# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0001752724-23-045146
**Filing Date:** 2023-2
**Character Count:** 90329
**Document Hash:** 99f8ac62d7fbc81b0585f66dc69748f0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045146.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045146

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286
- **IRS NUMBER:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 23680459

**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:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan Small Cap Blend Fund (Series ID: S000002767)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000007579 | Class I      | JDSCX           |
| C000007580 | Class A      | VSCOX           |
| C000007582 | Class C      | VSCCX           |
| C000200711 | Class R6     | JSCHX           |

## 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 I

- **b. Investment Company Act file number:** 811-21295

- **c. CIK number of Registrant:** 0001217286

- **d. LEI of Registrant:** 549300DM5WZMCZZ70R78

- **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 Blend Fund

- **b. EDGAR series identifier (if any):** S000002767

- **c. LEI of Series:** 549300G5GLMLAG6QVC64

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1208387203.78

**Total Liabilities:** $38192112.18

**Net Assets:** $1170195091.60

**Cash Not Reported:** $135480.24

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000200711 | 8.97%                | 2.07%                | -5.83%               |
| Class ID C000007579 | 8.98%                | 2.01%                | -5.81%               |
| Class ID C000007580 | 8.96%                | 1.99%                | -5.83%               |
| Class ID C000007582 | 8.90%                | 1.93%                | -5.90%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4277470.75             | $102208620.26                              |
| Month 2  | $-5568263.69             | $28948050.23                               |
| Month 3  | $-9940057.28             | $-62484751.85                              |

**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        |    330000 | NS      | $6293100.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                        | Independent Bank Corp.                                                | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     90000 | NS      | $7598700.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                      | Group 1 Automotive, Inc.                                              | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     31000 | NS      | $5591470.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp.                            | Agree Realty Corp.                                                    | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140000 | NS      | $9930200.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group, Inc.               | Shoals Technologies Group, Inc., Class A                              | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    236212 | NS      | $5827350.04   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                   | Sonos, Inc.                                                           | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |    188581 | NS      | $3187018.90   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp.                    | Chesapeake Utilities Corp.                                            | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     40000 | NS      | $4727200.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                 | Six Flags Entertainment Corp.                                         | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |    143917 | NS      | $3346070.25   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                     | CubeSmart                                                             | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95252 | NS      | $3833893.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                       | Oxford Industries, Inc.                                               | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |     35000 | NS      | $3261300.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Nevro Corp.                                   | Nevro Corp.                                                           | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |     75489 | NS      | $2989364.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Heron Therapeutics, Inc.                      | Heron Therapeutics, Inc.                                              | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |    589145 | NS      | $1472862.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Helen of Troy Ltd.                            | Helen of Troy Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     36478 | NS      | $4045774.98   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp, Inc.                        | Lakeland Bancorp, Inc.                                                | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |    300000 | NS      | $5283000.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp.             | Ares Commercial Real Estate Corp.                                     | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |    375000 | NS      | $3858750.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| TriCo Bancshares                              | TriCo Bancshares                                                      | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140000 | NS      | $7138600.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp.                            | Bloom Energy Corp., Class A                                           | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |    257049 | NS      | $4914776.88   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                           | Flowers Foods, Inc.                                                   | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    180000 | NS      | $5173200.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                         | Bloomin' Brands, Inc.                                                 | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    135000 | NS      | $2716200.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Camden National Corp.                         | Camden National Corp.                                                 | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |    100000 | NS      | $4169000.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box, Inc.                         | Jack in the Box, Inc.                                                 | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     40000 | NS      | $2729200.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products, Inc.                   | Utah Medical Products, Inc.                                           | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |     55000 | NS      | $5529150.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Elastic NV                                    | Elastic NV                                                            | CUSIP: N/A<br>LEI: 2549003I48WHHH937I59       | Long             | EC               | CORP              | NL        |     59122 | NS      | $3044783.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings, Inc.                  | El Pollo Loco Holdings, Inc.                                          | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |     50000 | NS      | $498000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Kinsale Capital Group, Inc.                   | Kinsale Capital Group, Inc.                                           | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      8980 | NS      | $2348449.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings, Inc.                  | Floor & Decor Holdings, Inc., Class A                                 | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     43648 | NS      | $3039210.24   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Winnebago Industries, Inc.                    | Winnebago Industries, Inc.                                            | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     51495 | NS      | $2713786.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Urban Outfitters, Inc.                        | Urban Outfitters, Inc.                                                | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |    220000 | NS      | $5247000.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                          | Old National Bancorp                                                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    465000 | NS      | $8360700.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp.                               | Trustmark Corp.                                                       | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |    179500 | NS      | $6266345.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                 | Hawkins, Inc.                                                         | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |    140000 | NS      | $5404000.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                   | Centerspace                                                           | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |     65000 | NS      | $3813550.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                    | Saia, Inc.                                                            | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     28468 | NS      | $5969170.24   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus, Inc.                                  | Cactus, Inc., Class A                                                 | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |    180252 | NS      | $9059465.52   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet, Inc.                                | Freshpet, Inc.                                                        | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     77653 | NS      | $4097748.81   | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Cohu, Inc.                                    | Cohu, Inc.                                                            | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     65000 | NS      | $2083250.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Seer, Inc.                                    | Seer, Inc.                                                            | CUSIP: 81578P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68408 | NS      | $396766.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics, Inc.                   | Allogene Therapeutics, Inc.                                           | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    171040 | NS      | $1075841.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| SM Energy Co.                                 | SM Energy Co.                                                         | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |    177550 | NS      | $6184066.50   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JFrog Ltd.                                    | JFrog Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |    122143 | NS      | $2605310.19   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.              | Virtus Investment Partners, Inc.                                      | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     27000 | NS      | $5168880.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                   | Acadia Healthcare Co., Inc.                                           | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     88646 | NS      | $7297338.72   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines, Inc.                    | REVOLUTION Medicines, Inc.                                            | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |    128186 | NS      | $3053390.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp.                     | Blueprint Medicines Corp.                                             | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     81597 | NS      | $3574764.57   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec, Inc.                                | Innospec, Inc.                                                        | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     65000 | NS      | $6685900.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                         | American Homes 4 Rent, Class A                                        | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |    120000 | NS      | $3616800.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics, Inc.                   | Atara Biotherapeutics, Inc.                                           | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |    356875 | NS      | $1170550.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund    | JPMorgan U.S. Government Money Market Fund, Share Class IM            | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |   7613626 | NS      | $7613625.65   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Confluent, Inc.                               | Confluent, Inc., Class A                                              | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |    156557 | NS      | $3481827.68   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies, Inc.                | Intra-Cellular Therapies, Inc.                                        | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |     82619 | NS      | $4372197.48   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                              | McGrath RentCorp                                                      | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     95000 | NS      | $9380300.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.        | Bright Horizons Family Solutions, Inc.                                | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36076 | NS      | $2276395.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                      | Mueller Industries, Inc.                                              | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     70000 | NS      | $4130000.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.                | Watts Water Technologies, Inc., Class A                               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     50000 | NS      | $7311500.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                            | Steven Madden Ltd.                                                    | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    182000 | NS      | $5816720.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare, Inc.                               | ModivCare, Inc.                                                       | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     60000 | NS      | $5383800.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ADC Therapeutics SA                           | ADC Therapeutics SA                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CH        |    190411 | NS      | $731178.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Fabrinet                                      | Fabrinet                                                              | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     57410 | NS      | $7361110.20   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions, Inc.                         | Viavi Solutions, Inc.                                                 | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |    490000 | NS      | $5149900.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                            | Chord Energy Corp.                                                    | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     26250 | NS      | $3591262.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics, Inc.                       | Sage Therapeutics, Inc.                                               | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |     71706 | NS      | $2734866.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp.                        | Twist Bioscience Corp.                                                | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |    164659 | NS      | $3920530.79   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos., Inc.                          | Patterson Cos., Inc.                                                  | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |    375000 | NS      | $10511250.00  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex, Inc.                                  | Vertex, Inc., Class A                                                 | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Long             | EC               | CORP              | US        |    228300 | NS      | $3312633.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems, Inc.                   | Casella Waste Systems, Inc., Class A                                  | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |    102281 | NS      | $8111906.11   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group, Inc.                  | Safety Insurance Group, Inc.                                          | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |    120000 | NS      | $10111200.00  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC, Inc.                                     | IAC, Inc.                                                             | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |     95000 | NS      | $4218000.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp.                                   | Brady Corp., Class A                                                  | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |    145000 | NS      | $6829500.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| J&J Snack Foods Corp.                         | J&J Snack Foods Corp.                                                 | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15000 | NS      | $2245650.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.             | Pinnacle Financial Partners, Inc.                                     | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     46415 | NS      | $3406861.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                      | Power Integrations, Inc.                                              | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     43230 | NS      | $3100455.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions, Inc.                            | ACV Auctions, Inc., Class A                                           | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    352793 | NS      | $2896430.53   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                | Coherent Corp.                                                        | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     61108 | NS      | $2144890.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences, Inc.                     | Coherus Biosciences, Inc.                                             | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |    360434 | NS      | $2854637.28   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp.                       | Premier Financial Corp.                                               | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    235000 | NS      | $6337950.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy, Inc.                                | La-Z-Boy, Inc.                                                        | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |    110000 | NS      | $2510200.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Insight Enterprises, Inc.                     | Insight Enterprises, Inc.                                             | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     75000 | NS      | $7520250.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics, Inc.                     | Amicus Therapeutics, Inc.                                             | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |    571210 | NS      | $6974474.10   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp.                             | First Busey Corp.                                                     | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |    320000 | NS      | $7910400.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group, Inc. (The)                      | Ensign Group, Inc. (The)                                              | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     60000 | NS      | $5676600.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                    | Performance Food Group Co.                                            | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |    127470 | NS      | $7442973.30   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Evoqua Water Technologies Corp.               | Evoqua Water Technologies Corp.                                       | CUSIP: 30057T105<br>LEI: 529900YQAOMEZRGRRP43 | Long             | EC               | CORP              | US        |    155868 | NS      | $6172372.80   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                        | Independent Bank Corp.                                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    390000 | NS      | $9328800.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupa Software, Inc.                          | Coupa Software, Inc.                                                  | CUSIP: 22266L106<br>LEI: 549300Q95ICR2GFL2K37 | Long             | EC               | CORP              | US        |     29457 | NS      | $2332110.69   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.               | Lincoln Electric Holdings, Inc.                                       | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     30000 | NS      | $4334700.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                  | Natera, Inc.                                                          | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117345 | NS      | $4713748.65   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.               | Advanced Drainage Systems, Inc.                                       | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     42322 | NS      | $3469134.34   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                          | UFP Industries, Inc.                                                  | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     75000 | NS      | $5943750.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.               | Simpson Manufacturing Co., Inc.                                       | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     55309 | NS      | $4903695.94   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                        | Chart Industries, Inc.                                                | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     39244 | NS      | $4522086.12   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp.            | First Commonwealth Financial Corp.                                    | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    450000 | NS      | $6286500.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet, Inc.                               | Envestnet, Inc.                                                       | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |    107968 | NS      | $6661625.60   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                     | ExlService Holdings, Inc.                                             | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     37981 | NS      | $6435120.83   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                        | Encompass Health Corp.                                                | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |    155000 | NS      | $9270550.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp.                  | John Bean Technologies Corp.                                          | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     49339 | NS      | $4506130.87   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                               | Wolfspeed, Inc.                                                       | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     48421 | NS      | $3342985.84   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| National Vision Holdings, Inc.                | National Vision Holdings, Inc.                                        | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    150713 | NS      | $5841635.88   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                              | Littelfuse, Inc.                                                      | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     13241 | NS      | $2915668.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                              | elf Beauty, Inc.                                                      | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     23202 | NS      | $1283070.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners, Inc.                | Focus Financial Partners, Inc., Class A                               | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |    175283 | NS      | $6532797.41   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Altra Industrial Motion Corp.                 | Altra Industrial Motion Corp.                                         | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |    105000 | NS      | $6273750.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge, Inc.                              | Everbridge, Inc.                                                      | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |     80125 | NS      | $2370097.50   | 0.20%             |  |  |  | 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        |    359546 | NS      | $4300170.16   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Grocery Outlet Holding Corp.                  | Grocery Outlet Holding Corp.                                          | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    210088 | NS      | $6132468.72   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                    | Super Micro Computer, Inc.                                            | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     19153 | NS      | $1572461.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure, Inc.                            | Clear Secure, Inc., Class A                                           | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129781 | NS      | $3559892.83   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Marriott Vacations Worldwide Corp.            | Marriott Vacations Worldwide Corp.                                    | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     40615 | NS      | $5466372.85   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                         | First Merchants Corp.                                                 | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |    180000 | NS      | $7399800.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp.                          | Ladder Capital Corp.                                                  | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |    400000 | NS      | $4016000.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors, Inc.                | Sunstone Hotel Investors, Inc.                                        | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    630000 | NS      | $6085800.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp.                              | SouthState Corp.                                                      | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |    120000 | NS      | $9163200.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply, Inc.                | SiteOne Landscape Supply, Inc.                                        | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     23380 | NS      | $2742941.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Unitil Corp.                                  | Unitil Corp.                                                          | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90000 | NS      | $4622400.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co., Inc.             | Petco Health & Wellness Co., Inc.                                     | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |    395506 | NS      | $3749396.88   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| HashiCorp, Inc.                               | HashiCorp, Inc., Class A                                              | CUSIP: 418100103<br>LEI: 549300XGOB9ZFQHMIP56 | Long             | EC               | CORP              | US        |    201146 | NS      | $5499331.64   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| American States Water Co.                     | American States Water Co.                                             | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     50000 | NS      | $4627500.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp.                                 | AerSale Corp.                                                         | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170000 | NS      | $2757400.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| BellRing Brands, Inc.                         | BellRing Brands, Inc.                                                 | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     90000 | NS      | $2307600.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                         | Matador Resources Co.                                                 | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |    235358 | NS      | $13471891.92  | 1.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Alector, Inc.                                 | Alector, Inc.                                                         | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |    160342 | NS      | $1479956.66   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                     | KBR, Inc.                                                             | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    137496 | NS      | $7259788.80   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International, Inc.               | CSG Systems International, Inc.                                       | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |     60000 | NS      | $3432000.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive, Inc.                                | NuVasive, Inc.                                                        | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |    124982 | NS      | $5154257.68   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas, Inc.                                 | Arvinas, Inc.                                                         | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103582 | NS      | $3543540.22   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials, Inc.                         | CSW Industrials, Inc.                                                 | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |     42500 | NS      | $4927025.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                           | CNX Resources Corp.                                                   | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    125000 | NS      | $2105000.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                        | Rush Enterprises, Inc., Class A                                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     94012 | NS      | $4914947.36   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                                    | Globant SA                                                            | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | LU        |     30398 | NS      | $5111727.68   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp.                                 | Flywire Corp.                                                         | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |     75652 | NS      | $1851204.44   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Global-e Online Ltd.                          | Global-e Online Ltd.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |    102300 | NS      | $2111472.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| MSA Safety, Inc.                              | MSA Safety, Inc.                                                      | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     58616 | NS      | $8451841.04   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                                | Evercore, Inc., Class A                                               | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     35402 | NS      | $3861650.16   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                  | ACADIA Pharmaceuticals, Inc.                                          | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |    151546 | NS      | $2412612.32   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant, Inc.                                  | Kadant, Inc.                                                          | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |     25000 | NS      | $4440750.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                   | Ciena Corp.                                                           | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |    110683 | NS      | $5642619.34   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO, Inc.                               | REGENXBIO, Inc.                                                       | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |    171946 | NS      | $3899735.28   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9, Inc.                                   | Five9, Inc.                                                           | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Long             | EC               | CORP              | US        |     58937 | NS      | $3999464.82   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics, Inc.                    | Revance Therapeutics, Inc.                                            | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |    262452 | NS      | $4844863.92   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.               | Rexford Industrial Realty, Inc.                                       | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     90000 | NS      | $4917600.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp.                          | WSFS Financial Corp.                                                  | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |    180000 | NS      | $8161200.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                          | Planet Fitness, Inc., Class A                                         | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     98248 | NS      | $7741942.40   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                      | Patrick Industries, Inc.                                              | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     40000 | NS      | $2424000.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.               | Arrowhead Pharmaceuticals, Inc.                                       | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |    140624 | NS      | $5703709.44   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic, Inc.                               | New Relic, Inc.                                                       | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |     90516 | NS      | $5109628.20   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply, Inc.                   | Beacon Roofing Supply, Inc.                                           | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |    110000 | NS      | $5806900.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp.                                  | CONMED Corp.                                                          | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     69895 | NS      | $6195492.80   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments, Inc.                         | MKS Instruments, Inc.                                                 | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     54167 | NS      | $4589569.91   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                               | M/I Homes, Inc.                                                       | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     60000 | NS      | $2770800.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings, Inc.                 | Frontier Group Holdings, Inc.                                         | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |    218670 | NS      | $2245740.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                     | Fox Factory Holding Corp.                                             | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     32478 | NS      | $2962967.94   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                        | Hayward Holdings, Inc.                                                | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    550000 | NS      | $5170000.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Shockwave Medical, Inc.                       | Shockwave Medical, Inc.                                               | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     42195 | NS      | $8675713.95   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversey Holdings Ltd.                        | Diversey Holdings Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |    750000 | NS      | $3195000.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd.                         | Marten Transport Ltd.                                                 | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    345000 | NS      | $6824100.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co.                                 | HB Fuller Co.                                                         | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |    100000 | NS      | $7162000.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Cano Health, Inc.                             | Cano Health, Inc.                                                     | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    848600 | NS      | $1162582.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Papa John's International, Inc.               | Papa John's International, Inc.                                       | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     45582 | NS      | $3751854.42   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.             | PennyMac Financial Services, Inc.                                     | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     75000 | NS      | $4249500.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals, Inc.                     | PMV Pharmaceuticals, Inc.                                             | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157298 | NS      | $1368492.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                               | ChampionX Corp.                                                       | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    200000 | NS      | $5798000.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SentinelOne, Inc.                             | SentinelOne, Inc., Class A                                            | CUSIP: 81730H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206681 | NS      | $3015475.79   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline, Inc.                               | Blackline, Inc.                                                       | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     87576 | NS      | $5891237.52   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings, Inc.                  | LPL Financial Holdings, Inc.                                          | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     25000 | NS      | $5404250.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands, Inc.                          | Hostess Brands, Inc.                                                  | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    125000 | NS      | $2805000.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares, Inc.              | First Financial Bankshares, Inc.                                      | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |    186814 | NS      | $6426401.60   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp.                          | Terreno Realty Corp.                                                  | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    220908 | NS      | $12563037.96  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                       | Kite Realty Group Trust                                               | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    300000 | NS      | $6315000.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| G1 Therapeutics, Inc.                         | G1 Therapeutics, Inc.                                                 | CUSIP: 3621LQ109<br>LEI: 529900TC35UPZQYRKW13 | Long             | EC               | CORP              | US        |    180117 | NS      | $978035.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Sprout Social, Inc.                           | Sprout Social, Inc., Class A                                          | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37623 | NS      | $2124194.58   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM, Inc.                              | Paycor HCM, Inc.                                                      | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158948 | NS      | $3889457.56   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Accolade, Inc.                                | Accolade, Inc.                                                        | CUSIP: 00437E102<br>LEI: 549300PHKG8J7A22NF08 | Long             | EC               | CORP              | US        |    262280 | NS      | $2043161.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co.                              | City Holding Co.                                                      | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60000 | NS      | $5585400.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co.                    | Edgewell Personal Care Co.                                            | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |    165000 | NS      | $6359100.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings, Inc.                            | MDC Holdings, Inc.                                                    | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |     70000 | NS      | $2212000.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp.                             | Primo Water Corp.                                                     | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    485000 | NS      | $7536900.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                     | Comfort Systems USA, Inc.                                             | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     65000 | NS      | $7480200.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                 | Columbia Banking System, Inc.                                         | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    270000 | NS      | $8135100.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Radius Global Infrastructure, Inc.            | Radius Global Infrastructure, Inc.                                    | CUSIP: 750481103<br>LEI: 213800NT341MQ5USBX63 | Long             | EC               | CORP              | US        |    700000 | NS      | $8274000.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry, Inc.                                 | Xometry, Inc., Class A                                                | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |     94271 | NS      | $3038354.33   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| Selective Insurance Group, Inc.               | Selective Insurance Group, Inc.                                       | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |    150000 | NS      | $13291500.00  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                   | Halozyme Therapeutics, Inc.                                           | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |    195859 | NS      | $11144377.10  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund              | JPMorgan Prime Money Market Fund, Class IM                            | CUSIP: 46637K844<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  32327441 | NS      | $32343604.91  | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Remitly Global, Inc.                          | Remitly Global, Inc.                                                  | CUSIP: 75960P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    254103 | NS      | $2909479.35   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                  | Hexcel Corp.                                                          | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |    114391 | NS      | $6731910.35   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings, Inc.                   | DigitalOcean Holdings, Inc.                                           | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     89304 | NS      | $2274572.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Heritage Commerce Corp.                       | Heritage Commerce Corp.                                               | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |    550000 | NS      | $7150000.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                                | Rayonier, Inc.                                                        | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |    160000 | NS      | $5273600.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                           | Lithia Motors, Inc., Class A                                          | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     17050 | NS      | $3490817.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp.                                 | Knowles Corp.                                                         | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    275000 | NS      | $4515500.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                     | ITT, Inc.                                                             | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     74532 | NS      | $6044545.20   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums, Inc.                           | Inter Parfums, Inc.                                                   | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60000 | NS      | $5791200.00   | 0.49%             |  |  |  | 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        |  29259302 | NS      | $29259301.86  | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies, Inc.                    | iRhythm Technologies, Inc.                                            | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |     60876 | NS      | $5702254.92   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                             | Boyd Gaming Corp.                                                     | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     72213 | NS      | $3937774.89   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Bio, Inc.                              | Kronos Bio, Inc.                                                      | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207773 | NS      | $336592.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                          | Evolent Health, Inc., Class A                                         | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |    263230 | NS      | $7391498.40   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.          | Cogent Communications Holdings, Inc.                                  | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55000 | NS      | $3139400.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartsheet, Inc.                              | Smartsheet, Inc., Class A                                             | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |    140409 | NS      | $5526498.24   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co.                                    | Stepan Co.                                                            | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     65000 | NS      | $6919900.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                          | JBG SMITH Properties                                                  | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150000 | NS      | $2847000.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Personalis, Inc.                              | Personalis, Inc.                                                      | CUSIP: 71535D106<br>LEI: 549300EZ2NYFK7H0US48 | Long             | EC               | CORP              | US        |    241825 | NS      | $478813.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics, Inc.                      | Relay Therapeutics, Inc.                                              | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    193247 | NS      | $2887110.18   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                     | WESCO International, Inc.                                             | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     35616 | NS      | $4459123.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                  | Southwest Gas Holdings, Inc.                                          | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40000 | NS      | $2475200.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sana Biotechnology, Inc.                      | Sana Biotechnology, Inc.                                              | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100225 | NS      | $395888.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Bumble, Inc.                                  | Bumble, Inc., Class A                                                 | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109989 | NS      | $2315268.45   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals, Inc.                 | Apellis Pharmaceuticals, Inc.                                         | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     74935 | NS      | $3874888.85   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                             | Alamo Group, Inc.                                                     | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     50000 | NS      | $7080000.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                    | ASGN, Inc.                                                            | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     55000 | NS      | $4481400.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                    | Highwoods Properties, Inc.                                            | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |    155000 | NS      | $4336900.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Kontoor Brands, Inc.                          | Kontoor Brands, Inc.                                                  | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |    160000 | NS      | $6398400.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp.                  | Simmons First National Corp., Class A                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |    250000 | NS      | $5395000.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                         | Texas Roadhouse, Inc.                                                 | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     88188 | NS      | $8020698.60   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.                 | Portland General Electric Co.                                         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     95000 | NS      | $4655000.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                 | ONE Gas, Inc.                                                         | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     90000 | NS      | $6814800.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings, Inc.                          | Everi Holdings, Inc.                                                  | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |    350000 | NS      | $5022500.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                        | TTM Technologies, Inc.                                                | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    400000 | NS      | $6032000.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ, Inc.                                     | AZZ, Inc.                                                             | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     90000 | NS      | $3618000.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                  | MasTec, Inc.                                                          | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     38561 | NS      | $3290410.13   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                                | Amedisys, Inc.                                                        | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     41422 | NS      | $3460393.88   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                  | Rambus, Inc.                                                          | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |    100000 | NS      | $3582000.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical, Inc.                          | Outset Medical, Inc.                                                  | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    225539 | NS      | $5823416.98   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                             | RLJ Lodging Trust                                                     | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    445000 | NS      | $4712550.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services, Inc.                       | Carriage Services, Inc.                                               | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80000 | NS      | $2203200.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp.                                   | Chase Corp.                                                           | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75000 | NS      | $6469500.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                       | Burlington Stores, Inc.                                               | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     24387 | NS      | $4944708.12   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                             | EMCOR Group, Inc.                                                     | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     15372 | NS      | $2276746.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group, Inc.                            | Movado Group, Inc.                                                    | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     95000 | NS      | $3063750.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                               | Air Lease Corp.                                                       | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |    111148 | NS      | $4270306.16   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                      | Valmont Industries, Inc.                                              | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     24818 | NS      | $8206568.06   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                              | PDC Energy, Inc.                                                      | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     50000 | NS      | $3174000.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd.                        | CyberArk Software Ltd.                                                | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |     51688 | NS      | $6701349.20   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                  | Iridium Communications, Inc.                                          | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     80000 | NS      | $4112000.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.         | Applied Industrial Technologies, Inc.                                 | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |    152267 | NS      | $19190210.01  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                             | Hillenbrand, Inc.                                                     | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |    150000 | NS      | $6400500.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT, Inc.                | Plymouth Industrial REIT, Inc.                                        | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200000 | NS      | $3836000.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics, Inc.                      | Verve Therapeutics, Inc.                                              | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     95143 | NS      | $1841017.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer