# EDGAR Filing Document

**Accession Number:** 0000763852
**File Stem:** 0001752724-25-203883
**Filing Date:** 2025-8
**Character Count:** 160058
**Document Hash:** 2c6079e15fc72fab0a832853e7c55b9d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-203883.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-203883

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMORGAN TRUST II
- **CENTRAL INDEX KEY:** 0000763852

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04236
- **FILM NUMBER:** 251253649

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20000721

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP
- **DATE OF NAME CHANGE:** 19931105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HELMSMAN FUND
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### JPMorgan Small Cap Value Fund (Series ID: S000003899)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000010893 | Class I      | PSOPX           |
| C000010894 | Class A      | PSOAX           |
| C000010896 | Class C      | OSVCX           |
| C000010897 | Class R6     | JSVUX           |
| C000033524 | Class R5     | JSVRX           |
| C000070648 | Class R2     | JSVZX           |
| C000173567 | Class R4     | JSVQX           |
| C000173568 | Class R3     | JSVPX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust II

- **b. Investment Company Act file number:** 811-04236

- **c. CIK number of Registrant:** 0000763852

- **d. LEI of Registrant:** 549300IMXLYKELY96B40

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 800-480-4111

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

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

- **b. EDGAR series identifier (if any):** S000003899

- **c. LEI of Series:** 549300V4YKXS0HHDUK18

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1215084899.53

**Total Liabilities:** $28276312.13

**Net Assets:** $1186808587.40

**Cash Not Reported:** $2528449.80

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000070648 | -3.98%               | 3.49%                | 4.97%                |
| Class ID C000173567 | -3.96%               | 3.59%                | 5.00%                |
| Class ID C000010893 | -3.93%               | 3.60%                | 5.00%                |
| Class ID C000173568 | -3.99%               | 3.56%                | 4.98%                |
| Class ID C000010896 | -4.02%               | 3.52%                | 4.93%                |
| Class ID C000010897 | -3.92%               | 3.59%                | 5.03%                |
| Class ID C000010894 | -3.98%               | 3.55%                | 5.02%                |
| Class ID C000033524 | -3.92%               | 3.59%                | 5.01%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8400432.09             | $-35456548.74                              |
| Month 2  | $-7154610.31             | $43936052.75                               |
| Month 3  | $19911222.66             | $33411769.27                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Radian Group, Inc.                            | Radian Group, Inc.                                                    | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     92610 | NS      | $3335812.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                        | Independent Bank Corp.                                                | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     46350 | NS      | $2914719.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                      | Group 1 Automotive, Inc.                                              | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      8495 | NS      | $3709851.45   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp.                            | Agree Realty Corp.                                                    | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6509 | NS      | $475547.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings, Inc.                  | Thermon Group Holdings, Inc.                                          | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     49712 | NS      | $1395912.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp.                                | Renasant Corp.                                                        | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |    118794 | NS      | $4268268.42   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                       | COPT Defense Properties                                               | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |    276195 | NS      | $7617458.10   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                      | Wintrust Financial Corp.                                              | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     33784 | NS      | $4188540.32   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.               | Fidelis Insurance Holdings Ltd.                                       | CUSIP: N/A<br>LEI: 549300CDMGCAGJQ7DX03       | Long             | EC               | CORP              | BM        |    143381 | NS      | $2377256.98   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                     | RLI Corp.                                                             | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     19973 | NS      | $1442450.06   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp.                    | Chesapeake Utilities Corp.                                            | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     26918 | NS      | $3236081.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group, Inc.            | Helix Energy Solutions Group, Inc.                                    | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     58687 | NS      | $366206.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group, Inc.                               | BGC Group, Inc., Class A                                              | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |    445265 | NS      | $4555060.95   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies, Inc.                     | Mirion Technologies, Inc.                                             | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |    210939 | NS      | $4541516.67   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp.                         | Gulfport Energy Corp.                                                 | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |     23368 | NS      | $4700940.56   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                             | Merchants Bancorp                                                     | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     68049 | NS      | $2250380.43   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco, Inc.                                | WesBanco, Inc.                                                        | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101735 | NS      | $3217878.05   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                         | Hancock Whitney Corp.                                                 | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     76294 | NS      | $4379275.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                          | Addus HomeCare Corp.                                                  | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     20123 | NS      | $2317968.37   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares, Inc.                       | Equity Bancshares, Inc., Class A                                      | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |    127026 | NS      | $5182660.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group, Inc.              | MidWestOne Financial Group, Inc.                                      | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38158 | NS      | $1097805.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion, Inc.                          | Garrett Motion, Inc.                                                  | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |    222938 | NS      | $2343078.38   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                    | Resideo Technologies, Inc.                                            | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    266741 | NS      | $5884306.46   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum, Inc.                          | D-Wave Quantum, Inc.                                                  | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |    126253 | NS      | $1848343.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| ORIC Pharmaceuticals, Inc.                    | ORIC Pharmaceuticals, Inc.                                            | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |    363269 | NS      | $3687180.35   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics, Inc.                              | Daktronics, Inc.                                                      | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |    139456 | NS      | $2108574.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan, Inc.                                 | OneSpan, Inc.                                                         | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |    147347 | NS      | $2459221.43   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                         | Cal-Maine Foods, Inc.                                                 | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     35538 | NS      | $3540650.94   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                       | Permian Resources Corp.                                               | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    256917 | NS      | $3499209.54   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                              | TriCo Bancshares                                                      | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42144 | NS      | $1706410.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health, Inc.                            | Oscar Health, Inc., Class A                                           | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49683 | NS      | $1065203.52   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                          | Meritage Homes Corp.                                                  | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     54418 | NS      | $3644373.46   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co.                               | SpartanNash Co.                                                       | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     29138 | NS      | $771865.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                                 | Ovintiv, Inc.                                                         | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |     71170 | NS      | $2708018.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                    | New Jersey Resources Corp.                                            | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     76929 | NS      | $3447957.78   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hut 8 Corp.                                   | Hut 8 Corp.                                                           | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |    212543 | NS      | $3953299.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Xperi, Inc.                                   | Xperi, Inc.                                                           | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    365525 | NS      | $2891302.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp.                         | Mercantile Bank Corp.                                                 | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |     32623 | NS      | $1514033.43   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                       | Brookline Bancorp, Inc.                                               | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132015 | NS      | $1392758.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                             | ICU Medical, Inc.                                                     | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     36304 | NS      | $4797573.60   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Mammoth Energy Services, Inc.                 | Mammoth Energy Services, Inc.                                         | CUSIP: 56155L108<br>LEI: 549300ODHHN3MGXCQ803 | Long             | EC               | CORP              | US        |     97741 | NS      | $273674.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                        | Integer Holdings Corp.                                                | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      5541 | NS      | $681376.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alumis, Inc.                                  | Alumis, Inc.                                                          | CUSIP: 022307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158800 | NS      | $476400.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Option Care Health, Inc.                      | Option Care Health, Inc.                                              | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    221702 | NS      | $7200880.96   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions, Inc.                  | Financial Institutions, Inc.                                          | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87700 | NS      | $2252136.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings, Inc.                        | Hilltop Holdings, Inc.                                                | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |    138748 | NS      | $4211001.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers, Inc.                         | Scorpio Tankers, Inc.                                                 | CUSIP: N/A<br>LEI: 549300NVJUH16NXG8K87       | Long             | EC               | CORP              | MH        |     18548 | NS      | $725783.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                   | DiamondRock Hospitality Co.                                           | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    530295 | NS      | $4062059.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust, Inc.                   | Piedmont Realty Trust, Inc., Class A                                  | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    412068 | NS      | $3003975.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                        | Urban Outfitters, Inc.                                                | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     83076 | NS      | $6026333.04   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                          | Old National Bancorp                                                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    491954 | NS      | $10498298.36  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp.                               | Trustmark Corp.                                                       | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     20458 | NS      | $745898.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics, Inc.                       | Radiant Logistics, Inc.                                               | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |    177627 | NS      | $1079972.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California, Inc.                      | Banc of California, Inc.                                              | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |    323487 | NS      | $4544992.35   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares, Inc.                  | Bridgewater Bancshares, Inc.                                          | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |     15840 | NS      | $252014.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore, Inc.                                  | Atkore, Inc.                                                          | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     69172 | NS      | $4880084.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight, Inc.                                  | Alight, Inc., Class A                                                 | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     88098 | NS      | $498634.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                     | Titan International, Inc.                                             | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |    150781 | NS      | $1548520.87   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                | Constellium SE                                                        | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |    386304 | NS      | $5137843.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                  | Vishay Intertechnology, Inc.                                          | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    109877 | NS      | $1744846.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp.                                 | Navient Corp.                                                         | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    151951 | NS      | $2142509.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings, Inc.                            | QCR Holdings, Inc.                                                    | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     97811 | NS      | $6641366.90   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                        | Warrior Met Coal, Inc.                                                | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     62293 | NS      | $2854888.19   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies, Inc.                     | Hudson Technologies, Inc.                                             | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68302 | NS      | $554612.24    | 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        |     19263 | NS      | $757999.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp, Inc.               | Southern Missouri Bancorp, Inc.                                       | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14708 | NS      | $805704.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy, Inc.                       | Excelerate Energy, Inc., Class A                                      | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77090 | NS      | $2260278.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko, Inc.                                   | Funko, Inc., Class A                                                  | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |    246497 | NS      | $1173325.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet, Inc.                                  | Nelnet, Inc., Class A                                                 | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |     17106 | NS      | $2071878.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                 | SM Energy Co.                                                         | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     99959 | NS      | $2469986.89   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.              | Virtus Investment Partners, Inc.                                      | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     10413 | NS      | $1888918.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics, Inc.                   | Viridian Therapeutics, Inc.                                           | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |    142913 | NS      | $1997923.74   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KinderCare Learning Cos., Inc.                | KinderCare Learning Cos., Inc.                                        | CUSIP: 49456W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    277267 | NS      | $2800396.70   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp, Inc.                      | Old Second Bancorp, Inc.                                              | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |    281407 | NS      | $4992160.18   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies, Inc.                    | OraSure Technologies, Inc.                                            | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |    212619 | NS      | $637857.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education, Inc.                     | Strategic Education, Inc.                                             | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |     32390 | NS      | $2757360.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA | Banco Latinoamericano de Comercio Exterior SA, Class E                | CUSIP: N/A<br>LEI: 549300CN3134K4LC0651       | Long             | EC               | NUSS              | PA        |     53516 | NS      | $2156694.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec, Inc.                                | Innospec, Inc.                                                        | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     33761 | NS      | $2838962.49   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                   | Fluor Corp.                                                           | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     79243 | NS      | $4062788.61   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Russell 2000 E-Mini Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       572 | NC      | $903410.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp, Inc.                        | Mid Penn Bancorp, Inc.                                                | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12640 | NS      | $356448.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp, Inc.                  | Midland States Bancorp, Inc.                                          | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     20989 | NS      | $363529.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                          | Uranium Energy Corp.                                                  | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |    202813 | NS      | $1379128.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Southside Bancshares, Inc.                    | Southside Bancshares, Inc.                                            | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     59035 | NS      | $1737400.05   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp.                     | Curbline Properties Corp.                                             | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |    133742 | NS      | $3053329.86   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell, Inc.                                | Omnicell, Inc.                                                        | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     80734 | NS      | $2373579.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                    | Taylor Morrison Home Corp.                                            | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     70229 | NS      | $4313465.18   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                   | Amalgamated Financial Corp.                                           | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50133 | NS      | $1564149.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp, Inc.                         | Amerant Bancorp, Inc.                                                 | CUSIP: 023576101<br>LEI: 54930071V6LIG79MTL10 | Long             | EC               | CORP              | US        |     27645 | NS      | $503968.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions, Inc.               | Consensus Cloud Solutions, Inc.                                       | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53804 | NS      | $1240720.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                      | Mueller Industries, Inc.                                              | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     53071 | NS      | $4217552.37   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24, Inc.                                    | ON24, Inc.                                                            | CUSIP: 68339B104<br>LEI: 254900S6S9YKYTO9Q964 | Long             | EC               | CORP              | US        |    246016 | NS      | $1335866.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings, Inc.                        | Biglari Holdings, Inc., Class B                                       | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |      8185 | NS      | $2391738.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                       | KB Home                                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     50819 | NS      | $2691882.43   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                      | Central Garden & Pet Co., Class A                                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     91995 | NS      | $2878523.55   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd.                           | Capri Holdings Ltd.                                                   | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |    299494 | NS      | $5301043.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior plc                                  | Indivior plc                                                          | CUSIP: N/A<br>LEI: 213800V3NCQTY7IED471       | Long             | EC               | CORP              | GB        |    193533 | NS      | $2852676.42   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp.                       | Hillman Solutions Corp.                                               | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    294963 | NS      | $2106035.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd.                           | Teekay Tankers Ltd., Class A                                          | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | BM        |    150113 | NS      | $6262714.36   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities Lending Money Market Fund | JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares | CUSIP: 46645V642<br>LEI: 5493002FD4HXUJXMRO62 | Long             | STIV             | RF                | US        |  27391032 | NS      | $27391031.75  | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                    | Korn Ferry                                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     14479 | NS      | $1061745.07   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma, Inc.                                    | Ooma, Inc.                                                            | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15391 | NS      | $198543.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                    | OceanFirst Financial Corp.                                            | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    259969 | NS      | $4578054.09   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp.                              | Scholastic Corp.                                                      | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84806 | NS      | $1779229.88   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WaVe Life Sciences Ltd.                       | WaVe Life Sciences Ltd.                                               | CUSIP: N/A<br>LEI: 54930070006GPKFYZ813       | Long             | EC               | CORP              | SG        |    220399 | NS      | $1432593.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services, Inc.               | Barrett Business Services, Inc.                                       | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |     64980 | NS      | $2709016.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp.                             | ACCO Brands Corp.                                                     | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     84663 | NS      | $303093.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite, Inc.                                 | Magnite, Inc.                                                         | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |    195556 | NS      | $4716810.72   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.       | Essential Properties Realty Trust, Inc.                               | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    177077 | NS      | $5650527.07   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                  | United Community Banks, Inc.                                          | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     16175 | NS      | $481853.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares, Inc.               | Business First Bancshares, Inc.                                       | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |     99818 | NS      | $2460513.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                             | Boise Cascade Co.                                                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     29552 | NS      | $2565704.64   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                            | Chord Energy Corp.                                                    | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     16548 | NS      | $1602673.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences, Inc.                       | Cytek Biosciences, Inc.                                               | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |    206484 | NS      | $702045.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media, Inc.                              | Gray Media, Inc.                                                      | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    123721 | NS      | $560456.13    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                             | Essent Group Ltd.                                                     | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |    127095 | NS      | $7718479.35   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ChoiceOne Financial Services, Inc.            | ChoiceOne Financial Services, Inc.                                    | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15271 | NS      | $438277.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies, Inc.               | Forum Energy Technologies, Inc.                                       | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |     55230 | NS      | $1075328.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Burke & Herbert Financial Services Corp.      | Burke & Herbert Financial Services Corp.                              | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11654 | NS      | $696093.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                            | Cytokinetics, Inc.                                                    | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     48298 | NS      | $1595765.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp.                             | LendingClub Corp.                                                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     94821 | NS      | $1140696.63   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| StandardAero, Inc.                            | StandardAero, Inc.                                                    | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46866 | NS      | $1483308.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology plc             | International Game Technology plc                                     | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |    251007 | NS      | $3968420.67   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes, Inc.                          | Champion Homes, Inc.                                                  | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14214 | NS      | $889938.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                    | GATX Corp.                                                            | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     14204 | NS      | $2181166.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms, Inc.                          | Riot Platforms, Inc.                                                  | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |    346817 | NS      | $3919032.10   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Phinia, Inc.                                  | Phinia, Inc.                                                          | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     80853 | NS      | $3597149.97   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Portillo's, Inc.                              | Portillo's, Inc., Class A                                             | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156205 | NS      | $1822912.35   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| City Office REIT, Inc.                        | City Office REIT, Inc.                                                | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |     67543 | NS      | $360679.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial, Inc.                           | MFA Financial, Inc.                                                   | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               | CORP              | US        |     92874 | NS      | $878588.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                         | Clearway Energy, Inc.                                                 | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     77449 | NS      | $2343606.74   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group, Inc.               | Healthcare Services Group, Inc.                                       | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    182818 | NS      | $2747754.54   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group, Inc.                  | Safety Insurance Group, Inc.                                          | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     25939 | NS      | $2059297.21   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                                 | Griffon Corp.                                                         | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     81127 | NS      | $5871160.99   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.             | Pinnacle Financial Partners, Inc.                                     | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      5140 | NS      | $567507.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp.                               | Blue Bird Corp.                                                       | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |     39580 | NS      | $1708272.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings, Inc.                       | Cinemark Holdings, Inc.                                               | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     20472 | NS      | $617844.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                   | Terex Corp.                                                           | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     56794 | NS      | $2651711.86   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                      | Advance Auto Parts, Inc.                                              | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     46519 | NS      | $2162668.31   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings plc                           | Tronox Holdings plc                                                   | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |     80371 | NS      | $407480.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                   | Greif, Inc., Class A                                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     67457 | NS      | $4384030.43   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares, Inc.                       | United Bankshares, Inc.                                               | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     61051 | NS      | $2224087.93   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services, Inc.                  | Ranger Energy Services, Inc., Class A                                 | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |    138577 | NS      | $1654609.38   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals, Inc.                  | Enanta Pharmaceuticals, Inc.                                          | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     73840 | NS      | $558230.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares, Inc.                      | Eastern Bankshares, Inc.                                              | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |    405947 | NS      | $6198810.69   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                                 | ArcBest Corp.                                                         | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     31432 | NS      | $2420578.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp.                             | First Busey Corp.                                                     | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     23581 | NS      | $539651.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                        | PTC Therapeutics, Inc.                                                | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     49763 | NS      | $2430424.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group, Inc.               | Northwestern Energy Group, Inc.                                       | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |     30604 | NS      | $1569985.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods, Inc.                         | TreeHouse Foods, Inc.                                                 | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      9750 | NS      | $189345.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation, Inc.                       | Aurora Innovation, Inc.                                               | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99087 | NS      | $519215.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Plexus Corp.                                  | Plexus Corp.                                                          | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     17984 | NS      | $2433415.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                 | Six Flags Entertainment Corp.                                         | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |     21038 | NS      | $640186.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions, Inc.                     | Perimeter Solutions, Inc.                                             | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    437845 | NS      | $6094802.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                           | UMB Financial Corp.                                                   | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     50463 | NS      | $5306689.08   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group, Inc.                           | Bristow Group, Inc.                                                   | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     72646 | NS      | $2395138.62   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash, Inc.                         | Mister Car Wash, Inc.                                                 | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    220651 | NS      | $1326112.51   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp.                           | CNB Financial Corp.                                                   | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |     43283 | NS      | $989449.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Burford Capital Ltd.                          | Burford Capital Ltd.                                                  | CUSIP: N/A<br>LEI: 549300FUKUWFYJMT2277       | Long             | EC               | CORP              | GG        |    220625 | NS      | $3146112.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                          | UFP Industries, Inc.                                                  | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     39290 | NS      | $3903854.40   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp.                  | National Bank Holdings Corp., Class A                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19090 | NS      | $717974.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Therapeutics, Inc.                    | Compass Therapeutics, Inc.                                            | CUSIP: 20454B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1273412 | NS      | $3310871.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| United Parks & Resorts, Inc.                  | United Parks & Resorts, Inc.                                          | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     57502 | NS      | $2711219.30   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Cars.com, Inc.                                | Cars.com, Inc.                                                        | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     36845 | NS      | $436613.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp.            | First Commonwealth Financial Corp.                                    | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     23037 | NS      | $373890.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education, Inc.                      | Laureate Education, Inc., Class A                                     | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |    140536 | NS      | $3285731.68   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                          | Axos Financial, Inc.                                                  | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     64167 | NS      | $4879258.68   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank                                    | Towne Bank                                                            | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     64979 | NS      | $2220982.22   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education, Inc.                | Adtalem Global Education, Inc.                                        | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     24945 | NS      | $3173752.35   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp, Inc.                          | Byline Bancorp, Inc.                                                  | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |    140329 | NS      | $3750994.17   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                          | LXP Industrial Trust                                                  | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    552314 | NS      | $4562113.64   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                  | Xenia Hotels & Resorts, Inc.                                          | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    422790 | NS      | $5314470.30   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp. of Florida             | Seacoast Banking Corp. of Florida                                     | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |    116281 | NS      | $3211681.22   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial, Inc.               | Capitol Federal Financial, Inc.                                       | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    186119 | NS      | $1135325.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp.                   | InvenTrust Properties Corp.                                           | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |    113658 | NS      | $3114229.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises, Inc.                      | Apogee Enterprises, Inc.                                              | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     63451 | NS      | $2576110.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial, Inc.                       | Jackson Financial, Inc., Class A                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     88189 | NS      | $7830301.31   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient plc                                    | Adient plc                                                            | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |    241257 | NS      | $4694861.22   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products, Inc.              | Nature's Sunshine Products, Inc.                                      | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74494 | NS      | $1101766.26   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce, Inc.                 | Fresh Del Monte Produce, Inc.                                         | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |     52855 | NS      | $1713559.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaCloud Technology, Inc.                    | GigaCloud Technology, Inc., Class A                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    100256 | NS      | $1983063.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| National Vision Holdings, Inc.                | National Vision Holdings, Inc.                                        | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    124231 | NS      | $2858555.31   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                           | Redwood Trust, Inc.                                                   | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |    121765 | NS      | $719631.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal, Inc. (The)                          | RealReal, Inc. (The)                                                  | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |    340687 | NS      | $1631890.73   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arko Corp.                                    | Arko Corp.                                                            | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    266075 | NS      | $1125497.25   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants, Inc.                        | BJ's Restaurants, Inc.                                                | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     31468 | NS      | $1403472.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp.                                  | Unisys Corp.                                                          | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |    357339 | NS      | $1618745.67   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                     | CNO Financial Group, Inc.                                             | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    166833 | NS      | $6436417.14   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp.                     | Atlanticus Holdings Corp.                                             | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5789 | NS      | $316947.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems, Inc.              | Telephone and Data Systems, Inc.                                      | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40528 | NS      | $1441986.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                         | Hanmi Financial Corp.                                                 | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     94852 | NS      | $2340947.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals, Inc.                    | Atea Pharmaceuticals, Inc.                                            | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    174733 | NS      | $629038.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo, Inc.                                    | EVgo, Inc.                                                            | CUSIP: 30052F100<br>LEI: 254900NJU5Y3D9R42S26 | Long             | EC               | CORP              | US        |    304502 | NS      | $1111432.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Peabody Energy Corp.                          | Peabody Energy Corp.                                                  | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |    306726 | NS      | $4116262.92   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                            | FB Financial Corp.                                                    | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     19421 | NS      | $879771.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust, Inc.           | KKR Real Estate Finance Trust, Inc.                                   | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |    207320 | NS      | $1818196.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global, Inc.                              | DMC Global, Inc.                                                      | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     54337 | NS      | $437956.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Immersion Corp.                               | Immersion Corp.                                                       | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |     47631 | NS      | $375332.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Health Catalyst, Inc.                         | Health Catalyst, Inc.                                                 | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |    159811 | NS      | $602487.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals, Inc.                  | Syndax Pharmaceuticals, Inc.                                          | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |    120472 | NS      | $1128220.28   | 0.10%             |  |  |  | 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        |     86965 | NS      | $2637648.45   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp, Inc.                      | ConnectOne Bancorp, Inc.                                              | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |    228399 | NS      | $5289720.84   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                         | Associated Banc-Corp.                                                 | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     24691 | NS      | $602213.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive, Inc.                     | Peloton Interactive, Inc., Class A                                    | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |    535687 | NS      | $3717667.78   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining, Inc.                            | Coeur Mining, Inc.                                                    | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    587268 | NS      | $5203194.48   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd.                          | Signet Jewelers Ltd.                                                  | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |     38128 | NS      | $3033082.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                              | Murphy Oil Corp.                                                      | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    151004 | NS      | $3397590.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.            | Marriott Vacations Worldwide Corp.                                    | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     31180 | NS      | $2254625.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                           | Ichor Holdings Ltd.                                                   | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |    196480 | NS      | $3858867.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                                 | SkyWest, Inc.                                                         | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     42614 | NS      | $4387963.58   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                         | First Merchants Corp.                                                 | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |    122262 | NS      | $4682634.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix, Inc.                                | AdvanSix, Inc.                                                        | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      7766 | NS      | $184442.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                                  | Avista Corp.                                                          | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     16690 | NS      | $633385.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp.                          | Ladder Capital Corp.                                                  | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |    758275 | NS      | $8151456.25   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics, Inc.                       | Beam Therapeutics, Inc.                                               | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148999 | NS      | $2534472.99   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| SouthState Corp.                              | SouthState Corp.                                                      | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     31597 | NS      | $2907871.91   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp.                                  | Unitil Corp.                                                          | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119758 | NS      | $6245379.70   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp.                             | Black Hills Corp.                                                     | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     55438 | NS      | $3110071.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                      | Lumen Technologies, Inc.                                              | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |   1270618 | NS      | $5565306.84   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks, Inc.                        | Extreme Networks, Inc.                                                | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    212243 | NS      | $3809761.85   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways, Inc.                   | International Seaways, Inc.                                           | CUSIP: N/A<br>LEI: 549300YUFDGFRNGBWF46       | Long             | EC               | CORP              | MH        |     60730 | NS      | $2215430.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole plc                                      | Dole plc                                                              | CUSIP: N/A<br>LEI: 635400JUG5XJXOPPJJ47       | Long             | EC               | CORP              | IE        |    249804 | NS      | $3494757.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp.                               | API Group Corp.                                                       | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     40271 | NS      | $2055834.55   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals, Inc.                  | Amneal Pharmaceuticals, Inc.                                          | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    560165 | NS      | $4531734.85   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands, Inc.                              | Utz Brands, Inc.                                                      | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     82224 | NS      | $1031911.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global, Inc.                              | MRC Global, Inc.                                                      | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    221617 | NS      | $3038369.07   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                        | Veritex Holdings, Inc.                                                | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |    160268 | NS      | $4182994.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                     | American States Water Co.                                             | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     22418 | NS      | $1718563.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                  | Cadence Bank                                                          | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     38667 | NS      | $1236570.66   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                    | Dana, Inc.                                                            | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    301904 | NS      | $5177653.60   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin, Inc.                     | Alexander & Baldwin, Inc.                                             | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    281729 | NS      | $5023228.07   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp.                                  | BayCom Corp.                                                          | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |      9282 | NS      | $257204.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                                 | First BanCorp                                                         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    265214 | NS      | $5524407.62   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands, Inc.                         | BellRing Brands, Inc.                                                 | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     13725 | NS      | $795089.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                         | Matador Resources Co.                                                 | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     83631 | NS      | $3990871.32   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics, Inc.                    | Celldex Therapeutics, Inc.                                            | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |     56292 | NS      | $1145542.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)              | Goodyear Tire & Rubber Co. (The)                                      | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    516870 | NS      | $5359941.90   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                    | Par Pacific Holdings, Inc.                                            | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     55166 | NS      | $1463553.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group, Inc.                           | Newmark Group, Inc., Class A                                          | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171331 | NS      | $2081671.65   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                     | Century Communities, Inc.                                             | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     28864 | NS      | $1625620.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial, Inc.                          | SmartFinancial, Inc.                                                  | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15541 | NS      | $524974.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media, Inc.                          | Outfront Media, Inc.                                                  | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     69362 | NS      | $1131987.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                           | CNX Resources Corp.                                                   | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     32296 | NS      | $1087729.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase, Inc.                               | Steelcase, Inc., Class A                                              | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |    204068 | NS      | $2128429.24   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                        | Rush Enterprises, Inc., Class A                                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     84321 | NS      | $4343374.71   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp.                              | 1st Source Corp.                                                      | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14079 | NS      | $873883.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock, Inc.                            | Shutterstock, Inc.                                                    | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |     15543 | NS      | $294695.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Vishay Precision Group, Inc.                  | Vishay Precision Group, Inc.                                          | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75543 | NS      | $2122758.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares, Inc.                      | Nicolet Bankshares, Inc.                                              | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2629 | NS      | $324628.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Sanmina Corp.                                 | Sanmina Corp.                                                         | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |    100504 | NS      | $9832306.32   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers, Inc.                            | Safe Bulkers, Inc.                                                    | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | MH        |    151935 | NS      | $548485.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                | Ameris Bancorp                                                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |    111014 | NS      | $7182605.80   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                  | Sabra Health Care REIT, Inc.                                          | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    183557 | NS      | $3384791.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp, Inc.                        | Northrim BanCorp, Inc.                                                | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |     10886 | NS      | $1015228.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                              | CVR Energy, Inc.                                                      | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     67584 | NS      | $1814630.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                               | Synaptics, Inc.                                                       | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     26111 | NS      | $1692515.02   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp.                          | WSFS Financial Corp.                                                  | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     38677 | NS      | $2127235.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp.                            | World Kinect Corp.                                                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     89591 | NS      | $2539904.85   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services, Inc.             | Orrstown Financial Services, Inc.                                     | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |     15671 | NS      | $498807.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients, Inc.                         | MGP Ingredients, Inc.                                                 | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     62533 | NS      | $1874114.01   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.               | Independence Realty Trust, Inc.                                       | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |    226208 | NS      | $4001619.52   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                         | First Financial Corp.                                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43308 | NS      | $2346860.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties, Inc.                          | UMH Properties, Inc.                                                  | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |     40715 | NS      | $683604.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp.                                  | Banner Corp.                                                          | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15275 | NS      | $979891.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                       | John Wiley & Sons, Inc., Class A                                      | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     75997 | NS      | $3391746.11   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp, Inc.                          | Origin Bancorp, Inc.                                                  | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     42909 | NS      | $1533567.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                            | NMI Holdings, Inc., Class A                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    114749 | NS      | $4841260.31   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co. Ltd.                   | Consolidated Water Co. Ltd., Class D                                  | CUSIP: N/A<br>LEI: 5299001BMEW8X9VIJA73       | Long             | EC               | CORP              | KY        |    229620 | NS      | $6893192.40   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences, Inc.                     | Avidity Biosciences, Inc.                                             | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23900 | NS      | $678760.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                         | Commercial Metals Co.                                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    149235 | NS      | $7299083.85   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks, Inc.                               | Zymeworks, Inc.                                                       | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |    250911 | NS      | $3148933.05   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                         | SL Green Realty Corp.                                                 | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     63570 | NS      | $3934983.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Bulkers Holdings Ltd.               | Costamare Bulkers Holdings Ltd.                                       | CUSIP: N/A<br>LEI: 529900XOR3ESNE5WKB78       | Long             | EC               | CORP              | MH        |     17347 | NS      | $150398.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group, Inc.                     | DigitalBridge Group, Inc.                                             | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |    115262 | NS      | $1192961.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp, Inc.                 | Community Trust Bancorp, Inc.                                         | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18037 | NS      | $954518.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                               | M/I Homes, Inc.                                                       | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     28651 | NS      | $3212350.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                               | MYR Group, Inc.                                                       | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     33471 | NS      | $6073312.95   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                  | Compass Diversified Holdings                                          | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     58533 | NS      | $367587.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet, Inc.                              | QuinStreet, Inc.                                                      | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     20072 | NS      | $323159.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                 | Asbury Automotive Group, Inc.                                         | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     21941 | NS      | $5233806.14   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd.                            | IBEX Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: 5493000GRFLPVYU2CX17       | Long             | EC               | CORP              | BM        |     39157 | NS      | $1139468.70   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics, Inc.                      | Akero Therapeutics, Inc.                                              | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |     30092 | NS      | $1605709.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics, Inc.                   | Intellia Therapeutics, Inc.                                           | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     75590 | NS      | $709034.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield plc                       | Cushman & Wakefield plc                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |    158504 | NS      | $1754639.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares, Inc.                    | HomeTrust Bancshares, Inc.                                            | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31382 | NS      | $1174000.62   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                   | Spire, Inc.                                                           | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     33309 | NS      | $2431223.91   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                        | Sonic Automotive, Inc., Class A                                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     31615 | NS      | $2526986.95   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co.                                 | HB Fuller Co.                                                         | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     97183 | NS      | $5845557.45   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals, Inc.                 | Aurinia Pharmaceuticals, Inc.                                         | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |    154581 | NS      | $1309301.07   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.               | Papa John's International, Inc.                                       | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     29700 | NS      | $1453518.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals, Inc.                     | ANI Pharmaceuticals, Inc.                                             | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     48933 | NS      | $3192878.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp.                            | Primo Brands Corp.                                                    | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |     40587 | NS      | $1202186.94   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare, Inc.                               | Costamare, Inc.                                                       | CUSIP: N/A<br>LEI: 5299003L6NPTZ25LN818       | Long             | EC               | CORP              | MH        |    323397 | NS      | $2946146.67   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.             | PennyMac Financial Services, Inc.                                     | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     34746 | NS      | $3462091.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence, Inc.                                 | Cerence, Inc.                                                         | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     61333 | NS      | $626209.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine, Inc.                         | Digital Turbine, Inc.                                                 | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |    177545 | NS      | $1047515.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                              | PBF Energy, Inc., Class A                                             | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     28027 | NS      | $607345.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics, Inc.                    | Travere Therapeutics, Inc.                                            | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161922 | NS      | $2396445.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                         | Clearway Energy, Inc., Class C                                        | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     16671 | NS      | $533472.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries, Inc.                          | ABM Industries, Inc.                                                  | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |    168071 | NS      | $7934631.91   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp.             | Peapack-Gladstone Financial Corp.                                     | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     42432 | NS      | $1198704.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems, Inc.                          | Verint Systems, Inc.                                                  | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     87670 | NS      | $1724468.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella, Inc.                               | Ambarella, Inc.                                                       | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |     20066 | NS      | $1325660.29   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                        | ProPetro Holding Corp.                                                | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158202 | NS      | $944465.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia, Inc.                                   | Adeia, Inc.                                                           | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    253023 | NS      | $3577745.22   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                       | Kite Realty Group Trust                                               | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    249184 | NS      | $5644017.60   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp.                       | Univest Financial Corp.                                               | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     29302 | NS      | $880232.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst, Inc.                                 | Ecovyst, Inc.                                                         | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42811 | NS      | $352334.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                   | OFG Bancorp                                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |    116335 | NS      | $4979138.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp.                | Adaptive Biotechnologies Corp.                                        | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |    151760 | NS      | $1768004.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd.                 | Hamilton Insurance Group Ltd., Class B                                | CUSIP: N/A<br>LEI: 549300W92BN1FIEXG871       | Long             | EC               | CORP              | BM        |    114040 | NS      | $2465544.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co. (The)                            | Macerich Co. (The)                                                    | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    102293 | NS      | $1655100.74   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group, Inc.                         | Paramount Group, Inc.                                                 | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |    162773 | NS      | $992915.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight, Inc.                                  | nLight, Inc.                                                          | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173268 | NS      | $3409914.24   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                               | O-I Glass, Inc.                                                       | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    270700 | NS      | $3990118.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                  | Matson, Inc.                                                          | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     53362 | NS      | $5941858.70   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co.                      | Modine Manufacturing Co.                                              | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     51261 | NS      | $5049208.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                   | Benchmark Electronics, Inc.                                           | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     91548 | NS      | $3554808.84   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Entertainment Holdings, Inc.              | AMC Entertainment Holdings, Inc., Class A                             | CUSIP: 00165C302<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |    495090 | NS      | $1534779.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Selective Insurance Group, Inc.               | Selective Insurance Group, Inc.                                       | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      8238 | NS      | $713822.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.            | Ryman Hospitality Properties, Inc.                                    | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     40972 | NS      | $4042707.24   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| BigBear.ai Holdings, Inc.                     | BigBear.ai Holdings, Inc.                                             | CUSIP: 08975B109<br>LEI: 549300XGCF2ELN28CS63 | Long             | EC               | CORP              | US        |    623457 | NS      | $4233273.03   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Otter Tail Corp.                              | Otter Tail Corp.                                                      | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13570 | NS      | $1046111.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings, Inc.                       | BlueLinx Holdings, Inc.                                               | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |     12704 | NS      | $944923.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund              | JPMorgan Prime Money Market Fund, Class IM                            | CUSIP: 46637K844<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |  58546262 | NS      | $58557971.20  | 4.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd. (The)       | Bank of NT Butterfield & Son Ltd. (The)                               | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |    182514 | NS      | $8081719.92   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust, Inc.               | Empire State Realty Trust, Inc., Class A                              | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               | CORP              | US        |    362585 | NS      | $2933312.65   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust, Inc.                 | New York Mortgage Trust, Inc.                                         | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |    160177 | NS      | $1073185.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                   | Minerals Technologies, Inc.                                           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     21140 | NS      | $1164179.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.      | Heidrick & Struggles International, Inc.                              | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     41027 | NS      | $1877395.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp.                       | Heritage Commerce Corp.                                               | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |    455162 | NS      | $4519758.66   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.            | Prestige Consumer Healthcare, Inc.                                    | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41783 | NS      | $3336372.55   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp.                                 | Knowles Corp.                                                         | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    361311 | NS      | $6366299.82   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.           | Enterprise Financial Services Corp.                                   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |    139763 | NS      | $7700941.30   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining, Inc.                              | SSR Mining, Inc.                                                      | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |    140831 | NS      | $1794186.94   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                         | Chatham Lodging Trust                                                 | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    397032 | NS      | $2767313.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                | Texas Capital Bancshares, Inc.                                        | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     43255 | NS      | $3434447.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.               | Academy Sports & Outdoors, Inc.                                       | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25845 | NS      | $1158114.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings, Inc.                          | Enact Holdings, Inc.                                                  | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |     86975 | NS      | $3231121.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares, Inc.                    | First Mid Bancshares, Inc.                                            | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84390 | NS      | $3163781.10   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                            | AMC Networks, Inc., Class A                                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     65237 | NS      | $409035.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust, Inc.                   | American Assets Trust, Inc.                                           | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71421 | NS      | $1410564.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust, Inc.              | Community Healthcare Trust, Inc.                                      | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |     29087 | NS      | $483716.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                  | Arcosa, Inc.                                                          | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     45315 | NS      | $3929263.65   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                       | LiveRamp Holdings, Inc.                                               | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |    155700 | NS      | $5144328.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, Inc.                                 | NETGEAR, Inc.                                                         | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |    125182 | NS      | $3639040.74   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares, Inc.               | Dime Community Bancshares, Inc.                                       | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31424 | NS      | $846562.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics, Inc.                      | Relay Therapeutics, Inc.                                              | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    260117 | NS      | $900004.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties, Inc.               | Armada Hoffler Properties, Inc.                                       | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     60031 | NS      | $412412.97    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings, Inc.                       | Alphatec Holdings, Inc.                                               | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |    234576 | NS      | $2603793.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                     | WESCO International, Inc.                                             | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     25364 | NS      | $4697412.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                      | Perdoceo Education Corp.                                              | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     20761 | NS      | $678677.09    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.               | Central Pacific Financial Corp.                                       | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     57469 | NS      | $1610856.07   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr. Cooper Group, Inc.                        | Mr. Cooper Group, Inc.                                                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     20631 | NS      | $3078351.51   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                 | IDACORP, Inc.                                                         | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     47193 | NS      | $5448431.85   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease, Inc.                    | Broadstone Net Lease, Inc.                                            | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |    439080 | NS      | $7047234.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                  | Southwest Gas Holdings, Inc.                                          | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |    165999 | NS      | $12348665.61  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential, Inc.                       | Veris Residential, Inc.                                               | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |     68970 | NS      | $1026963.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings, Inc.                           | MARA Holdings, Inc.                                                   | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |    185223 | NS      | $2904296.64   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Helmerich & Payne, Inc.                       | Helmerich & Payne, Inc.                                               | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     64482 | NS      | $977547.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp.                                     | CTS Corp.                                                             | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     12871 | NS      | $548433.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                       | EnerSys                                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     61857 | NS      | $5305474.89   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics, Inc.                      | iTeos Therapeutics, Inc.                                              | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    360221 | NS      | $3591403.37   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust, Inc.                    | TPG RE Finance Trust, Inc.                                            | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    198214 | NS      | $1530212.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                      | Pathward Financial, Inc.                                              | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     78606 | NS      | $6219306.72   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem, Inc.             | First Interstate BancSystem, Inc., Class A                            | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     25468 | NS      | $733987.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                     | Enova International, Inc.                                             | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     72243 | NS      | $8056539.36   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                           | CVB Financial Corp.                                                   | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53601 | NS      | $1060763.79   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW, Inc.                                    | DNOW, Inc.                                                            | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    304842 | NS      | $4520806.86   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal, Inc.                              | Kennametal, Inc.                                                      | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    101322 | NS      | $2326353.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                | Sierra Bancorp                                                        | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18692 | NS      | $554965.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                    | ASGN, Inc.                                                            | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     79052 | NS      | $3947066.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightspire Capital, Inc.                     | Brightspire Capital, Inc.                                             | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |    593255 | NS      | $2995937.75   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd.                             | Genie Energy Ltd., Class B                                            | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |     42201 | NS      | $1134362.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics, Inc.                     | Denali Therapeutics, Inc.                                             | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |     38070 | NS      | $532599.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT, Inc.                | American Healthcare REIT, Inc.                                        | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               | CORP              | US        |     24777 | NS      | $910306.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co., Inc.                   | Phillips Edison & Co., Inc.                                           | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |    168773 | NS      | $5912118.19   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                    | Patterson-UTI Energy, Inc.                                            | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    418976 | NS      | $2484527.68   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                      | G-III Apparel Group Ltd.                                              | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |    112052 | NS      | $2509964.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp, Inc.                           | Unity Bancorp, Inc.                                                   | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      4177 | NS      | $196653.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co.                              | Hecla Mining Co.                                                      | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    596187 | NS      | $3571160.13   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.                 | Portland General Electric Co.                                         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    171767 | NS      | $6978893.21   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                 | Biohaven Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      3774 | NS      | $53251.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing, Inc.                       | Rigetti Computing, Inc.                                               | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207477 | NS      | $2460677.22   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| TTM Technologies, Inc.                        | TTM Technologies, Inc.                                                | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    157120 | NS      | $6413638.40   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.               | American Eagle Outfitters, Inc.                                       | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |    199345 | NS      | $1917698.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Navitas Semiconductor Corp.                   | Navitas Semiconductor Corp.                                           | CUSIP: 63942X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    316036 | NS      | $2070035.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Atlantic Union Bankshares Corp.               | Atlantic Union Bankshares Corp.                                       | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31290 | NS      | $978751.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp. Ltd.                             | Teekay Corp. Ltd.                                                     | CUSIP: N/A<br>LEI: YHKQM2RIPKZYOZ6RVZ46       | Long             | EC               | CORP              | BM        |    283074 | NS      | $2335360.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp.                            | Tutor Perini Corp.                                                    | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     90084 | NS      | $4214129.52   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy, Inc.                          | Liberty Energy, Inc.                                                  | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    376962 | NS      | $4327523.76   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings, Inc.                           | Spok Holdings, Inc.                                                   | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |     51021 | NS      | $902051.28    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners, Inc.                    | Green Brick Partners, Inc.                                            | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     34459 | NS      | $2166781.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial, Inc.                           | HBT Financial, Inc.                                                   | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |     10871 | NS      | $274057.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Water Solutions, Inc.                  | Select Water Solutions, Inc.                                          | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |    251995 | NS      | $2177236.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca, Inc.                                  | Erasca, Inc.                                                          | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    785337 | NS      | $997377.99    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources, Inc.                  | Core Natural Resources, Inc.                                          | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     26670 | NS      | $1859965.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Expro Group Holdings NV                       | Expro Group Holdings NV                                               | CUSIP: N/A<br>LEI: 724500LJYA8QIT73H017       | Long             | EC               | CORP              | NL        |     81667 | NS      | $701519.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                  | Avient Corp.                                                          | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     64303 | NS      | $2077629.93   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International, Inc.                | Oil States International, Inc.                                        | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |    303606 | NS      | $1627328.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings, Inc.             | Heritage Insurance Holdings, Inc.                                     | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |     19667 | NS      | $490494.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                    | Gibraltar Industries, Inc.                                            | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5255 | NS      | $310045.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                             | RLJ Lodging Trust                                                     | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133075 | NS      | $968786.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                         | Home BancShares, Inc.                                                 | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78158 | NS      | $2224376.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                            | StoneX Group, Inc.                                                    | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     24990 | NS      | $2277588.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial, Inc.                  | South Plains Financial, Inc.                                          | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |     88630 | NS      | $3194225.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp.               | Metropolitan Bank Holding Corp.                                       | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38798 | NS      | $2715860.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                        | Tri Pointe Homes, Inc.                                                | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113835 | NS      | $3637028.25   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, Inc.                                     | V2X, Inc.                                                             | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46032 | NS      | $2234853.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group, Inc.                 | Pediatrix Medical Group, Inc.                                         | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    334720 | NS      | $4803232.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                         | Andersons, Inc. (The)                                                 | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     25667 | NS      | $943262.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                       | Customers Bancorp, Inc.                                               | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |    122819 | NS      | $7214388.06   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp.                    | Dynavax Technologies Corp.                                            | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |    275961 | NS      | $2737533.12   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics, Inc.                     | Akebia Therapeutics, Inc.                                             | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |    589090 | NS      | $2144287.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                       | Victoria's Secret & Co.                                               | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |    122739 | NS      | $2273126.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Stagwell, Inc.                                | Stagwell, Inc.                                                        | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |    328449 | NS      | $1478020.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp. plc                               | Noble Corp. plc                                                       | CUSIP: N/A<br>LEI: 549300I3HBUNXO0OG954       | Long             | EC               | CORP              | GB        |     41092 | NS      | $1090992.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                          | SunCoke Energy, Inc.                                                  | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     79991 | NS      | $687122.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT, Inc.                          | CareTrust REIT, Inc.                                                  | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    199774 | NS      | $6113084.40   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                 | Embecta Corp.                                                         | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     42259 | NS      | $409489.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.   | HA Sustainable Infrastructure Capital, Inc.                           | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |    122689 | NS      | $3295426.54   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                          | PotlatchDeltic Corp.                                                  | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |    231658 | NS      | $8888717.46   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                              | BankUnited, Inc.                                                      | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     97903 | NS      | $3484367.77   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun, Inc.                                  | Sunrun, Inc.                                                          | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     79456 | NS      | $649950.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Hillenbrand, Inc.                             | Hillenbrand, Inc.                                                     | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     70769 | NS      | $1420333.83   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT, Inc.                | Plymouth Industrial REIT, Inc.                                        | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137011 | NS      | $2200396.66   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll, Inc.                             | MillerKnoll, Inc.                                                     | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |    134110 | NS      | $2604416.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** JPMorgan Trust II

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer