# EDGAR Filing Document

**Accession Number:** 0001126087
**File Stem:** 0001752724-25-207187
**Filing Date:** 2025-8
**Character Count:** 150474
**Document Hash:** 14a4ed01590db3aa7c4e706c4e3a6fc5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-207187.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-207187

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Brighthouse Funds Trust I
- **CENTRAL INDEX KEY:** 0001126087

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10183
- **FILM NUMBER:** 251260901

**BUSINESS ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 11225 NORTH COMMUNITY HOUSE RD
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28277
- **BUSINESS PHONE:** 9809495121

**MAIL ADDRESS:**
- **STREET 1:** BRIGHTHOUSE INVESTMENT ADVISERS, LLC
- **STREET 2:** 11225 NORTH COMMUNITY HOUSE RD
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28277

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MET INVESTORS SERIES TRUST
- **DATE OF NAME CHANGE:** 20001010

## Series and Classes Contracts Data

### JPMorgan Small Cap Value Portfolio (Series ID: S000011118)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000030725 | Class A      |  |
| C000030726 | Class B      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-10183

- **c. CIK number of Registrant:** 0001126087

- **d. LEI of Registrant:** 549300LQX1AREJYGF247

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

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

  - **City:** Charlotte

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 28277

  - **Telephone number:** 980-949-5089

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

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

- **b. EDGAR series identifier (if any):** S000011118

- **c. LEI of Series:** 5493006A0HRZ7WC76802

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

- **a. Date of fiscal year-end:** 2025-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $328286201.82

**Total Liabilities:** $8469838.45

**Net Assets:** $319816363.37

**Cash Not Reported:** $1353623.53

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030726 | -3.91%               | 3.60%                | 4.95%                |
| Class ID C000030725 | -3.92%               | 3.52%                | 5.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2125488.41             | $-9687844.96                               |
| Month 2  | $-1667975.46             | $11139688.62                               |
| Month 3  | $6141496.36              | $8114777.42                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WESCO International Inc                       | WESCO International Inc                       | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      6806 | NS      | $1260471.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                    | Thermon Group Holdings Inc                    | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     13339 | NS      | $374559.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                      | United Bankshares Inc/WV                      | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     16382 | NS      | $596796.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc                 | Dime Community Bancshares Inc                 | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8432 | NS      | $227158.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc                         | Equity Bancshares Inc                         | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |     34085 | NS      | $1390668.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                                  | AdvanSix Inc                                  | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      2084 | NS      | $49495.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc               | PennyMac Financial Services Inc               | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      9324 | NS      | $929043.36    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                           | Peabody Energy Corp                           | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     82295 | NS      | $1104398.90   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                     | First BanCorp/Puerto Rico                     | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     71166 | NS      | $1482387.78   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                 | Independence Realty Trust Inc                 | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |     60699 | NS      | $1073765.31   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Victoria's Secret & Co                        | Victoria's Secret & Co                        | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     32935 | NS      | $609956.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                   | Plexus Corp                                   | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      4826 | NS      | $653006.06    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                           | Clearway Energy Inc                           | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     20782 | NS      | $628863.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                          | BJ's Restaurants Inc                          | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      8444 | NS      | $376602.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc               | First Interstate BancSystem Inc               | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      6834 | NS      | $196955.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                        | Laureate Education Inc                        | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     37710 | NS      | $881659.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                          | TTM Technologies Inc                          | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     42160 | NS      | $1720971.20   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                            | Byline Bancorp Inc                            | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     37655 | NS      | $1006518.15   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                                | DMC Global Inc                                | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     14579 | NS      | $117506.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                          | Mercantile Bank Corp                          | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      8754 | NS      | $406273.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                          | Hanmi Financial Corp                          | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     25453 | NS      | $628180.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc                            | Champion Homes Inc                            | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3814 | NS      | $238794.54    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                  | HB Fuller Co                                  | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     26074 | NS      | $1568351.10   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Hut 8 Corp                                    | Hut 8 Corp                                    | CUSIP: 44812J104<br>LEI: 98450066FEF9C1D3FC20 | Long             | EC               | CORP              | US        |     57032 | NS      | $1060795.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| New Jersey Resources Corp                     | New Jersey Resources Corp                     | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     20643 | NS      | $925219.26    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                                  | Navient Corp                                  | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     40774 | NS      | $574913.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Steelcase Inc                                 | Steelcase Inc                                 | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     54754 | NS      | $571084.22    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc                | Nature's Sunshine Products Inc                | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19988 | NS      | $295622.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                    | Safety Insurance Group Inc                    | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      6960 | NS      | $552554.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                           | Meritage Homes Corp                           | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     14602 | NS      | $977895.94    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc                            | D-Wave Quantum Inc                            | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |     33878 | NS      | $495973.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Mirion Technologies Inc                       | Mirion Technologies Inc                       | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     56602 | NS      | $1218641.06   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Akebia Therapeutics Inc                       | Akebia Therapeutics Inc                       | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |    158072 | NS      | $575382.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                       | Expro Group Holdings NV                       | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |     21914 | NS      | $188241.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics Inc                        | Relay Therapeutics Inc                        | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69798 | NS      | $241501.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                       | V2X Inc                                       | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12352 | NS      | $599689.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                        | Eastern Bankshares Inc                        | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |    108929 | NS      | $1663345.83   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Central Garden & Pet Co                       | Central Garden & Pet Co                       | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     24685 | NS      | $772393.65    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                     | Adeia Inc                                     | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67891 | NS      | $959978.74    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                         | Jackson Financial Inc                         | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     23664 | NS      | $2101126.56   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                       | EnerSys                                       | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     16598 | NS      | $1423610.46   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                   | Cerence Inc                                   | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     16458 | NS      | $168036.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                         | Excelerate Energy Inc                         | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20686 | NS      | $606513.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                       | Old National Bancorp/IN                       | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    131992 | NS      | $2816709.28   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                        | Pathward Financial Inc                        | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     21091 | NS      | $1668719.92   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                  | Omnicell Inc                                  | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     21664 | NS      | $636921.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                        | Univest Financial Corp                        | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      7863 | NS      | $236204.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                                   | Avient Corp                                   | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     17255 | NS      | $557509.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                              | AMC Networks Inc                              | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     17505 | NS      | $109756.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares Inc                        | Nicolet Bankshares Inc                        | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       706 | NS      | $87176.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                 | Goodyear Tire & Rubber Co/The                 | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    138693 | NS      | $1438246.41   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks & Resorts Inc                    | United Parks & Resorts Inc                    | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     15430 | NS      | $727524.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Synaptics Inc                                 | Synaptics Inc                                 | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      7007 | NS      | $454193.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc              | Prestige Consumer Healthcare Inc              | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11210 | NS      | $895118.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc                    | Core Natural Resources Inc                    | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      7104 | NS      | $495432.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                      | Gibraltar Industries Inc                      | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1410 | NS      | $83190.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp                           | Uranium Energy Corp                           | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |     54421 | NS      | $370062.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Essential Properties Realty Trust Inc         | Essential Properties Realty Trust Inc         | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |     47516 | NS      | $1516235.56   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Latinoamericano de Comercio Exterior SA | Banco Latinoamericano de Comercio Exterior SA | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |     14361 | NS      | $578748.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                            | Outfront Media Inc                            | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |     18612 | NS      | $303747.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                           | Scorpio Tankers Inc                           | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |      4977 | NS      | $194750.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Southwest Gas Holdings Inc                    | Southwest Gas Holdings Inc                    | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     44539 | NS      | $3313256.21   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                   | Ecovyst Inc                                   | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11488 | NS      | $94546.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                          | First Merchants Corp                          | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     32807 | NS      | $1256508.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                         | Cinemark Holdings Inc                         | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |      5493 | NS      | $165778.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                    | Terex Corp                                    | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     15240 | NS      | $711555.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc                 | Southern Missouri Bancorp Inc                 | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3947 | NS      | $216216.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                             | Redwood Trust Inc                             | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |     32673 | NS      | $193097.43    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Xperi Inc                                     | Xperi Inc                                     | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98083 | NS      | $775836.53    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc                                 | Zymeworks Inc                                 | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |     67328 | NS      | $844966.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                         | Customers Bancorp Inc                         | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     32956 | NS      | $1935835.44   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                        | ConnectOne Bancorp Inc                        | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     61287 | NS      | $1419406.92   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                   | OFG Bancorp                                   | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     31217 | NS      | $1336087.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                       | Cushman & Wakefield PLC                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     42532 | NS      | $470829.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                        | Permian Resources Corp                        | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     68939 | NS      | $938949.18    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                         | LiveRamp Holdings Inc                         | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     41779 | NS      | $1380378.16   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc                            | UMH Properties Inc                            | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               |  | US        |     10925 | NS      | $183430.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd                     | Consolidated Water Co Ltd                     | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |     61610 | NS      | $1849532.20   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc                  | Oil States International Inc                  | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     80651 | NS      | $432289.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc             | KKR Real Estate Finance Trust Inc             | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |     55631 | NS      | $487883.87    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                      | OraSure Technologies Inc                      | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     57053 | NS      | $171159.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                           | WSFS Financial Corp                           | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     10378 | NS      | $570790.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                     | OceanFirst Financial Corp                     | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69758 | NS      | $1228438.38   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole PLC                                      | Dole PLC                                      | CUSIP: 000000000<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               | CORP              | IE        |     67031 | NS      | $937763.69    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                            | SmartFinancial Inc                            | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4170 | NS      | $140862.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                                | API Group Corp                                | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |     10805 | NS      | $551595.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                     | Viridian Therapeutics Inc                     | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |     38348 | NS      | $536105.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| CVR Energy Inc                                | CVR Energy Inc                                | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     18135 | NS      | $486924.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                          | Associated Banc-Corp                          | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      6625 | NS      | $161583.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc                             | MFA Financial Inc                             | CUSIP: 55272X607<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EC               |  | US        |     24921 | NS      | $235752.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TD Prime Services LLC                         | TD Prime Services LLC                         | CUSIP: 000000000<br>LEI: 549300ZBQI1JB1844X09 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Capri Holdings Ltd                            | Capri Holdings Ltd                            | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     80355 | NS      | $1422283.50   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                         | Beam Therapeutics Inc                         | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39981 | NS      | $680076.81    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| MillerKnoll Inc                               | MillerKnoll Inc                               | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     35986 | NS      | $698848.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                                | Blue Bird Corp                                | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |     10621 | NS      | $458402.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Therapeutics Inc                      | Compass Therapeutics Inc                      | CUSIP: 20454B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    341699 | NS      | $888417.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Teekay Corp Ltd                               | Teekay Corp Ltd                               | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |     75952 | NS      | $626604.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                 | Adaptive Biotechnologies Corp                 | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     40722 | NS      | $474411.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                      | Travere Therapeutics Inc                      | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43449 | NS      | $643045.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Innovation Inc                         | Aurora Innovation Inc                         | CUSIP: 051774107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26601 | NS      | $139389.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                      | First Mid Bancshares Inc                      | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22645 | NS      | $848961.05    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Erasca Inc                                    | Erasca Inc                                    | CUSIP: 29479A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    210732 | NS      | $267629.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| National Vision Holdings Inc                  | National Vision Holdings Inc                  | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     33335 | NS      | $767038.35    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                                | QuinStreet Inc                                | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |      5386 | NS      | $86714.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                             | Bristow Group Inc                             | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     19493 | NS      | $642684.21    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                                 | BGC Group Inc                                 | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |    119479 | NS      | $1222270.17   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                 | Consensus Cloud Solutions Inc                 | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14437 | NS      | $332917.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc                | Telephone and Data Systems Inc                | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10875 | NS      | $386932.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                             | RLJ Lodging Trust                             | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |     35708 | NS      | $259954.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                    | Amalgamated Financial Corp                    | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13452 | NS      | $419702.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET INST US GOVT FUND                | STATE STREET INST US GOVT FUND                | CUSIP: 857492706<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    800000 | NS      | $800000.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank Of Nova Scotia, Toronto              | The Bank Of Nova Scotia, Toronto              | CUSIP: 000000000<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Southside Bancshares Inc                      | Southside Bancshares Inc                      | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     15841 | NS      | $466200.63    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                       | Modine Manufacturing Co                       | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     13755 | NS      | $1354867.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp             | First Commonwealth Financial Corp             | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      6182 | NS      | $100333.86    | 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        |     30544 | NS      | $975880.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                        | Lumen Technologies Inc                        | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    340949 | NS      | $1493356.62   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                           | MGP Ingredients Inc                           | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     16778 | NS      | $502836.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| CNO Financial Group Inc                       | CNO Financial Group Inc                       | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     44761 | NS      | $1726879.38   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                                | Trustmark Corp                                | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      5490 | NS      | $200165.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                | Ameris Bancorp                                | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     29785 | NS      | $1927089.50   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                           | Clearway Energy Inc                           | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |      4473 | NS      | $143136.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                      | Phillips Edison & Co Inc                      | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |     45287 | NS      | $1586403.61   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                   | Asbury Automotive Group Inc                   | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      5887 | NS      | $1404284.98   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                     | Intellia Therapeutics Inc                     | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     20283 | NS      | $190254.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Group 1 Automotive Inc                        | Group 1 Automotive Inc                        | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      2279 | NS      | $995262.09    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                       | Wintrust Financial Corp                       | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      9065 | NS      | $1123878.70   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                            | Axos Financial Inc                            | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     17218 | NS      | $1309256.72   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc                 | Papa John's International Inc                 | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      7969 | NS      | $390002.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                   | Pediatrix Medical Group Inc                   | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89817 | NS      | $1288873.95   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc                 | American Eagle Outfitters Inc                 | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     53485 | NS      | $514525.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                | Sierra Bancorp                                | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5016 | NS      | $148925.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                              | StoneX Group Inc                              | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      6705 | NS      | $611093.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                              | LendingClub Corp                              | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     25443 | NS      | $306079.29    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                    | DiamondRock Hospitality Co                    | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |    142296 | NS      | $1089987.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                | SSR Mining Inc                                | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |     37790 | NS      | $481444.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                      | Patterson-UTI Energy Inc                      | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    112425 | NS      | $666680.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc                 | Empire State Realty Trust Inc                 | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               |  | US        |     97282 | NS      | $787011.38    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                  | Knowles Corp                                  | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     96952 | NS      | $1708294.24   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc                 | Barrett Business Services Inc                 | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |     17132 | NS      | $714233.08    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc                         | Radiant Logistics Inc                         | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |     47663 | NS      | $289791.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Burford Capital Ltd                           | Burford Capital Ltd                           | CUSIP: 000000000<br>LEI: 549300FUKUWFYJMT2277 | Long             | EC               | CORP              | GG        |     59201 | NS      | $844206.26    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services Inc                    | Ranger Energy Services Inc                    | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |     36905 | NS      | $440645.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                        | Banc of California Inc                        | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     86802 | NS      | $1219568.10   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp                      | Atlanticus Holdings Corp                      | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1553 | NS      | $85026.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                      | CTS Corp                                      | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      3454 | NS      | $147174.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                   | New York Mortgage Trust Inc                   | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               |  | US        |     42983 | NS      | $287986.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Sunrun Inc                                    | Sunrun Inc                                    | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     21321 | NS      | $174405.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Green Brick Partners Inc                      | Green Brick Partners Inc                      | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      9246 | NS      | $581388.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                             | MARA Holdings Inc                             | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |     49701 | NS      | $779311.68    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| InvenTrust Properties Corp                    | InvenTrust Properties Corp                    | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               |  | US        |     30498 | NS      | $835645.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                             | IBEX Holdings Ltd                             | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |     10507 | NS      | $305753.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                                    | Phinia Inc                                    | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     21696 | NS      | $965255.04    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                    | Xenia Hotels & Resorts Inc                    | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |    113448 | NS      | $1426041.36   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                         | ProPetro Holding Corp                         | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42450 | NS      | $253426.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                           | Addus HomeCare Corp                           | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      5400 | NS      | $622026.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                               | SouthState Corp                               | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      8479 | NS      | $780322.37    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd                  | Hamilton Insurance Group Ltd                  | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |     30601 | NS      | $661593.62    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                       | ANI Pharmaceuticals Inc                       | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     13130 | NS      | $856732.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                    | Arcosa Inc                                    | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     12161 | NS      | $1054480.31   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                    | Nelnet Inc                                    | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      4590 | NS      | $555940.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                       | Century Communities Inc                       | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      7745 | NS      | $436198.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                            | Origin Bancorp Inc                            | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     11514 | NS      | $411510.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| StandardAero Inc                              | StandardAero Inc                              | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12576 | NS      | $398030.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                            | UMB Financial Corp                            | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     13541 | NS      | $1423971.56   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                       | Kite Realty Group Trust                       | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |     66864 | NS      | $1514469.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Biohaven Ltd                                  | Biohaven Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      1013 | NS      | $14293.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC Pharmaceuticals Inc                      | ORIC Pharmaceuticals Inc                      | CUSIP: 68622P109<br>LEI: 54930033FJRNEYBW0L25 | Long             | EC               | CORP              | US        |     97477 | NS      | $989391.55    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Biglari Holdings Inc                          | Biglari Holdings Inc                          | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |      2196 | NS      | $641693.16    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| American States Water Co                      | American States Water Co                      | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      6015 | NS      | $461109.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                                 | Costamare Inc                                 | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |     86773 | NS      | $790502.03    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc                 | Northwestern Energy Group Inc                 | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      8212 | NS      | $421275.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alumis Inc                                    | Alumis Inc                                    | CUSIP: 022307102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42611 | NS      | $127833.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings Inc                         | Alphatec Holdings Inc                         | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |     62944 | NS      | $698678.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc              | Ryman Hospitality Properties Inc              | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |     10994 | NS      | $1084777.98   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                     | Spire Inc                                     | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      8938 | NS      | $652384.62    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Celldex Therapeutics Inc                      | Celldex Therapeutics Inc                      | CUSIP: 15117B202<br>LEI: 529900F018DMYWH38923 | Long             | EC               | CORP              | US        |     15105 | NS      | $307386.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc                          | Northrim BanCorp Inc                          | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      2921 | NS      | $272412.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                    | Amneal Pharmaceuticals Inc                    | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |    150304 | NS      | $1215959.36   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                | BankUnited Inc                                | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     26271 | NS      | $934984.89    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                                  | WesBanco Inc                                  | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27299 | NS      | $863467.37    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                | Constellium SE                                | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |    103651 | NS      | $1378558.30   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                              | Black Hills Corp                              | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     14876 | NS      | $834543.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                    | Fluor Corp                                    | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     21264 | NS      | $1090205.28   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                | Kennametal Inc                                | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     27188 | NS      | $624236.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                         | Helmerich & Payne Inc                         | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     17303 | NS      | $262313.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                     | American Assets Trust Inc                     | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |     19166 | NS      | $378528.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc                    | South Plains Financial Inc                    | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |     23782 | NS      | $857103.28    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                      | Resideo Technologies Inc                      | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     71573 | NS      | $1578900.38   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The                              | RealReal Inc/The                              | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |     91418 | NS      | $437892.22    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                    | Enanta Pharmaceuticals Inc                    | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     19814 | NS      | $149793.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaCloud Technology Inc                      | GigaCloud Technology Inc                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     26898 | NS      | $532042.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Denali Therapeutics Inc                       | Denali Therapeutics Inc                       | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |     10215 | NS      | $142907.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                  | Compass Diversified Holdings                  | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     15707 | NS      | $98639.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                         | John Wiley & Sons Inc                         | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     20393 | NS      | $910139.59    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                           | Signet Jewelers Ltd                           | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |     10230 | NS      | $813796.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                     | Greif Inc                                     | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     18100 | NS      | $1176319.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                         | Cytek Biosciences Inc                         | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |     55406 | NS      | $188380.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| OneSpan Inc                                   | OneSpan Inc                                   | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |     39538 | NS      | $659889.22    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                           | Mister Car Wash Inc                           | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59208 | NS      | $355840.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                       | COPT Defense Properties                       | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     74112 | NS      | $2044008.96   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                      | DNOW Inc                                      | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     81799 | NS      | $1213079.17   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc                  | Adtalem Global Education Inc                  | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      6695 | NS      | $851804.85    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                 | MYR Group Inc                                 | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      8981 | NS      | $1629602.45   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp             | Marriott Vacations Worldwide Corp             | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      8366 | NS      | $604945.46    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc                  | American Healthcare REIT Inc                  | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |      6648 | NS      | $244247.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                          | Gulfport Energy Corp                          | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      6270 | NS      | $1261335.90   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Akero Therapeutics Inc                        | Akero Therapeutics Inc                        | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |      8075 | NS      | $430882.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank Securities Inc.                 | Deutsche Bank Securities Inc.                 | CUSIP: 000000000<br>LEI: 9J6MBOOO7BECTDTUZW19 | Long             | RA               | CORP              | US        |    132610 | PA      | $132609.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark Electronics Inc                     | Benchmark Electronics Inc                     | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     24566 | NS      | $953897.78    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                            | Verint Systems Inc                            | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |     23525 | NS      | $462736.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                      | ASGN Inc                                      | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     21212 | NS      | $1059115.16   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                       | Titan International Inc                       | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     40460 | NS      | $415524.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                               | Scholastic Corp                               | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22756 | NS      | $477420.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                  | Sanmina Corp                                  | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     26969 | NS      | $2638377.27   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                                  | SM Energy Co                                  | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     26822 | NS      | $662771.62    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Health Catalyst Inc                           | Health Catalyst Inc                           | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |     42883 | NS      | $161668.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| BlueLinx Holdings Inc                         | BlueLinx Holdings Inc                         | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      3409 | NS      | $253561.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                     | International Seaways Inc                     | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |     16297 | NS      | $594514.56    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Hilltop Holdings Inc                          | Hilltop Holdings Inc                          | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     37231 | NS      | $1129960.85   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc                 | Selective Insurance Group Inc                 | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |      2211 | NS      | $191583.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnite Inc                                   | Magnite Inc                                   | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |     52474 | NS      | $1265672.88   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Tronox Holdings PLC                           | Tronox Holdings PLC                           | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |     21566 | NS      | $109339.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| WaVe Life Sciences Ltd                        | WaVe Life Sciences Ltd                        | CUSIP: 000000000<br>LEI: 54930070006GPKFYZ813 | Long             | EC               | CORP              | SG        |     59140 | NS      | $384410.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co                  | Portland General Electric Co                  | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     46091 | NS      | $1872677.33   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Platforms Inc                            | Riot Platforms Inc                            | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |     93063 | NS      | $1051611.90   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Plymouth Industrial REIT Inc                  | Plymouth Industrial REIT Inc                  | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               |  | US        |     36765 | NS      | $590445.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                             | FB Financial Corp                             | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      5211 | NS      | $236058.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                      | Broadstone Net Lease Inc                      | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |    117820 | NS      | $1891011.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior PLC                                  | Indivior PLC                                  | CUSIP: 000000000<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               | CORP              | GB        |     51925 | NS      | $765374.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                | PBF Energy Inc                                | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      7521 | NS      | $162980.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                   | NETGEAR Inc                                   | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     33591 | NS      | $976490.37    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                     | GATX Corp                                     | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      3811 | NS      | $585217.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc                    | Bridgewater Bancshares Inc                    | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      4250 | NS      | $67617.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Water Solutions Inc                    | Select Water Solutions Inc                    | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     67619 | NS      | $584228.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                      | RLI Corp                                      | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      5359 | NS      | $387026.98    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc                        | Old Second Bancorp Inc                        | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     75511 | NS      | $1339565.14   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                    | Vishay Intertechnology Inc                    | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     29484 | NS      | $468205.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Inc                                  | Stagwell Inc                                  | CUSIP: 85256A109<br>LEI: 549300KIYTU6J3NYJ009 | Long             | EC               | CORP              | US        |     88134 | NS      | $396603.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                              | Coeur Mining Inc                              | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    157583 | NS      | $1396185.38   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                              | First Busey Corp                              | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      6328 | NS      | $144816.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Burke & Herbert Financial Services Corp       | Burke & Herbert Financial Services Corp       | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3127 | NS      | $186775.71    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc                    | Sabra Health Care REIT Inc                    | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |     49249 | NS      | $908151.56    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| AMC Entertainment Holdings Inc                | AMC Entertainment Holdings Inc                | CUSIP: 00165C302<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |    132849 | NS      | $411831.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp                           | Ladder Capital Corp                           | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               |  | US        |    203470 | NS      | $2187302.50   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                       | Alexander & Baldwin Inc                       | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |     75597 | NS      | $1347894.51   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust Inc                | Community Healthcare Trust Inc                | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               |  | US        |      7805 | NS      | $129797.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                              | Essent Group Ltd                              | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     34104 | NS      | $2071135.92   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                        | Home BancShares Inc/AR                        | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20972 | NS      | $596863.12    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                    | Matson Inc                                    | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     14319 | NS      | $1594420.65   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc                           | Amerant Bancorp Inc                           | CUSIP: 023576101<br>LEI: 54930071V6LIG79MTL10 | Long             | EC               | CORP              | US        |      7418 | NS      | $135230.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                 | Academy Sports & Outdoors Inc                 | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6934 | NS      | $310712.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                          | Veritex Holdings Inc                          | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     43005 | NS      | $1122430.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                   | Community Trust Bancorp Inc                   | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4840 | NS      | $256132.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                      | Towne Bank/Portsmouth VA                      | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     17436 | NS      | $595962.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc                                | Daktronics Inc                                | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |     37421 | NS      | $565805.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| NMI Holdings Inc                              | NMI Holdings Inc                              | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     30791 | NS      | $1299072.29   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                       | Avidity Biosciences Inc                       | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6413 | NS      | $182129.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| United Community Banks Inc/GA                 | United Community Banks Inc/GA                 | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      4340 | NS      | $129288.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                  | Griffon Corp                                  | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     21769 | NS      | $1575422.53   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                  | Innospec Inc                                  | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      9059 | NS      | $761771.31    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Navitas Semiconductor Corp                    | Navitas Semiconductor Corp                    | CUSIP: 63942X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84803 | NS      | $555459.65    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                    | FIXED INC CLEARING CORP.REPO                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  17883789 | PA      | $17883789.34  | 5.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Noble Corp PLC                                | Noble Corp PLC                                | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |     11026 | NS      | $292740.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Peapack-Gladstone Financial Corp              | Peapack-Gladstone Financial Corp              | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     11386 | NS      | $321654.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ChoiceOne Financial Services Inc              | ChoiceOne Financial Services Inc              | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4098 | NS      | $117612.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Costamare Bulkers Holdings Ltd                | Costamare Bulkers Holdings Ltd                | CUSIP: 000000000<br>LEI: 529900XOR3ESNE5WKB78 | Long             | EC               | CORP              | MH        |      4655 | NS      | $40358.85     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp            | Enterprise Financial Services Corp            | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     37503 | NS      | $2066415.30   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc              | Helix Energy Solutions Group Inc              | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     15748 | NS      | $98267.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc                              | Safe Bulkers Inc                              | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MH        |     40769 | NS      | $147176.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                   | Banner Corp                                   | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4099 | NS      | $262950.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                          | Rush Enterprises Inc                          | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     22629 | NS      | $1165619.79   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                              | Radian Group Inc                              | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     24851 | NS      | $895133.02    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp                      | Curbline Properties Corp                      | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               |  | US        |     35887 | NS      | $819300.21    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Financial Markets LLC                     | ING Financial Markets LLC                     | CUSIP: 000000000<br>LEI: KBVRJ5K57JZ3E2AVWX40 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| International Game Technology PLC             | International Game Technology PLC             | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |     67353 | NS      | $1064850.93   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc               | Pinnacle Financial Partners Inc               | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      1379 | NS      | $152255.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atea Pharmaceuticals Inc                      | Atea Pharmaceuticals Inc                      | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46886 | NS      | $168789.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko Inc                                     | Funko Inc                                     | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |     66144 | NS      | $314845.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                               | Murphy Oil Corp                               | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     40519 | NS      | $911677.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                        | Heritage Commerce Corp                        | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |    122135 | NS      | $1212800.55   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                               | Macerich Co/The                               | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |     27449 | NS      | $444124.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies Inc                 | Forum Energy Technologies Inc                 | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |     14819 | NS      | $288525.93    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                               | Hillenbrand Inc                               | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     18987 | NS      | $381069.09    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                             | Newmark Group Inc                             | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45974 | NS      | $558584.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                           | Cal-Maine Foods Inc                           | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      9536 | NS      | $950071.68    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                            | Teekay Tankers Ltd                            | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |     40280 | NS      | $1680481.60   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                          | Merchants Bancorp/IN                          | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     18260 | NS      | $603858.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                    | Korn Ferry                                    | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      3885 | NS      | $284887.05    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc                     | Piedmont Realty Trust Inc                     | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |    110572 | NS      | $806069.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                            | ABM Industries Inc                            | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     45099 | NS      | $2129123.79   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc                             | HBT Financial Inc                             | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      2917 | NS      | $73537.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                           | PotlatchDeltic Corp                           | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |     62162 | NS      | $2385155.94   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp                | Atlantic Union Bankshares Corp                | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8396 | NS      | $262626.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                     | Dynavax Technologies Corp                     | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     74049 | NS      | $734566.08    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Secured LLC                                | CF Secured LLC                                | CUSIP: 000000000<br>LEI: 254900OXTV81I73FAT50 | Long             | RA               | CORP              | US        |   1400000 | PA      | $1400000.00   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| G-III Apparel Group Ltd                       | G-III Apparel Group Ltd                       | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     30067 | NS      | $673500.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                          | Sonic Automotive Inc                          | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      8483 | NS      | $678046.19    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                             | Chord Energy Corp                             | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      4440 | NS      | $430014.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida              | Seacoast Banking Corp of Florida              | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     31202 | NS      | $861799.24    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BigBear.ai Holdings Inc                       | BigBear.ai Holdings Inc                       | CUSIP: 08975B109<br>LEI: 549300XGCF2ELN28CS63 | Long             | EC               | CORP              | US        |    167294 | NS      | $1135926.26   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Taylor Morrison Home Corp                     | Taylor Morrison Home Corp                     | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     18845 | NS      | $1157459.90   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc                 | Business First Bancshares Inc                 | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |     26784 | NS      | $660225.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                 | Ambarella Inc                                 | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |      5384 | NS      | $355693.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc                        | iTeos Therapeutics Inc                        | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96659 | NS      | $963690.23    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                                    | nLight Inc                                    | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46488 | NS      | $914883.84    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                       | Perdoceo Education Corp                       | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |      5571 | NS      | $182115.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                      | Par Pacific Holdings Inc                      | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     14802 | NS      | $392697.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc                   | Capital City Bank Group Inc                   | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      5169 | NS      | $203400.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                  | ArcBest Corp                                  | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      8434 | NS      | $649502.34    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Alight Inc                                    | Alight Inc                                    | CUSIP: 01626W101<br>LEI: 549300600ESCO1HTVN74 | Long             | EC               | CORP              | US        |     23639 | NS      | $133796.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions Inc                       | Perimeter Solutions Inc                       | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117488 | NS      | $1635432.96   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                            | UFP Industries Inc                            | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     10543 | NS      | $1047552.48   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| National Bank Holdings Corp                   | National Bank Holdings Corp                   | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5122 | NS      | $192638.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                            | Ichor Holdings Ltd                            | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |     52722 | NS      | $1035460.08   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc                         | Rigetti Computing Inc                         | CUSIP: 76655K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55673 | NS      | $660281.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Central Pacific Financial Corp                | Central Pacific Financial Corp                | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     15421 | NS      | $432250.63    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                          | Hancock Whitney Corp                          | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     20472 | NS      | $1175092.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillman Solutions Corp                        | Hillman Solutions Corp                        | CUSIP: 431636109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79148 | NS      | $565116.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                        | Mueller Industries Inc                        | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     14242 | NS      | $1131811.74   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                        | Advance Auto Parts Inc                        | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     12481 | NS      | $580241.69    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                                 | Renasant Corp                                 | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     31876 | NS      | $1145304.68   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Option Care Health Inc                        | Option Care Health Inc                        | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     59490 | NS      | $1932235.20   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                   | Unitil Corp                                   | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32135 | NS      | $1675840.25   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                           | Mr Cooper Group Inc                           | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      5537 | NS      | $826175.77    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                  | Embecta Corp                                  | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     11339 | NS      | $109874.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                           | Paramount Group Inc                           | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               |  | US        |     43677 | NS      | $266429.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc                | MidWestOne Financial Group Inc                | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10239 | NS      | $294576.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                   | Unisys Corp                                   | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     95886 | NS      | $434363.58    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale                              | Societe Generale                              | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Andersons Inc/The                             | Andersons Inc/The                             | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      6887 | NS      | $253097.25    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc                            | Garrett Motion Inc                            | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |     59814 | NS      | $628645.14    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                  | Texas Capital Bancshares Inc                  | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     11607 | NS      | $921595.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp                  | Six Flags Entertainment Corp                  | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |      5645 | NS      | $171777.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| IDACORP Inc                                   | IDACORP Inc                                   | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     12662 | NS      | $1461827.90   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                         | Chatham Lodging Trust                         | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |    106537 | NS      | $742562.89    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                              | Shutterstock Inc                              | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      4171 | NS      | $79082.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                      | Ooma Inc                                      | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4130 | NS      | $53277.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                   | Fresh Del Monte Produce Inc                   | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |     14183 | NS      | $459812.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd                | Fidelis Insurance Holdings Ltd                | CUSIP: 000000000<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | EC               | CORP              | BM        |     38474 | NS      | $637898.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                          | LXP Industrial Trust                          | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |    148204 | NS      | $1224165.04   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                | Virtus Investment Partners Inc                | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      2794 | NS      | $506831.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                    | Vishay Precision Group Inc                    | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20271 | NS      | $569615.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| 1st Source Corp                               | 1st Source Corp                               | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3778 | NS      | $234500.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                               | Hecla Mining Co                               | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    159977 | NS      | $958262.23    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd                              | Genie Energy Ltd                              | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |     11321 | NS      | $304308.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                              | QCR Holdings Inc                              | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     26246 | NS      | $1782103.40   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc     | HA Sustainable Infrastructure Capital Inc     | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               |  | US        |     32921 | NS      | $884258.06    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Portillo's Inc                                | Portillo's Inc                                | CUSIP: 73642K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41915 | NS      | $489148.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| ON24 Inc                                      | ON24 Inc                                      | CUSIP: 68339B104<br>LEI: 254900S6S9YKYTO9Q964 | Long             | EC               | CORP              | US        |     66014 | NS      | $358456.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp Inc                         | Brookline Bancorp Inc                         | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35424 | NS      | $373723.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpire Capital Inc                       | BrightSpire Capital Inc                       | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               |  | US        |    159190 | NS      | $803909.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                     | Chesapeake Utilities Corp                     | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      7223 | NS      | $868349.06    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                  | Cadence Bank                                  | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     10376 | NS      | $331824.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                       | Peloton Interactive Inc                       | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |    143726 | NS      | $997458.44    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc                             | Unity Bancorp Inc                             | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      1122 | NS      | $52823.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc                                | Gray Media Inc                                | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     33198 | NS      | $150386.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                             | Agree Realty Corp                             | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |      1747 | NS      | $127635.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Matador Resources Co                          | Matador Resources Co                          | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     22441 | NS      | $1070884.52   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc                 | Armada Hoffler Properties Inc                 | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |     16109 | NS      | $110668.83    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                          | Commercial Metals Co                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     40045 | NS      | $1958600.95   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                          | Warrior Met Coal Inc                          | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     16715 | NS      | $766048.45    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc                  | Life Time Group Holdings Inc                  | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23339 | NS      | $707871.87    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                                   | Ovintiv Inc                                   | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |     19097 | NS      | $726640.85    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                                      | EVgo Inc                                      | CUSIP: 30052F100<br>LEI: 254900NJU5Y3D9R42S26 | Long             | EC               | CORP              | US        |     81708 | NS      | $298234.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Cytokinetics Inc                              | Cytokinetics Inc                              | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     12960 | NS      | $428198.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                     | Minerals Technologies Inc                     | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      5673 | NS      | $312412.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mammoth Energy Services Inc                   | Mammoth Energy Services Inc                   | CUSIP: 56155L108<br>LEI: 549300ODHHN3MGXCQ803 | Long             | EC               | CORP              | US        |     26226 | NS      | $73432.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                       | Strategic Education Inc                       | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |      8691 | NS      | $739864.83    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Immersion Corp                                | Immersion Corp                                | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |     12782 | NS      | $100722.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| ICU Medical Inc                               | ICU Medical Inc                               | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      9742 | NS      | $1287405.30   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                   | SkyWest Inc                                   | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     11434 | NS      | $1177358.98   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                         | Integer Holdings Corp                         | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      1487 | NS      | $182856.