# EDGAR Filing Document

**Accession Number:** 0000909221
**File Stem:** 0001752724-23-045126
**Filing Date:** 2023-2
**Character Count:** 182960
**Document Hash:** f73a6ab641331a05d8c22591e45da6fc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045126.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045126

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMORGAN INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000909221
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07874
- **FILM NUMBER:** 23680434

**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:** JPMORGAN INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 20050504

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP INVESTMENT TRUST
- **DATE OF NAME CHANGE:** 19930716

## Series and Classes Contracts Data

### JPMorgan Insurance Trust Small Cap Core Portfolio (Series ID: S000013000)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000035129 | Class 2      |  |
| C000074216 | Class 1      |  |

## 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 INSURANCE TRUST

- **b. Investment Company Act file number:** 811-07874

- **c. CIK number of Registrant:** 0000909221

- **d. LEI of Registrant:** 549300J0V5HLQCPT0O05

- **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 Insurance Trust Small Cap Core Portfolio

- **b. EDGAR series identifier (if any):** S000013000

- **c. LEI of Series:** 549300PK2XLS9APOMK74

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $171460561.42

**Total Liabilities:** $5168356.42

**Net Assets:** $166292205.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000035129 | 11.12%               | 3.23%                | -6.14%               |
| Class ID C000074216 | 11.16%               | 3.24%                | -6.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $169083.75               | $17015015.97                               |
| Month 2  | $1303172.42              | $3958272.39                                |
| Month 3  | $-41044.31               | $-10930611.92                              |

**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        |     28600 | NS      | $545402.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains, Inc.                                        | Green Plains, Inc.                                                    | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     13100 | NS      | $399550.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp.                                        | Agree Realty Corp.                                                    | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16000 | NS      | $1134880.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners, Inc.                                        | PJT Partners, Inc., Class A                                           | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      9100 | NS      | $670579.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                         | Corporate Office Properties Trust                                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |      7900 | NS      | $204926.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                               | Crocs, Inc.                                                           | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      9600 | NS      | $1040928.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries, Inc.                          | Schnitzer Steel Industries, Inc., Class A                             | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      3675 | NS      | $112638.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                                  | Wintrust Financial Corp.                                              | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      8300 | NS      | $701516.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                                 | RLI Corp.                                                             | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      4700 | NS      | $616969.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                               | Sonos, Inc.                                                           | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     93900 | NS      | $1586910.00   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp.                                | Chesapeake Utilities Corp.                                            | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      3400 | NS      | $401812.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS, Inc.                                                 | GMS, Inc.                                                             | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     21578 | NS      | $1074584.40   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express, Inc.                         | International Money Express, Inc.                                     | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45375 | NS      | $1105788.75   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate, Inc.                                | Anywhere Real Estate, Inc.                                            | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |      8400 | NS      | $53676.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                                         | Merchants Bancorp                                                     | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      3850 | NS      | $93632.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                                | Liberty Latin America Ltd., Class C                                   | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |     49754 | NS      | $378130.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                                     | Hancock Whitney Corp.                                                 | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      9400 | NS      | $454866.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                                   | Louisiana-Pacific Corp.                                               | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |      2800 | NS      | $165760.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                               | Brinker International, Inc.                                           | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      1400 | NS      | $44674.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                          | Zions Bancorp NA                                                      | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      3300 | NS      | $162228.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd.                                        | Helen of Troy Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      5300 | NS      | $587823.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                                | Resideo Technologies, Inc.                                            | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |      9800 | NS      | $161210.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics, Inc.                                             | Axonics, Inc.                                                         | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |     23600 | NS      | $1475708.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp.                         | Ares Commercial Real Estate Corp.                                     | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |     30500 | NS      | $313845.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Heska Corp.                                               | Heska Corp.                                                           | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |      2400 | NS      | $149184.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks, Inc.                                      | Aviat Networks, Inc.                                                  | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |      6713 | NS      | $209378.47    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                          | TriCo Bancshares                                                      | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5100 | NS      | $260049.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                                      | Meritage Homes Corp.                                                  | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      2300 | NS      | $212060.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co.                                           | SpartanNash Co.                                                       | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     24100 | NS      | $728784.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp.                           | Great Lakes Dredge & Dock Corp.                                       | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     12300 | NS      | $73185.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                                             | Ovintiv, Inc.                                                         | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22465 | NS      | $1139200.15   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp.                                        | Bloom Energy Corp., Class A                                           | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     12700 | NS      | $242824.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                                | New Jersey Resources Corp.                                            | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |      2800 | NS      | $138936.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi, Inc.                                               | Xperi, Inc.                                                           | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9240 | NS      | $79556.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Decibel Therapeutics, Inc.                                | Decibel Therapeutics, Inc.                                            | CUSIP: 24343R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16301 | NS      | $33417.05     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Invivyd, Inc.                                             | Invivyd, Inc.                                                         | CUSIP: 00534A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37700 | NS      | $56550.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Bloomin' Brands, Inc.                                     | Bloomin' Brands, Inc.                                                 | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     20200 | NS      | $406424.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp.                                     | Mercantile Bank Corp.                                                 | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      1000 | NS      | $33480.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics, Inc.                                 | Kymera Therapeutics, Inc.                                             | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12500 | NS      | $312000.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett, Inc.                                             | Hibbett, Inc.                                                         | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      6500 | NS      | $443430.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                                     | Glacier Bancorp, Inc.                                                 | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      2800 | NS      | $138376.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co.                             | Northwest Natural Holding Co.                                         | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      5800 | NS      | $276022.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc. (The)                                       | Bancorp, Inc. (The)                                                   | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $113520.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Overstock.com, Inc.                                       | Overstock.com, Inc.                                                   | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |      1800 | NS      | $34848.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp.                                             | Semtech Corp.                                                         | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |      5300 | NS      | $152057.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                                  | Option Care Health, Inc.                                              | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     26000 | NS      | $782340.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                        | BJ's Wholesale Club Holdings, Inc.                                    | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     13700 | NS      | $906392.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions, Inc.                              | Financial Institutions, Inc.                                          | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6300 | NS      | $153468.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank                                                | First Bank                                                            | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |      1700 | NS      | $23392.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings, Inc.                                    | Tenable Holdings, Inc.                                                | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |      2900 | NS      | $110635.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.              | American Axle & Manufacturing Holdings, Inc.                          | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31800 | NS      | $248676.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp.                              | REX American Resources Corp.                                          | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3300 | NS      | $105138.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                                     | Deckers Outdoor Corp.                                                 | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      4275 | NS      | $1706409.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                               | Kinsale Capital Group, Inc.                                           | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       750 | NS      | $196140.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                                     | MeiraGTx Holdings plc                                                 | CUSIP: N/A<br>LEI: 54930007YV6NYIOGFZ57       | Long             | EC               | CORP              | KY        |      6300 | NS      | $41076.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                                 | ATI, Inc.                                                             | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |      2900 | NS      | $86594.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructure, Inc.                     | Solaris Oilfield Infrastructure, Inc., Class A                        | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     17200 | NS      | $170796.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                               | DiamondRock Hospitality Co.                                           | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     15100 | NS      | $123669.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust, Inc.                        | Piedmont Office Realty Trust, Inc., Class A                           | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12900 | NS      | $118293.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                                      | Old National Bancorp                                                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     34200 | NS      | $614916.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics, Inc.                                   | Radiant Logistics, Inc.                                               | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |     26700 | NS      | $135903.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions, Inc.                                       | PDF Solutions, Inc.                                                   | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |      5000 | NS      | $142600.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California, Inc.                                  | Banc of California, Inc.                                              | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |      3600 | NS      | $57348.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty, Inc.                                           | PagerDuty, Inc.                                                       | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |      8700 | NS      | $231072.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kura Oncology, Inc.                                       | Kura Oncology, Inc.                                                   | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     33450 | NS      | $415114.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal, Inc.                                  | Washington Federal, Inc.                                              | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4400 | NS      | $147620.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings, Inc.                                  | Employers Holdings, Inc.                                              | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1600 | NS      | $69008.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore, Inc.                                              | Atkore, Inc.                                                          | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     10250 | NS      | $1162555.