Long             | EC               | CORP              | US        |     11756 | NS      | $227831.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 23andMe Holding Co                                      | 23andMe Holding Co                                      | CUSIP: 90138Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93214 | NS      | $201342.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Adicet Bio Inc                                          | Adicet Bio Inc                                          | CUSIP: 007002108<br>LEI: 549300VRD2QO80WBOP18 | Long             | EC               | CORP              | US        |     10288 | NS      | $91974.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Edgio Inc                                               | Edgio Inc                                               | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |     16400 | NS      | $18532.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Miller Industries Inc/TN                                | Miller Industries Inc/TN                                | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      3305 | NS      | $88111.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                             | Ecovyst Inc                                             | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21925 | NS      | $194255.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                                              | Cutera Inc                                              | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |      5219 | NS      | $230784.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| First Merchants Corp                                    | First Merchants Corp                                    | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     19730 | NS      | $811100.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                               | Ennis Inc                                               | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9011 | NS      | $199683.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Walker & Dunlop Inc                                     | Walker & Dunlop Inc                                     | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10258 | NS      | $805047.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                                   | Cinemark Holdings Inc                                   | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     37384 | NS      | $323745.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Whole Earth Brands Inc                                  | Whole Earth Brands Inc                                  | CUSIP: 96684W100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15579 | NS      | $63406.53     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Bancorp Inc/NY                                  | Pioneer Bancorp Inc/NY                                  | CUSIP: 723561106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3994 | NS      | $45531.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp                                              | eGain Corp                                              | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7231 | NS      | $65295.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iHeartMedia Inc                                         | iHeartMedia Inc                                         | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39947 | NS      | $244875.11    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Global Industrial Co                                    | Global Industrial Co                                    | CUSIP: 37892E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3989 | NS      | $93861.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc                                     | Cannae Holdings Inc                                     | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     23433 | NS      | $483891.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                            | Catalyst Pharmaceuticals Inc                            | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     32720 | NS      | $608592.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Terex Corp                                              | Terex Corp                                              | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     22471 | NS      | $959961.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                                 | Target Hospitality Corp                                 | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10601 | NS      | $160499.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookdale Senior Living Inc                             | Brookdale Senior Living Inc                             | CUSIP: 112463104<br>LEI: LH7MQB13NWY7CJ9VC445 | Long             | EC               | CORP              | US        |     50266 | NS      | $137226.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Madison Square Garden Entertainment Corp                | Madison Square Garden Entertainment Corp                | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9098 | NS      | $409137.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Sharecare Inc                                           | Sharecare Inc                                           | CUSIP: 81948W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91034 | NS      | $145654.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Luxfer Holdings PLC                                     | Luxfer Holdings PLC                                     | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |     10353 | NS      | $142043.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Sterling Check Corp                                     | Sterling Check Corp                                     | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10968 | NS      | $169674.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Southern Missouri Bancorp Inc                           | Southern Missouri Bancorp Inc                           | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3031 | NS      | $138910.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranpak Holdings Corp                                    | Ranpak Holdings Corp                                    | CUSIP: 75321W103<br>LEI: 5493000Z9EZR9DCYOO86 | Long             | EC               | CORP              | US        |     12914 | NS      | $74513.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UFP Technologies Inc                                    | UFP Technologies Inc                                    | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      2153 | NS      | $253817.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                                       | Redwood Trust Inc                                       | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |     34200 | NS      | $231192.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Xperi Inc                                               | Xperi Inc                                               | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14065 | NS      | $121099.65    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                                        | IES Holdings Inc                                        | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      3768 | NS      | $134027.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ocugen Inc                                              | Ocugen Inc                                              | CUSIP: 67577C105<br>LEI: 549300JVNUI9CXWJLR09 | Long             | EC               | CORP              | US        |     46002 | NS      | $59802.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cambridge Bancorp                                       | Cambridge Bancorp                                       | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2176 | NS      | $180738.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Prometheus Biosciences Inc                              | Prometheus Biosciences Inc                              | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11783 | NS      | $1296130.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Talos Energy Inc                                        | Talos Energy Inc                                        | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     22318 | NS      | $421363.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Warby Parker Inc                                        | Warby Parker Inc                                        | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28895 | NS      | $389793.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MIZUHO BANK LIMITED NEW YORK                            | MIZUHO BANK LIMITED NEW YORK                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000601 | PA      | $2000600.70   | 0.25%             | 2023-01-26      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Paysafe Ltd                                             | Paysafe Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      9881 | NS      | $137247.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Customers Bancorp Inc                                   | Customers Bancorp Inc                                   | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     10596 | NS      | $300290.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| AtriCure Inc                                            | AtriCure Inc                                            | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15592 | NS      | $691972.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box Inc                                     | Jack in the Box Inc                                     | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      7171 | NS      | $489277.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                                | Super Micro Computer Inc                                | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     15615 | NS      | $1281991.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ConnectOne Bancorp Inc                                  | ConnectOne Bancorp Inc                                  | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     12128 | NS      | $293618.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                                     | Myriad Genetics Inc                                     | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     27414 | NS      | $397777.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                             | OFG Bancorp                                             | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     15488 | NS      | $426849.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc                                             | Agiliti Inc                                             | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9835 | NS      | $160408.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| RBB Bancorp                                             | RBB Bancorp                                             | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |      4676 | NS      | $97494.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AbCellera Biologics Inc                                 | AbCellera Biologics Inc                                 | CUSIP: 00288U106<br>LEI: 9845000861BC95FF9F73 | Long             | EC               | CORP              | CA        |     70604 | NS      | $715218.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancorp Inc/The                                   | First Bancorp Inc/The                                   | CUSIP: 31866P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3758 | NS      | $112514.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                            | Harmonic Inc                                            | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     31330 | NS      | $410423.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Cushman & Wakefield PLC                                 | Cushman & Wakefield PLC                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     53474 | NS      | $666286.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Permian Resources Corp                                  | Permian Resources Corp                                  | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     69322 | NS      | $651626.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Calavo Growers Inc                                      | Calavo Growers Inc                                      | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5820 | NS      | $171108.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Artisan Partners Asset Management Inc                   | Artisan Partners Asset Management Inc                   | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     20274 | NS      | $602137.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Ready Capital Corp                                      | Ready Capital Corp                                      | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               |  | US        |     25669 | NS      | $285952.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| DZS Inc                                                 | DZS Inc                                                 | CUSIP: 268211109<br>LEI: 549300JL6GXPZ9SNGD29 | Long             | EC               | CORP              | US        |      6096 | NS      | $77297.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vivint Smart Home Inc                                   | Vivint Smart Home Inc                                   | CUSIP: 928542109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32315 | NS      | $384548.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| LiveRamp Holdings Inc                                   | LiveRamp Holdings Inc                                   | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     22504 | NS      | $527493.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc                 | MACOM Technology Solutions Holdings Inc                 | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17379 | NS      | $1094529.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                             | ARMOUR Residential REIT Inc                             | CUSIP: 042315507<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               |  | US        |     44480 | NS      | $250422.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Aclaris Therapeutics Inc                                | Aclaris Therapeutics Inc                                | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |     21806 | NS      | $343444.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                                 | 8x8 Inc                                                 | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     30039 | NS      | $129768.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CEVA Inc                                                | CEVA Inc                                                | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |      8407 | NS      | $215051.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Groupon Inc                                             | Groupon Inc                                             | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |      9992 | NS      | $85731.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UMH Properties Inc                                      | UMH Properties Inc                                      | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               |  | US        |     16743 | NS      | $269562.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Li-Cycle Holdings Corp                                  | Li-Cycle Holdings Corp                                  | CUSIP: 50202P105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     45980 | NS      | $218864.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Crescent Energy Co                                      | Crescent Energy Co                                      | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12363 | NS      | $148232.37    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Vicor Corp                                              | Vicor Corp                                              | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      7241 | NS      | $389203.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                           | MaxLinear Inc                                           | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     24378 | NS      | $827633.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiplan Corp                                          | Multiplan Corp                                          | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113659 | NS      | $130707.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Nektar Therapeutics                                     | Nektar Therapeutics                                     | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     61459 | NS      | $138897.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Legalzoom.com Inc                                       | Legalzoom.com Inc                                       | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     33809 | NS      | $261681.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Lyell Immunopharma Inc                                  | Lyell Immunopharma Inc                                  | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59815 | NS      | $207558.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Custom Truck One Source Inc                             | Custom Truck One Source Inc                             | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14475 | NS      | $91482.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PMV Pharmaceuticals Inc                                 | PMV Pharmaceuticals Inc                                 | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13301 | NS      | $115718.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution For Savings The                     | Hingham Institution For Savings The                     | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |       473 | NS      | $130529.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                              | Sprouts Farmers Market Inc                              | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     35735 | NS      | $1156741.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc                            | Oil States International Inc                            | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     24658 | NS      | $183948.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                                 | ExlService Holdings Inc                                 | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     10891 | NS      | $1845262.13   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc                                   | Dyne Therapeutics Inc                                   | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12586 | NS      | $145871.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axogen Inc                                              | Axogen Inc                                              | CUSIP: 05463X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14840 | NS      | $148103.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc                       | Diamond Hill Investment Group Inc                       | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |      1057 | NS      | $195566.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc                                   | Mesa Laboratories Inc                                   | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |      1730 | NS      | $287543.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management Group Inc                  | Silvercrest Asset Management Group Inc                  | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3311 | NS      | $62147.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                              | Great Southern Bancorp Inc                              | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      3405 | NS      | $202563.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California Inc                   | Pacific Biosciences of California Inc                   | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |     76212 | NS      | $623414.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Theravance Biopharma Inc                                | Theravance Biopharma Inc                                | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |     21852 | NS      | $245179.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                                | Resources Connection Inc                                | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11231 | NS      | $206425.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                                      | Park National Corp                                      | CUSIP: 700658107<br>LEI: 5493001T01TDELV5OO63 | Long             | EC               | CORP              | US        |      4856 | NS      | $683482.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| HF Foods Group Inc                                      | HF Foods Group Inc                                      | CUSIP: 40417F109<br>LEI: 54930040ARMFXM6CL697 | Long             | EC               | CORP              | US        |     12514 | NS      | $50806.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup Global Markets Inc                            | Citigroup Global Markets Inc                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Green Plains Inc                                        | Green Plains Inc                                        | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     17759 | NS      | $541649.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Insurance Holdings Inc                        | Universal Insurance Holdings Inc                        | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      5470 | NS      | $57927.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc                       | KKR Real Estate Finance Trust Inc                       | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |     19694 | NS      | $274928.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| OraSure Technologies Inc                                | OraSure Technologies Inc                                | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     28635 | NS      | $138020.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ring Energy Inc                                         | Ring Energy Inc                                         | CUSIP: 76680V108<br>LEI: 549300HMY6TJ265I8S64 | Long             | EC               | CORP              | US        |     12828 | NS      | $31556.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Columbia Banking System Inc                             | Columbia Banking System Inc                             | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27046 | NS      | $814895.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Blend Labs Inc                                          | Blend Labs Inc                                          | CUSIP: 09352U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39380 | NS      | $56707.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Phathom Pharmaceuticals Inc                             | Phathom Pharmaceuticals Inc                             | CUSIP: 71722W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7762 | NS      | $87089.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blade Air Mobility Inc                                  | Blade Air Mobility Inc                                  | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20915 | NS      | $74875.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| WSFS Financial Corp                                     | WSFS Financial Corp                                     | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     20665 | NS      | $936951.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta Inc                                             | Marqeta Inc                                             | CUSIP: 57142B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    147303 | NS      | $900021.33    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir Inc                                             | Allovir Inc                                             | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10797 | NS      | $55388.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Methode Electronics Inc                                 | Methode Electronics Inc                                 | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     12060 | NS      | $535102.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| OceanFirst Financial Corp                               | OceanFirst Financial Corp                               | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20664 | NS      | $439110.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc                                    | Avid Bioservices Inc                                    | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |     20292 | NS      | $279420.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Investors Title Co                                      | Investors Title Co                                      | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       444 | NS      | $65512.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ermenegildo Zegna NV                                    | Ermenegildo Zegna NV                                    | CUSIP: 000000000<br>LEI: 8156003760472AA7E269 | Long             | EC               | CORP              | NL        |     20835 | NS      | $218142.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Rimini Street Inc                                       | Rimini Street Inc                                       | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |      5072 | NS      | $19324.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| OptimizeRx Corp                                         | OptimizeRx Corp                                         | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5787 | NS      | $97221.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ING (US) Funding LLC                                    | ING (US) Funding LLC                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5006810 | PA      | $5006810.00   | 0.63%             | 2023-08-04      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Forestar Group Inc                                      | Forestar Group Inc                                      | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      6983 | NS      | $107608.03    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics Inc                                | Chinook Therapeutics Inc                                | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |     17120 | NS      | $448544.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Lakeland Bancorp Inc                                    | Lakeland Bancorp Inc                                    | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     21117 | NS      | $371870.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 908 Devices Inc                                         | 908 Devices Inc                                         | CUSIP: 65443P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7715 | NS      | $58788.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Parke Bancorp Inc                                       | Parke Bancorp Inc                                       | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |      3496 | NS      | $72507.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                                      | SmartFinancial Inc                                      | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5462 | NS      | $150205.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights Inc                                     | Berkeley Lights Inc                                     | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |     17360 | NS      | $46524.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Geron Corp                                              | Geron Corp                                              | CUSIP: 374163103<br>LEI: 549300T282D7Z2YESL90 | Long             | EC               | CORP              | US        |    107894 | NS      | $261103.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Century Therapeutics Inc                                | Century Therapeutics Inc                                | CUSIP: 15673T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7830 | NS      | $40167.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Pharmaceuticals Inc/DE                            | Eagle Pharmaceuticals Inc/DE                            | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      3536 | NS      | $103357.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                                  | NextGen Healthcare Inc                                  | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18311 | NS      | $343880.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs & Co.                                     | Goldman Sachs & Co.                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | RA               | CORP              | US        |  21963126 | PA      | $21963126.30  | 2.76%             |  |  |  | No            |                  2 | On Loan: No      |
| API Group Corp                                          | API Group Corp                                          | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     71074 | NS      | $1336901.94   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HilleVax Inc                                            | HilleVax Inc                                            | CUSIP: 43157M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5194 | NS      | $86895.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cantaloupe Inc                                          | Cantaloupe Inc                                          | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |     10246 | NS      | $44570.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc                                             | TrueCar Inc                                             | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |     29890 | NS      | $75023.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                           | Golar LNG Ltd                                           | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |     34450 | NS      | $785115.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                                  | Power Integrations Inc                                  | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     19120 | NS      | $1371286.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp                                            | Arconic Corp                                            | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     34233 | NS      | $724370.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                               | Viridian Therapeutics Inc                               | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |     12764 | NS      | $372836.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Enfusion Inc                                            | Enfusion Inc                                            | CUSIP: 292812104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9141 | NS      | $88393.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Merit Medical Systems Inc                               | Merit Medical Systems Inc                               | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     19225 | NS      | $1357669.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Aura Biosciences Inc                                    | Aura Biosciences Inc                                    | CUSIP: 05153U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7130 | NS      | $74865.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Belden Inc                                              | Belden Inc                                              | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     14345 | NS      | $1031405.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                                          | CVR Energy Inc                                          | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     10082 | NS      | $315969.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Axonics Inc                                             | Axonics Inc                                             | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |     16781 | NS      | $1049315.93   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc                                   | Sage Therapeutics Inc                                   | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |     17540 | NS      | $668975.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Model N Inc                                             | Model N Inc                                             | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |     12650 | NS      | $513084.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Alignment Healthcare Inc                                | Alignment Healthcare Inc                                | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33732 | NS      | $396688.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Sleep Number Corp                                       | Sleep Number Corp                                       | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      7502 | NS      | $194901.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Hub Group Inc                                           | Hub Group Inc                                           | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10763 | NS      | $855550.87    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc                      | Easterly Government Properties Inc                      | CUSIP: 27616P103<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |     30700 | NS      | $438089.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Indus Realty Trust Inc                                  | Indus Realty Trust Inc                                  | CUSIP: 45580R103<br>LEI: 549300FS2G2L16L2GO91 | Long             | EC               |  | US        |      1581 | NS      | $100377.69    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Movado Group Inc                                        | Movado Group Inc                                        | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      4696 | NS      | $151446.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Associated Banc-Corp                                    | Associated Banc-Corp                                    | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     50625 | NS      | $1168931.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                                       | MFA Financial Inc                                       | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               |  | US        |     33634 | NS      | $331294.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SilverBow Resources Inc                                 | SilverBow Resources Inc                                 | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |      3997 | NS      | $113035.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| iRhythm Technologies Inc                                | iRhythm Technologies Inc                                | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |     10474 | NS      | $981099.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc                             | LifeStance Health Group Inc                             | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27070 | NS      | $133725.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Global Net Lease Inc                                    | Global Net Lease Inc                                    | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |     34451 | NS      | $433049.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Hawkins Inc                                             | Hawkins Inc                                             | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      6554 | NS      | $252984.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                                      | Cohen & Steers Inc                                      | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      8580 | NS      | $553924.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Build-A-Bear Workshop Inc                               | Build-A-Bear Workshop Inc                               | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      4959 | NS      | $118222.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                                            | Gentherm Inc                                            | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     11505 | NS      | $751161.45    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc                            | Bread Financial Holdings Inc                            | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     16854 | NS      | $634721.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                                           | Surmodics Inc                                           | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      4747 | NS      | $161967.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                              | OMNIAB INC                                              | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2109 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Beam Therapeutics Inc                                   | Beam Therapeutics Inc                                   | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21424 | NS      | $837892.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| MillerKnoll Inc                                         | MillerKnoll Inc                                         | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     25792 | NS      | $541889.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MeridianLink Inc                                        | MeridianLink Inc                                        | CUSIP: 58985J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8983 | NS      | $123336.59    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| AFC Gamma Inc                                           | AFC Gamma Inc                                           | CUSIP: 00109K105<br>LEI: 5493005G0MGS3E0E7218 | Long             | EC               |  | US        |      5786 | NS      | $91013.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cohu Inc                                                | Cohu Inc                                                | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     15880 | NS      | $508954.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Avid Technology Inc                                     | Avid Technology Inc                                     | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     12231 | NS      | $325222.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| PetMed Express Inc                                      | PetMed Express Inc                                      | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |      6446 | NS      | $114094.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Broadmark Realty Capital Inc                            | Broadmark Realty Capital Inc                            | CUSIP: 11135B100<br>LEI: N/A                  | Long             | EC               |  | US        |     44009 | NS      | $156672.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Greenbrier Cos Inc/The                                  | Greenbrier Cos Inc/The                                  | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     10684 | NS      | $358234.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Blue Bird Corp                                          | Blue Bird Corp                                          | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |      5919 | NS      | $63392.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Laredo Petroleum Inc                                    | Laredo Petroleum Inc                                    | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      5753 | NS      | $295819.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Red Rock Resorts Inc                                    | Red Rock Resorts Inc                                    | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16727 | NS      | $669247.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Helen of Troy Ltd                                       | Helen of Troy Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      8022 | NS      | $889720.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                            | Select Medical Holdings Corp                            | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35092 | NS      | $871334.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Electric Co Inc                                | Franklin Electric Co Inc                                | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     15834 | NS      | $1262761.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Seres Therapeutics Inc                                  | Seres Therapeutics Inc                                  | CUSIP: 81750R102<br>LEI: 549300GMXBE5NUWISF13 | Long             | EC               | CORP              | US        |     18278 | NS      | $102356.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Adaptive Biotechnologies Corp                           | Adaptive Biotechnologies Corp                           | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     37677 | NS      | $287852.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Of Canada                                 | National Bank Of Canada                                 | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |   6500000 | PA      | $6500000.00   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| B&G Foods Inc                                           | B&G Foods Inc                                           | CUSIP: 05508R106<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | EC               | CORP              | US        |     23543 | NS      | $262504.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Container Store Group Inc/The                           | Container Store Group Inc/The                           | CUSIP: 210751103<br>LEI: 529900L7KB2N9KXCDI76 | Long             | EC               | CORP              | US        |      2938 | NS      | $12662.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Benson Hill Inc                                         | Benson Hill Inc                                         | CUSIP: 082490103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45005 | NS      | $114762.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                                | Travere Therapeutics Inc                                | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21324 | NS      | $448443.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Franchise Group Inc                                     | Franchise Group Inc                                     | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |      9820 | NS      | $233912.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Nordic American Tankers Ltd                             | Nordic American Tankers Ltd                             | CUSIP: 000000000<br>LEI: 213800W4T8AMPKIPIU94 | Long             | EC               | CORP              | BM        |     54846 | NS      | $167828.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                                        | Saul Centers Inc                                        | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |      3884 | NS      | $158001.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc                                             | eHealth Inc                                             | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |      8539 | NS      | $41328.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Willdan Group Inc                                       | Willdan Group Inc                                       | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      4570 | NS      | $81574.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Forward Air Corp                                        | Forward Air Corp                                        | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8967 | NS      | $940548.63    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                             | Tootsie Roll Industries Inc                             | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      5291 | NS      | $225237.87    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardiovascular Systems Inc                              | Cardiovascular Systems Inc                              | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     13837 | NS      | $188459.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc                     | Applied Industrial Technologies Inc                     | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     12837 | NS      | $1617847.11   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                                | IDT Corp                                                | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      5006 | NS      | $141019.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroVision Inc                                         | MicroVision Inc                                         | CUSIP: 594960304<br>LEI: 5299001A8NIHHA9KOY43 | Long             | EC               | CORP              | US        |     42277 | NS      | $99350.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF AMERICA NA                                      | BANK OF AMERICA NA                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1999977 | PA      | $1999977.40   | 0.25%             | 2023-05-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Blue Ridge Bankshares Inc                               | Blue Ridge Bankshares Inc                               | CUSIP: 095825105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7472 | NS      | $93325.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                                | Granite Construction Inc                                | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     14748 | NS      | $517212.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                                    | Kaiser Aluminum Corp                                    | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5296 | NS      | $402284.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAM Transportation Services Inc                         | PAM Transportation Services Inc                         | CUSIP: 693149106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2312 | NS      | $59880.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| IonQ Inc                                                | IonQ Inc                                                | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42228 | NS      | $145686.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| First Mid Bancshares Inc                                | First Mid Bancshares Inc                                | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6036 | NS      | $193634.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Senseonics Holdings Inc                                 | Senseonics Holdings Inc                                 | CUSIP: 81727U105<br>LEI: 549300RCH6Z07TBHJ258 | Long             | EC               | CORP              | US        |    121407 | NS      | $125049.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Erasca Inc                                              | Erasca Inc                                              | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23988 | NS      | $103388.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Balchem Corp                                            | Balchem Corp                                            | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     10637 | NS      | $1298884.07   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                               | Vanda Pharmaceuticals Inc                               | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     19612 | NS      | $144932.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                            | National Vision Holdings Inc                            | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     26199 | NS      | $1015473.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Worthington Industries Inc                              | Worthington Industries Inc                              | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     10605 | NS      | $527174.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Energy Fuels Inc/Canada                                 | Energy Fuels Inc/Canada                                 | CUSIP: 292671708<br>LEI: 529900P0GCATXMGK8I62 | Long             | EC               | CORP              | CA        |     45980 | NS      | $285535.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Whitestone REIT                                         | Whitestone REIT                                         | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |     15859 | NS      | $152880.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Health Realty Income Trust                    | Universal Health Realty Income Trust                    | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               |  | US        |      4263 | NS      | $203472.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| InterDigital Inc                                        | InterDigital Inc                                        | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10312 | NS      | $510237.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                                          | Buckle Inc/The                                          | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     10213 | NS      | $463159.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Cumulus Media Inc                                       | Cumulus Media Inc                                       | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6119 | NS      | $37998.99     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillz Inc                                              | Skillz Inc                                              | CUSIP: 83067L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61125 | NS      | $30959.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| QuinStreet Inc                                          | QuinStreet Inc                                          | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     18173 | NS      | $260782.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Bristow Group Inc                                       | Bristow Group Inc                                       | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      8308 | NS      | $225396.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| First Western Financial Inc                             | First Western Financial Inc                             | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |      2729 | NS      | $76821.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Herc Holdings Inc                                       | Herc Holdings Inc                                       | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      8653 | NS      | $1138475.21   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                            | Collegium Pharmaceutical Inc                            | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     11356 | NS      | $263459.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                            | Supernus Pharmaceuticals Inc                            | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     16728 | NS      | $596687.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Consensus Cloud Solutions Inc                           | Consensus Cloud Solutions Inc                           | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6453 | NS      | $346913.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Hostess Brands Inc                                      | Hostess Brands Inc                                      | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45027 | NS      | $1010405.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics Inc                                 | Y-mAbs Therapeutics Inc                                 | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5923 | NS      | $28904.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Centerspace                                             | Centerspace                                             | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |      5179 | NS      | $303851.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                                | Winnebago Industries Inc                                | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     10071 | NS      | $530741.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| FVCBankcorp Inc                                         | FVCBankcorp Inc                                         | CUSIP: 36120Q101<br>LEI: 549300MSW6NY44KG3397 | Long             | EC               | CORP              | US        |      4131 | NS      | $78778.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| West BanCorp Inc                                        | West BanCorp Inc                                        | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |      5498 | NS      | $140473.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Telephone and Data Systems Inc                          | Telephone and Data Systems Inc                          | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34718 | NS      | $364191.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Clearfield Inc                                          | Clearfield Inc                                          | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      3951 | NS      | $371947.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc                                   | Farmland Partners Inc                                   | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |     15523 | NS      | $193416.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CIBC NY                                                 | CIBC NY                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000132 | PA      | $2000132.36   | 0.25%             | 2023-02-03      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| AnaptysBio Inc                                          | AnaptysBio Inc                                          | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      7034 | NS      | $217983.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| RLJ Lodging Trust                                       | RLJ Lodging Trust                                       | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |     53050 | NS      | $561799.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor Inc                                       | Vista Outdoor Inc                                       | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |     20009 | NS      | $487619.33    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                                            | Exponent Inc                                            | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     17133 | NS      | $1697708.97   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                               | California Resources Corp                               | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     25104 | NS      | $1092275.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Amalgamated Financial Corp                              | Amalgamated Financial Corp                              | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5989 | NS      | $137986.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp                  | National Energy Services Reunited Corp                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     11331 | NS      | $78637.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Invitae Corp                                            | Invitae Corp                                            | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |     61651 | NS      | $114670.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hope Bancorp Inc                                        | Hope Bancorp Inc                                        | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     39512 | NS      | $506148.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Qualys Inc                                              | Qualys Inc                                              | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     13001 | NS      | $1459102.23   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc                                       | Qurate Retail Inc                                       | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |     98216 | NS      | $160092.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ONE Group Hospitality Inc/The                           | ONE Group Hospitality Inc/The                           | CUSIP: 88338K103<br>LEI: 549300QFZD4IE5DEBE98 | Long             | EC               | CORP              | US        |      7883 | NS      | $49662.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                                   | Triumph Financial Inc                                   | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      8184 | NS      | $399952.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET INST US GOVT FUND                          | STATE STREET INST US GOVT FUND                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2000000 | NS      | $2000000.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                             | Alector Inc                                             | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |     20549 | NS      | $189667.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Intapp Inc                                              | Intapp Inc                                              | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5137 | NS      | $128116.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Advanced Energy Industries Inc                          | Advanced Energy Industries Inc                          | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     12905 | NS      | $1106990.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc                               | Agios Pharmaceuticals Inc                               | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     18399 | NS      | $516643.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Southside Bancshares Inc                                | Southside Bancshares Inc                                | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     10581 | NS      | $380810.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Tiptree Inc                                             | Tiptree Inc                                             | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8311 | NS      | $115024.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                                 | Modine Manufacturing Co                                 | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     17537 | NS      | $348284.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp                       | First Commonwealth Financial Corp                       | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     29579 | NS      | $413218.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Digimarc Corp                                           | Digimarc Corp                                           | CUSIP: 25381B101<br>LEI: 254900TL728B5T0M5R41 | Long             | EC               | CORP              | US        |      5494 | NS      | $101584.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Frontdoor Inc                                           | Frontdoor Inc                                           | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     27922 | NS      | $580777.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| AvidXchange Holdings Inc                                | AvidXchange Holdings Inc                                | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50990 | NS      | $506840.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc                                       | Inari Medical Inc                                       | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16262 | NS      | $1033612.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings Inc                         | Aerojet Rocketdyne Holdings Inc                         | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     27265 | NS      | $1524931.45   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                                   | World Acceptance Corp                                   | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1519 | NS      | $100162.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Energizer Holdings Inc                                  | Energizer Holdings Inc                                  | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     21970 | NS      | $737093.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Remitly Global Inc                                      | Remitly Global Inc                                      | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35087 | NS      | $401746.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KnowBe4 Inc                                             | KnowBe4 Inc                                             | CUSIP: 49926T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25095 | NS      | $621854.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics Inc                               | Esperion Therapeutics Inc                               | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |     22594 | NS      | $140760.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BRT Apartments Corp                                     | BRT Apartments Corp                                     | CUSIP: 055645303<br>LEI: N/A                  | Long             | EC               |  | US        |      3996 | NS      | $78481.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EngageSmart Inc                                         | EngageSmart Inc                                         | CUSIP: 29283F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12404 | NS      | $218310.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                             | Monte Rosa Therapeutics Inc                             | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11684 | NS      | $88915.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Victory Capital Holdings Inc                            | Victory Capital Holdings Inc                            | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      6004 | NS      | $161087.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc                               | Community Bank System Inc                               | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     17926 | NS      | $1128441.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                                             | Maximus Inc                                             | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     20406 | NS      | $1496371.98   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| iRobot Corp                                             | iRobot Corp                                             | CUSIP: 462726100<br>LEI: 5493009PRNKOUKBAT390 | Long             | EC               | CORP              | US        |      8888 | NS      | $427779.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| WESTPAC BKG CORP, NEW YORK                              | WESTPAC BKG CORP, NEW YORK                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1999780 | PA      | $1999780.00   | 0.25%             | 2023-02-17      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Appfolio Inc                                            | Appfolio Inc                                            | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |      6540 | NS      | $689185.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical Inc                                 | Lifecore Biomedical Inc                                 | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |      9681 | NS      | $62732.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                                    | Tri Pointe Homes Inc                                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34643 | NS      | $644013.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Latham Group Inc                                        | Latham Group Inc                                        | CUSIP: 51819L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16213 | NS      | $52205.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc                                            | Precigen Inc                                            | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |     11392 | NS      | $17315.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Fox Factory Holding Corp                                | Fox Factory Holding Corp                                | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     14199 | NS      | $1295374.77   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                                    | JELD-WEN Holding Inc                                    | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     31425 | NS      | $303251.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Well Corp                                      | American Well Corp                                      | CUSIP: 03044L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79266 | NS      | $224322.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| GCM Grosvenor Inc                                       | GCM Grosvenor Inc                                       | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15754 | NS      | $119887.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                                     | MGP Ingredients Inc                                     | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      4809 | NS      | $511581.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Aemetis Inc                                             | Aemetis Inc                                             | CUSIP: 00770K202<br>LEI: 254900DQF4U5U9W7AR72 | Long             | EC               | CORP              | US        |       667 | NS      | $2641.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| CNO Financial Group Inc                                 | CNO Financial Group Inc                                 | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     38653 | NS      | $883221.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc                                        | Rocky Brands Inc                                        | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |      2393 | NS      | $56522.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| James River Group Holdings Ltd                          | James River Group Holdings Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     13003 | NS      | $271892.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Trustmark Corp                                          | Trustmark Corp                                          | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     20462 | NS      | $714328.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                          | Ameris Bancorp                                          | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     22232 | NS      | $1048016.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| NuVasive Inc                                            | NuVasive Inc                                            | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     18016 | NS      | $742979.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies Inc                          | Allied Motion Technologies Inc                          | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      4130 | NS      | $143765.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Evoqua Water Technologies Corp                          | Evoqua Water Technologies Corp                          | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |     40010 | NS      | $1584396.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                                         | Porch Group Inc                                         | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |     33055 | NS      | $62143.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PagerDuty Inc                                           | PagerDuty Inc                                           | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     28642 | NS      | $760731.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Clearway Energy Inc                                     | Clearway Energy Inc                                     | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     28206 | NS      | $898925.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Phillips Edison & Co Inc                                | Phillips Edison & Co Inc                                | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |     40572 | NS      | $1291812.48   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Asbury Automotive Group Inc                             | Asbury Automotive Group Inc                             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      7450 | NS      | $1335412.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcturus Therapeutics Holdings Inc                      | Arcturus Therapeutics Holdings Inc                      | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7412 | NS      | $125707.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Kearny Financial Corp/MD                                | Kearny Financial Corp/MD                                | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17057 | NS      | $173128.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TrustCo Bank Corp NY                                    | TrustCo Bank Corp NY                                    | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5837 | NS      | $219412.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co                                          | Tejon Ranch Co                                          | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |      7461 | NS      | $140565.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                               | USANA Health Sciences Inc                               | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      3693 | NS      | $196467.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                               | Intellia Therapeutics Inc                               | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     28145 | NS      | $981979.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                                  | Group 1 Automotive Inc                                  | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      4766 | NS      | $859643.42    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Axos Financial Inc                                      | Axos Financial Inc                                      | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     19507 | NS      | $745557.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Point Biopharma Global Inc                              | Point Biopharma Global Inc                              | CUSIP: 730541109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29840 | NS      | $217533.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc                          | First Financial Bankshares Inc                          | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     44473 | NS      | $1529871.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Civitas Resources Inc                                   | Civitas Resources Inc                                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     24843 | NS      | $1439154.99   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                                          | Dorian LPG Ltd                                          | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |     11086 | NS      | $210079.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Halozyme Therapeutics Inc                               | Halozyme Therapeutics Inc                               | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     44873 | NS      | $2553273.70   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dril-Quip Inc                                           | Dril-Quip Inc                                           | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     11785 | NS      | $320198.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                                 | Dream Finders Homes Inc                                 | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8135 | NS      | $70449.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                                         | Marcus Corp/The                                         | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      8228 | NS      | $118400.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Paragon 28 Inc                                          | Paragon 28 Inc                                          | CUSIP: 69913P105<br>LEI: 254900GM24PT1FMTRP66 | Long             | EC               | CORP              | US        |     16207 | NS      | $309715.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| NGM Biopharmaceuticals Inc                              | NGM Biopharmaceuticals Inc                              | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |     11665 | NS      | $58558.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Papa John's International Inc                           | Papa John's International Inc                           | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     11008 | NS      | $906068.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                              | Cheesecake Factory Inc/The                              | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     16444 | NS      | $521439.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Oxford Industries Inc                                   | Oxford Industries Inc                                   | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      5314 | NS      | $495158.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Udemy Inc                                               | Udemy Inc                                               | CUSIP: 902685106<br>LEI: 2549000T304QU9SAM180 | Long             | EC               | CORP              | US        |     25246 | NS      | $266345.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                             | CONMED Corp                                             | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      9867 | NS      | $874610.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Holley Inc                                              | Holley Inc                                              | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |      1290 | NS      | $2734.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                                    | Wabash National Corp                                    | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     17203 | NS      | $388787.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Street Properties Corp                         | Franklin Street Properties Corp                         | CUSIP: 35471R106<br>LEI: 549300STLK2T6QY5WO82 | Long             | EC               |  | US        |     21290 | NS      | $58121.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bluebird Bio Inc                                        | Bluebird Bio Inc                                        | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28058 | NS      | $194161.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                              | Iridium Communications Inc                              | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     42127 | NS      | $2165327.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                                          | Brink's Co/The                                          | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     15273 | NS      | $820312.83    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Glatfelter Corp                                         | Glatfelter Corp                                         | CUSIP: 377320106<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |      3259 | NS      | $9060.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Pediatrix Medical Group Inc                             | Pediatrix Medical Group Inc                             | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28941 | NS      | $430063.26    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Amyris Inc                                              | Amyris Inc                                              | CUSIP: 03236M200<br>LEI: 549300BG17WCUK6EIM58 | Long             | EC               | CORP              | US        |     45712 | NS      | $69939.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Innovative Industrial Properties Inc                    | Innovative Industrial Properties Inc                    | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |      9335 | NS      | $946102.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                                  | Boot Barn Holdings Inc                                  | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     10047 | NS      | $628138.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Squarespace Inc                                         | Squarespace Inc                                         | CUSIP: 85225A107<br>LEI: 549300T4QP7KELU8ST60 | Long             | EC               | CORP              | US        |     11068 | NS      | $245377.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON                             | BANK OF NOVA SCOTIA HOUSTON                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000041 | PA      | $1000040.73   | 0.13%             | 2023-01-09      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Momentive Global Inc                                    | Momentive Global Inc                                    | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |     45741 | NS      | $320187.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                                | Gogo Inc                                                | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     16484 | NS      | $243303.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                           | American Eagle Outfitters Inc                           | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     53012 | NS      | $740047.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Apellis Pharmaceuticals Inc                             | Apellis Pharmaceuticals Inc                             | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     32091 | NS      | $1659425.61   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc                                             | RxSight Inc                                             | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7831 | NS      | $99218.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kadant Inc                                              | Kadant Inc                                              | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      3991 | NS      | $708921.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Watch Restaurant Group Inc                        | First Watch Restaurant Group Inc                        | CUSIP: 33748L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5557 | NS      | $75186.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                                     | Designer Brands Inc                                     | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     17144 | NS      | $167668.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Sierra Bancorp                                          | Sierra Bancorp                                          | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5841 | NS      | $124062.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                                   | Bed Bath & Beyond Inc                                   | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |     14918 | NS      | $37444.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Snap One Holdings Corp                                  | Snap One Holdings Corp                                  | CUSIP: 83303Y105<br>LEI: 254900UH1TKVPR8FDW43 | Long             | EC               | CORP              | US        |      5851 | NS      | $43355.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| StoneX Group Inc                                        | StoneX Group Inc                                        | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      5797 | NS      | $552454.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                             | Kennedy-Wilson Holdings Inc                             | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     41685 | NS      | $655705.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Artesian Resources Corp                                 | Artesian Resources Corp                                 | CUSIP: 043113208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2874 | NS      | $168358.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp                                 | Silvergate Capital Corp                                 | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |     10551 | NS      | $183587.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Bancorp                                 | First Financial Bancorp                                 | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     31251 | NS      | $757211.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                        | LendingClub Corp                                        | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     34752 | NS      | $305817.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| DiamondRock Hospitality Co                              | DiamondRock Hospitality Co                              | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |     66934 | NS      | $548189.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                            | Madrigal Pharmaceuticals Inc                            | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |      4214 | NS      | $1223113.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Dorman Products Inc                                     | Dorman Products Inc                                     | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9015 | NS      | $729043.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Universal Inc                                     | Focus Universal Inc                                     | CUSIP: 34417J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6826 | NS      | $43754.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Patterson-UTI Energy Inc                                | Patterson-UTI Energy Inc                                | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     72095 | NS      | $1214079.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                            | Lindsay Corp                                            | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      3673 | NS      | $598148.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                     | Acadia Realty Trust                                     | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               |  | US        |     31446 | NS      | $451250.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Empire State Realty Trust Inc                           | Empire State Realty Trust Inc                           | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               |  | US        |     41022 | NS      | $276488.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Knowles Corp                                            | Knowles Corp                                            | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     30951 | NS      | $508215.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Inspire Medical Systems Inc                             | Inspire Medical Systems Inc                             | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      9509 | NS      | $2395126.92   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc                           | Barrett Business Services Inc                           | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      2279 | NS      | $212585.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                     | Terreno Realty Corp                                     | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |     25258 | NS      | $1436422.46   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc                                   | Radiant Logistics Inc                                   | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      5646 | NS      | $28738.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATL BANK CANADA                                        | NATL BANK CANADA                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.63%             | 2023-01-06      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Shoe Carnival Inc                                       | Shoe Carnival Inc                                       | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6132 | NS      | $146616.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Hovnanian Enterprises Inc                               | Hovnanian Enterprises Inc                               | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |      1923 | NS      | $80919.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Pactiv Evergreen Inc                                    | Pactiv Evergreen Inc                                    | CUSIP: 69526K105<br>LEI: 894500GNKGJRUSH1F791 | Long             | EC               | CORP              | US        |     17273 | NS      | $196221.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc                                       | PROS Holdings Inc                                       | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |     13842 | NS      | $335806.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                                  | Banc of California Inc                                  | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     18927 | NS      | $301507.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                                  | Horizon Bancorp Inc/IN                                  | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     12060 | NS      | $181864.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Lime & Minerals Inc                       | United States Lime & Minerals Inc                       | CUSIP: 911922102<br>LEI: 549300VGDEEG8RT7VC89 | Long             | EC               | CORP              | US        |       743 | NS      | $104584.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sculptor Capital Management Inc                         | Sculptor Capital Management Inc                         | CUSIP: 811246107<br>LEI: 529900V50QFEXQGSUC34 | Long             | EC               | CORP              | US        |      8165 | NS      | $70708.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Solaris Oilfield Infrastructure Inc                     | Solaris Oilfield Infrastructure Inc                     | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     10753 | NS      | $106777.29    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc                                            | Lemonade Inc                                            | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |     15740 | NS      | $215323.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AdaptHealth Corp                                        | AdaptHealth Corp                                        | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24358 | NS      | $468160.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Babcock & Wilcox Enterprises Inc                        | Babcock & Wilcox Enterprises Inc                        | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |     12529 | NS      | $72292.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| National Research Corp                                  | National Research Corp                                  | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      4600 | NS      | $171580.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| iStar Inc                                               | iStar Inc                                               | CUSIP: 45031U101<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |     22956 | NS      | $175154.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc                                           | DHI Group Inc                                           | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |      6868 | NS      | $36331.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corp                                  | Arbutus Biopharma Corp                                  | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | CA        |     23875 | NS      | $55628.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ironwood Pharmaceuticals Inc                            | Ironwood Pharmaceuticals Inc                            | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     44956 | NS      | $557004.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| CTS Corp                                                | CTS Corp                                                | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     10302 | NS      | $406104.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Fastly Inc                                              | Fastly Inc                                              | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |     37575 | NS      | $307739.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Aeva Technologies Inc                                   | Aeva Technologies Inc                                   | CUSIP: 00835Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37007 | NS      | $50329.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Albireo Pharma Inc                                      | Albireo Pharma Inc                                      | CUSIP: 01345P106<br>LEI: 549300835H8LC7O8VC29 | Long             | EC               | CORP              | US        |      6398 | NS      | $138260.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                                | Green Brick Partners Inc                                | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     10016 | NS      | $242687.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Corp                         | Peoples Financial Services Corp                         | CUSIP: 711040105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2533 | NS      | $131310.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Marathon Digital Holdings Inc                           | Marathon Digital Holdings Inc                           | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |     29263 | NS      | $100079.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Archrock Inc                                            | Archrock Inc                                            | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     49321 | NS      | $442902.58    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| InvenTrust Properties Corp                              | InvenTrust Properties Corp                              | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               |  | US        |     23184 | NS      | $548765.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GrowGeneration Corp                                     | GrowGeneration Corp                                     | CUSIP: 39986L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13528 | NS      | $53029.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ChampionX Corp                                          | ChampionX Corp                                          | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     67467 | NS      | $1955868.33   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group Inc                        | Distribution Solutions Group Inc                        | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1694 | NS      | $62440.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ACADIA Pharmaceuticals Inc                              | ACADIA Pharmaceuticals Inc                              | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     43086 | NS      | $685929.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                                       | IBEX Holdings Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      3027 | NS      | $75220.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AZZ Inc                                                 | AZZ Inc                                                 | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      8063 | NS      | $324132.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment Inc                              | Inspired Entertainment Inc                              | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |      7791 | NS      | $98711.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc                               | Ambac Financial Group Inc                               | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     15807 | NS      | $275674.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SKANDANAVISKA ENSKILDA BANKEN                           | SKANDANAVISKA ENSKILDA BANKEN                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000988 | PA      | $1000988.00   | 0.13%             | 2023-05-03      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| LL Flooring Holdings Inc                                | LL Flooring Holdings Inc                                | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4817 | NS      | $27071.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Physicians Realty Trust                                 | Physicians Realty Trust                                 | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               |  | US        |     76855 | NS      | $1112091.85   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| C3.ai Inc                                               | C3.ai Inc                                               | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |     20285 | NS      | $226989.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                                    | Rent-A-Center Inc/TX                                    | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     17965 | NS      | $405110.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ALLIANCE BERNSTEIN GOVT FD                              | ALLIANCE BERNSTEIN GOVT FD                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5000000 | NS      | $5000000.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Allbirds Inc                                            | Allbirds Inc                                            | CUSIP: 01675A109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34384 | NS      | $83209.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Chefs' Warehouse Inc/The                                | Chefs' Warehouse Inc/The                                | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     11522 | NS      | $383452.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                              | Xenia Hotels & Resorts Inc                              | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |     37927 | NS      | $499877.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Oncology Inc                                   | Cullinan Oncology Inc                                   | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10835 | NS      | $114309.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Big 5 Sporting Goods Corp                               | Big 5 Sporting Goods Corp                               | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |      7812 | NS      | $68979.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Destination XL Group Inc                                | Destination XL Group Inc                                | CUSIP: 25065K104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20962 | NS      | $141493.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| I3 Verticals Inc                                        | I3 Verticals Inc                                        | CUSIP: 46571Y107<br>LEI: 549300944CYWVP06CJ97 | Long             | EC               | CORP              | US        |      7082 | NS      | $172375.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NV5 Global Inc                                          | NV5 Global Inc                                          | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4636 | NS      | $613435.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Mission Produce Inc                                     | Mission Produce Inc                                     | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |     15099 | NS      | $175450.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                                   | ProPetro Holding Corp                                   | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29421 | NS      | $305095.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                       | Five Star Bancorp                                       | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |      5331 | NS      | $145216.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Canoo Inc                                               | Canoo Inc                                               | CUSIP: 13803R102<br>LEI: 5493004KHMS7ZZPSQE04 | Long             | EC               | CORP              | US        |     66391 | NS      | $81660.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SUMITOMO MITSUI TRUST BANK LTD,NY                       | SUMITOMO MITSUI TRUST BANK LTD,NY                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000234 | PA      | $3000234.00   | 0.38%             | 2023-01-10      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Addus HomeCare Corp                                     | Addus HomeCare Corp                                     | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      5248 | NS      | $522123.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                                         | SouthState Corp                                         | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     25250 | NS      | $1928090.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group Inc/The                                     | Shyft Group Inc/The                                     | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |     12528 | NS      | $311446.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc                                              | N-able Inc                                              | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24099 | NS      | $247737.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Necessity Retail REIT Inc/The                           | Necessity Retail REIT Inc/The                           | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               |  | US        |     39115 | NS      | $231951.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc                                                 | Olo Inc                                                 | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31375 | NS      | $196093.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Insperity Inc                                           | Insperity Inc                                           | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     12214 | NS      | $1387510.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Outbrain Inc                                            | Outbrain Inc                                            | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |     14324 | NS      | $51852.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Corp/MI                                | Independent Bank Corp/MI                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7375 | NS      | $176410.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritone Inc                                            | Veritone Inc                                            | CUSIP: 92347M100<br>LEI: 549300XTAS2FCSL4EL89 | Long             | EC               | CORP              | US        |     10577 | NS      | $56058.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CTI BioPharma Corp                                      | CTI BioPharma Corp                                      | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31483 | NS      | $189212.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ANI Pharmaceuticals Inc                                 | ANI Pharmaceuticals Inc                                 | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      4311 | NS      | $173431.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                                      | Aaron's Co Inc/The                                      | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13892 | NS      | $166009.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems Inc                       | Computer Programs and Systems Inc                       | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      5856 | NS      | $159400.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| REVOLUTION Medicines Inc                                | REVOLUTION Medicines Inc                                | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     25534 | NS      | $608219.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Comfort Systems USA Inc                                 | Comfort Systems USA Inc                                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     11863 | NS      | $1365194.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                           | Lions Gate Entertainment Corp                           | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     20369 | NS      | $116306.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| First Foundation Inc                                    | First Foundation Inc                                    | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |     17120 | NS      | $245329.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                              | EZCORP Inc                                              | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     12764 | NS      | $104026.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Arcosa Inc                                              | Arcosa Inc                                              | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     16643 | NS      | $904380.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Concrete Pumping Holdings Inc                           | Concrete Pumping Holdings Inc                           | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8982 | NS      | $52544.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                              | Nelnet Inc                                              | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      5036 | NS      | $457017.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Houlihan Lokey Inc                                      | Houlihan Lokey Inc                                      | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     16860 | NS      | $1469517.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Novagold Resources Inc                                  | Novagold Resources Inc                                  | CUSIP: 66987E206<br>LEI: 529900587LVZTJ2BHS60 | Long             | EC               | CORP              | CA        |     73695 | NS      | $440696.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Century Communities Inc                                 | Century Communities Inc                                 | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      9541 | NS      | $477145.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| CRA International Inc                                   | CRA International Inc                                   | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2343 | NS      | $286853.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fisker Inc                                              | Fisker Inc                                              | CUSIP: 33813J106<br>LEI: 549300UUN5RWU44MBX79 | Long             | EC               | CORP              | US        |     58292 | NS      | $423782.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Origin Bancorp Inc                                      | Origin Bancorp Inc                                      | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      7487 | NS      | $274772.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc                            | RCI Hospitality Holdings Inc                            | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |      2918 | NS      | $271928.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| OrthoPediatrics Corp                                    | OrthoPediatrics Corp                                    | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |      5617 | NS      | $223163.41    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PLBY Group Inc                                          | PLBY Group Inc                                          | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15915 | NS      | $43766.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| UMB Financial Corp                                      | UMB Financial Corp                                      | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     15144 | NS      | $1264826.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Financial Group Inc                              | Summit Financial Group Inc                              | CUSIP: 86606G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4159 | NS      | $103517.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                               | GoPro Inc                                               | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     37780 | NS      | $188144.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Kite Realty Group Trust                                 | Kite Realty Group Trust                                 | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |     73131 | NS      | $1539407.55   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale                                        | Societe Generale                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Array Technologies Inc                                  | Array Technologies Inc                                  | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |     51455 | NS      | $994625.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Cactus Inc                                              | Cactus Inc                                              | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     19859 | NS      | $998113.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                            | Watts Water Technologies Inc                            | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      9132 | NS      | $1335372.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BigCommerce Holdings Inc                                | BigCommerce Holdings Inc                                | CUSIP: 08975P108<br>LEI: 549300MOVEFQ78DMPG58 | Long             | EC               | CORP              | US        |     21617 | NS      | $188932.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd                                            | Biohaven Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     21767 | NS      | $302125.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Huron Consulting Group Inc                              | Huron Consulting Group Inc                              | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |      6931 | NS      | $503190.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Iovance Biotherapeutics Inc                             | Iovance Biotherapeutics Inc                             | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     50807 | NS      | $324656.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab USA Inc                                      | Rocket Lab USA Inc                                      | CUSIP: 773122106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74509 | NS      | $280898.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Vita Coco Co Inc/The                                    | Vita Coco Co Inc/The                                    | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |     10537 | NS      | $145621.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Cellular Corp                             | United States Cellular Corp                             | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      5651 | NS      | $117823.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Materion Corp                                           | Materion Corp                                           | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      6859 | NS      | $600231.09    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                              | Hilton Grand Vacations Inc                              | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     28976 | NS      | $1116735.04   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd                                        | Enstar Group Ltd                                        | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |      3890 | NS      | $898745.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TORONTO DOMINION NY                                     | TORONTO DOMINION NY                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3999825 | PA      | $3999824.80   | 0.50%             | 2023-02-09      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                           | Amphastar Pharmaceuticals Inc                           | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     13014 | NS      | $364652.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                                             | Harsco Corp                                             | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     21428 | NS      | $134782.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| American States Water Co                                | American States Water Co                                | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     12645 | NS      | $1170294.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc                          | Information Services Group Inc                          | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |     11901 | NS      | $54744.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                              | Grid Dynamics Holdings Inc                              | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18166 | NS      | $203822.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Costamare Inc                                           | Costamare Inc                                           | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |     18240 | NS      | $169267.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NuScale Power Corp                                      | NuScale Power Corp                                      | CUSIP: 67079K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11890 | NS      | $121991.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Farmers National Banc Corp                              | Farmers National Banc Corp                              | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11007 | NS      | $155418.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Nevro Corp                                              | Nevro Corp                                              | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |     12102 | NS      | $479239.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Wingstop Inc                                            | Wingstop Inc                                            | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     10057 | NS      | $1384044.34   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| NorthWestern Corp                                       | NorthWestern Corp                                       | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     19325 | NS      | $1146745.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc                            | Braemar Hotels & Resorts Inc                            | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               |  | US        |     10301 | NS      | $42337.11     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ruth's Hospitality Group Inc                            | Ruth's Hospitality Group Inc                            | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |     12375 | NS      | $191565.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Atomera Inc                                             | Atomera Inc                                             | CUSIP: 04965B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2128 | NS      | $13236.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Alphatec Holdings Inc                                   | Alphatec Holdings Inc                                   | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     25663 | NS      | $316938.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                                      | Mativ Holdings Inc                                      | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     18543 | NS      | $387548.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Mersana Therapeutics Inc                                | Mersana Therapeutics Inc                                | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |     29899 | NS      | $175208.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Weave Communications Inc                                | Weave Communications Inc                                | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12297 | NS      | $56320.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Standex International Corp                              | Standex International Corp                              | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      4024 | NS      | $412097.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                                 | Brandywine Realty Trust                                 | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |     52621 | NS      | $323619.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc                        | Ryman Hospitality Properties Inc                        | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |     18168 | NS      | $1485779.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                                       | STAAR Surgical Co                                       | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     16470 | NS      | $799453.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                  | Marcus & Millichap Inc                                  | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      8728 | NS      | $300679.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Lakeland Financial Corp                                 | Lakeland Financial Corp                                 | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8350 | NS      | $609299.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc                                          | Sweetgreen Inc                                          | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30832 | NS      | $264230.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| American Vanguard Corp                                  | American Vanguard Corp                                  | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     10391 | NS      | $225588.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                            | Coursera Inc                                            | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     38580 | NS      | $456401.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| La-Z-Boy Inc                                            | La-Z-Boy Inc                                            | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     14484 | NS      | $330524.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Vinco Ventures Inc                                      | Vinco Ventures Inc                                      | CUSIP: 927330100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92664 | NS      | $42996.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Shore Bancshares Inc                                    | Shore Bancshares Inc                                    | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6088 | NS      | $106113.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Spire Inc                                               | Spire Inc                                               | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     17502 | NS      | $1205187.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| MeiraGTx Holdings plc                                   | MeiraGTx Holdings plc                                   | CUSIP: 000000000<br>LEI: 54930007YV6NYIOGFZ57 | Long             | EC               | CORP              | KY        |     10435 | NS      | $68036.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                                          | Globalstar Inc                                          | CUSIP: 378973408<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |    203909 | NS      | $271198.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Avanos Medical Inc                                      | Avanos Medical Inc                                      | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     15903 | NS      | $430335.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TD Prime Svcs                                           | TD Prime Svcs                                           | CUSIP: 000000000<br>LEI: 549300ZBQI1JB1844X09 | Long             | RA               | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Recursion Pharmaceuticals Inc                           | Recursion Pharmaceuticals Inc                           | CUSIP: 75629V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46662 | NS      | $359764.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyliion Holdings Corp                                   | Hyliion Holdings Corp                                   | CUSIP: 449109107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44983 | NS      | $105260.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Diversified Healthcare Trust                            | Diversified Healthcare Trust                            | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               |  | US        |     30823 | NS      | $19936.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc                                | Celldex Therapeutics Inc                                | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |     16056 | NS      | $715615.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Montauk Renewables Inc                                  | Montauk Renewables Inc                                  | CUSIP: 61218C103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22642 | NS      | $249741.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY INST GOVT LEX                                  | FIDELITY INST GOVT LEX                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   3000000 | NS      | $3000000.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cassava Sciences Inc                                    | Cassava Sciences Inc                                    | CUSIP: 14817C107<br>LEI: 529900XA0UG5JXABYF08 | Long             | EC               | CORP              | US        |     12781 | NS      | $377550.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Amneal Pharmaceuticals Inc                              | Amneal Pharmaceuticals Inc                              | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     36199 | NS      | $72036.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Duolingo Inc                                            | Duolingo Inc                                            | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8017 | NS      | $570249.21    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Saia Inc                                                | Saia Inc                                                | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      8950 | NS      | $1876636.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                          | BankUnited Inc                                          | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     26380 | NS      | $896128.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| WesBanco Inc                                            | WesBanco Inc                                            | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19306 | NS      | $713935.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Shake Shack Inc                                         | Shake Shack Inc                                         | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     13241 | NS      | $549898.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Simply Good Foods Co/The                                | Simply Good Foods Co/The                                | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29956 | NS      | $1139226.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                                  | US Silica Holdings Inc                                  | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     25504 | NS      | $318800.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Proterra Inc                                            | Proterra Inc                                            | CUSIP: 74374T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76278 | NS      | $287568.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ImmunoGen Inc                                           | ImmunoGen Inc                                           | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     69797 | NS      | $346193.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wheels Up Experience Inc                                | Wheels Up Experience Inc                                | CUSIP: 96328L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23599 | NS      | $24306.97     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicarious Surgical Inc                                  | Vicarious Surgical Inc                                  | CUSIP: 92561V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3842 | NS      | $7760.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Constellium SE                                          | Constellium SE                                          | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     40645 | NS      | $480830.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                                        | Black Hills Corp                                        | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     21772 | NS      | $1531442.48   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                              | Fluor Corp                                              | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     47959 | NS      | $1662258.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Apollo Commercial Real Estate Finance Inc               | Apollo Commercial Real Estate Finance Inc               | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               |  | US        |     46637 | NS      | $501814.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| ICF International Inc                                   | ICF International Inc                                   | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      6347 | NS      | $628670.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                          | Kennametal Inc                                          | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     28533 | NS      | $686503.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc                                 | Meridian Bioscience Inc                                 | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     14711 | NS      | $488552.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline Inc                                           | Blackline Inc                                           | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     18622 | NS      | $1252701.94   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancorp/Southern Pines NC                         | First Bancorp/Southern Pines NC                         | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12219 | NS      | $523461.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Helmerich & Payne Inc                                   | Helmerich & Payne Inc                                   | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     35014 | NS      | $1735643.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                               | American Assets Trust Inc                               | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |     17223 | NS      | $456409.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Charge Enterprises Inc                                  | Charge Enterprises Inc                                  | CUSIP: 159610104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47945 | NS      | $59451.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Gladstone Commercial Corp                               | Gladstone Commercial Corp                               | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               |  | US        |     13245 | NS      | $245032.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Xometry Inc                                             | Xometry Inc                                             | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |     11657 | NS      | $375705.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| South Plains Financial Inc                              | South Plains Financial Inc                              | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      3888 | NS      | $107036.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PepGen Inc                                              | PepGen Inc                                              | CUSIP: 713317105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5562 | NS      | $74363.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio Inc                                      | Provention Bio Inc                                      | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               | CORP              | US        |     19889 | NS      | $210226.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Aris Water Solution Inc                                 | Aris Water Solution Inc                                 | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8028 | NS      | $115683.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Ouster Inc                                              | Ouster Inc                                              | CUSIP: 68989M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55066 | NS      | $47521.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                                | Resideo Technologies Inc                                | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     50093 | NS      | $824029.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| AngioDynamics Inc                                       | AngioDynamics Inc                                       | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     12161 | NS      | $167456.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                                       | Bloom Energy Corp                                       | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     60600 | NS      | $1158672.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Sonder Holdings Inc                                     | Sonder Holdings Inc                                     | CUSIP: 83542D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44110 | NS      | $54696.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Middlesex Water Co                                      | Middlesex Water Co                                      | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5991 | NS      | $471311.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                                    | Cavco Industries Inc                                    | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3093 | NS      | $699791.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp                                   | Twist Bioscience Corp                                   | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     19106 | NS      | $454913.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Insteel Industries Inc                                  | Insteel Industries Inc                                  | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      7079 | NS      | $194814.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd                         | Alpha & Omega Semiconductor Ltd                         | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |      7372 | NS      | $210618.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| RealReal Inc/The                                        | RealReal Inc/The                                        | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |      2305 | NS      | $2881.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Enanta Pharmaceuticals Inc                              | Enanta Pharmaceuticals Inc                              | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      6820 | NS      | $317266.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp                                            | Denny's Corp                                            | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |     17176 | NS      | $158190.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Joby Aviation Inc                                       | Joby Aviation Inc                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86504 | NS      | $289788.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Invesco Mortgage Capital Inc                            | Invesco Mortgage Capital Inc                            | CUSIP: 46131B704<br>LEI: PV3BDP2HFZL2FNXQBL39 | Long             | EC               |  | US        |     10803 | NS      | $137522.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Patrick Industries Inc                                  | Patrick Industries Inc                                  | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      7300 | NS      | $442380.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp                         | Zurn Elkay Water Solutions Corp                         | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     41875 | NS      | $885656.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                              | Horace Mann Educators Corp                              | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     13726 | NS      | $512940.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Brightcove Inc                                          | Brightcove Inc                                          | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |      7169 | NS      | $37493.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Macatawa Bank Corp                                      | Macatawa Bank Corp                                      | CUSIP: 554225102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9068 | NS      | $100020.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Bioxcel Therapeutics Inc                                | Bioxcel Therapeutics Inc                                | CUSIP: 09075P105<br>LEI: 549300Y25FYZ0E8LW260 | Long             | EC               | CORP              | US        |      6276 | NS      | $134808.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| NerdWallet Inc                                          | NerdWallet Inc                                          | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |      9795 | NS      | $94032.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| TrueBlue Inc                                            | TrueBlue Inc                                            | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10956 | NS      | $214518.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Altair Engineering Inc                                  | Altair Engineering Inc                                  | CUSIP: 021369103<br>LEI: 549300FJ89HZ6GU9S994 | Long             | EC               | CORP              | US        |     17467 | NS      | $794224.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Denali Therapeutics Inc                                 | Denali Therapeutics Inc                                 | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |     36683 | NS      | $1020154.23   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Textainer Group Holdings Ltd                            | Textainer Group Holdings Ltd                            | CUSIP: 000000000<br>LEI: 529900OHEYRATAFMIT89 | Long             | EC               | CORP              | BM        |     15539 | NS      | $481864.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                              | Organogenesis Holdings Inc                              | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |      9239 | NS      | $24852.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| EMCOR Group Inc                                         | EMCOR Group Inc                                         | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     15914 | NS      | $2357022.54   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                            | Compass Diversified Holdings                            | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     20864 | NS      | $380350.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International Inc                        | Sunnova Energy International Inc                        | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |     33397 | NS      | $601479.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Blue Foundry Bancorp                                    | Blue Foundry Bancorp                                    | CUSIP: 09549B104<br>LEI: 5493008KPK5NJT0FNK56 | Long             | EC               | CORP              | US        |     11482 | NS      | $147543.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Sutro Biopharma Inc                                     | Sutro Biopharma Inc                                     | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     18256 | NS      | $147508.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Rackspace Technology Inc                                | Rackspace Technology Inc                                | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19337 | NS      | $57044.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| STANDARD CHARTERED NY                                   | STANDARD CHARTERED NY                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000246 | PA      | $2000246.00   | 0.25%             | 2023-01-17      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| American Software Inc/GA                                | American Software Inc/GA                                | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11730 | NS      | $172196.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| John Wiley & Sons Inc                                   | John Wiley & Sons Inc                                   | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     14809 | NS      | $593248.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Everi Holdings Inc                                      | Everi Holdings Inc                                      | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     31005 | NS      | $444921.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp                                   | Innovage Holding Corp                                   | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7444 | NS      | $53447.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hersha Hospitality Trust                                | Hersha Hospitality Trust                                | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               |  | US        |     10786 | NS      | $91896.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kiniksa Pharmaceuticals Ltd                             | Kiniksa Pharmaceuticals Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     11087 | NS      | $166083.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Colony Bankcorp Inc                                     | Colony Bankcorp Inc                                     | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5639 | NS      | $71558.91     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc                           | CSG Systems International Inc                           | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     10433 | NS      | $596767.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp                                               | ACNB Corp                                               | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2906 | NS      | $115687.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| First Internet Bancorp                                  | First Internet Bancorp                                  | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      3385 | NS      | $82187.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corp                                         | Bank First Corp                                         | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2614 | NS      | $242631.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Signet Jewelers Ltd                                     | Signet Jewelers Ltd                                     | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |     15707 | NS      | $1068076.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Greif Inc                                               | Greif Inc                                               | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      8697 | NS      | $583220.82    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Ultra Clean Holdings Inc                                | Ultra Clean Holdings Inc                                | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     15549 | NS      | $515449.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Cytek Biosciences Inc                                   | Cytek Biosciences Inc                                   | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |     39465 | NS      | $402937.65    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS, NY                                         | BNP PARIBAS, NY                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4001392 | PA      | $4001392.00   | 0.50%             | 2023-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| OneSpan Inc                                             | OneSpan Inc                                             | CUSIP: 68287N100<br>LEI: 549300D67QDZG593UX89 | Long             | EC               | CORP              | US        |     13014 | NS      | $145626.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                                         | Bancorp Inc/The                                         | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19267 | NS      | $546797.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc                       | Universal Technical Institute Inc                       | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |     11334 | NS      | $76164.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LivaNova PLC                                            | LivaNova PLC                                            | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     18448 | NS      | $1024601.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | United States Treasury Bill                             | CUSIP: 912796ZK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1100000 | PA      | $1098426.31   | 0.14%             | 2023-01-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Varonis Systems Inc                                     | Varonis Systems Inc                                     | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |     37442 | NS      | $896361.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tobira Therapeutics Inc                                 | Tobira Therapeutics Inc                                 | CUSIP: 888CVR990<br>LEI: 54930086LNMGJM5NB025 | N/A              | DE               |  | US        |      4660 | NS      | $37093.60     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Nkarta Inc                                              | Nkarta Inc                                              | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11066 | NS      | $66285.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Box Inc                                                 | Box Inc                                                 | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     47952 | NS      | $1492745.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| LTC Properties Inc                                      | LTC Properties Inc                                      | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |     13090 | NS      | $465087.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| WisdomTree Inc                                          | WisdomTree Inc                                          | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     40157 | NS      | $218855.65    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Calix Inc                                               | Calix Inc                                               | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     19249 | NS      | $1317209.07   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology Inc                                  | Sana Biotechnology Inc                                  | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30778 | NS      | $121573.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DocGo Inc                                               | DocGo Inc                                               | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28630 | NS      | $202414.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Global Water Resources Inc                              | Global Water Resources Inc                              | CUSIP: 379463102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4624 | NS      | $61406.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp                                   | Alerus Financial Corp                                   | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |      4862 | NS      | $113527.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Two Harbors Investment Corp                             | Two Harbors Investment Corp                             | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |     29085 | NS      | $458670.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Resolute Forest Products Inc                            | Resolute Forest Products Inc                            | CUSIP: 76117W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15573 | NS      | $336221.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Bandwidth Inc                                           | Bandwidth Inc                                           | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      8108 | NS      | $186078.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                       | Corporate Office Properties Trust                       | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     37541 | NS      | $973813.54    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| CBL & Associates Properties Inc                         | CBL & Associates Properties Inc                         | CUSIP: 124830878<br>LEI: 529900EIVFBRS4PUBZ13 | Long             | EC               |  | US        |      9399 | NS      | $216928.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ingles Markets Inc                                      | Ingles Markets Inc                                      | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      4911 | NS      | $473715.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                                 | GMS Inc                                                 | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     14713 | NS      | $732707.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                                 | NOW Inc                                                 | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     37163 | NS      | $471970.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tile Shop Holdings Inc                                  | Tile Shop Holdings Inc                                  | CUSIP: 88677Q109<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               | CORP              | US        |     10850 | NS      | $47523.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| IMAX Corp                                               | IMAX Corp                                               | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |     18129 | NS      | $265771.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rover Group Inc                                         | Rover Group Inc                                         | CUSIP: 77936F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34168 | NS      | $125396.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Adtalem Global Education Inc                            | Adtalem Global Education Inc                            | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     14779 | NS      | $524654.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Bar Harbor Bankshares                                   | Bar Harbor Bankshares                                   | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5292 | NS      | $169555.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp                                       | Boston Omaha Corp                                       | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |      7716 | NS      | $204474.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MYR Group Inc                                           | MYR Group Inc                                           | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      5521 | NS      | $508318.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp                           | Lions Gate Entertainment Corp                           | CUSIP: 535919500<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     33782 | NS      | $183436.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient Inc                                          | Perficient Inc                                          | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     11525 | NS      | $804790.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                                | Golden Entertainment Inc                                | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      7102 | NS      | $265614.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NACCO Industries Inc                                    | NACCO Industries Inc                                    | CUSIP: 629579103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1389 | NS      | $52782.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Gulfport Energy Corp                                    | Gulfport Energy Corp                                    | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      4145 | NS      | $305237.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| REV Group Inc                                           | REV Group Inc                                           | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     10161 | NS      | $128231.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Kaman Corp                                              | Kaman Corp                                              | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |      8733 | NS      | $194745.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Kodak Co                                        | Eastman Kodak Co                                        | CUSIP: 277461406<br>LEI: 549300P7J8F3SSMY3E81 | Long             | EC               | CORP              | US        |      7366 | NS      | $22466.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SomaLogic Inc                                           | SomaLogic Inc                                           | CUSIP: 83444K105<br>LEI: 549300D3W3Q8CN30YO25 | Long             | EC               | CORP              | US        |     36284 | NS      | $91072.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| RMR Group Inc/The                                       | RMR Group Inc/The                                       | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      4706 | NS      | $132944.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Identiv Inc                                             | Identiv Inc                                             | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |      7717 | NS      | $55871.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cara Therapeutics Inc                                   | Cara Therapeutics Inc                                   | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |     18209 | NS      | $195564.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Paya Holdings Inc                                       | Paya Holdings Inc                                       | CUSIP: 70434P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33025 | NS      | $259906.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Akero Therapeutics Inc                                  | Akero Therapeutics Inc                                  | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |     11758 | NS      | $644338.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Flushing Financial Corp                                 | Flushing Financial Corp                                 | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10410 | NS      | $201745.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerevel Therapeutics Holdings Inc                       | Cerevel Therapeutics Holdings Inc                       | CUSIP: 15678U128<br>LEI: 254900RJNIRS9COSQR41 | Long             | EC               | CORP              | US        |     19567 | NS      | $617143.18    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Simpson Manufacturing Co Inc                            | Simpson Manufacturing Co Inc                            | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     14424 | NS      | $1278831.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                               | Benchmark Electronics Inc                               | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     12513 | NS      | $333971.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                                   | TransMedics Group Inc                                   | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10461 | NS      | $645652.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Inovio Pharmaceuticals Inc                              | Inovio Pharmaceuticals Inc                              | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |     54791 | NS      | $85473.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp/NY                               | Columbus McKinnon Corp/NY                               | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     10074 | NS      | $327102.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                  | United States Treasury Bill - WI Post Auction           | CUSIP: 912796ZL6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   8475000 | PA      | $8456012.28   | 1.06%             | 2023-01-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Verint Systems Inc                                      | Verint Systems Inc                                      | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     21871 | NS      | $793479.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                                | Regional Management Corp                                | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      3196 | NS      | $89743.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                                | ASGN Inc                                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     16523 | NS      | $1346294.04   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                                 | Titan International Inc                                 | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     18172 | NS      | $278395.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AXT Inc                                                 | AXT Inc                                                 | CUSIP: 00246W103<br>LEI: 549300M2142IVLVIJN37 | Long             | EC               | CORP              | US        |      5693 | NS      | $24935.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                                         | Scholastic Corp                                         | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10323 | NS      | $407345.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Piedmont Lithium Inc                                    | Piedmont Lithium Inc                                    | CUSIP: 72016P105<br>LEI: 254900QJ73581MY1JN11 | Long             | EC               | CORP              | US        |      6114 | NS      | $269138.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tarsus Pharmaceuticals Inc                              | Tarsus Pharmaceuticals Inc                              | CUSIP: 87650L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6902 | NS      | $101183.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Citizens & Northern Corp                                | Citizens & Northern Corp                                | CUSIP: 172922106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6038 | NS      | $138028.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Full House Resorts Inc                                  | Full House Resorts Inc                                  | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |     11840 | NS      | $89036.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sanmina Corp                                            | Sanmina Corp                                            | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     19251 | NS      | $1102889.79   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                            | SM Energy Co                                            | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     41402 | NS      | $1442031.66   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerberus Cyber Sentinel Corp                            | Cerberus Cyber Sentinel Corp                            | CUSIP: 15672X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17980 | NS      | $45849.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Brookfield Infrastructure Corp                          | Brookfield Infrastructure Corp                          | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     32716 | NS      | $1272652.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Health Catalyst Inc                                     | Health Catalyst Inc                                     | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     17486 | NS      | $185876.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic First Bancorp Inc                              | Republic First Bancorp Inc                              | CUSIP: 760416107<br>LEI: 254900GIRCF2RJWU8438 | Long             | EC               | CORP              | US        |     19365 | NS      | $41634.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp                                     | Park Aerospace Corp                                     | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |      7125 | NS      | $95546.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BlueLinx Holdings Inc                                   | BlueLinx Holdings Inc                                   | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      2908 | NS      | $206787.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                               | International Seaways Inc                               | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |     16560 | NS      | $613051.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Cycle Corp                                         | Pure Cycle Corp                                         | CUSIP: 746228303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6829 | NS      | $71567.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc                                                  | 2U Inc                                                  | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     25600 | NS      | $160512.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Hilltop Holdings Inc                                    | Hilltop Holdings Inc                                    | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     17172 | NS      | $515331.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Manitowoc Co Inc/The                                    | Manitowoc Co Inc/The                                    | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |      9971 | NS      | $91334.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                                         | Planet Labs PBC                                         | CUSIP: 72703X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54596 | NS      | $237492.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Selective Insurance Group Inc                           | Selective Insurance Group Inc                           | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     20065 | NS      | $1777959.65   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                           | EverQuote Inc                                           | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6835 | NS      | $100747.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Beacon Roofing Supply Inc                               | Beacon Roofing Supply Inc                               | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |     17484 | NS      | $922980.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Axsome Therapeutics Inc                                 | Axsome Therapeutics Inc                                 | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |     10909 | NS      | $841411.17    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Magnite Inc                                             | Magnite Inc                                             | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     44965 | NS      | $476179.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| America's Car-Mart Inc/TX                               | America's Car-Mart Inc/TX                               | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2086 | NS      | $150734.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Tronox Holdings PLC                                     | Tronox Holdings PLC                                     | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |     40316 | NS      | $552732.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                                        | PJT Partners Inc                                        | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      7821 | NS      | $576329.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc                                          | Eventbrite Inc                                          | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |     24116 | NS      | $141319.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Sunstone Hotel Investors Inc                            | Sunstone Hotel Investors Inc                            | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |     70253 | NS      | $678643.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Akoya Biosciences Inc                                   | Akoya Biosciences Inc                                   | CUSIP: 00974H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6387 | NS      | $61123.59     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares Russell 2000 ETF                                | iShares Russell 2000 ETF                                | CUSIP: 464287655<br>LEI: 549300O80OAR5VTWR172 | Long             | EC               | RF                | US        |     98700 | NS      | $17209332.00  | 2.16%             |  |  |  | No            |                  1 | On Loan: —       |
| TTEC Holdings Inc                                       | TTEC Holdings Inc                                       | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |      6343 | NS      | $279916.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolv Technologies Holdings Inc                         | Evolv Technologies Holdings Inc                         | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31710 | NS      | $82128.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ImmunityBio Inc                                         | ImmunityBio Inc                                         | CUSIP: 45256X103<br>LEI: 529900J9XLBR4HFL4B83 | Long             | EC               | CORP              | US        |     28710 | NS      | $145559.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Portland General Electric Co                            | Portland General Electric Co                            | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     30482 | NS      | $1493618.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bank/Hamilton NJ                                  | First Bank/Hamilton NJ                                  | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |      5582 | NS      | $76808.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| E2open Parent Holdings Inc                              | E2open Parent Holdings Inc                              | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71031 | NS      | $416951.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Riot Blockchain Inc                                     | Riot Blockchain Inc                                     | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |     53684 | NS      | $181988.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Radius Global Infrastructure Inc                        | Radius Global Infrastructure Inc                        | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |     26242 | NS      | $310180.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Mitek Systems Inc                                       | Mitek Systems Inc                                       | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |     15147 | NS      | $146774.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HighPeak Energy Inc                                     | HighPeak Energy Inc                                     | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |      2697 | NS      | $61680.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| PennyMac Mortgage Investment Trust                      | PennyMac Mortgage Investment Trust                      | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |     29854 | NS      | $369891.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Plymouth Industrial REIT Inc                            | Plymouth Industrial REIT Inc                            | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               |  | US        |     12764 | NS      | $244813.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                               | ePlus Inc                                               | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      8957 | NS      | $396615.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxart Inc                                              | Vaxart Inc                                              | CUSIP: 92243A200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43215 | NS      | $41525.29     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FB Financial Corp                                       | FB Financial Corp                                       | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     12217 | NS      | $441522.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                                | Broadstone Net Lease Inc                                | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |     60343 | NS      | $978160.03    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Intra-Cellular Therapies Inc                            | Intra-Cellular Therapies Inc                            | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |     31476 | NS      | $1665709.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc                       | Sun Country Airlines Holdings Inc                       | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     12318 | NS      | $195363.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Quantum-Si Inc                                          | Quantum-Si Inc                                          | CUSIP: 74765K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16613 | NS      | $30401.79     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Tellurian Inc                                           | Tellurian Inc                                           | CUSIP: 87968A104<br>LEI: 254900ZYXZHH5MQG6H78 | Long             | EC               | CORP              | US        |    155326 | NS      | $260947.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Thryv Holdings Inc                                      | Thryv Holdings Inc                                      | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9046 | NS      | $171874.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                                            | AerSale Corp                                            | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6969 | NS      | $113037.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Heartland Express Inc                                   | Heartland Express Inc                                   | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     16789 | NS      | $257543.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Pulmonx Corp                                            | Pulmonx Corp                                            | CUSIP: 745848101<br>LEI: 549300WZMFR0ZK7RJY40 | Long             | EC               | CORP              | US        |     12235 | NS      | $103141.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                          | PBF Energy Inc                                          | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     33227 | NS      | $1354997.06   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                              | Rambus Inc                                              | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     36035 | NS      | $1290773.70   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc                            | Sinclair Broadcast Group Inc                            | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |     12733 | NS      | $197488.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ATI Inc                                                 | ATI Inc                                                 | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     41824 | NS      | $1248864.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                             | Deluxe Corp                                             | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     14396 | NS      | $244444.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HCI Group Inc                                           | HCI Group Inc                                           | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      2458 | NS      | $97312.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Newpark Resources Inc                                   | Newpark Resources Inc                                   | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     22582 | NS      | $93715.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| ScanSource Inc                                          | ScanSource Inc                                          | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      8101 | NS      | $236711.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                             | NETGEAR Inc                                             | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     10251 | NS      | $185645.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Elme Communities                                        | Elme Communities                                        | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |     30151 | NS      | $536687.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ur-Energy Inc                                           | Ur-Energy Inc                                           | CUSIP: 91688R108<br>LEI: 5493004ZEMNWEC7T6X93 | Long             | EC               | CORP              | CA        |     75333 | NS      | $86632.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| GATX Corp                                               | GATX Corp                                               | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     12037 | NS      | $1280014.58   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ContextLogic Inc                                        | ContextLogic Inc                                        | CUSIP: 21077C107<br>LEI: 549300YZDCRQ367LIE74 | Long             | EC               | CORP              | US        |    133458 | NS      | $65087.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nuvation Bio Inc                                        | Nuvation Bio Inc                                        | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19876 | NS      | $38161.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bridgewater Bancshares Inc                              | Bridgewater Bancshares Inc                              | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      6071 | NS      | $107699.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Select Energy Services Inc                              | Select Energy Services Inc                              | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     22065 | NS      | $203880.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| RLI Corp                                                | RLI Corp                                                | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     13117 | NS      | $1721868.59   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                                     | Krystal Biotech Inc                                     | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      7224 | NS      | $572285.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Old Second Bancorp Inc                                  | Old Second Bancorp Inc                                  | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     14378 | NS      | $230623.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRC Inc                                                 | BRC Inc                                                 | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10280 | NS      | $62810.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SVENSKA NY                                              | SVENSKA NY                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2001358 | PA      | $2001358.00   | 0.25%             | 2023-04-12      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Reata Pharmaceuticals Inc                               | Reata Pharmaceuticals Inc                               | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |      9837 | NS      | $373707.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Vishay Intertechnology Inc                              | Vishay Intertechnology Inc                              | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     43569 | NS      | $939783.33    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                   | ESCO Technologies Inc                                   | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      8855 | NS      | $775166.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc                               | Construction Partners Inc                               | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |     13715 | NS      | $366053.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Stagwell Inc                                            | Stagwell Inc                                            | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |     26744 | NS      | $166080.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                                     | Texas Roadhouse Inc                                     | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     22773 | NS      | $2071204.35   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MUFG Bank Ltd, New York Branch                          | MUFG Bank Ltd, New York Branch                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5001050 | PA      | $5001050.00   | 0.63%             | 2023-01-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Co                            | Northwest Natural Holding Co                            | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     11482 | NS      | $546428.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                                   | Pennant Group Inc/The                                   | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     11360 | NS      | $124732.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                        | Coeur Mining Inc                                        | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |     84454 | NS      | $283765.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SPX Technologies Inc                                    | SPX Technologies Inc                                    | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     14614 | NS      | $959409.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| National Western Life Group Inc                         | National Western Life Group Inc                         | CUSIP: 638517102<br>LEI: 549300HPXNVHFT1BJ192 | Long             | EC               | CORP              | US        |       725 | NS      | $203725.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| First Busey Corp                                        | First Busey Corp                                        | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     18478 | NS      | $456776.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                              | Diodes Inc                                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     14825 | NS      | $1128775.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc                           | Urstadt Biddle Properties Inc                           | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               |  | US        |     11225 | NS      | $212713.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Quotient Technology Inc                                 | Quotient Technology Inc                                 | CUSIP: 749119103<br>LEI: 5493005ZZT58VQ9RKP56 | Long             | EC               | CORP              | US        |     19311 | NS      | $66236.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sabra Health Care REIT Inc                              | Sabra Health Care REIT Inc                              | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |     76355 | NS      | $949092.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc                              | Amylyx Pharmaceuticals Inc                              | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17183 | NS      | $634911.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Ebix Inc                                                | Ebix Inc                                                | CUSIP: 278715206<br>LEI: 549300DHXVZR5SW5QR44 | Long             | EC               | CORP              | US        |      8704 | NS      | $173731.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Capstar Financial Holdings Inc                          | Capstar Financial Holdings Inc                          | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7899 | NS      | $139496.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp                            | Topgolf Callaway Brands Corp                            | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     47086 | NS      | $929948.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Premier Financial Corp                                  | Premier Financial Corp                                  | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11932 | NS      | $321806.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                        | Badger Meter Inc                                        | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      9792 | NS      | $1067621.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| ADMA Biologics Inc                                      | ADMA Biologics Inc                                      | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52635 | NS      | $204223.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| NORDEA BANK ABP, NEW YORK BRANCH                        | NORDEA BANK ABP, NEW YORK BRANCH                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5001675 | PA      | $5001675.00   | 0.63%             | 2023-02-21      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Corp                                     | Ladder Capital Corp                                     | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |     39172 | NS      | $393286.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                                   | Fate Therapeutics Inc                                   | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |     28366 | NS      | $286212.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Pebblebrook Hotel Trust                                 | Pebblebrook Hotel Trust                                 | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |     43364 | NS      | $580643.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Luminar Technologies Inc                                | Luminar Technologies Inc                                | CUSIP: 550424105<br>LEI: 549300AVGXLDWYMI4298 | Long             | EC               | CORP              | US        |     86015 | NS      | $425774.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Tompkins Financial Corp                                 | Tompkins Financial Corp                                 | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      4590 | NS      | $356092.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                                 | Alexander & Baldwin Inc                                 | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |     23869 | NS      | $447066.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                          | Community Healthcare Trust Inc                          | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |      8030 | NS      | $287474.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots Inc                                            | Big Lots Inc                                            | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10588 | NS      | $155643.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Turning Point Brands Inc                                | Turning Point Brands Inc                                | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      5617 | NS      | $121495.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc                    | Cracker Barrel Old Country Store Inc                    | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      7474 | NS      | $708086.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Compass Minerals International Inc                      | Compass Minerals International Inc                      | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     11864 | NS      | $486424.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc                                 | Accel Entertainment Inc                                 | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19825 | NS      | $152652.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                  | Hims & Hers Health Inc                                  | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |     43355 | NS      | $277905.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Dycom Industries Inc                                    | Dycom Industries Inc                                    | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      9730 | NS      | $910728.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                                        | Essent Group Ltd                                        | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     35218 | NS      | $1369275.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| German American Bancorp Inc                             | German American Bancorp Inc                             | CUSIP: 373865104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9350 | NS      | $348755.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| First Advantage Corp                                    | First Advantage Corp                                    | CUSIP: 31846B108<br>LEI: 549300RNJ0PXU8FP7D06 | Long             | EC               | CORP              | US        |     20718 | NS      | $269334.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                                    | Douglas Dynamics Inc                                    | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |      7665 | NS      | $277166.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PureCycle Technologies Inc                              | PureCycle Technologies Inc                              | CUSIP: 74623V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37119 | NS      | $250924.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Axcelis Technologies Inc                                | Axcelis Technologies Inc                                | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     11021 | NS      | $874626.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc                           | National Health Investors Inc                           | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |     14087 | NS      | $735623.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Instructure Holdings Inc                                | Instructure Holdings Inc                                | CUSIP: 457790103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6115 | NS      | $143335.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                                 | Ellington Financial Inc                                 | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |     18630 | NS      | $230453.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Vizio Holding Corp                                      | Vizio Holding Corp                                      | CUSIP: 92858V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24137 | NS      | $178855.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Home BancShares Inc/AR                                  | Home BancShares Inc/AR                                  | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63382 | NS      | $1444475.78   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Matson Inc                                              | Matson Inc                                              | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     12834 | NS      | $802253.34    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| SiriusPoint Ltd                                         | SiriusPoint Ltd                                         | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     25748 | NS      | $151913.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                            | Cargurus Inc                                            | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     35093 | NS      | $491652.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTPAC BKG CORP, NEW YORK                              | WESTPAC BKG CORP, NEW YORK                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000341 | PA      | $1000341.00   | 0.13%             | 2023-02-22      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Riley Exploration Permian Inc                           | Riley Exploration Permian Inc                           | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |      4606 | NS      | $135554.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Amerant Bancorp Inc                                     | Amerant Bancorp Inc                                     | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |      9340 | NS      | $250685.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Tidewater Inc                                           | Tidewater Inc                                           | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     15690 | NS      | $578176.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                           | Academy Sports & Outdoors Inc                           | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26247 | NS      | $1379017.38   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Comstock Resources Inc                                  | Comstock Resources Inc                                  | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     30914 | NS      | $423830.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| LGI Homes Inc                                           | LGI Homes Inc                                           | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      6929 | NS      | $641625.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Lovesac Co/The                                          | Lovesac Co/The                                          | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4517 | NS      | $99419.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MediaAlpha Inc                                          | MediaAlpha Inc                                          | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7846 | NS      | $78067.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Franklin Covey Co                                       | Franklin Covey Co                                       | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3849 | NS      | $180017.73    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                                     | ADTRAN Holdings Inc                                     | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     25898 | NS      | $486623.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| HarborOne Bancorp Inc                                   | HarborOne Bancorp Inc                                   | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |     16612 | NS      | $230906.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Third Coast Bancshares Inc                              | Third Coast Bancshares Inc                              | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4809 | NS      | $88629.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Orchid Island Capital Inc                               | Orchid Island Capital Inc                               | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               |  | US        |     12097 | NS      | $127018.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Daily Journal Corp                                      | Daily Journal Corp                                      | CUSIP: 233912104<br>LEI: 2549004ASTNVLR8YWZ33 | Long             | EC               | CORP              | US        |       413 | NS      | $103460.63    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Utah Medical Products Inc                               | Utah Medical Products Inc                               | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |      1293 | NS      | $129985.29    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dakota Gold Corp                                        | Dakota Gold Corp                                        | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19923 | NS      | $60765.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| AeroVironment Inc                                       | AeroVironment Inc                                       | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      8452 | NS      | $723998.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ideaya Biosciences Inc                                  | Ideaya Biosciences Inc                                  | CUSIP: 45166A102<br>LEI: 549300ULW08F62IJML11 | Long             | EC               | CORP              | US        |     14961 | NS      | $271841.37    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Butterfly Network Inc                                   | Butterfly Network Inc                                   | CUSIP: 124155102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47336 | NS      | $116446.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SandRidge Energy Inc                                    | SandRidge Energy Inc                                    | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |     10783 | NS      | $183634.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                                    | Veritex Holdings Inc                                    | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     17694 | NS      | $496847.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                                       | PC Connection Inc                                       | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      3547 | NS      | $166354.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVT AND AGCY LEX                               | INVESCO GOVT AND AGCY LEX                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5000000 | NS      | $5000000.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Logic Inc                                     | Lightwave Logic Inc                                     | CUSIP: 532275104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39253 | NS      | $169180.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Community Trust Bancorp Inc                             | Community Trust Bancorp Inc                             | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5081 | NS      | $233370.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                                | Towne Bank/Portsmouth VA                                | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     23282 | NS      | $718016.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications Inc                               | Ribbon Communications Inc                               | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |     11536 | NS      | $32185.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp                                           | Infinera Corp                                           | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |     62963 | NS      | $424370.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Eagle Bancorp Inc                                       | Eagle Bancorp Inc                                       | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     11013 | NS      | $485342.91    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Heritage Financial Corp/WA                              | Heritage Financial Corp/WA                              | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12295 | NS      | $376718.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Heartland Financial USA Inc                             | Heartland Financial USA Inc                             | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |     13834 | NS      | $644941.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                                 | Karuna Therapeutics Inc                                 | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10217 | NS      | $2007640.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                                        | NMI Holdings Inc                                        | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     27709 | NS      | $579118.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora Inc                                             | Blucora Inc                                             | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     15865 | NS      | $405033.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                              | Mueller Water Products Inc                              | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     52474 | NS      | $564620.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                                 | Avidity Biosciences Inc                                 | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18061 | NS      | $400773.59    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Winmark Corp                                            | Winmark Corp                                            | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       994 | NS      | $234415.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                              | Independent Bank Group Inc                              | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11996 | NS      | $720719.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc                                           | BRP Group Inc                                           | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20510 | NS      | $515621.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                                     | Titan Machinery Inc                                     | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      6828 | NS      | $271276.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kosmos Energy Ltd                                       | Kosmos Energy Ltd                                       | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Long             | EC               | CORP              | US        |    151784 | NS      | $965346.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Ashford Hospitality Trust Inc                           | Ashford Hospitality Trust Inc                           | CUSIP: 044103869<br>LEI: N/A                  | Long             | EC               |  | US        |      4562 | NS      | $20392.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO BK NY                                          | SUMITOMO BK NY                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000330 | PA      | $3000330.00   | 0.38%             | 2023-03-06      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| York Water Co/The                                       | York Water Co/The                                       | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5110 | NS      | $229847.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc                                         | BCB Bancorp Inc                                         | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      4956 | NS      | $89158.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Replimune Group Inc                                     | Replimune Group Inc                                     | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |     13974 | NS      | $380092.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA                           | United Community Banks Inc/GA                           | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     36578 | NS      | $1236336.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                                | WD-40 Co                                                | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      4703 | NS      | $758170.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| National HealthCare Corp                                | National HealthCare Corp                                | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4199 | NS      | $249840.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Medpace Holdings Inc                                    | Medpace Holdings Inc                                    | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      8689 | NS      | $1845630.49   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Griffon Corp                                            | Griffon Corp                                            | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     15541 | NS      | $556212.39    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Point Mortgage Trust Inc                        | Granite Point Mortgage Trust Inc                        | CUSIP: 38741L107<br>LEI: 529900VX2HQZ76AYIE02 | Long             | EC               |  | US        |     12147 | NS      | $65107.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Green Dot Corp                                          | Green Dot Corp                                          | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15976 | NS      | $252740.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                               | Crocs Inc                                               | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     20452 | NS      | $2217610.36   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                            | Innospec Inc                                            | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      8439 | NS      | $868035.54    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Arrow Financial Corp                                    | Arrow Financial Corp                                    | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |      4906 | NS      | $166313.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weber Inc                                               | Weber Inc                                               | CUSIP: 94770D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9965 | NS      | $80218.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Washington Trust Bancorp Inc                            | Washington Trust Bancorp Inc                            | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      5542 | NS      | $261471.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| MGE Energy Inc                                          | MGE Energy Inc                                          | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12519 | NS      | $881337.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp                                             | Teekay Corp                                             | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | MH        |     15904 | NS      | $72204.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp                       | Stewart Information Services Corp                       | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      9296 | NS      | $397218.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                                           | Dillard's Inc                                           | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      1334 | NS      | $431148.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Civista Bancshares Inc                                  | Civista Bancshares Inc                                  | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      5230 | NS      | $115112.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                                          | Noble Corp PLC                                          | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |     28608 | NS      | $1078807.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc                                | Northern Oil and Gas Inc                                | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     22081 | NS      | $680536.42    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies Inc                             | NanoString Technologies Inc                             | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |     15548 | NS      | $123917.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp                        | Peapack-Gladstone Financial Corp                        | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      6072 | NS      | $225999.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp                                           | Liquidia Corp                                           | CUSIP: 53635D202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16545 | NS      | $105391.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Phreesia Inc                                            | Phreesia Inc                                            | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     17014 | NS      | $550573.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IGM Biosciences Inc                                     | IGM Biosciences Inc                                     | CUSIP: 449585108<br>LEI: 5493008XCQES2N0VY969 | Long             | EC               | CORP              | US        |      3684 | NS      | $62664.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nu Skin Enterprises Inc                                 | Nu Skin Enterprises Inc                                 | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     16591 | NS      | $699476.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| OSI Systems Inc                                         | OSI Systems Inc                                         | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      5288 | NS      | $420501.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DICE Therapeutics Inc                                   | DICE Therapeutics Inc                                   | CUSIP: 23345J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12126 | NS      | $378331.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Enterprise Financial Services Corp                      | Enterprise Financial Services Corp                      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     11710 | NS      | $573321.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                                | Waterstone Financial Inc                                | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      8351 | NS      | $143971.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Surgery Partners Inc                                    | Surgery Partners Inc                                    | CUSIP: 86881A100<br>LEI: 549300LC82HG33S19I03 | Long             | EC               | CORP              | US        |     16936 | NS      | $471836.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Valaris Ltd                                             | Valaris Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     21110 | NS      | $1427458.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Anywhere Real Estate Inc                                | Anywhere Real Estate Inc                                | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     34390 | NS      | $219752.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander's Inc                                         | Alexander's Inc                                         | CUSIP: 014752109<br>LEI: 549300TZM28P04U5R635 | Long             | EC               |  | US        |       759 | NS      | $167025.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Yext Inc                                                | Yext Inc                                                | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |     37994 | NS      | $248100.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Genesco Inc                                             | Genesco Inc                                             | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      4989 | NS      | $229593.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc                        | Helix Energy Solutions Group Inc                        | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     48941 | NS      | $361184.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                                         | Vital Farms Inc                                         | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |      9557 | NS      | $142590.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Safe Bulkers Inc                                        | Safe Bulkers Inc                                        | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MH        |     11899 | NS      | $34626.09     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                             | Banner Corp                                             | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11395 | NS      | $720164.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Everbridge Inc                                          | Everbridge Inc                                          | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |     13337 | NS      | $394508.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp Inc                               | John Marshall Bancorp Inc                               | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4296 | NS      | $123638.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                             | CorVel Corp                                             | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3162 | NS      | $459533.46    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                                 | Central Garden & Pet Co                                 | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      2845 | NS      | $106545.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chuy's Holdings Inc                                     | Chuy's Holdings Inc                                     | CUSIP: 171604101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5463 | NS      | $154602.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Rush Enterprises Inc                                    | Rush Enterprises Inc                                    | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     13925 | NS      | $727999.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                                       | GEO Group Inc/The                                       | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               |  | US        |     40071 | NS      | $438777.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Radian Group Inc                                        | Radian Group Inc                                        | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     53096 | NS      | $1012540.72   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc                            | Covenant Logistics Group Inc                            | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3144 | NS      | $108688.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON                             | BANK OF NOVA SCOTIA HOUSTON                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   5002101 | PA      | $5002101.25   | 0.63%             | 2023-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Veracyte Inc                                            | Veracyte Inc                                            | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     24557 | NS      | $582737.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| International Game Technology PLC                       | International Game Technology PLC                       | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |     33162 | NS      | $752114.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Ensign Group Inc/The                                    | Ensign Group Inc/The                                    | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     18227 | NS      | $1724456.47   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                               | SJW Group                                               | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9303 | NS      | $755310.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp                                | Equitrans Midstream Corp                                | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    137245 | NS      | $919541.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital Inc                                       | Dynex Capital Inc                                       | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               |  | US        |     15184 | NS      | $193140.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Xerox Holdings Corp                                     | Xerox Holdings Corp                                     | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     38468 | NS      | $561632.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindblad Expeditions Holdings Inc                       | Lindblad Expeditions Holdings Inc                       | CUSIP: 535219109<br>LEI: 549300GSPW24GZE6R597 | Long             | EC               | CORP              | US        |     10934 | NS      | $84191.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                                | Atea Pharmaceuticals Inc                                | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32816 | NS      | $157844.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Privia Health Group Inc                                 | Privia Health Group Inc                                 | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15278 | NS      | $346963.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| City Holding Co                                         | City Holding Co                                         | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4787 | NS      | $445621.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Funko Inc                                               | Funko Inc                                               | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |      9888 | NS      | $107878.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vaxcyte Inc                                             | Vaxcyte Inc                                             | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     24171 | NS      | $1158999.45   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc                                             | SunOpta Inc                                             | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |     34321 | NS      | $289669.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                          | Ziff Davis Inc                                          | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     15404 | NS      | $1218456.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc                                       | PNM Resources Inc                                       | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     28574 | NS      | $1394125.46   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                                         | Murphy Oil Corp                                         | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     49464 | NS      | $2127446.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                                | AAR Corp                                                | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     11635 | NS      | $522411.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Humacyte Inc                                            | Humacyte Inc                                            | CUSIP: 44486Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22468 | NS      | $47407.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank of Canada                                 | National Bank Of Canada                                 | CUSIP: 000000000<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | RA               | CORP              | US        |  25000000 | PA      | $25000000.00  | 3.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ViewRay Inc                                             | ViewRay Inc                                             | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |     51713 | NS      | $231674.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Quanterix Corp                                          | Quanterix Corp                                          | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11230 | NS      | $155535.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Rite Aid Corp                                           | Rite Aid Corp                                           | CUSIP: 767754872<br>LEI: 529900W353T1JY1DKT44 | Long             | EC               | CORP              | US        |      8720 | NS      | $29124.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                            | Innoviva Inc                                            | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     21386 | NS      | $283364.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aadi Bioscience Inc                                     | Aadi Bioscience Inc                                     | CUSIP: 00032Q104<br>LEI: 549300G3U7TKW1M58L09 | Long             | EC               | CORP              | US        |      4934 | NS      | $63303.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Compass Inc                                             | Compass Inc                                             | CUSIP: 20464U100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90359 | NS      | $210536.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Employers Holdings Inc                                  | Employers Holdings Inc                                  | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9556 | NS      | $412150.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MBIA Inc                                                | MBIA Inc                                                | CUSIP: 55262C100<br>LEI: 54F1KGFE2KNP3VAL3P42 | Long             | EC               | CORP              | US        |     16483 | NS      | $211806.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Heritage Commerce Corp                                  | Heritage Commerce Corp                                  | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     20117 | NS      | $261521.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Farmers & Merchants Bancorp Inc/Archbold OH             | Farmers & Merchants Bancorp Inc/Archbold OH             | CUSIP: 30779N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4130 | NS      | $112253.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FRP Holdings Inc                                        | FRP Holdings Inc                                        | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2285 | NS      | $123070.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CS Disco Inc                                            | CS Disco Inc                                            | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8074 | NS      | $51027.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Macerich Co/The                                         | Macerich Co/The                                         | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |     71062 | NS      | $800158.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings Inc                                   | Hawaiian Holdings Inc                                   | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |     18138 | NS      | $186095.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ShotSpotter Inc                                         | ShotSpotter Inc                                         | CUSIP: 82536T107<br>LEI: 549300MQV8SOWVNVZ667 | Long             | EC               | CORP              | US        |      3138 | NS      | $106158.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NORDEA BANK ABP, NEW YORK BRANCH                        | NORDEA BANK ABP, NEW YORK BRANCH                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000342 | PA      | $2000342.00   | 0.25%             | 2023-02-13      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| CommScope Holding Co Inc                                | CommScope Holding Co Inc                                | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     69077 | NS      | $507715.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                               | Albany International Corp                               | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     10575 | NS      | $1042589.25   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Corp                                    | Sitio Royalties Corp                                    | CUSIP: 82983N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22877 | NS      | $660009.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Sorrento Therapeutics Inc                               | Sorrento Therapeutics Inc                               | CUSIP: 83587F202<br>LEI: 549300RH23PRR3M13410 | Long             | EC               | CORP              | US        |    156051 | NS      | $138261.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ATN International Inc                                   | ATN International Inc                                   | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      3399 | NS      | $154008.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Werner Enterprises Inc                                  | Werner Enterprises Inc                                  | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     21850 | NS      | $879681.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp                                        | Primo Water Corp                                        | CUSIP: 74167P108<br>LEI: 5493005TMUI9D3MY9I37 | Long             | EC               | CORP              | CA        |     54035 | NS      | $839703.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                                         | Hillenbrand Inc                                         | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     23410 | NS      | $998904.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                               | Liberty Latin America Ltd                               | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |      8995 | NS      | $67732.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tango Therapeutics Inc                                  | Tango Therapeutics Inc                                  | CUSIP: 87583X109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16583 | NS      | $120226.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of Marin Bancorp                                   | Bank of Marin Bancorp                                   | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5192 | NS      | $170712.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Greene County Bancorp Inc                               | Greene County Bancorp Inc                               | CUSIP: 394357107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1212 | NS      | $69593.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc                            | Bankwell Financial Group Inc                            | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      1932 | NS      | $56858.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Progress Software Corp                                  | Progress Software Corp                                  | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     14833 | NS      | $748324.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Blueprint Medicines Corp                                | Blueprint Medicines Corp                                | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     20651 | NS      | $904720.31    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Air Transport Services Group Inc                        | Air Transport Services Group Inc                        | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |     20568 | NS      | $534356.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Summit Hotel Properties Inc                             | Summit Hotel Properties Inc                             | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |     35542 | NS      | $256613.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                                      | Fluence Energy Inc                                      | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13273 | NS      | $227631.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Newmark Group Inc                                       | Newmark Group Inc                                       | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49815 | NS      | $397025.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                                           | iRadimed Corp                                           | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      2491 | NS      | $70470.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sterling Infrastructure Inc                             | Sterling Infrastructure Inc                             | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     10373 | NS      | $340234.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morphic Holding Inc                                     | Morphic Holding Inc                                     | CUSIP: 61775R105<br>LEI: 549300RWWOUFLHTY1224 | Long             | EC               | CORP              | US        |      8694 | NS      | $232564.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                               | Rigel Pharmaceuticals Inc                               | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |     31055 | NS      | $46582.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Imago Biosciences Inc                                   | Imago Biosciences Inc                                   | CUSIP: 45250K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9057 | NS      | $325599.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Apartment Investment and Management Co                  | Apartment Investment and Management Co                  | CUSIP: 03748R747<br>LEI: 549300O8FT5GJ4RU1D57 | Long             | EC               |  | US        |     50611 | NS      | $360350.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                              | Guess? Inc                                              | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     11608 | NS      | $240169.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ForgeRock Inc                                           | ForgeRock Inc                                           | CUSIP: 34631B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13127 | NS      | $298901.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Verra Mobility Corp                                     | Verra Mobility Corp                                     | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     47250 | NS      | $653467.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                                    | Camden National Corp                                    | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      4522 | NS      | $188522.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CareDx Inc                                              | CareDx Inc                                              | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     17647 | NS      | $201352.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Bancorp Inc/MA                               | Enterprise Bancorp Inc/MA                               | CUSIP: 293668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3354 | NS      | $118396.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Spire Global Inc                                        | Spire Global Inc                                        | CUSIP: 848560108<br>LEI: 549300EZFBLFFHJ5MF06 | Long             | EC               | CORP              | US        |     47910 | NS      | $45993.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                                    | Bridgebio Pharma Inc                                    | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     38327 | NS      | $292051.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Weis Markets Inc                                        | Weis Markets Inc                                        | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5704 | NS      | $469382.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners                               | Perella Weinberg Partners                               | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13187 | NS      | $129232.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                     | Cal-Maine Foods Inc                                     | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     12683 | NS      | $690589.35    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Prothena Corp PLC                                       | Prothena Corp PLC                                       | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |     12610 | NS      | $759752.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Heska Corp                                              | Heska Corp                                              | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |      3474 | NS      | $215943.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                                     | Kodiak Sciences Inc                                     | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |     11661 | NS      | $83492.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                                       | SITE Centers Corp                                       | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |     65501 | NS      | $894743.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Nuvalent Inc                                            | Nuvalent Inc                                            | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7013 | NS      | $208847.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Merchants Bancorp/IN                                    | Merchants Bancorp/IN                                    | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      5967 | NS      | $145117.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| FormFactor Inc                                          | FormFactor Inc                                          | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     26288 | NS      | $584382.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                                       | Patterson Cos Inc                                       | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     29387 | NS      | $823717.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                              | Korn Ferry                                              | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     17703 | NS      | $896125.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Piedmont Office Realty Trust Inc                        | Piedmont Office Realty Trust Inc                        | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |     41047 | NS      | $376400.99    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranty Bancshares Inc/TX                              | Guaranty Bancshares Inc/TX                              | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2906 | NS      | $100663.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OneSpaWorld Holdings Ltd                                | OneSpaWorld Holdings Ltd                                | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |     23346 | NS      | $217818.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ABM Industries Inc                                      | ABM Industries Inc                                      | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     22236 | NS      | $987723.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinnate Biopharma Inc                                   | Kinnate Biopharma Inc                                   | CUSIP: 49705R105<br>LEI: 549300YVIWV7HJ5WHI66 | Long             | EC               | CORP              | US        |      9927 | NS      | $60554.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd                            | Genco Shipping & Trading Ltd                            | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |     11163 | NS      | $171463.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Preferred Bank/Los Angeles CA                           | Preferred Bank/Los Angeles CA                           | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      4747 | NS      | $354221.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| MacroGenics Inc                                         | MacroGenics Inc                                         | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |     21437 | NS      | $143842.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                                 | Kymera Therapeutics Inc                                 | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12984 | NS      | $324080.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| National Presto Industries Inc                          | National Presto Industries Inc                          | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1752 | NS      | $119941.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Diebold Nixdorf Inc                                     | Diebold Nixdorf Inc                                     | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     25673 | NS      | $36455.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Stoke Therapeutics Inc                                  | Stoke Therapeutics Inc                                  | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |      7332 | NS      | $67674.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Turtle Beach Corp                                       | Turtle Beach Corp                                       | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |      5364 | NS      | $38459.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ducommun Inc                                            | Ducommun Inc                                            | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      3735 | NS      | $186600.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc                                       | HBT Financial Inc                                       | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      3470 | NS      | $67907.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings Inc                      | Sportsman's Warehouse Holdings Inc                      | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |     15500 | NS      | $145855.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Goosehead Insurance Inc                                 | Goosehead Insurance Inc                                 | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      6359 | NS      | $218368.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Veru Inc                                                | Veru Inc                                                | CUSIP: 92536C103<br>LEI: 529900ER63TFLEIJV631 | Long             | EC               | CORP              | US        |     21948 | NS      | $115885.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Douglas Elliman Inc                                     | Douglas Elliman Inc                                     | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     27436 | NS      | $111664.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF NOVA SCOTIA HOUSTON                             | BANK OF NOVA SCOTIA HOUSTON                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2002338 | PA      | $2002338.00   | 0.25%             | 2023-08-16      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| RPC Inc                                                 | RPC Inc                                                 | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26045 | NS      | $231540.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Getty Realty Corp                                       | Getty Realty Corp                                       | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |     14042 | NS      | $475321.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Stellar Bancorp Inc                                     | Stellar Bancorp Inc                                     | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     15697 | NS      | $462433.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| eXp World Holdings Inc                                  | eXp World Holdings Inc                                  | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |     22252 | NS      | $246552.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Marten Transport Ltd                                    | Marten Transport Ltd                                    | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20880 | NS      | $413006.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                                          | Photronics Inc                                          | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     21105 | NS      | $355197.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                                     | PotlatchDeltic Corp                                     | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |     26827 | NS      | $1180119.73   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc                                         | Citi Trends Inc                                         | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      2791 | NS      | $73905.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                  | Cathay General Bancorp                                  | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     24786 | NS      | $1011020.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                                   | Urban Edge Properties                                   | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |     39794 | NS      | $560697.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Atlantic Union Bankshares Corp                          | Atlantic Union Bankshares Corp                          | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25793 | NS      | $906366.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings Inc                        | AssetMark Financial Holdings Inc                        | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |      7299 | NS      | $167877.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                                  | Trinity Industries Inc                                  | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     27337 | NS      | $808355.09    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                               | Dynavax Technologies Corp                               | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     39892 | NS      | $424450.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Agilysys Inc                                            | Agilysys Inc                                            | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      6690 | NS      | $529446.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Flywire Corp                                            | Flywire Corp                                            | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |     19174 | NS      | $469187.78    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                | Fabrinet                                                | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |     12442 | NS      | $1595313.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                                 | Helios Technologies Inc                                 | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |     11222 | NS      | $610925.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker Inc                                         | Foot Locker Inc                                         | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     27984 | NS      | $1057515.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| G-III Apparel Group Ltd                                 | G-III Apparel Group Ltd                                 | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     15756 | NS      | $216014.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimvie Inc                                              | Zimvie Inc                                              | CUSIP: 98888T107<br>LEI: 549300GFKURT1J6XR665 | Long             | EC               | CORP              | US        |      7676 | NS      | $71693.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer Inc                                                | Seer Inc                                                | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18742 | NS      | $108703.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Smith & Wesson Brands Inc                               | Smith & Wesson Brands Inc                               | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |     12650 | NS      | $109802.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax Inc                                            | Icosavax Inc                                            | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8168 | NS      | $64853.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CoreCivic Inc                                           | CoreCivic Inc                                           | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     37336 | NS      | $431604.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp                                       | Open Lending Corp                                       | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37857 | NS      | $255534.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                                 | Insight Enterprises Inc                                 | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     10555 | NS      | $1058349.85   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Kimball Electronics Inc                                 | Kimball Electronics Inc                                 | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      7836 | NS      | $177015.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RPT Realty                                              | RPT Realty                                              | CUSIP: 74971D101<br>LEI: 549300T03GDH1L37S188 | Long             | EC               |  | US        |     28918 | NS      | $290336.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc                           | Deciphera Pharmaceuticals Inc                           | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |     15140 | NS      | $248144.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp                                     | Centrus Energy Corp                                     | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      3474 | NS      | $112835.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cato Corp/The                                           | Cato Corp/The                                           | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |      6299 | NS      | $58769.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                                    | Sonic Automotive Inc                                    | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      6087 | NS      | $299906.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BANK OF MONTREAL CHICAGO                                | BANK OF MONTREAL CHICAGO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.50%             | 2023-03-02      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| BrightView Holdings Inc                                 | BrightView Holdings Inc                                 | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     14394 | NS      | $99174.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                             | Hibbett Inc                                             | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      4141 | NS      | $282499.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Integral Ad Science Holding Corp                        | Integral Ad Science Holding Corp                        | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12716 | NS      | $111773.64    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx Inc                                             | Arcellx Inc                                             | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10885 | NS      | $337217.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Benefitfocus Inc                                        | Benefitfocus Inc                                        | CUSIP: 08180D106<br>LEI: 254900W89KP1OS3RXO89 | Long             | EC               | CORP              | US        |      8913 | NS      | $93229.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials Inc                                    | Origin Materials Inc                                    | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |     37920 | NS      | $174811.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TriMas Corp                                             | TriMas Corp                                             | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     14122 | NS      | $391744.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Chord Energy Corp                                       | Chord Energy Corp                                       | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     14046 | NS      | $1921633.26   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health Inc                                          | Cue Health Inc                                          | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38907 | NS      | $80537.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Apple Hospitality REIT Inc                              | Apple Hospitality REIT Inc                              | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |     73539 | NS      | $1160445.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Latin America Ltd                               | Liberty Latin America Ltd                               | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |     47385 | NS      | $360126.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TuSimple Holdings Inc                                   | TuSimple Holdings Inc                                   | CUSIP: 90089L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24046 | NS      | $39435.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| IVERIC bio Inc                                          | IVERIC bio Inc                                          | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     44880 | NS      | $960880.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida                        | Seacoast Banking Corp of Florida                        | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     20365 | NS      | $635184.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| ProFrac Holding Corp                                    | ProFrac Holding Corp                                    | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8200 | NS      | $206640.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Sandy Spring Bancorp Inc                                | Sandy Spring Bancorp Inc                                | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15275 | NS      | $538138.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Veeco Instruments Inc                                   | Veeco Instruments Inc                                   | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     18456 | NS      | $342912.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Century Casinos Inc                                     | Century Casinos Inc                                     | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |      9899 | NS      | $69589.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                               | Taylor Morrison Home Corp                               | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     35301 | NS      | $1071385.35   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc                           | Business First Bancshares Inc                           | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      7980 | NS      | $176677.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Rent the Runway Inc                                     | Rent the Runway Inc                                     | CUSIP: 76010Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18163 | NS      | $55397.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Graham Holdings Co                                      | Graham Holdings Co                                      | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      1262 | NS      | $762513.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc                              | El Pollo Loco Holdings Inc                              | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      6731 | NS      | $67040.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuora Inc                                               | Zuora Inc                                               | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |     35718 | NS      | $227166.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd                      | Credo Technology Group Holding Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     34289 | NS      | $456386.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Nexpoint Real Estate Finance Inc                        | Nexpoint Real Estate Finance Inc                        | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               |  | US        |      2764 | NS      | $43919.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                                | Northwest Bancshares Inc                                | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39314 | NS      | $549609.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Ambarella Inc                                           | Ambarella Inc                                           | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |     12522 | NS      | $1029684.06   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| iTeos Therapeutics Inc                                  | iTeos Therapeutics Inc                                  | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7999 | NS      | $156220.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Beauty Health Co/The                                    | Beauty Health Co/The                                    | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |     34332 | NS      | $312421.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Atlas Air Worldwide Holdings Inc                        | Atlas Air Worldwide Holdings Inc                        | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      9474 | NS      | $954979.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerSchool Holdings Inc                                | PowerSchool Holdings Inc                                | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15984 | NS      | $368910.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| nLight Inc                                              | nLight Inc                                              | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14866 | NS      | $150741.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Gannett Co Inc                                          | Gannett Co Inc                                          | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     31452 | NS      | $63847.56     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Perdoceo Education Corp                                 | Perdoceo Education Corp                                 | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     23695 | NS      | $329360.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp                                 | HireRight Holdings Corp                                 | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9930 | NS      | $117769.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LivePerson Inc                                          | LivePerson Inc                                          | CUSIP: 538146101<br>LEI: 549300IN2P1JZ20G7N40 | Long             | EC               | CORP              | US        |     26766 | NS      | $271407.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Shockwave Medical Inc                                   | Shockwave Medical Inc                                   | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     11995 | NS      | $2466291.95   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambium Networks Corp                                   | Cambium Networks Corp                                   | CUSIP: 000000000<br>LEI: 549300OYSIGK6OT5WL04 | Long             | EC               | CORP              | KY        |      4057 | NS      | $87915.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Par Pacific Holdings Inc                                | Par Pacific Holdings Inc                                | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     16282 | NS      | $378556.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc                             | Capital City Bank Group Inc                             | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      4547 | NS      | $147777.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                                     | TG Therapeutics Inc                                     | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |     44826 | NS      | $530291.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Outfront Media Inc                                      | Outfront Media Inc                                      | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |     49314 | NS      | $817626.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewise Therapeutics Inc                               | Edgewise Therapeutics Inc                               | CUSIP: 28036F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15027 | NS      | $134341.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Transcat Inc                                            | Transcat Inc                                            | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |      2285 | NS      | $161937.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ONE Gas Inc                                             | ONE Gas Inc                                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     17967 | NS      | $1360461.24   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| ArcBest Corp                                            | ArcBest Corp                                            | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      8408 | NS      | $588896.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                                   | Clearwater Paper Corp                                   | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |      5381 | NS      | $203455.61    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust                   | Industrial Logistics Properties Trust                   | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |     13114 | NS      | $42882.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cowen Inc                                               | Cowen Inc                                               | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      9042 | NS      | $349202.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Denbury Inc                                             | Denbury Inc                                             | CUSIP: 24790A101<br>LEI: 549300KCWA5W52MS5559 | Long             | EC               | CORP              | US        |     17329 | NS      | $1507969.58   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                              | Alight Inc                                              | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |    115533 | NS      | $965855.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Napco Security Technologies Inc                         | Napco Security Technologies Inc                         | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      9847 | NS      | $270595.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Kronos Worldwide Inc                                    | Kronos Worldwide Inc                                    | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |      7992 | NS      | $75124.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Chico's FAS Inc                                         | Chico's FAS Inc                                         | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     35028 | NS      | $172337.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                      | UFP Industries Inc                                      | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     20154 | NS      | $1597204.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Sushi USA Inc                                      | Kura Sushi USA Inc                                      | CUSIP: 501270102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1484 | NS      | $70757.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                                   | Arlo Technologies Inc                                   | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     17319 | NS      | $60789.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                             | National Bank Holdings Corp                             | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10343 | NS      | $435130.01    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Playstudios Inc                                         | Playstudios Inc                                         | CUSIP: 72815G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28794 | NS      | $111720.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulgent Genetics Inc                                    | Fulgent Genetics Inc                                    | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      7417 | NS      | $220878.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ichor Holdings Ltd                                      | Ichor Holdings Ltd                                      | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |     10143 | NS      | $272035.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| 1Life Healthcare Inc                                    | 1Life Healthcare Inc                                    | CUSIP: 68269G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60750 | NS      | $1015132.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc                                  | Washington Federal Inc                                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22314 | NS      | $748634.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FuelCell Energy Inc                                     | FuelCell Energy Inc                                     | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |    137668 | NS      | $382717.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arena Group Holdings Inc/The                            | Arena Group Holdings Inc/The                            | CUSIP: 040044109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4460 | NS      | $47320.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Central Pacific Financial Corp                          | Central Pacific Financial Corp                          | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      8161 | NS      | $165505.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                          | LCI Industries                                          | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      8570 | NS      | $792296.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                                     | RE/MAX Holdings Inc                                     | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      6249 | NS      | $116481.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                                     | Bloomin' Brands Inc                                     | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     29104 | NS      | $585572.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Allscripts Healthcare Solutions Inc                     | Allscripts Healthcare Solutions Inc                     | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     38376 | NS      | $676952.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co/The                                      | Gorman-Rupp Co/The                                      | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |      7300 | NS      | $187026.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Financial Inc                             | National Bank Financial Inc                             | CUSIP: 000000000<br>LEI: 254900XZG349Z8CSZB72 | Long             | RA               | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Honest Co Inc/The                                       | Honest Co Inc/The                                       | CUSIP: 438333106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25893 | NS      | $77937.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| FibroGen Inc                                            | FibroGen Inc                                            | CUSIP: 31572Q808<br>LEI: 549300Q914ULWWY95822 | Long             | EC               | CORP              | US        |     30460 | NS      | $487969.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                                    | Hancock Whitney Corp                                    | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     28838 | NS      | $1395470.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                              | GrafTech International Ltd                              | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     59985 | NS      | $285528.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions SA                                  | Perimeter Solutions SA                                  | CUSIP: 000000000<br>LEI: 2221003U8GJZ9U4MR505 | Long             | EC               | CORP              | LU        |     41953 | NS      | $383450.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Herbalife Nutrition Ltd                                 | Herbalife Nutrition Ltd                                 | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |     33308 | NS      | $495623.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                                  | Hillman Solutions Corp                                  | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46403 | NS      | $334565.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Telos Corp                                              | Telos Corp                                              | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |     19498 | NS      | $99244.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Danimer Scientific Inc                                  | Danimer Scientific Inc                                  | CUSIP: 236272100<br>LEI: 549300L6Q02MAX72BH35 | Long             | EC               | CORP              | US        |     34738 | NS      | $62181.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyster-Yale Materials Handling Inc                      | Hyster-Yale Materials Handling Inc                      | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3777 | NS      | $95595.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Gossamer Bio Inc                                        | Gossamer Bio Inc                                        | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |      4194 | NS      | $9100.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Sangamo Therapeutics Inc                                | Sangamo Therapeutics Inc                                | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |     32810 | NS      | $103023.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| American Public Education Inc                           | American Public Education Inc                           | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |      6436 | NS      | $79098.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                                             | Novanta Inc                                             | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     11932 | NS      | $1621200.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Century Aluminum Co                                     | Century Aluminum Co                                     | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     17836 | NS      | $145898.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Proto Labs Inc                                          | Proto Labs Inc                                          | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      8980 | NS      | $229259.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                             | Progyny Inc                                             | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25175 | NS      | $784201.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alto Ingredients Inc                                    | Alto Ingredients Inc                                    | CUSIP: 021513106<br>LEI: 549300TI77MKE21DLE34 | Long             | EC               | CORP              | US        |     27235 | NS      | $78436.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Professional Holding Corp                               | Professional Holding Corp                               | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |      4449 | NS      | $123415.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| ACV Auctions Inc                                        | ACV Auctions Inc                                        | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39500 | NS      | $324295.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Mueller Industries Inc                                  | Mueller Industries Inc                                  | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     18862 | NS      | $1112858.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc                                  | TETRA Technologies Inc                                  | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |     42286 | NS      | $146309.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Palomar Holdings Inc                                    | Palomar Holdings Inc                                    | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      8685 | NS      | $392214.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Malibu Boats Inc                                        | Malibu Boats Inc                                        | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6721 | NS      | $358229.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ZipRecruiter Inc                                        | ZipRecruiter Inc                                        | CUSIP: 98980B103<br>LEI: 549300HLOVNNFCY2IV80 | Long             | EC               | CORP              | US        |     24978 | NS      | $410138.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| B Riley Financial Inc                                   | B Riley Financial Inc                                   | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6563 | NS      | $224454.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                          | California Water Service Group                          | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     18456 | NS      | $1119171.84   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                                  | Oportun Financial Corp                                  | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |      9663 | NS      | $53243.13     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc                            | Xeris Biopharma Holdings Inc                            | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16854 | NS      | $22415.82     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Federated Hermes Inc                                    | Federated Hermes Inc                                    | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     29524 | NS      | $1072016.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc                                  | Heron Therapeutics Inc                                  | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |     32773 | NS      | $81932.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| American Equity Investment Life Holding Co              | American Equity Investment Life Holding Co              | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     24440 | NS      | $1114952.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                           | Renasant Corp                                           | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     19074 | NS      | $716991.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                                  | Option Care Health Inc                                  | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     53171 | NS      | $1599915.39   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                             | Unitil Corp                                             | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5057 | NS      | $259727.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Inc                                       | MicroStrategy Inc                                       | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |      3203 | NS      | $453448.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Mr Cooper Group Inc                                     | Mr Cooper Group Inc                                     | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     23198 | NS      | $930935.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                                         | S&T Bancorp Inc                                         | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13516 | NS      | $461976.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| LeMaitre Vascular Inc                                   | LeMaitre Vascular Inc                                   | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      6277 | NS      | $288867.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Vivid Seats Inc                                         | Vivid Seats Inc                                         | CUSIP: 92854T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9790 | NS      | $71467.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                            | Embecta Corp                                            | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     19687 | NS      | $497884.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| NeoGenomics Inc                                         | NeoGenomics Inc                                         | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42888 | NS      | $396285.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                                     | Paramount Group Inc                                     | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               |  | US        |     56799 | NS      | $337386.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Alta Equipment Group Inc                                | Alta Equipment Group Inc                                | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |      7040 | NS      | $92857.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| OMNIAB INC                                              | OMNIAB INC                                              | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2109 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vintage Wine Estates Inc                                | Vintage Wine Estates Inc                                | CUSIP: 92747V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12734 | NS      | $41512.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BGC Partners Inc                                        | BGC Partners Inc                                        | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |    100919 | NS      | $380464.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp                         | Comtech Telecommunications Corp                         | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |      9651 | NS      | $117163.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| NI Holdings Inc                                         | NI Holdings Inc                                         | CUSIP: 65342T106<br>LEI: 549300LLJVCO2EGU3180 | Long             | EC               | CORP              | US        |      2919 | NS      | $38735.13     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                 | Magnolia Oil & Gas Corp                                 | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59186 | NS      | $1387911.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Domo Inc                                                | Domo Inc                                                | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |      9814 | NS      | $139751.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Purple Innovation Inc                                   | Purple Innovation Inc                                   | CUSIP: 74640Y106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18839 | NS      | $90238.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc                                        | Fossil Group Inc                                        | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |     16285 | NS      | $70188.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc                          | MidWestOne Financial Group Inc                          | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4795 | NS      | $152241.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc/United States                           | Schrodinger Inc/United States                           | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18164 | NS      | $339485.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                             | Unisys Corp                                             | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     23162 | NS      | $118357.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Beazer Homes USA Inc                                    | Beazer Homes USA Inc                                    | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |     10935 | NS      | $139530.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                                        | Pitney Bowes Inc                                        | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     50064 | NS      | $190243.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                         | Alamo Group Inc                                         | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      3307 | NS      | $468271.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NEOGAMES SA                                             | NEOGAMES SA                                             | CUSIP: 000000000<br>LEI: 222100MZTIQEZS4XY614 | Long             | EC               | CORP              | LU        |      5231 | NS      | $63765.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                             | PCB Bancorp                                             | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |      4027 | NS      | $71237.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                               | Itron Inc                                               | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     15613 | NS      | $790798.45    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Prime Medicine Inc                                      | Prime Medicine Inc                                      | CUSIP: 74168J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3918 | NS      | $72796.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singular Genomics Systems Inc                           | Singular Genomics Systems Inc                           | CUSIP: 82933R100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22098 | NS      | $44416.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                                    | Sturm Ruger & Co Inc                                    | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      6188 | NS      | $313236.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| LHC Group Inc                                           | LHC Group Inc                                           | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |     10014 | NS      | $1619163.66   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp                                          | NETSTREIT Corp                                          | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |     18614 | NS      | $341194.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Home Bancorp Inc                                        | Home Bancorp Inc                                        | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2776 | NS      | $111123.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Delek US Holdings Inc                                   | Delek US Holdings Inc                                   | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     23703 | NS      | $639981.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| J & J Snack Foods Corp                                  | J & J Snack Foods Corp                                  | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5253 | NS      | $786426.63    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                                | United Natural Foods Inc                                | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     20059 | NS      | $776483.89    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| St Joe Co/The                                           | St Joe Co/The                                           | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     11618 | NS      | $449035.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                              | Tennant Co                                              | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      5981 | NS      | $368250.17    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                                       | ACI Worldwide Inc                                       | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     38487 | NS      | $885201.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventyx Biosciences Inc                                  | Ventyx Biosciences Inc                                  | CUSIP: 92332V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8423 | NS      | $276190.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Impinj Inc                                              | Impinj Inc                                              | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      7085 | NS      | $773540.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Owens & Minor Inc                                       | Owens & Minor Inc                                       | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |     26335 | NS      | $514322.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Tredegar Corp                                           | Tredegar Corp                                           | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |      7835 | NS      | $80073.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Insmed Inc                                              | Insmed Inc                                              | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     45568 | NS      | $910448.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Andersons Inc/The                                       | Andersons Inc/The                                       | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     11198 | NS      | $391818.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                                       | Seneca Foods Corp                                       | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1733 | NS      | $105626.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Nano-X Imaging Ltd                                      | Nano-X Imaging Ltd                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     15150 | NS      | $111807.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Orion Engineered Carbons SA                             | Orion Engineered Carbons SA                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     20927 | NS      | $372709.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                                       | PDF Solutions Inc                                       | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     10025 | NS      | $285913.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Allegiant Travel Co                                     | Allegiant Travel Co                                     | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      5412 | NS      | $367961.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc                                   | RAPT Therapeutics Inc                                   | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |      8849 | NS      | $175210.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                                   | Arcus Biosciences Inc                                   | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17324 | NS      | $358260.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Carriage Services Inc                                   | Carriage Services Inc                                   | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4082 | NS      | $112418.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                           | PRA Group Inc                                           | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     12838 | NS      | $433667.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Kinetik Holdings Inc                                    | Kinetik Holdings Inc                                    | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5614 | NS      | $185711.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TD Prime Svcs                                           | TD Prime Svcs                                           | CUSIP: 000000000<br>LEI: 549300ZBQI1JB1844X09 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Evo Payments Inc                                        | Evo Payments Inc                                        | CUSIP: 26927E104<br>LEI: 549300Z5UL344C8KEC55 | Long             | EC               | CORP              | US        |     15616 | NS      | $528445.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                | Service Properties Trust                                | CUSIP: 81761L102<br>LEI: 529900IS770AG1K9QG27 | Long             | EC               |  | US        |     51768 | NS      | $377388.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| AvePoint Inc                                            | AvePoint Inc                                            | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45466 | NS      | $186865.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                             | Arcutis Biotherapeutics Inc                             | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14052 | NS      | $207969.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                                  | Abercrombie & Fitch Co                                  | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     16478 | NS      | $377510.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics Inc                                          | Cardlytics Inc                                          | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |     11016 | NS      | $63672.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Noodles & Co                                            | Noodles & Co                                            | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |      7605 | NS      | $41751.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                              | Sabre Corp                                              | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    103327 | NS      | $638560.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Bowlero Corp                                            | Bowlero Corp                                            | CUSIP: 10258P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10517 | NS      | $141769.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Vir Biotechnology Inc                                   | Vir Biotechnology Inc                                   | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24415 | NS      | $617943.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                                          | TechTarget Inc                                          | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |      9094 | NS      | $400681.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Matterport Inc                                          | Matterport Inc                                          | CUSIP: 577096100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76333 | NS      | $213732.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Intrepid Potash Inc                                     | Intrepid Potash Inc                                     | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      3574 | NS      | $103181.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Orthofix Medical Inc                                    | Orthofix Medical Inc                                    | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7567 | NS      | $155350.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet Inc                                           | Envestnet Inc                                           | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     18894 | NS      | $1165759.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc                                 | Design Therapeutics Inc                                 | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14198 | NS      | $145671.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Vericel Corp                                            | Vericel Corp                                            | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     16730 | NS      | $440668.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Velodyne Lidar Inc                                      | Velodyne Lidar Inc                                      | CUSIP: 92259F101<br>LEI: 549300JQOKE3P3PB2T84 | Long             | EC               | CORP              | US        |     78964 | NS      | $58330.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                        | Harmony Biosciences Holdings Inc                        | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9337 | NS      | $514468.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Figs Inc                                                | Figs Inc                                                | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44317 | NS      | $298253.41    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Texas Capital Bancshares Inc                            | Texas Capital Bancshares Inc                            | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     16864 | NS      | $1017067.84   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 22nd Century Group Inc                                  | 22nd Century Group Inc                                  | CUSIP: 90137F103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15797 | NS      | $14541.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Silk Road Medical Inc                                   | Silk Road Medical Inc                                   | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |     12651 | NS      | $668605.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                               | Sally Beauty Holdings Inc                               | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     38900 | NS      | $487028.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Cimpress PLC                                            | Cimpress PLC                                            | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |      6224 | NS      | $171844.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Pacific Premier Bancorp Inc                             | Pacific Premier Bancorp Inc                             | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     31429 | NS      | $991899.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Shenandoah Telecommunications Co                        | Shenandoah Telecommunications Co                        | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     16904 | NS      | $268435.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PROG Holdings Inc                                       | PROG Holdings Inc                                       | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     16086 | NS      | $271692.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp                                      | MVB Financial Corp                                      | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |      3791 | NS      | $83477.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumo Logic Inc                                          | Sumo Logic Inc                                          | CUSIP: 86646P103<br>LEI: 549300L85NQSIULERR88 | Long             | EC               | CORP              | US        |     40580 | NS      | $328698.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc                        | Montrose Environmental Group Inc                        | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |      9033 | NS      | $400974.87    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulton Financial Corp                                   | Fulton Financial Corp                                   | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     53477 | NS      | $900017.91    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cvent Holding Corp                                      | Cvent Holding Corp                                      | CUSIP: 126677103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18343 | NS      | $99052.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SeaSpine Holdings Corp                                  | SeaSpine Holdings Corp                                  | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |     10839 | NS      | $90505.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                              | RadNet Inc                                              | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     16412 | NS      | $309037.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Moog Inc                                                | Moog Inc                                                | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      9540 | NS      | $837230.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyond Meat Inc                                         | Beyond Meat Inc                                         | CUSIP: 08862E109<br>LEI: 549300XQ946NCE51DR09 | Long             | EC               | CORP              | US        |     20671 | NS      | $254460.01    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Arvinas Inc                                             | Arvinas Inc                                             | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16311 | NS      | $557999.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Powell Industries Inc                                   | Powell Industries Inc                                   | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      3142 | NS      | $110535.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc                               | Casella Waste Systems Inc                               | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     16835 | NS      | $1335183.85   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic Bancorp Inc/KY                                 | Republic Bancorp Inc/KY                                 | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3075 | NS      | $125829.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Coastal Financial Corp/WA                               | Coastal Financial Corp/WA                               | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |      3437 | NS      | $163326.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc                                  | Cogent Biosciences Inc                                  | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21981 | NS      | $254100.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| HealthStream Inc                                        | HealthStream Inc                                        | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      9080 | NS      | $225547.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc                               | ALX Oncology Holdings Inc                               | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7595 | NS      | $85595.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Earthstone Energy Inc                                   | Earthstone Energy Inc                                   | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |     14648 | NS      | $208441.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Chatham Lodging Trust                                   | Chatham Lodging Trust                                   | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |     16628 | NS      | $204025.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                             | John B Sanfilippo & Son Inc                             | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      2849 | NS      | $231680.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Shutterstock Inc                                        | Shutterstock Inc                                        | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      7975 | NS      | $420442.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc                                | CIRCOR International Inc                                | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |      6280 | NS      | $150468.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                               | Emergent BioSolutions Inc                               | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     17598 | NS      | $207832.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                                | Ooma Inc                                                | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8609 | NS      | $117254.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                             | Fresh Del Monte Produce Inc                             | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |     10641 | NS      | $278687.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com Inc                                       | Overstock.com Inc                                       | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |     15298 | NS      | $296169.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Microvast Holdings Inc                                  | Microvast Holdings Inc                                  | CUSIP: 59516C106<br>LEI: 549300J4UX9OMHSTKS35 | Long             | EC               | CORP              | US        |     61208 | NS      | $93648.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Quaker Chemical Corp                                    | Quaker Chemical Corp                                    | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      4562 | NS      | $761397.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| OmniAb Inc                                              | OmniAb Inc                                              | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27263 | NS      | $98146.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| LXP Industrial Trust                                    | LXP Industrial Trust                                    | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |     91764 | NS      | $919475.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                              | ALLETE Inc                                              | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |     19317 | NS      | $1246139.67   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd                                | Triton International Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     19639 | NS      | $1350770.42   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| CBIZ Inc                                                | CBIZ Inc                                                | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |     16340 | NS      | $765529.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Virtus Investment Partners Inc                          | Virtus Investment Partners Inc                          | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      2293 | NS      | $438971.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                                               | Chegg Inc                                               | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     41897 | NS      | $1058737.19   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Energy Inc                                       | Vertex Energy Inc                                       | CUSIP: 92534K107<br>LEI: 549300TTMSREGCR7D585 | Long             | EC               | CORP              | US        |     11729 | NS      | $72719.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vishay Precision Group Inc                              | Vishay Precision Group Inc                              | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4194 | NS      | $162098.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| 1st Source Corp                                         | 1st Source Corp                                         | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5221 | NS      | $277182.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                                         | Hecla Mining Co                                         | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    190581 | NS      | $1059630.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Joint Corp/The                                          | Joint Corp/The                                          | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5088 | NS      | $71130.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| View Inc                                                | View Inc                                                | CUSIP: 92671V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17404 | NS      | $16793.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Office Properties Income Trust                          | Office Properties Income Trust                          | CUSIP: 67623C109<br>LEI: N/A                  | Long             | EC               |  | US        |     16817 | NS      | $224506.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                                  | Dine Brands Global Inc                                  | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |      4863 | NS      | $314149.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                                     | Upland Software Inc                                     | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |     10139 | NS      | $72291.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                                    | Ramaco Resources Inc                                    | CUSIP: 75134P303<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |      7675 | NS      | $67463.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Affimed NV                                              | Affimed NV                                              | CUSIP: 000000000<br>LEI: 5493004V4FSXT1D04610 | Long             | EC               | CORP              | NL        |     14747 | NS      | $18286.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                                        | QCR Holdings Inc                                        | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      5744 | NS      | $285132.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | Hannon Armstrong Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               |  | US        |     29370 | NS      | $851142.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| PubMatic Inc                                            | PubMatic Inc                                            | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14669 | NS      | $187909.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Portillo's Inc                                          | Portillo's Inc                                          | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9053 | NS      | $147744.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HealthEquity Inc                                        | HealthEquity Inc                                        | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     28395 | NS      | $1750267.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc                           | MasterCraft Boat Holdings Inc                           | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      5356 | NS      | $138559.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                                                | ON24 Inc                                                | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14977 | NS      | $129251.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                                     | Editas Medicine Inc                                     | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |     23602 | NS      | $209349.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Arbor Realty Trust Inc                                  | Arbor Realty Trust Inc                                  | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               |  | US        |     56695 | NS      | $747807.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Crinetics Pharmaceuticals Inc                           | Crinetics Pharmaceuticals Inc                           | CUSIP: 22663K107<br>LEI: 549300Q1CNFXK5P31D28 | Long             | EC               | CORP              | US        |     18192 | NS      | $332913.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Bionano Genomics Inc                                    | Bionano Genomics Inc                                    | CUSIP: 09075F107<br>LEI: 54930086AP7ROH0VJ631 | Long             | EC               | CORP              | US        |     79407 | NS      | $115934.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Kratos Defense & Security Solutions Inc                 | Kratos Defense & Security Solutions Inc                 | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     42530 | NS      | $438909.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Silicon Laboratories Inc                                | Silicon Laboratories Inc                                | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     11133 | NS      | $1510414.11   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Hackett Group Inc/The                                   | Hackett Group Inc/The                                   | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      9515 | NS      | $193820.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc/The                                | First Bancshares Inc/The                                | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |      6912 | NS      | $221253.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Duck Creek Technologies Inc                             | Duck Creek Technologies Inc                             | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26005 | NS      | $313360.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                           | Weatherford International PLC                           | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     23800 | NS      | $1211896.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                                   | Brookline Bancorp Inc                                   | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26855 | NS      | $379998.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| BrightSpire Capital Inc                                 | BrightSpire Capital Inc                                 | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               |  | US        |     27413 | NS      | $170782.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ardmore Shipping Corp                                   | Ardmore Shipping Corp                                   | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |     13795 | NS      | $198785.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                               | Chesapeake Utilities Corp                               | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      5971 | NS      | $705652.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings Inc                                      | Hippo Holdings Inc                                      | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6144 | NS      | $83558.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| CrossFirst Bankshares Inc                               | CrossFirst Bankshares Inc                               | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16519 | NS      | $205000.79    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| F45 Training Holdings Inc                               | F45 Training Holdings Inc                               | CUSIP: 30322L101<br>LEI: 549300W3HC5NKPWXMK72 | Long             | EC               | CORP              | US        |     14491 | NS      | $41299.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cadence Bank                                            | Cadence Bank                                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     61141 | NS      | $1507737.06   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc                           | Blackstone Mortgage Trust Inc                           | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               |  | US        |     58537 | NS      | $1239228.29   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Ethan Allen Interiors Inc                               | Ethan Allen Interiors Inc                               | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7632 | NS      | $201637.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Capital Bancorp Inc                                     | Capital Bancorp Inc                                     | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |      3124 | NS      | $73538.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Frontline Ltd/Bermuda                                   | Frontline Ltd/Bermuda                                   | CUSIP: 000000000<br>LEI: 5493004BCIKYU1YL3H63 | Long             | EC               | CORP              | BM        |     42361 | NS      | $514262.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Blink Charging Co                                       | Blink Charging Co                                       | CUSIP: 09354A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13174 | NS      | $144518.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Unity Bancorp Inc                                       | Unity Bancorp Inc                                       | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      2408 | NS      | $65810.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| SP Plus Corp                                            | SP Plus Corp                                            | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |      6829 | NS      | $237102.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                               | Kinsale Capital Group Inc                               | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      7295 | NS      | $1907788.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp                        | Ares Commercial Real Estate Corp                        | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               |  | US        |     17797 | NS      | $183131.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Virgin Galactic Holdings Inc                            | Virgin Galactic Holdings Inc                            | CUSIP: 92766K106<br>LEI: 549300C631IMXCSMN048 | Long             | EC               | CORP              | US        |     81717 | NS      | $284375.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SiTime Corp                                             | SiTime Corp                                             | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5459 | NS      | $554743.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Gray Television Inc                                     | Gray Television Inc                                     | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     29805 | NS      | $333517.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 1stdibs.com Inc                                         | 1stdibs.com Inc                                         | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9321 | NS      | $47350.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco Inc                                            | Ameresco Inc                                            | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |     10710 | NS      | $611969.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Koppers Holdings Inc                                    | Koppers Holdings Inc                                    | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6870 | NS      | $193734.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Agree Realty Corp                                       | Agree Realty Corp                                       | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |     29500 | NS      | $2092435.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Berry Corp                                              | Berry Corp                                              | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25676 | NS      | $205408.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp/The                                            | ODP Corp/The                                            | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13523 | NS      | $615837.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp                           | Quanex Building Products Corp                           | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     10969 | NS      | $259745.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Liquidity Services Inc                                  | Liquidity Services Inc                                  | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |     10346 | NS      | $145464.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Matador Resources Co                                    | Matador Resources Co                                    | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     37921 | NS      | $2170598.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                                   | FARO Technologies Inc                                   | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |      6602 | NS      | $194164.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Primis Financial Corp                                   | Primis Financial Corp                                   | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      5222 | NS      | $61880.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Armada Hoffler Properties Inc                           | Armada Hoffler Properties Inc                           | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |     22515 | NS      | $258922.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc                             | Berkshire Hills Bancorp Inc                             | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     14603 | NS      | $436629.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc                         | International Money Express Inc                         | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11455 | NS      | $279158.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Commercial Metals Co                                    | Commercial Metals Co                                    | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     39392 | NS      | $1902633.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc                        | Universal Logistics Holdings Inc                        | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2513 | NS      | $84034.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                          | NexPoint Residential Trust Inc                          | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |      7849 | NS      | $341588.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                    | Warrior Met Coal Inc                                    | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     17236 | NS      | $597055.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corp                                             | Atrion Corp                                             | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       495 | NS      | $276927.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc                            | Life Time Group Holdings Inc                            | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15138 | NS      | $181050.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| EW Scripps Co/The                                       | EW Scripps Co/The                                       | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     19856 | NS      | $261900.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Guaranty Bancshares Inc                           | First Guaranty Bancshares Inc                           | CUSIP: 32043P106<br>LEI: 549300600XNPWN48W622 | Long             | EC               | CORP              | US        |      2085 | NS      | $48893.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Rapid7 Inc                                              | Rapid7 Inc                                              | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     19953 | NS      | $678002.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                   | Lantheus Holdings Inc                                   | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     23157 | NS      | $1180080.72   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                               | Asana Inc                                               | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25738 | NS      | $354412.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| PriceSmart Inc                                          | PriceSmart Inc                                          | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      8316 | NS      | $505446.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc                      | Cogent Communications Holdings Inc                      | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14461 | NS      | $825433.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO Inc                                                | AMMO Inc                                                | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |     33699 | NS      | $58299.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EVERTEC Inc                                             | EVERTEC Inc                                             | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     21016 | NS      | $680498.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                                  | Digi International Inc                                  | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     11390 | NS      | $416304.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Medical Holdings Inc                             | Apollo Medical Holdings Inc                             | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     13155 | NS      | $389256.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| EVgo Inc                                                | EVgo Inc                                                | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24290 | NS      | $108576.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| DREYFUS TREASURY & AGENCY LEX                           | DREYFUS TREASURY & AGENCY LEX                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2000000 | NS      | $2000000.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                             | Monarch Casino & Resort Inc                             | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      4396 | NS      | $338008.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical Inc                                      | Outset Medical Inc                                      | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16994 | NS      | $438785.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Daseke Inc                                              | Daseke Inc                                              | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |      7659 | NS      | $43579.71     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cytokinetics Inc                                        | Cytokinetics Inc                                        | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     27587 | NS      | $1264036.34   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                             | Moelis & Co                                             | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     21688 | NS      | $832168.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Minerals Technologies Inc                               | Minerals Technologies Inc                               | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     11123 | NS      | $675388.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Donnelley Financial Solutions Inc                       | Donnelley Financial Solutions Inc                       | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      8485 | NS      | $327945.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Haemonetics Corp                                        | Haemonetics Corp                                        | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     17072 | NS      | $1342712.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd                   | Argo Group International Holdings Ltd                   | CUSIP: 000000000<br>LEI: 549300M4T8Y5TTWI6O03 | Long             | EC               | CORP              | BM        |     10670 | NS      | $275819.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                                      | Teekay Tankers Ltd                                      | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | MH        |      7500 | NS      | $231075.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                                       | Sprout Social Inc                                       | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15663 | NS      | $884332.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Northwest Pipe Co                                       | Northwest Pipe Co                                       | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      3497 | NS      | $117848.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                               | TEGNA Inc                                               | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     75982 | NS      | $1610058.58   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp                      | Federal Agricultural Mortgage Corp                      | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |      3118 | NS      | $351429.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Strategic Education Inc                                 | Strategic Education Inc                                 | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      7768 | NS      | $608389.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Cass Information Systems Inc                            | Cass Information Systems Inc                            | CUSIP: 14808P109<br>LEI: 549300G7XPIPR7SJ2F38 | Long             | EC               | CORP              | US        |      4551 | NS      | $208526.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix Inc                                            | Chimerix Inc                                            | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |     28726 | NS      | $53430.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON                             | BANK OF NOVA SCOTIA HOUSTON                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1999909 | PA      | $1999909.48   | 0.25%             | 2023-02-17      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| UniFirst Corp/MA                                        | UniFirst Corp/MA                                        | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      5018 | NS      | $968423.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Inhibrx Inc                                             | Inhibrx Inc                                             | CUSIP: 45720L107<br>LEI: 549300VBKG2LTV1TLY22 | Long             | EC               | CORP              | US        |     11523 | NS      | $283926.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Diamond Offshore Drilling Inc                           | Diamond Offshore Drilling Inc                           | CUSIP: 25271C201<br>LEI: F14FQJ2EEHW5VPYUHL14 | Long             | EC               | CORP              | US        |     35307 | NS      | $367192.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| First Community Bankshares Inc                          | First Community Bankshares Inc                          | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5650 | NS      | $191535.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                                    | Summit Materials Inc                                    | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     40082 | NS      | $1137920.31   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Interface Inc                                           | Interface Inc                                           | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     20528 | NS      | $202611.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Vimeo Inc                                               | Vimeo Inc                                               | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |     49749 | NS      | $170639.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                           | MarineMax Inc                                           | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      7339 | NS      | $229123.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ocular Therapeutix Inc                                  | Ocular Therapeutix Inc                                  | CUSIP: 67576A100<br>LEI: 529900ABAWFXOHSIHG03 | Long             | EC               | CORP              | US        |     12425 | NS      | $34914.25     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| TriNet Group Inc                                        | TriNet Group Inc                                        | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     12584 | NS      | $853195.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                             | SkyWest Inc                                             | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     16673 | NS      | $275271.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Royal Bank Canada Toronto                               | Royal Bank Canada Toronto                               | CUSIP: 000000000<br>LEI: 549300HXQQQCCUBS2Z23 | Long             | RA               | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Village Super Market Inc                                | Village Super Market Inc                                | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |      2910 | NS      | $67773.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                                   | Integer Holdings Corp                                   | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     10999 | NS      | $752991.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corp                                             | Clarus Corp                                             | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |      9026 | NS      | $70763.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Foghorn Therapeutics Inc                                | Foghorn Therapeutics Inc                                | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8683 | NS      | $55397.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Corp/IN                                 | First Financial Corp/IN                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3977 | NS      | $183260.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Nurix Therapeutics Inc                                  | Nurix Therapeutics Inc                                  | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15059 | NS      | $165347.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                           | Healthcare Services Group Inc                           | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     27110 | NS      | $325320.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                                | Encore Capital Group Inc                                | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      7642 | NS      | $366357.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Postal Realty Trust Inc                                 | Postal Realty Trust Inc                                 | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |      5867 | NS      | $85247.51     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Zeta Global Holdings Corp                               | Zeta Global Holdings Corp                               | CUSIP: 98956A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39653 | NS      | $323965.01    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                              | Syndax Pharmaceuticals Inc                              | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     17951 | NS      | $456852.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| MoneyGram International Inc                             | MoneyGram International Inc                             | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |     31681 | NS      | $345006.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health Inc                                         | OPKO Health Inc                                         | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |    108824 | NS      | $136030.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Caesarstone Ltd                                         | Caesarstone Ltd                                         | CUSIP: 000000000<br>LEI: 254900MJ7IXAH75VFC61 | Long             | EC               | CORP              | IL        |      1496 | NS      | $8542.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| fuboTV Inc                                              | fuboTV Inc                                              | CUSIP: 35953D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64001 | NS      | $111361.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HomeTrust Bancshares Inc                                | HomeTrust Bancshares Inc                                | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5432 | NS      | $131291.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                            | Cross Country Healthcare Inc                            | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     12489 | NS      | $331832.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                             | Avista Corp                                             | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     24867 | NS      | $1102602.78   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                                           | REGENXBIO Inc                                           | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     14967 | NS      | $339451.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                             | John Bean Technologies Corp                             | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     10810 | NS      | $987277.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                    | ROYAL BANK OF CANADA                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2999952 | PA      | $2999952.00   | 0.38%             | 2023-01-11      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Great Lakes Dredge & Dock Corp                          | Great Lakes Dredge & Dock Corp                          | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     16893 | NS      | $100513.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Immunovant Inc                                          | Immunovant Inc                                          | CUSIP: 45258J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13987 | NS      | $248269.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Metrocity Bankshares Inc                                | Metrocity Bankshares Inc                                | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |      5632 | NS      | $121820.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Apogee Enterprises Inc                                  | Apogee Enterprises Inc                                  | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      7504 | NS      | $333627.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                                            | SFL Corp Ltd                                            | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |     39560 | NS      | $364743.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TPI Composites Inc                                      | TPI Composites Inc                                      | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |     11883 | NS      | $120493.62    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| indie Semiconductor Inc                                 | indie Semiconductor Inc                                 | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Long             | EC               | CORP              | US        |     35336 | NS      | $206008.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Veris Residential Inc                                   | Veris Residential Inc                                   | CUSIP: 554489104<br>LEI: N/A                  | Long             | EC               |  | US        |     30231 | NS      | $481579.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                                     | STAG Industrial Inc                                     | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |     60806 | NS      | $1964641.86   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                                         | Uniti Group Inc                                         | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               |  | US        |     73187 | NS      | $404724.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| South Jersey Industries Inc                             | South Jersey Industries Inc                             | CUSIP: 838518108<br>LEI: 549300DJYWYT5VXLFA46 | Long             | EC               | CORP              | US        |     41388 | NS      | $1470515.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                            | Glaukos Corp                                            | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     15295 | NS      | $668085.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                                        | Oscar Health Inc                                        | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25331 | NS      | $62314.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Vacasa Inc                                              | Vacasa Inc                                              | CUSIP: 91854V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11738 | NS      | $14789.88     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Nabors Industries Ltd                                   | Nabors Industries Ltd                                   | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |      3057 | NS      | $473437.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Enova International Inc                                 | Enova International Inc                                 | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     10760 | NS      | $412861.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                                      | Aspen Aerogels Inc                                      | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10708 | NS      | $126247.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| 1-800-Flowers.com Inc                                   | 1-800-Flowers.com Inc                                   | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9265 | NS      | $88573.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                          | Metropolitan Bank Holding Corp                          | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3249 | NS      | $190618.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                                  | Northfield Bancorp Inc                                  | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15870 | NS      | $249635.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                          | Murphy USA Inc                                          | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      7052 | NS      | $1971316.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                              | Brady Corp                                              | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     15290 | NS      | $720159.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                                   | CommVault Systems Inc                                   | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     15305 | NS      | $961766.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                                     | Federal Signal Corp                                     | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     20069 | NS      | $932606.43    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc                          | Day One Biopharmaceuticals Inc                          | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10021 | NS      | $215651.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Peoples Bancorp Inc/OH                                  | Peoples Bancorp Inc/OH                                  | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9666 | NS      | $273064.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| WESTERN ASST GOV FD                                     | WESTERN ASST GOV FD                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   5000000 | NS      | $5000000.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc                                  | Columbia Financial Inc                                  | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |     11020 | NS      | $238252.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Enerpac Tool Group Corp                                 | Enerpac Tool Group Corp                                 | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     20140 | NS      | $512563.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                             | Matthews International Corp                             | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     11034 | NS      | $335874.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Glacier Bancorp Inc                                     | Glacier Bancorp Inc                                     | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     37735 | NS      | $1864863.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Community Health Systems Inc                            | Community Health Systems Inc                            | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45180 | NS      | $195177.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Visteon Corp                                            | Visteon Corp                                            | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      9437 | NS      | $1234642.71   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                                     | Westamerica BanCorp                                     | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8792 | NS      | $518815.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                                          | elf Beauty Inc                                          | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     16536 | NS      | $914440.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| UserTesting Inc                                         | UserTesting Inc                                         | CUSIP: 91734E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17088 | NS      | $128330.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Trupanion Inc                                           | Trupanion Inc                                           | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     13150 | NS      | $625019.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Orrstown Financial Services Inc                         | Orrstown Financial Services Inc                         | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      3982 | NS      | $92223.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Cerus Corp                                              | Cerus Corp                                              | CUSIP: 157085101<br>LEI: 254900BIEY9XIDA04Q21 | Long             | EC               | CORP              | US        |     50269 | NS      | $183481.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Focus Financial Partners Inc                            | Focus Financial Partners Inc                            | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     19525 | NS      | $727696.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Rocket Pharmaceuticals Inc                              | Rocket Pharmaceuticals Inc                              | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |     18131 | NS      | $354823.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Rayonier Advanced Materials Inc                         | Rayonier Advanced Materials Inc                         | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     21679 | NS      | $208118.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                                    | Urban Outfitters Inc                                    | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     21577 | NS      | $514611.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Atara Biotherapeutics Inc                               | Atara Biotherapeutics Inc                               | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |     18536 | NS      | $60798.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast Inc                                            | Medifast Inc                                            | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      3603 | NS      | $415606.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| O-I Glass Inc                                           | O-I Glass Inc                                           | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51220 | NS      | $848715.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc                         | Installed Building Products Inc                         | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      8305 | NS      | $710908.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group Inc                                     | Workhorse Group Inc                                     | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |     30379 | NS      | $46176.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Red River Bancshares Inc                                | Red River Bancshares Inc                                | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |      1618 | NS      | $82615.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Livent Corp                                             | Livent Corp                                             | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     54352 | NS      | $1079974.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| EQRx Inc                                                | EQRx Inc                                                | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53042 | NS      | $130483.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BARK Inc                                                | BARK Inc                                                | CUSIP: 68622E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22831 | NS      | $34018.19     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Artivion Inc                                            | Artivion Inc                                            | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     12730 | NS      | $154287.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HSBC Securities,Inc.                                    | HSBC Securities,Inc.                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Bulk Shipping Inc                                 | Eagle Bulk Shipping Inc                                 | CUSIP: 000000000<br>LEI: 549300EC4INNZBWR8W37 | Long             | EC               | CORP              | MH        |      4537 | NS      | $226577.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Coherus Biosciences Inc                                 | Coherus Biosciences Inc                                 | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     25327 | NS      | $200589.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                                      | Enact Holdings Inc                                      | CUSIP: 29249E109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10654 | NS      | $256974.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| CarParts.com Inc                                        | CarParts.com Inc                                        | CUSIP: 14427M107<br>LEI: 5493005FSRX4Y7E7H678 | Long             | EC               | CORP              | US        |     17448 | NS      | $109224.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Legacy Housing Corp                                     | Legacy Housing Corp                                     | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3039 | NS      | $57619.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Triumph Group Inc                                       | Triumph Group Inc                                       | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |     22281 | NS      | $234396.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                                    | Astec Industries Inc                                    | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      8361 | NS      | $339958.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                             | Aurinia Pharmaceuticals Inc                             | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |     46041 | NS      | $198897.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                            | Sylvamo Corp                                            | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     12273 | NS      | $596345.07    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Violet Inc                                          | Red Violet Inc                                          | CUSIP: 75704L104<br>LEI: 549300T4EGADG881UU63 | Long             | EC               | CORP              | US        |      3327 | NS      | $76587.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Fin Square Govt Fd                        | Goldman Sachs Fin Square Govt Fd                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1000000 | NS      | $1000000.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                                       | Tutor Perini Corp                                       | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     14544 | NS      | $109807.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Vuzix Corp                                              | Vuzix Corp                                              | CUSIP: 92921W300<br>LEI: 549300EWPW64TZQXJG66 | Long             | EC               | CORP              | US        |     10807 | NS      | $39337.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Citigroup Global Markets Inc                            | Citigroup Global Markets Inc                            | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | RA               | CORP              | US        |   6000000 | PA      | $6000000.00   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Oppenheimer Holdings Inc                                | Oppenheimer Holdings Inc                                | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3028 | NS      | $128175.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp                     | Retail Opportunity Investments Corp                     | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               |  | US        |     41820 | NS      | $628554.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                                | Wolverine World Wide Inc                                | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     24519 | NS      | $267992.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Phibro Animal Health Corp                               | Phibro Animal Health Corp                               | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      6746 | NS      | $90463.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Energy Inc                                      | Liberty Energy Inc                                      | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48056 | NS      | $769376.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                                      | CNX Resources Corp                                      | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     60092 | NS      | $1011949.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                           | Shoals Technologies Group Inc                           | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47866 | NS      | $1180854.22   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                                    | Extreme Networks Inc                                    | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     43045 | NS      | $788153.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Desktop Metal Inc                                       | Desktop Metal Inc                                       | CUSIP: 25058X105<br>LEI: 254900C3ZY0EFO5PGJ27 | Long             | EC               | CORP              | US        |     93415 | NS      | $127044.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Alpha Metallurgical Resources Inc                       | Alpha Metallurgical Resources Inc                       | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5134 | NS      | $751566.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                                      | SunCoke Energy Inc                                      | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     29072 | NS      | $250891.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Power Inc                                         | Solid Power Inc                                         | CUSIP: 83422N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47374 | NS      | $120329.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Tilly's Inc                                             | Tilly's Inc                                             | CUSIP: 886885102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7804 | NS      | $70626.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Corp                        | Bluegreen Vacations Holding Corp                        | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |      3848 | NS      | $96046.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESS Tech Inc                                            | ESS Tech Inc                                            | CUSIP: 26916J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30151 | NS      | $73266.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| MDC Holdings Inc                                        | MDC Holdings Inc                                        | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     19668 | NS      | $621508.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerovate Therapeutics Inc                               | Aerovate Therapeutics Inc                               | CUSIP: 008064107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3363 | NS      | $98535.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Alkermes PLC                                            | Alkermes PLC                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     56026 | NS      | $1463959.38   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                              | Adient PLC                                              | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |     32641 | NS      | $1132316.29   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp                                     | Gladstone Land Corp                                     | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               |  | US        |     10827 | NS      | $198675.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                             | Standard Motor Products Inc                             | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      6921 | NS      | $240850.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                           | Sapiens International Corp NV                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11177 | NS      | $206550.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| United Fire Group Inc                                   | United Fire Group Inc                                   | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7479 | NS      | $204625.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Acushnet Holdings Corp                                  | Acushnet Holdings Corp                                  | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     11252 | NS      | $477759.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| McGrath RentCorp                                        | McGrath RentCorp                                        | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |      8030 | NS      | $792882.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                                    | Celsius Holdings Inc                                    | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18677 | NS      | $1943155.08   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| XPEL Inc                                                | XPEL Inc                                                | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      7296 | NS      | $438197.76    | 0.05%             |  |  |  | Yes           |                  1 | On Loan: —       |
| Duckhorn Portfolio Inc/The                              | Duckhorn Portfolio Inc/The                              | CUSIP: 26414D106<br>LEI: 2549003BCT5CJSKJ9X51 | Long             | EC               | CORP              | US        |     13689 | NS      | $226826.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Utz Brands Inc                                          | Utz Brands Inc                                          | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22721 | NS      | $360355.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Amicus Therapeutics Inc                                 | Amicus Therapeutics Inc                                 | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     94876 | NS      | $1158435.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                    | Chart Industries Inc                                    | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     14378 | NS      | $1656776.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Mid Penn Bancorp Inc                                    | Mid Penn Bancorp Inc                                    | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5091 | NS      | $152577.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| City Office REIT Inc                                    | City Office REIT Inc                                    | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               |  | US        |     10797 | NS      | $90478.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Codexis Inc                                             | Codexis Inc                                             | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21179 | NS      | $98694.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                               | Edgewell Personal Care Co                               | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     17393 | NS      | $670326.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Steven Madden Ltd                                       | Steven Madden Ltd                                       | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     26574 | NS      | $849305.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                     | StepStone Group Inc                                     | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18138 | NS      | $456714.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Accolade Inc                                            | Accolade Inc                                            | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |     22370 | NS      | $174262.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PROCEPT BioRobotics Corp                                | PROCEPT BioRobotics Corp                                | CUSIP: 74276L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8922 | NS      | $370619.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                                 | Valley National Bancorp                                 | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    144649 | NS      | $1635980.19   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                               | Greif Inc                                               | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      1893 | NS      | $148089.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| CareMax Inc                                             | CareMax Inc                                             | CUSIP: 14171W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22526 | NS      | $82219.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Dave & Buster's Entertainment Inc                       | Dave & Buster's Entertainment Inc                       | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     14842 | NS      | $526000.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                                   | SIGA Technologies Inc                                   | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18339 | NS      | $134975.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| American Axle & Manufacturing Holdings Inc              | American Axle & Manufacturing Holdings Inc              | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39195 | NS      | $306504.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Frontier Group Holdings Inc                             | Frontier Group Holdings Inc                             | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |     14756 | NS      | $151544.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Clover Health Investments Corp                          | Clover Health Investments Corp                          | CUSIP: 18914F103<br>LEI: 5493000HLYOYQU6LK133 | Long             | EC               | CORP              | US        |     95865 | NS      | $89106.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| C4 Therapeutics Inc                                     | C4 Therapeutics Inc                                     | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19683 | NS      | $116129.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Varex Imaging Corp                                      | Varex Imaging Corp                                      | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     12322 | NS      | $250136.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| PTC Therapeutics Inc                                    | PTC Therapeutics Inc                                    | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     23732 | NS      | $905850.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                                   | Independent Bank Corp                                   | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     15711 | NS      | $1326479.73   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CryoPort Inc                                            | CryoPort Inc                                            | CUSIP: 229050307<br>LEI: 9845004D8538BT8JF626 | Long             | EC               | CORP              | US        |     14998 | NS      | $260215.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eneti Inc                                               | Eneti Inc                                               | CUSIP: 000000000<br>LEI: 549300MHZ4YKRPGBH616 | Long             | EC               | CORP              | MH        |      8218 | NS      | $82590.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                                  | Ormat Technologies Inc                                  | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     16559 | NS      | $1432022.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Stitch Fix Inc                                          | Stitch Fix Inc                                          | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |     18254 | NS      | $56769.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Poshmark Inc                                            | Poshmark Inc                                            | CUSIP: 73739W104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16416 | NS      | $293518.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CNB Financial Corp/PA                                   | CNB Financial Corp/PA                                   | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      6782 | NS      | $161343.78    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                                    | Myers Industries Inc                                    | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     13639 | NS      | $303194.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                                     | Digital Turbine Inc                                     | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     31408 | NS      | $478657.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| RABOBANK LONDON                                         | RABOBANK LONDON                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.25%             | 2023-05-16      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| TreeHouse Foods Inc                                     | TreeHouse Foods Inc                                     | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     17110 | NS      | $844891.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| ProAssurance Corp                                       | ProAssurance Corp                                       | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     19097 | NS      | $333624.59    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                                  | Genworth Financial Inc                                  | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    163703 | NS      | $865988.87    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder Inc                                      | Light & Wonder Inc                                      | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     31817 | NS      | $1864476.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                              | A-Mark Precious Metals Inc                              | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      6654 | NS      | $231093.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| FLEX LNG Ltd                                            | FLEX LNG Ltd                                            | CUSIP: 000000000<br>LEI: 21380084THHU3MPC3647 | Long             | EC               | CORP              | BM        |     10006 | NS      | $327096.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Evolus Inc                                              | Evolus Inc                                              | CUSIP: 30052C107<br>LEI: 549300VYQRYBQOT8V419 | Long             | EC               | CORP              | US        |     12622 | NS      | $94791.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Arko Corp                                               | Arko Corp                                               | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31060 | NS      | $268979.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| World Fuel Services Corp                                | World Fuel Services Corp                                | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     21674 | NS      | $592350.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Business Corp                                | Brookfield Business Corp                                | CUSIP: 11259V106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9192 | NS      | $172717.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                                      | CareTrust REIT Inc                                      | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |     33166 | NS      | $616224.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc                             | Karyopharm Therapeutics Inc                             | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |     14739 | NS      | $50112.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                                    | WW International Inc                                    | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      8339 | NS      | $32188.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| SpringWorks Therapeutics Inc                            | SpringWorks Therapeutics Inc                            | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12006 | NS      | $312276.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| CTO Realty Growth Inc                                   | CTO Realty Growth Inc                                   | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               |  | US        |      6327 | NS      | $115657.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                                | Haynes International Inc                                | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |      3793 | NS      | $173302.17    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                              | Atkore Inc                                              | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     13955 | NS      | $1582776.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alico Inc                                               | Alico Inc                                               | CUSIP: 016230104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2158 | NS      | $51511.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| First of Long Island Corp/The                           | First of Long Island Corp/The                           | CUSIP: 320734106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7996 | NS      | $143928.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics Inc                           | 4D Molecular Therapeutics Inc                           | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11182 | NS      | $248352.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pear Therapeutics Inc                                   | Pear Therapeutics Inc                                   | CUSIP: 704723105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26979 | NS      | $31835.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Reservoir Media Inc                                     | Reservoir Media Inc                                     | CUSIP: 76119X105<br>LEI: 549300PHPDQ9M9QSNU18 | Long             | EC               | CORP              | US        |      7925 | NS      | $47312.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                                        | ACCO Brands Corp                                        | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     25156 | NS      | $140622.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte Inc                                             | MaxCyte Inc                                             | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |     36112 | NS      | $197171.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| H&E Equipment Services Inc                              | H&E Equipment Services Inc                              | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |     10452 | NS      | $474520.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NY                                             | CITIBANK NY                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   3000213 | PA      | $3000213.00   | 0.38%             | 2023-03-27      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| American Woodmark Corp                                  | American Woodmark Corp                                  | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      5524 | NS      | $269902.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                         | Q2 Holdings Inc                                         | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     18911 | NS      | $508138.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Ocean Group Ltd                                  | Golden Ocean Group Ltd                                  | CUSIP: 000000000<br>LEI: 549300HQH91CZG0OJL61 | Long             | EC               | CORP              | BM        |     41330 | NS      | $359157.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| MRC Global Inc                                          | MRC Global Inc                                          | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     28411 | NS      | $328999.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                              | Financial Institutions Inc                              | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4838 | NS      | $117853.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc                               | Mirum Pharmaceuticals Inc                               | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      5450 | NS      | $106275.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc                               | SMART Global Holdings Inc                               | CUSIP: 000000000<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | KY        |     16723 | NS      | $248838.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                                | Dana Inc                                                | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     43537 | NS      | $658714.81    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd                               | Greenlight Capital Re Ltd                               | CUSIP: 000000000<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |      4271 | NS      | $34808.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                                    | Ryerson Holding Corp                                    | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      6574 | NS      | $198929.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                             | E-MINI RUSS 2000 MAR23                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       100 | NC      | $-255500.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                             | Caleres Inc                                             | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     13428 | NS      | $299175.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| TriCo Bancshares                                        | TriCo Bancshares                                        | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10668 | NS      | $543961.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                                 | DigitalBridge Group Inc                                 | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     55617 | NS      | $608449.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                        | Boise Cascade Co                                        | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     13372 | NS      | $918255.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce Inc                                        | EverCommerce Inc                                        | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12206 | NS      | $90812.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| BARCLAYS NEW YORK                                       | BARCLAYS NEW YORK                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4999990 | PA      | $4999990.00   | 0.63%             | 2023-03-21      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Chimera Investment Corp                                 | Chimera Investment Corp                                 | CUSIP: 16934Q208<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EC               |  | US        |     74114 | NS      | $407627.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Capitol Federal Financial Inc                           | Capitol Federal Financial Inc                           | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39516 | NS      | $341813.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Blackbaud Inc                                           | Blackbaud Inc                                           | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     16076 | NS      | $946233.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Castle Biosciences Inc                                  | Castle Biosciences Inc                                  | CUSIP: 14843C105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7804 | NS      | $183706.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HNI Corp                                                | HNI Corp                                                | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     13689 | NS      | $389178.27    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                                | AAON Inc                                                | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15098 | NS      | $1137181.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries Inc                          | Schnitzer Steel Industries Inc                          | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      8757 | NS      | $268402.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                           | M/I Homes Inc                                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      9009 | NS      | $416035.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust Inc                                | TPG RE Finance Trust Inc                                | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               |  | US        |     20840 | NS      | $141503.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Claros Mortgage Trust Inc                               | Claros Mortgage Trust Inc                               | CUSIP: 18270D106<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | EC               |  | US        |     31509 | NS      | $463497.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Corcept Therapeutics Inc                                | Corcept Therapeutics Inc                                | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     30309 | NS      | $615575.79    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Hudson Technologies Inc                                 | Hudson Technologies Inc                                 | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14689 | NS      | $148652.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of NT Butterfield & Son Ltd/The                    | Bank of NT Butterfield & Son Ltd/The                    | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |     17296 | NS      | $515593.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                              | Stride Inc                                              | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     13534 | NS      | $423343.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Alarm.com Holdings Inc                                  | Alarm.com Holdings Inc                                  | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     16373 | NS      | $810136.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Maxar Technologies Inc                                  | Maxar Technologies Inc                                  | CUSIP: 57778K105<br>LEI: 549300OEN2G821MIJ922 | Long             | EC               | CORP              | US        |     25404 | NS      | $1314402.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc                                               | Zynex Inc                                               | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7718 | NS      | $107357.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Chase Corp                                              | Chase Corp                                              | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2546 | NS      | $219617.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                                       | CONSOL Energy Inc                                       | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     11564 | NS      | $751660.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                               | Stepan Co                                               | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      7227 | NS      | $769386.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| KB Home                                                 | KB Home                                                 | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     26061 | NS      | $830042.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                          | SpartanNash Co                                          | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     12524 | NS      | $378725.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc                                | Fulcrum Therapeutics Inc                                | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12205 | NS      | $88852.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                                    | Tenable Holdings Inc                                    | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     37751 | NS      | $1440200.65   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corp                                             | Appian Corp                                             | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |     13931 | NS      | $453593.36    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Lordstown Motors Corp                                   | Lordstown Motors Corp                                   | CUSIP: 54405Q100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59951 | NS      | $68344.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Olympic Steel Inc                                       | Olympic Steel Inc                                       | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      3243 | NS      | $108899.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                               | Monro Inc                                               | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10365 | NS      | $468498.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SolarWinds Corp                                         | SolarWinds Corp                                         | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16368 | NS      | $153204.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Clear Secure Inc                                        | Clear Secure Inc                                        | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21433 | NS      | $587907.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Xencor Inc                                              | Xencor Inc                                              | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     19810 | NS      | $515852.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Onto Innovation Inc                                     | Onto Innovation Inc                                     | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     16863 | NS      | $1148201.67   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Flex Inc                                          | Omega Flex Inc                                          | CUSIP: 682095104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1112 | NS      | $103771.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Johnson Outdoors Inc                                    | Johnson Outdoors Inc                                    | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1720 | NS      | $113726.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                                           | Ingevity Corp                                           | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     12653 | NS      | $891277.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                               | Argan Inc                                               | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      4530 | NS      | $167066.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                              | Midland States Bancorp Inc                              | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      6845 | NS      | $182213.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Energy Fuels Corp                                 | Clean Energy Fuels Corp                                 | CUSIP: 184499101<br>LEI: 549300MTQB4VUAOPMF71 | Long             | EC               | CORP              | US        |     54120 | NS      | $281424.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| BayCom Corp                                             | BayCom Corp                                             | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |      4420 | NS      | $83891.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc                  | Heidrick & Struggles International Inc                  | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      7497 | NS      | $209691.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                                     | PAR Technology Corp                                     | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |     10078 | NS      | $262733.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Otter Tail Corp                                         | Otter Tail Corp                                         | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14134 | NS      | $829807.14    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                                | BANK OF MONTREAL CHICAGO                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2002702 | PA      | $2002701.60   | 0.25%             | 2023-11-08      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Allogene Therapeutics Inc                               | Allogene Therapeutics Inc                               | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26931 | NS      | $169395.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Forrester Research Inc                                  | Forrester Research Inc                                  | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |      3344 | NS      | $119581.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                                     | Equity Commonwealth                                     | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               |  | US        |     35341 | NS      | $882464.77    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                                      | Corsair Gaming Inc                                      | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     13698 | NS      | $185881.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                                      | CVB Financial Corp                                      | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44953 | NS      | $1157539.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Provident Financial Services Inc                        | Provident Financial Services Inc                        | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     24532 | NS      | $524003.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                                     | BellRing Brands Inc                                     | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     45561 | NS      | $1168184.04   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stem Inc                                                | Stem Inc                                                | CUSIP: 85859N102<br>LEI: 549300GVWIYFILN5V546 | Long             | EC               | CORP              | US        |     49764 | NS      | $444890.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Agenus Inc                                              | Agenus Inc                                              | CUSIP: 00847G705<br>LEI: 529900NDQQGU5H4UJK81 | Long             | EC               | CORP              | US        |    102898 | NS      | $246955.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Janux Therapeutics Inc                                  | Janux Therapeutics Inc                                  | CUSIP: 47103J105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7592 | NS      | $99986.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                                           | SunPower Corp                                           | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     27543 | NS      | $496600.29    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| MannKind Corp                                           | MannKind Corp                                           | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |     86202 | NS      | $454284.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Rush Enterprises Inc                                    | Rush Enterprises Inc                                    | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      2388 | NS      | $134372.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Braves                       | Liberty Media Corp-Liberty Braves                       | CUSIP: 531229706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3713 | NS      | $121303.71    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                                     | CSW Industrials Inc                                     | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      5158 | NS      | $597966.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NextNav Inc                                             | NextNav Inc                                             | CUSIP: 65345N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28336 | NS      | $83024.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Zentalis Pharmaceuticals Inc                            | Zentalis Pharmaceuticals Inc                            | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16112 | NS      | $324495.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Weyco Group Inc                                         | Weyco Group Inc                                         | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |      2058 | NS      | $43547.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                                        | SPS Commerce Inc                                        | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     12153 | NS      | $1560809.79   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                                     | Repay Holdings Corp                                     | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30117 | NS      | $242441.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Nabors Industries Ltd                                   | Nabors Industries Ltd                                   | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | N/A              | DE               |  | BM        |       882 | NS      | $29017.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                            | Cars.com Inc                                            | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     23858 | NS      | $328524.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                                       | Borr Drilling Ltd                                       | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | BM        |     70507 | NS      | $350419.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp                                        | Encore Wire Corp                                        | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5966 | NS      | $820682.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Akoustis Technologies Inc                               | Akoustis Technologies Inc                               | CUSIP: 00973N102<br>LEI: 549300DLBFV9XWL6J142 | Long             | EC               | CORP              | US        |      6378 | NS      | $17985.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| VAALCO Energy Inc                                       | VAALCO Energy Inc                                       | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     36276 | NS      | $165418.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Brinker International Inc                               | Brinker International Inc                               | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     14683 | NS      | $468534.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

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

**Name of Applicant:** Brighthouse Funds Trust II

**Signature:** Alan Otis

**Name of Signer:** Alan Otis

**Title:** Treasurer