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                          | First Financial Corp                          | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11621 | NS      | $629741.99    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Healthcare Services Group Inc                 | Healthcare Services Group Inc                 | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     49056 | NS      | $737311.68    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                    | Syndax Pharmaceuticals Inc                    | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     32327 | NS      | $302742.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Brands Corp                             | Primo Brands Corp                             | CUSIP: 741623102<br>LEI: 254900J0WS4AXV2LAX55 | Long             | EC               | CORP              | US        |     10892 | NS      | $322621.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                      | HomeTrust Bancshares Inc                      | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8421 | NS      | $315029.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                   | Avista Corp                                   | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      4479 | NS      | $169978.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc                             | Spok Holdings Inc                             | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |     13691 | NS      | $242056.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                        | Apogee Enterprises Inc                        | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     17025 | NS      | $691215.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                   | E-MINI RUSS 2000 SEP25                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       169 | NC      | $245489.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                         | Veris Residential Inc                         | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               |  | US        |     18507 | NS      | $275569.23    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                              | Oscar Health Inc                              | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13332 | NS      | $285838.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                       | Enova International Inc                       | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     19385 | NS      | $2161815.20   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                | Metropolitan Bank Holding Corp                | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10411 | NS      | $728770.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Orrstown Financial Services Inc               | Orrstown Financial Services Inc               | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      4205 | NS      | $133845.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                          | Urban Outfitters Inc                          | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     22291 | NS      | $1616989.14   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                 | O-I Glass Inc                                 | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72638 | NS      | $1070684.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc               | Heritage Insurance Holdings Inc               | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      5277 | NS      | $131608.38    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                            | Enact Holdings Inc                            | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |     23143 | NS      | $859762.45    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc                   | Aurinia Pharmaceuticals Inc                   | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |     41479 | NS      | $351327.13    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                             | Tutor Perini Corp                             | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     24172 | NS      | $1130766.16   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                          | SL Green Realty Corp                          | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |     17058 | NS      | $1055890.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Energy Inc                            | Liberty Energy Inc                            | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101151 | NS      | $1161213.48   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                            | CNX Resources Corp                            | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      8666 | NS      | $291870.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Extreme Networks Inc                          | Extreme Networks Inc                          | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     56952 | NS      | $1022288.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                            | SunCoke Energy Inc                            | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     21464 | NS      | $184375.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                    | Adient PLC                                    | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |     64736 | NS      | $1259762.56   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc                                | Utz Brands Inc                                | CUSIP: 918090101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22063 | NS      | $276890.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc                          | Mid Penn Bancorp Inc                          | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3392 | NS      | $95654.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| City Office REIT Inc                          | City Office REIT Inc                          | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               |  | US        |     18124 | NS      | $96782.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Capital Inc                          | Barclays Capital Inc                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| PTC Therapeutics Inc                          | PTC Therapeutics Inc                          | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     13352 | NS      | $652111.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                         | Independent Bank Corp                         | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     12437 | NS      | $782100.75    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA                         | CNB Financial Corp/PA                         | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |     11614 | NS      | $265496.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine Inc                           | Digital Turbine Inc                           | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     47641 | NS      | $281081.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                           | TreeHouse Foods Inc                           | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |      2616 | NS      | $50802.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arko Corp                                     | Arko Corp                                     | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71395 | NS      | $302000.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                             | World Kinect Corp                             | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     24040 | NS      | $681534.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| CareTrust REIT Inc                            | CareTrust REIT Inc                            | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |     53606 | NS      | $1640343.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                    | Atkore Inc                                    | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     18559 | NS      | $1309337.45   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| KinderCare Learning Cos Inc                   | KinderCare Learning Cos Inc                   | CUSIP: 49456W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74400 | NS      | $751440.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| ACCO Brands Corp                              | ACCO Brands Corp                              | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     22718 | NS      | $81330.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                | MRC Global Inc                                | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     59467 | NS      | $815292.57    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                    | Financial Institutions Inc                    | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23533 | NS      | $604327.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                      | Dana Inc                                      | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     81011 | NS      | $1389338.65   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                              | TriCo Bancshares                              | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11309 | NS      | $457901.41    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                       | DigitalBridge Group Inc                       | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |     30929 | NS      | $320115.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                              | Boise Cascade Co                              | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      7929 | NS      | $688395.78    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc                 | Capitol Federal Financial Inc                 | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49942 | NS      | $304646.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                 | M/I Homes Inc                                 | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      7688 | NS      | $861978.56    | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| TPG RE Finance Trust Inc                      | TPG RE Finance Trust Inc                      | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               |  | US        |     53187 | NS      | $410603.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                       | Hudson Technologies Inc                       | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18328 | NS      | $148823.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The          | Bank of NT Butterfield & Son Ltd/The          | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |     48975 | NS      | $2168613.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                       | KB Home                                       | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     13636 | NS      | $722298.92    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                                | SpartanNash Co                                | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      7819 | NS      | $207125.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                    | Midland States Bancorp Inc                    | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      5632 | NS      | $97546.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                                   | BayCom Corp                                   | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |      2491 | NS      | $69025.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc        | Heidrick & Struggles International Inc        | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     11008 | NS      | $503726.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                               | Otter Tail Corp                               | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3641 | NS      | $280684.69    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                            | CVB Financial Corp                            | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14383 | NS      | $284639.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                           | BellRing Brands Inc                           | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |      3683 | NS      | $213356.19    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                                  | Cars.com Inc                                  | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      9885 | NS      | $117137.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-15

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

**Signature:** Alan Otis

**Name of Signer:** Alan Otis

**Title:** Treasurer