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                            | Constellium SE                                                        | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |     21200 | NS      | $250796.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                              | Apple Hospitality REIT, Inc.                                          | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     24900 | NS      | $392922.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital, Inc.                                       | Dynex Capital, Inc.                                                   | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |     35100 | NS      | $446472.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings, Inc.                                        | QCR Holdings, Inc.                                                    | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      6100 | NS      | $302804.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group, Inc.                             | Capital City Bank Group, Inc.                                         | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      6300 | NS      | $204750.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp.                                | Gladstone Commercial Corp.                                            | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |      2900 | NS      | $53650.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp.                                | Phibro Animal Health Corp., Class A                                   | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      3300 | NS      | $44253.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                                    | Stifel Financial Corp.                                                | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      2850 | NS      | $166354.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Allogene Therapeutics, Inc.                               | Allogene Therapeutics, Inc.                                           | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9100 | NS      | $57239.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Inogen, Inc.                                              | Inogen, Inc.                                                          | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |      1400 | NS      | $27594.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                             | SM Energy Co.                                                         | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     16400 | NS      | $571212.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                                       | Equity Commonwealth                                                   | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     13300 | NS      | $332101.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics, Inc.                            | SpringWorks Therapeutics, Inc.                                        | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6500 | NS      | $169065.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                          | Virtus Investment Partners, Inc.                                      | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       575 | NS      | $110078.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                        | Atlas Air Worldwide Holdings, Inc.                                    | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      4800 | NS      | $483840.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp, Inc.                                    | Republic Bancorp, Inc., Class A                                       | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $32736.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund                | JPMorgan U.S. Government Money Market Fund, Class Institutional       | CUSIP: 4812C2684<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |   4779061 | NS      | $4779061.40   | 2.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp, Inc.                                  | Old Second Bancorp, Inc.                                              | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     20900 | NS      | $335236.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines, Inc.                                | REVOLUTION Medicines, Inc.                                            | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     21900 | NS      | $521658.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp.                                               | Berry Corp.                                                           | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4675 | NS      | $37400.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp.                                 | Blueprint Medicines Corp.                                             | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      4200 | NS      | $184002.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics, Inc.                               | Atara Biotherapeutics, Inc.                                           | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |      1800 | NS      | $5904.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp, Inc.                                    | Mid Penn Bancorp, Inc.                                                | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $35964.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast, Inc.                                            | Medifast, Inc.                                                        | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      6400 | NS      | $738240.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co.                                   | Southwestern Energy Co.                                               | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     68993 | NS      | $403609.05    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell, Inc.                                            | Omnicell, Inc.                                                        | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      4400 | NS      | $221848.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                                | Taylor Morrison Home Corp.                                            | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     33783 | NS      | $1025314.05   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp.                                      | Repay Holdings Corp.                                                  | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28900 | NS      | $232645.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group, Inc.                                           | BRP Group, Inc., Class A                                              | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6900 | NS      | $173466.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                                     | Walker & Dunlop, Inc.                                                 | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $94176.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions, Inc.                           | Consensus Cloud Solutions, Inc.                                       | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1966 | NS      | $105692.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                                  | Mueller Industries, Inc.                                              | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      6100 | NS      | $359900.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.                            | Watts Water Technologies, Inc., Class A                               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      6300 | NS      | $921249.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                                  | Central Garden & Pet Co., Class A                                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     22000 | NS      | $787600.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare, Inc.                                           | ModivCare, Inc.                                                       | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      4000 | NS      | $358920.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                | Korn Ferry                                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     15900 | NS      | $804858.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio, Inc.                                        | Bluebird Bio, Inc.                                                    | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       840 | NS      | $5812.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc.                     | Allscripts Healthcare Solutions, Inc.                                 | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     26700 | NS      | $470988.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma, Inc.                                                | Ooma, Inc.                                                            | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28200 | NS      | $384084.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                                | OceanFirst Financial Corp.                                            | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61800 | NS      | $1313250.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Contra Aduro Biotech I                                    | Contra Aduro Biotech I                                                | CUSIP: 007CVR012<br>LEI: N/A                  | Long             |  | CORP              | US        |     20960 | NS      | $0.02         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Barrett Business Services, Inc.                           | Barrett Business Services, Inc.                                       | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |     12400 | NS      | $1156672.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                  | Fabrinet                                                              | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |      2000 | NS      | $256440.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services, Inc.                                      | Kelly Services, Inc., Class A                                         | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33400 | NS      | $564460.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp.                                         | ACCO Brands Corp.                                                     | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     23450 | NS      | $131085.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                    | Cathay General Bancorp                                                | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |       900 | NS      | $36711.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.                   | Essential Properties Realty Trust, Inc.                               | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      6700 | NS      | $157249.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares, Inc.                           | Business First Bancshares, Inc.                                       | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      6149 | NS      | $136138.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                                         | Boise Cascade Co.                                                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      4075 | NS      | $279830.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                                        | Chord Energy Corp.                                                    | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      2000 | NS      | $273620.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics, Inc.                                   | Sage Therapeutics, Inc.                                               | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      4100 | NS      | $156374.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial, Inc.                                 | Ellington Financial, Inc.                                             | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |      4100 | NS      | $50717.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television, Inc.                                     | Gray Television, Inc.                                                 | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     13100 | NS      | $146589.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                                 | Box, Inc., Class A                                                    | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     13000 | NS      | $404690.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co. (The)                                         | Brink's Co. (The)                                                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |      5900 | NS      | $316889.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp.                                 | National HealthCare Corp.                                             | CUSIP: 635906100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2900 | NS      | $172550.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                         | Essent Group Ltd.                                                     | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     16900 | NS      | $657072.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp.                                       | MVB Financial Corp.                                                   | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |       500 | NS      | $11010.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp.                                    | Twist Bioscience Corp.                                                | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      8900 | NS      | $211909.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp.                                         | LendingClub Corp.                                                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |      6700 | NS      | $58960.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co., Inc.                               | CommScope Holding Co., Inc.                                           | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    156200 | NS      | $1148070.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings plc                                       | Luxfer Holdings plc                                                   | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | GB        |      4500 | NS      | $61740.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp.                                               | eGain Corp.                                                           | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88380 | NS      | $798071.40    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma, Inc.                                     | Sutro Biopharma, Inc.                                                 | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |      2100 | NS      | $16968.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Blockchain, Inc.                                     | Riot Blockchain, Inc.                                                 | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |     21500 | NS      | $72885.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SI-BONE, Inc.                                             | SI-BONE, Inc.                                                         | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |     12000 | NS      | $163200.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lions Gate Entertainment Corp.                            | Lions Gate Entertainment Corp., Class A                               | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |     36100 | NS      | $206131.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT, Inc.                                    | City Office REIT, Inc.                                                | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |      3200 | NS      | $26816.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                                     | Clearway Energy, Inc.                                                 | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     10500 | NS      | $314160.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Renewables, Inc.                                      | Via Renewables, Inc.                                                  | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |     27100 | NS      | $138481.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Pinnacle Financial Partners, Inc.                         | Pinnacle Financial Partners, Inc.                                     | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      4200 | NS      | $308280.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                                  | Power Integrations, Inc.                                              | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      4800 | NS      | $344256.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                               | Terex Corp.                                                           | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     14200 | NS      | $606624.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp.                                           | Quanterix Corp.                                                       | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5800 | NS      | $80330.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                        | HealthEquity, Inc.                                                    | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     13600 | NS      | $838304.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings plc                                       | Tronox Holdings plc                                                   | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |     19800 | NS      | $271458.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp. plc                                        | Prothena Corp. plc                                                    | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |      2400 | NS      | $144600.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                               | Greif, Inc., Class A                                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      2400 | NS      | $160944.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                             | Popular, Inc.                                                         | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     17300 | NS      | $1147336.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics, Inc.                                   | Fate Therapeutics, Inc.                                               | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |     23900 | NS      | $241151.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares, Inc. (The)                              | First Bancshares, Inc. (The)                                          | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |      1500 | NS      | $48015.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences, Inc.                                 | Coherus Biosciences, Inc.                                             | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |     12300 | NS      | $97416.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp.                                     | Wabash National Corp.                                                 | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      2077 | NS      | $46940.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics, Inc.                                    | Fulgent Genetics, Inc.                                                | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      6300 | NS      | $187614.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals, Inc.                              | Enanta Pharmaceuticals, Inc.                                          | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      9200 | NS      | $427984.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares, Inc.                                  | Eastern Bankshares, Inc.                                              | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |     17800 | NS      | $307050.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics, Inc.                                 | Amicus Therapeutics, Inc.                                             | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     87700 | NS      | $1070817.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                                             | ArcBest Corp.                                                         | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     14150 | NS      | $991066.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings, Inc.                            | Victory Capital Holdings, Inc., Class A                               | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      4100 | NS      | $110003.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd.                          | Alpha & Omega Semiconductor Ltd.                                      | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |     13174 | NS      | $376381.18    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Corp.                         | Bluegreen Vacations Holding Corp.                                     | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |      5800 | NS      | $144768.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics, Inc.                                    | PTC Therapeutics, Inc.                                                | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      7200 | NS      | $274824.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp.                                        | NorthWestern Corp.                                                    | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |      1400 | NS      | $83076.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings, Inc.                        | AssetMark Financial Holdings, Inc.                                    | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |      1500 | NS      | $34500.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp.                                      | Luther Burbank Corp.                                                  | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |      1718 | NS      | $19086.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                              | Qualys, Inc.                                                          | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      4900 | NS      | $549927.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                                    | Amkor Technology, Inc.                                                | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     22300 | NS      | $534754.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp.                                             | Arconic Corp.                                                         | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     12800 | NS      | $270848.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial, Inc.                                | Waterstone Financial, Inc.                                            | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |       900 | NS      | $15516.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva, Inc.                                             | Workiva, Inc.                                                         | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |       600 | NS      | $50382.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp.                                                 | HNI Corp.                                                             | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      5300 | NS      | $150679.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions, Inc.                          | NexTier Oilfield Solutions, Inc.                                      | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     51200 | NS      | $473088.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp.                                              | Livent Corp.                                                          | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |      5800 | NS      | $115246.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp.                                             | Veritiv Corp.                                                         | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      4013 | NS      | $488422.23    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana, Inc.                                               | Asana, Inc., Class A                                                  | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11500 | NS      | $158355.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Builders FirstSource, Inc.                                | Builders FirstSource, Inc.                                            | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |      5775 | NS      | $374682.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises, Inc.                                 | Nu Skin Enterprises, Inc., Class A                                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      7300 | NS      | $307768.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                                | Ultra Clean Holdings, Inc.                                            | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |      7700 | NS      | $255255.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                                             | EVERTEC, Inc.                                                         | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      4700 | NS      | $152186.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                              | Natera, Inc.                                                          | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4400 | NS      | $176748.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International, Inc.                                    | WW International, Inc.                                                | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |      5500 | NS      | $21230.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                           | Blackstone Mortgage Trust, Inc., Class A                              | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |     27800 | NS      | $588526.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Bandwidth, Inc.                                           | Bandwidth, Inc., Class A                                              | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     18600 | NS      | $426870.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                      | UFP Industries, Inc.                                                  | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     12800 | NS      | $1014400.00   | 0.61%             |  |  |  | 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        |      3600 | NS      | $151452.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx, Inc.                                              | CareDx, Inc.                                                          | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     13600 | NS      | $155176.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                                 | Darling Ingredients, Inc.                                             | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      9800 | NS      | $613382.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog, Inc.                                                | Moog, Inc., Class A                                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      1400 | NS      | $122864.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp.                                   | Coastal Financial Corp.                                               | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |      2700 | NS      | $128304.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment, Inc.                              | SeaWorld Entertainment, Inc.                                          | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     21400 | NS      | $1145114.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp.                        | First Commonwealth Financial Corp.                                    | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     11000 | NS      | $153670.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez, Inc.                                              | Zumiez, Inc.                                                          | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      7400 | NS      | $160876.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet, Inc.                                           | Envestnet, Inc.                                                       | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |      5200 | NS      | $320840.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                                      | Axos Financial, Inc.                                                  | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |      5700 | NS      | $217854.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group, Inc.                                         | Uniti Group, Inc.                                                     | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     17200 | NS      | $95116.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp, Inc.                                      | Byline Bancorp, Inc.                                                  | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     11400 | NS      | $261858.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                              | Xenia Hotels & Resorts, Inc.                                          | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |      2400 | NS      | $31632.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd.                                  | Herbalife Nutrition Ltd.                                              | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |     50900 | NS      | $757392.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Apogee Enterprises, Inc.                                  | Apogee Enterprises, Inc.                                              | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      3700 | NS      | $164502.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean, Inc.                              | Heritage-Crystal Clean, Inc.                                          | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3545 | NS      | $115141.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial, Inc.                                   | Jackson Financial, Inc., Class A                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      3200 | NS      | $111328.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PLBY Group, Inc.                                          | PLBY Group, Inc.                                                      | CUSIP: 72814P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6900 | NS      | $18975.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Redwood Trust, Inc.                                       | Redwood Trust, Inc.                                                   | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |      6700 | NS      | $45292.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                       | Herc Holdings, Inc.                                                   | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      4000 | NS      | $526280.00    | 0.32%             |  |  |  | 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        |   2102228 | NS      | $2102228.19   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstar Financial Holdings, Inc.                          | Capstar Financial Holdings, Inc.                                      | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10600 | NS      | $187196.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor, Inc.                                              | Xencor, Inc.                                                          | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     34100 | NS      | $887964.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                                | Sarepta Therapeutics, Inc.                                            | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |      3900 | NS      | $505362.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U, Inc.                                                  | 2U, Inc.                                                              | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     27000 | NS      | $169290.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp.                                              | Unisys Corp.                                                          | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     17800 | NS      | $90958.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Alaska Air Group, Inc.                                    | Alaska Air Group, Inc.                                                | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |      4600 | NS      | $197524.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp.                                  | Magnolia Oil & Gas Corp., Class A                                     | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18700 | NS      | $438515.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                                          | elf Beauty, Inc.                                                      | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     14100 | NS      | $779730.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners, Inc.                            | Focus Financial Partners, Inc., Class A                               | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     11300 | NS      | $421151.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                                      | Peabody Energy Corp.                                                  | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      6900 | NS      | $182298.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                                        | FB Financial Corp.                                                    | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      2000 | NS      | $72280.00     | 0.04%             |  |  |  | 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        |     22900 | NS      | $319684.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp.                                                 | IDT Corp., Class B                                                    | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      8000 | NS      | $225360.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst, Inc.                                     | Health Catalyst, Inc.                                                 | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     71900 | NS      | $764297.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals, Inc.                              | Syndax Pharmaceuticals, Inc.                                          | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     25100 | NS      | $638795.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                                        | SPS Commerce, Inc.                                                    | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |       600 | NS      | $77058.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp, Inc.                                  | ConnectOne Bancorp, Inc.                                              | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     27200 | NS      | $658512.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                                | Gogo, Inc.                                                            | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |      9600 | NS      | $141696.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd.                                      | Signet Jewelers Ltd.                                                  | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |     10500 | NS      | $714000.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                                          | Murphy Oil Corp.                                                      | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |      7200 | NS      | $309672.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.                        | Marriott Vacations Worldwide Corp.                                    | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      3800 | NS      | $511442.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco, Inc.                                             | Genesco, Inc.                                                         | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      1600 | NS      | $73632.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                                     | First Merchants Corp.                                                 | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      3600 | NS      | $147996.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix, Inc.                                            | AdvanSix, Inc.                                                        | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      6300 | NS      | $239526.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                             | First Bancorp                                                         | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       450 | NS      | $19278.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp.                                      | Ladder Capital Corp.                                                  | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |     29800 | NS      | $299192.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics, Inc.                                   | Beam Therapeutics, Inc.                                               | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6400 | NS      | $250304.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Russell 2000 E-Mini Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        49 | NC      | $-16954.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp.                                          | SouthState Corp.                                                      | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     11650 | NS      | $889594.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp.                                              | Unitil Corp.                                                          | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4591 | NS      | $235793.76    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics, Inc.                                 | Axsome Therapeutics, Inc.                                             | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |     17100 | NS      | $1318923.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: —       |
| 2seventy bio, Inc.                                        | 2seventy bio, Inc.                                                    | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28780 | NS      | $269668.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global, Inc.                                  | Dine Brands Global, Inc.                                              | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     10200 | NS      | $658920.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                               | Calix, Inc.                                                           | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     21300 | NS      | $1457559.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global, Inc.                                          | MRC Global, Inc.                                                      | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     34000 | NS      | $393720.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                                    | Veritex Holdings, Inc.                                                | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     25300 | NS      | $710424.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                                | Liberty Latin America Ltd., Class A                                   | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |     18500 | NS      | $139305.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                              | Cadence Bank                                                          | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |      2800 | NS      | $69048.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                                             | First BanCorp                                                         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     47100 | NS      | $599112.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                     | Matador Resources Co.                                                 | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     15200 | NS      | $870048.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.                        | Stewart Information Services Corp.                                    | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      8100 | NS      | $346113.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                          | Goodyear Tire & Rubber Co. (The)                                      | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     24318 | NS      | $246827.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector, Inc.                                             | Alector, Inc.                                                         | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |      9500 | NS      | $87685.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                                 | KBR, Inc.                                                             | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     16300 | NS      | $860640.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical, Inc.                                    | Orthofix Medical, Inc.                                                | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15500 | NS      | $318215.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                              | Coca-Cola Consolidated, Inc.                                          | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       450 | NS      | $230562.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial, Inc.                             | First Western Financial, Inc.                                         | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |       600 | NS      | $16890.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp.                                                | IMAX Corp.                                                            | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |      8000 | NS      | $117280.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio, Inc.                                          | AnaptysBio, Inc.                                                      | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |     24700 | NS      | $765453.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| First Industrial Realty Trust, Inc.                       | First Industrial Realty Trust, Inc.                                   | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3500 | NS      | $168910.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel, Inc.                                       | Olympic Steel, Inc.                                                   | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      1400 | NS      | $47012.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas, Inc.                                             | Arvinas, Inc.                                                         | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10800 | NS      | $369468.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial, Inc.                                      | SmartFinancial, Inc.                                                  | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7300 | NS      | $200750.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                                | Silicon Laboratories, Inc.                                            | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     14600 | NS      | $1980782.00   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                                       | CNX Resources Corp.                                                   | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      7900 | NS      | $133036.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                                    | Rush Enterprises, Inc., Class A                                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     14500 | NS      | $758060.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.                            | Catalyst Pharmaceuticals, Inc.                                        | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     40000 | NS      | $744000.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                       | Acadia Realty Trust                                                   | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6800 | NS      | $97580.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp.                                           | NETSTREIT Corp.                                                       | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |      8700 | NS      | $159471.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group, Inc.                          | Information Services Group, Inc.                                      | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |    102100 | NS      | $469660.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock, Inc.                                        | Shutterstock, Inc.                                                    | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      5300 | NS      | $279416.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient, Inc.                                          | Perficient, Inc.                                                      | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      4200 | NS      | $293286.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd.                           | James River Group Holdings Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      2800 | NS      | $58548.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                                           | Hub Group, Inc., Class A                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11300 | NS      | $898237.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| EverCommerce, Inc.                                        | EverCommerce, Inc.                                                    | CUSIP: 29977X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21100 | NS      | $156984.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameris Bancorp                                            | Ameris Bancorp                                                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      4735 | NS      | $223207.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Revance Therapeutics, Inc.                                | Revance Therapeutics, Inc.                                            | CUSIP: 761330109<br>LEI: 549300N33TFDZHS81H11 | Long             | EC               | CORP              | US        |     43300 | NS      | $799318.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties, Inc.                    | Innovative Industrial Properties, Inc.                                | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |      5100 | NS      | $516885.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Sabra Health Care REIT, Inc.                              | Sabra Health Care REIT, Inc.                                          | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     15800 | NS      | $196394.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                                          | CVR Energy, Inc.                                                      | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |      7100 | NS      | $222514.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics, Inc.                                           | Synaptics, Inc.                                                       | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |       500 | NS      | $47580.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                                           | Dillard's, Inc., Class A                                              | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      2400 | NS      | $775680.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Zuora, Inc.                                               | Zuora, Inc., Class A                                                  | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |     90700 | NS      | $576852.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                                | Encore Capital Group, Inc.                                            | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     10900 | NS      | $522546.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                   | Physicians Realty Trust                                               | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     16000 | NS      | $231520.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.                           | Independence Realty Trust, Inc.                                       | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     19700 | NS      | $332142.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                                     | First Financial Corp.                                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2800 | NS      | $129024.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties, Inc.                                      | UMH Properties, Inc.                                                  | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |     18700 | NS      | $301070.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                                  | Patrick Industries, Inc.                                              | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      4100 | NS      | $248460.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.                           | Arrowhead Pharmaceuticals, Inc.                                       | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     10000 | NS      | $405600.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology, Inc.                                     | Avid Technology, Inc.                                                 | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |     10000 | NS      | $265900.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp, Inc.                                      | Origin Bancorp, Inc.                                                  | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      3500 | NS      | $128450.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                                        | NMI Holdings, Inc., Class A                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     14500 | NS      | $303050.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos., Inc. (The)                               | Greenbrier Cos., Inc. (The)                                           | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     12200 | NS      | $409066.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                           | First Citizens BancShares, Inc., Class A                              | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        74 | NS      | $56118.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                                      | Houlihan Lokey, Inc.                                                  | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      2700 | NS      | $235332.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply, Inc.                               | Beacon Roofing Supply, Inc.                                           | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      4200 | NS      | $221718.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                     | Commercial Metals Co.                                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     18300 | NS      | $883890.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp.                                          | OptimizeRx Corp.                                                      | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9800 | NS      | $164640.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                  | Western Alliance Bancorp                                              | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      5900 | NS      | $351404.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group, Inc. (The)                                     | RMR Group, Inc. (The), Class A                                        | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      1400 | NS      | $39550.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp, Inc.                                     | Capital Bancorp, Inc.                                                 | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |      1400 | NS      | $32956.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                              | Vistra Corp.                                                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      3341 | NS      | $77511.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth, Inc.                                   | CTO Realty Growth, Inc.                                               | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $31076.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical, Inc.                                   | Shockwave Medical, Inc.                                               | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      2800 | NS      | $575708.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                                   | Primoris Services Corp.                                               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     12600 | NS      | $276444.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger, Inc.                                         | Schrodinger, Inc.                                                     | CUSIP: 80810D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9800 | NS      | $183162.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation, Inc.                                    | First Foundation, Inc.                                                | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |      6500 | NS      | $93145.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp.                      | Retail Opportunity Investments Corp.                                  | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $45090.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings, Inc.                            | RCI Hospitality Holdings, Inc.                                        | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |      1600 | NS      | $149104.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics, Inc.                               | Intellia Therapeutics, Inc.                                           | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |      8000 | NS      | $279120.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                                         | AdaptHealth Corp.                                                     | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51500 | NS      | $989830.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                                  | Arbor Realty Trust, Inc.                                              | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |      9800 | NS      | $129262.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield plc                                   | Cushman & Wakefield plc                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     12000 | NS      | $149520.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp.                                    | Kearny Financial Corp.                                                | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11200 | NS      | $113680.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares, Inc.                                | HomeTrust Bancshares, Inc.                                            | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $82178.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                               | Spire, Inc.                                                           | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      3500 | NS      | $241010.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons SA                               | Orion Engineered Carbons SA                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     41300 | NS      | $735553.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes, Inc.                                              | Diodes, Inc.                                                          | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      2700 | NS      | $205578.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co.                                             | HB Fuller Co.                                                         | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |      6200 | NS      | $444044.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp. (The)                                           | ODP Corp. (The)                                                       | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2551 | NS      | $116172.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                            | EchoStar Corp., Class A                                               | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     19500 | NS      | $325260.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                         | PennyMac Financial Services, Inc.                                     | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      2000 | NS      | $113320.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence, Inc.                                             | Cerence, Inc.                                                         | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |      2600 | NS      | $48178.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals, Inc.                                 | PMV Pharmaceuticals, Inc.                                             | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25500 | NS      | $221850.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine, Inc.                                     | Digital Turbine, Inc.                                                 | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |      6200 | NS      | $94488.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                                           | ChampionX Corp.                                                       | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     23100 | NS      | $669669.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                                          | PBF Energy, Inc., Class A                                             | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      8000 | NS      | $326240.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                              | Belden, Inc.                                                          | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      6000 | NS      | $431400.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics, Inc.                                | Travere Therapeutics, Inc.                                            | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27800 | NS      | $584634.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                                     | Clearway Energy, Inc., Class C                                        | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     28600 | NS      | $911482.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries, Inc.                                      | ABM Industries, Inc.                                                  | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     31000 | NS      | $1377020.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings, Inc.                                   | Delek US Holdings, Inc.                                               | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      4043 | NS      | $109161.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma, Inc.                                    | Bridgebio Pharma, Inc.                                                | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      4900 | NS      | $37338.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline, Inc.                                           | Blackline, Inc.                                                       | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |      2000 | NS      | $134540.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp.                         | Peapack-Gladstone Financial Corp.                                     | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      6300 | NS      | $234486.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems, Inc.                                      | Verint Systems, Inc.                                                  | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     35506 | NS      | $1288157.68   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella, Inc.                                           | Ambarella, Inc.                                                       | CUSIP: N/A<br>LEI: 254900XN7F4DG0CEKC02       | Long             | EC               | CORP              | KY        |      1700 | NS      | $139791.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings, Inc.                             | Kennedy-Wilson Holdings, Inc.                                         | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |      8500 | NS      | $133705.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia, Inc.                                               | Adeia, Inc.                                                           | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23200 | NS      | $219936.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co., Inc. (The)                                   | Aaron's Co., Inc. (The)                                               | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2750 | NS      | $32862.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp.                                      | Terreno Realty Corp.                                                  | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       550 | NS      | $31278.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group, Inc.                                        | TriNet Group, Inc.                                                    | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     10900 | NS      | $739020.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                   | Kite Realty Group Trust                                               | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22689 | NS      | $477603.45    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst, Inc.                                             | Ecovyst, Inc.                                                         | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5600 | NS      | $49616.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                               | OFG Bancorp                                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     24400 | NS      | $672464.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social, Inc.                                       | Sprout Social, Inc., Class A                                          | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3300 | NS      | $186318.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp.                            | Adaptive Biotechnologies Corp.                                        | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |      3300 | NS      | $25212.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM, Inc.                                          | Paycor HCM, Inc.                                                      | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9433 | NS      | $230825.51    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co. (The)                                        | Macerich Co. (The)                                                    | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |      6800 | NS      | $76568.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co.                                | Edgewell Personal Care Co.                                            | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     16100 | NS      | $620494.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp.                                         | Primo Water Corp.                                                     | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     34900 | NS      | $542346.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                                 | Comfort Systems USA, Inc.                                             | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      8700 | NS      | $1001196.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                             | Columbia Banking System, Inc.                                         | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7700 | NS      | $232001.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                                           | O-I Glass, Inc.                                                       | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11800 | NS      | $195526.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                              | Matson, Inc.                                                          | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      5400 | NS      | $337554.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy, Inc.                                       | CONSOL Energy, Inc.                                                   | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      2300 | NS      | $149500.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                               | Benchmark Electronics, Inc.                                           | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     16082 | NS      | $429228.58    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center, Inc.                                       | Rent-A-Center, Inc.                                                   | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     22100 | NS      | $498355.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics, Inc.                                   | Cara Therapeutics, Inc.                                               | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |      5100 | NS      | $54774.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                        | Ryman Hospitality Properties, Inc.                                    | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      4600 | NS      | $376188.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings, Inc.                                   | BlueLinx Holdings, Inc.                                               | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      5100 | NS      | $362661.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics, Inc.                                         | NeoGenomics, Inc.                                                     | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30800 | NS      | $284592.00    | 0.17%             |  |  |  | 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        |     16200 | NS      | $482922.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations, Inc.                              | Hilton Grand Vacations, Inc.                                          | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     10000 | NS      | $385400.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems, Inc.                             | Inspire Medical Systems, Inc.                                         | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      8300 | NS      | $2090604.00   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                               | Minerals Technologies, Inc.                                           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      2200 | NS      | $133584.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.                  | Heidrick & Struggles International, Inc.                              | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      7900 | NS      | $220963.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings, Inc.                               | DigitalOcean Holdings, Inc.                                           | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     13805 | NS      | $351613.35    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp.                                   | Heritage Commerce Corp.                                               | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     16900 | NS      | $219700.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                                       | First Horizon Corp.                                                   | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      3326 | NS      | $81487.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT, Inc.                                 | Global Medical REIT, Inc.                                             | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |      3800 | NS      | $36024.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.                       | Enterprise Financial Services Corp.                                   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      2062 | NS      | $100955.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical, Inc.                                       | Inari Medical, Inc.                                                   | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5700 | NS      | $362292.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies, Inc.                                | iRhythm Technologies, Inc.                                            | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      4200 | NS      | $393414.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                                | Albany International Corp., Class A                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       900 | NS      | $88731.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.                           | Academy Sports & Outdoors, Inc.                                       | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10100 | NS      | $530654.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                                          | ScanSource, Inc.                                                      | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      5700 | NS      | $166554.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries, Inc.                                   | Powell Industries, Inc.                                               | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      5500 | NS      | $193490.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                                         | Boyd Gaming Corp.                                                     | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      2800 | NS      | $152684.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Bio, Inc.                                          | Kronos Bio, Inc.                                                      | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13000 | NS      | $21060.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics, Inc.                                 | Jounce Therapeutics, Inc.                                             | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |      7600 | NS      | $8436.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings, Inc.                               | SMART Global Holdings, Inc.                                           | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |     21300 | NS      | $316944.00    | 0.19%             |  |  |  | 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        |   2699970 | NS      | $2699969.96   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust, Inc.                             | Healthcare Realty Trust, Inc.                                         | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     16000 | NS      | $308320.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust, Inc.                          | Community Healthcare Trust, Inc.                                      | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      1500 | NS      | $53700.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp.                                         | Encore Wire Corp.                                                     | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9400 | NS      | $1293064.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software, Inc.                                     | Upland Software, Inc.                                                 | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |     20700 | NS      | $147591.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora, Inc.                                             | Blucora, Inc.                                                         | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     21700 | NS      | $554001.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp, Inc.                                                | Yelp, Inc.                                                            | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     13500 | NS      | $369090.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                                   | LiveRamp Holdings, Inc.                                               | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     15100 | NS      | $353944.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan, Inc.                                               | Argan, Inc.                                                           | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |     19000 | NS      | $700720.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                                        | Getty Realty Corp.                                                    | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |      5500 | NS      | $186175.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                             | Sterling Infrastructure, Inc.                                         | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      7000 | NS      | $229600.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares, Inc.                           | Dime Community Bancshares, Inc.                                       | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $63660.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics, Inc.                                  | Relay Therapeutics, Inc.                                              | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30550 | NS      | $456417.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials, Inc.                                    | Summit Materials, Inc., Class A                                       | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |      9153 | NS      | $259853.67    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties, Inc.                           | Armada Hoffler Properties, Inc.                                       | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |      4900 | NS      | $56350.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp, Inc.                                     | Peoples Bancorp, Inc.                                                 | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $56500.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings, Inc.                                   | Alphatec Holdings, Inc.                                               | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     55700 | NS      | $687895.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp.                                            | Ingevity Corp.                                                        | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      5800 | NS      | $408552.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                                 | WESCO International, Inc.                                             | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      7700 | NS      | $964040.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                           | Central Pacific Financial Corp.                                       | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      1800 | NS      | $36504.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr. Cooper Group, Inc.                                    | Mr. Cooper Group, Inc.                                                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      2900 | NS      | $116377.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                                 | FNB Corp.                                                             | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |      5900 | NS      | $76995.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp.                                         | Forward Air Corp.                                                     | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1800 | NS      | $188802.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp. (The)                                         | Joint Corp. (The)                                                     | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10100 | NS      | $141198.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg, Inc.                                               | Chegg, Inc.                                                           | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     53300 | NS      | $1346891.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                             | IDACORP, Inc.                                                         | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      3800 | NS      | $409830.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                              | Southwest Gas Holdings, Inc.                                          | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5300 | NS      | $327964.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery, Inc.                                     | Titan Machinery, Inc.                                                 | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      6600 | NS      | $262218.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Digital Holdings, Inc.                           | Marathon Digital Holdings, Inc.                                       | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |      9600 | NS      | $32832.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| MicroStrategy, Inc.                                       | MicroStrategy, Inc., Class A                                          | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EC               | CORP              | US        |       250 | NS      | $35392.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| TPG RE Finance Trust, Inc.                                | TPG RE Finance Trust, Inc.                                            | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3900 | NS      | $26481.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble, Inc.                                              | Bumble, Inc., Class A                                                 | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5400 | NS      | $113670.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem, Inc.                         | First Interstate BancSystem, Inc., Class A                            | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      4100 | NS      | $158465.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands, Inc.                                     | Lifetime Brands, Inc.                                                 | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |     14122 | NS      | $107185.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                                 | Enova International, Inc.                                             | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      8400 | NS      | $322308.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems, Inc.                                         | OSI Systems, Inc.                                                     | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     10127 | NS      | $805299.04    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems, Inc.                                   | CommVault Systems, Inc.                                               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     15200 | NS      | $955168.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                                       | CVB Financial Corp.                                                   | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24500 | NS      | $630875.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals, Inc.                             | Apellis Pharmaceuticals, Inc.                                         | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |      7000 | NS      | $361970.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW, Inc.                                                 | NOW, Inc.                                                             | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     76100 | NS      | $966470.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                            | Sierra Bancorp                                                        | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1250 | NS      | $26550.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen, Inc.                                               | Cowen, Inc., Class A                                                  | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      2129 | NS      | $82221.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.                            | Bread Financial Holdings, Inc.                                        | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      5400 | NS      | $203364.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                                     | STAG Industrial, Inc.                                                 | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     12400 | NS      | $400644.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp.                                       | CTI BioPharma Corp.                                                   | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26962 | NS      | $162041.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Alpha Metallurgical Resources, Inc.                       | Alpha Metallurgical Resources, Inc.                                   | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1300 | NS      | $190307.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics, Inc.                                 | Y-mAbs Therapeutics, Inc.                                             | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $4392.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co., Inc.                               | Phillips Edison & Co., Inc.                                           | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |      6700 | NS      | $213328.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                | Patterson-UTI Energy, Inc.                                            | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     25600 | NS      | $431104.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                  | G-III Apparel Group Ltd.                                              | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      2400 | NS      | $32904.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International plc                             | Weatherford International plc                                         | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |      6900 | NS      | $351348.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.                             | Portland General Electric Co.                                         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     15075 | NS      | $738675.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                             | Biohaven Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |       850 | NS      | $11798.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings, Inc.                                       | TTEC Holdings, Inc.                                                   | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     10400 | NS      | $458952.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                             | ONE Gas, Inc.                                                         | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      4600 | NS      | $348312.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings, Inc.                                      | Everi Holdings, Inc.                                                  | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     23100 | NS      | $331485.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                                    | TTM Technologies, Inc.                                                | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     57600 | NS      | $868608.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce, Inc.                                              | Kforce, Inc.                                                          | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      6300 | NS      | $345429.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp.                           | Atlantic Union Bankshares Corp.                                       | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2700 | NS      | $94878.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                              | Sprouts Farmers Market, Inc.                                          | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     15100 | NS      | $488787.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ, Inc.                                                 | AZZ, Inc.                                                             | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      6700 | NS      | $269340.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals, Inc.                              | NGM Biopharmaceuticals, Inc.                                          | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |     12600 | NS      | $63252.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank                                            | Signature Bank                                                        | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |       875 | NS      | $100817.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp.                                           | Green Dot Corp., Class A                                              | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $53788.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp.                                   | Tupperware Brands Corp.                                               | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |      4900 | NS      | $20286.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chinook Therapeutics, Inc.                                | Chinook Therapeutics, Inc.                                            | CUSIP: 16961L106<br>LEI: 549300X0O3003W5QYQ48 | Long             | EC               | CORP              | US        |     12260 | NS      | $321212.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.                       | Donnelley Financial Solutions, Inc.                                   | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     19700 | NS      | $761405.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp.                                             | Vericel Corp.                                                         | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      6200 | NS      | $163308.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| MasTec, Inc.                                              | MasTec, Inc.                                                          | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      8000 | NS      | $682640.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy, Inc.                                      | Liberty Energy, Inc.                                                  | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31800 | NS      | $509118.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial, Inc.                                       | HBT Financial, Inc.                                                   | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      4700 | NS      | $91979.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services, Inc.                              | Select Energy Services, Inc., Class A                                 | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     22100 | NS      | $204204.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                                             | Progyny, Inc.                                                         | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17700 | NS      | $551355.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                              | Rambus, Inc.                                                          | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |      4000 | NS      | $143280.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics, Inc.                                | Aclaris Therapeutics, Inc.                                            | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |     27500 | NS      | $433125.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co.               | American Equity Investment Life Holding Co.                           | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |      6200 | NS      | $282844.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                              | Avient Corp.                                                          | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |      9500 | NS      | $320720.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                                           | MaxLinear, Inc.                                                       | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |      5300 | NS      | $179935.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Outset Medical, Inc.                                      | Outset Medical, Inc.                                                  | CUSIP: 690145107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $77460.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                         | RLJ Lodging Trust                                                     | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25900 | NS      | $274281.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                                     | Home BancShares, Inc.                                                 | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3800 | NS      | $86602.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                                        | StoneX Group, Inc.                                                    | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      2900 | NS      | $276370.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial, Inc.                              | South Plains Financial, Inc.                                          | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |       700 | NS      | $19271.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp.                           | Metropolitan Bank Holding Corp.                                       | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $46936.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                                    | Tri Pointe Homes, Inc.                                                | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25800 | NS      | $479622.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X, Inc.                                                 | V2X, Inc.                                                             | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13000 | NS      | $536770.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera, Inc.                                              | Cutera, Inc.                                                          | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |      4500 | NS      | $198990.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings, Inc.                                      | Thryv Holdings, Inc.                                                  | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10700 | NS      | $203300.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources, Inc.                                      | Arch Resources, Inc.                                                  | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |      3250 | NS      | $464067.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| SITE Centers Corp.                                        | SITE Centers Corp.                                                    | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     26900 | NS      | $367454.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                                     | Andersons, Inc. (The)                                                 | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      7800 | NS      | $272922.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                   | Customers Bancorp, Inc.                                               | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      8400 | NS      | $238056.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PLBY Group, Inc.                                          | PLBY Group, Inc.                                                      | CUSIP: 728RGT010<br>LEI: N/A                  | Long             |  | CORP              | US        |      7100 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos.                                        | Piper Sandler Cos.                                                    | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       600 | NS      | $78114.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                         | National Storage Affiliates Trust                                     | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5375 | NS      | $194145.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                                          | PDC Energy, Inc.                                                      | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     11600 | NS      | $736368.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                               | Cabot Corp.                                                           | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      8400 | NS      | $561456.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. | Hannon Armstrong Sustainable Infrastructure Capital, Inc.             | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $31878.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                                      | PotlatchDeltic Corp.                                                  | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     10850 | NS      | $477291.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT, Inc.                            | Plymouth Industrial REIT, Inc.                                        | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $47950.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll, Inc.                                         | MillerKnoll, Inc.                                                     | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     46288 | NS      | $972510.88    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** JPMORGAN INSURANCE TRUST

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer