# EDGAR Filing Document

**Accession Number:** 0001485894
**File Stem:** 0001752724-25-203860
**Filing Date:** 2025-8
**Character Count:** 224212
**Document Hash:** 64cc98542ce2049b8c1066b980675682
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-203860.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-203860

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** J.P. Morgan Exchange-Traded Fund Trust
- **CENTRAL INDEX KEY:** 0001485894

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22903
- **FILM NUMBER:** 251253627

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

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

## Series and Classes Contracts Data

### JPMorgan Small & Mid Cap Enhanced Equity ETF (Series ID: S000074055)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000231438 | JPMorgan Small & Mid Cap Enhanced Equity ETF | JMEE            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** J.P. Morgan Exchange-Traded Fund Trust

- **b. Investment Company Act file number:** 811-22903

- **c. CIK number of Registrant:** 0001485894

- **d. LEI of Registrant:** 5493001E1K1DVWDV2464

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 844-457-6383

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

- **a. Name of Series:** JPMorgan Small & Mid Cap Enhanced Equity ETF

- **b. EDGAR series identifier (if any):** S000074055

- **c. LEI of Series:** 549300MQ8JTFF5H84A93

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1869381366.50

**Total Liabilities:** $29862767.98

**Net Assets:** $1839518598.52

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000231438 | -2.95%               | 5.38%                | 3.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6505727.53             | $-42135888.55                              |
| Month 2  | $1045383.83              | $83522739.28                               |
| Month 3  | $-974620.25              | $59802547.52                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                          | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Radian Group, Inc.                            | Radian Group, Inc.                                                    | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     58696 | NS      | $2114229.92   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                      | Group 1 Automotive, Inc.                                              | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      3484 | NS      | $1521497.64   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                       | Acushnet Holdings Corp.                                               | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     12171 | NS      | $886292.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Agree Realty Corp.                            | Agree Realty Corp.                                                    | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28264 | NS      | $2064967.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp.                                | Renasant Corp.                                                        | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     27142 | NS      | $975212.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                       | COPT Defense Properties                                               | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |    107608 | NS      | $2967828.64   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                   | Crocs, Inc.                                                           | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     23206 | NS      | $2350303.68   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                      | Trinity Industries, Inc.                                              | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     32473 | NS      | $877095.73    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                      | Wintrust Financial Corp.                                              | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     28181 | NS      | $3493880.38   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                    | Wolverine World Wide, Inc.                                            | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    123277 | NS      | $2228848.16   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                            | InterDigital, Inc.                                                    | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16233 | NS      | $3639925.59   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| RLI Corp.                                     | RLI Corp.                                                             | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     53895 | NS      | $3892296.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp.                    | Chesapeake Utilities Corp.                                            | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     20903 | NS      | $2512958.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS, Inc.                                     | GMS, Inc.                                                             | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     12772 | NS      | $1388955.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group, Inc.                               | BGC Group, Inc., Class A                                              | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |    161086 | NS      | $1647909.78   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities Lending Money Market Fund | JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares | CUSIP: 46645V642<br>LEI: 5493002FD4HXUJXMRO62 | Long             | STIV             | RF                | US        |  29423749 | NS      | $29423749.10  | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings, Inc.                      | FirstCash Holdings, Inc.                                              | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22453 | NS      | $3034298.42   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                         | Hancock Whitney Corp.                                                 | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     59963 | NS      | $3441876.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                       | Louisiana-Pacific Corp.                                               | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     26196 | NS      | $2252594.04   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                   | Brinker International, Inc.                                           | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     18761 | NS      | $3383171.13   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy, Inc.                            | Talos Energy, Inc.                                                    | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     17672 | NS      | $149858.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                          | Addus HomeCare Corp.                                                  | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      7472 | NS      | $860699.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                     | United Therapeutics Corp.                                             | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     35096 | NS      | $10084835.60  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                     | CubeSmart                                                             | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    186720 | NS      | $7935600.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                              | Zions Bancorp NA                                                      | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     28893 | NS      | $1500702.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                               | Ingredion, Inc.                                                       | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     37990 | NS      | $5152203.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.               | Interactive Brokers Group, Inc., Class A                              | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |    180812 | NS      | $10018792.92  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA, Inc.                                   | TEGNA, Inc.                                                           | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     64499 | NS      | $1081003.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv, Inc.                                 | Autoliv, Inc.                                                         | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     25558 | NS      | $2859940.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                    | Resideo Technologies, Inc.                                            | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    173113 | NS      | $3818872.78   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                    | Esab Corp.                                                            | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     21734 | NS      | $2620033.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                              | OGE Energy Corp.                                                      | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |    184562 | NS      | $8190861.56   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods, Inc.                         | Cal-Maine Foods, Inc.                                                 | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     17189 | NS      | $1712540.07   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp.                       | Permian Resources Corp.                                               | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    267490 | NS      | $3643213.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp.                                 | Balchem Corp.                                                         | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     15425 | NS      | $2455660.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings, Inc.                        | Kyndryl Holdings, Inc.                                                | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |     96505 | NS      | $4049349.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                          | Meritage Homes Corp.                                                  | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     14862 | NS      | $995308.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co.                               | SpartanNash Co.                                                       | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     18092 | NS      | $479257.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                                  | Gentex Corp.                                                          | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     65526 | NS      | $1440916.74   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                                 | Ovintiv, Inc.                                                         | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |    135644 | NS      | $5161254.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties, Inc.             | Equity LifeStyle Properties, Inc.                                     | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |     61823 | NS      | $3812624.41   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                           | Carlisle Cos., Inc.                                                   | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     15455 | NS      | $5770897.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                              | Timken Co. (The)                                                      | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     48479 | NS      | $3517151.45   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp.                             | Haemonetics Corp.                                                     | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     57165 | NS      | $4265080.65   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE, Inc.                                | OPENLANE, Inc.                                                        | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    116471 | NS      | $2847715.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart, Inc.                              | PriceSmart, Inc.                                                      | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     10787 | NS      | $1133066.48   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                            | nVent Electric plc                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |    113743 | NS      | $8331674.75   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                       | Brookline Bancorp, Inc.                                               | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    195634 | NS      | $2063938.70   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                         | AECOM                                                                 | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |    100383 | NS      | $11329225.38  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp.                   | Lattice Semiconductor Corp.                                           | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     71931 | NS      | $3523899.69   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                        | Integer Holdings Corp.                                                | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     16122 | NS      | $1982522.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                    | Axcelis Technologies, Inc.                                            | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     18164 | NS      | $1265849.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget, Inc.                              | TechTarget, Inc.                                                      | CUSIP: 87874R308<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    223803 | NS      | $1738949.31   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares, Inc.                    | Northwest Bancshares, Inc.                                            | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    126876 | NS      | $1621475.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                | Doximity, Inc., Class A                                               | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65809 | NS      | $4036724.06   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp.                   | Standex International Corp.                                           | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      3646 | NS      | $570526.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc. (The)                           | Bancorp, Inc. (The)                                                   | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |     19552 | NS      | $1113877.44   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp.                                 | Semtech Corp.                                                         | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     81082 | NS      | $3660041.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                          | Curtiss-Wright Corp.                                                  | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     15563 | NS      | $7603303.65   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box, Inc.                         | Jack in the Box, Inc.                                                 | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |     78855 | NS      | $1376808.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Jazz Pharmaceuticals plc                      | Jazz Pharmaceuticals plc                                              | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     42400 | NS      | $4499488.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                      | Option Care Health, Inc.                                              | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    130391 | NS      | $4235099.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.            | BJ's Wholesale Club Holdings, Inc.                                    | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     58269 | NS      | $6283146.27   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings, Inc.                        | Hilltop Holdings, Inc.                                                | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |    129009 | NS      | $3915423.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp.                  | REX American Resources Corp.                                          | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16799 | NS      | $818279.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                         | Harley-Davidson, Inc.                                                 | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     50472 | NS      | $1191139.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                   | Kinsale Capital Group, Inc.                                           | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      5575 | NS      | $2697742.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings, Inc.                  | Floor & Decor Holdings, Inc., Class A                                 | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     68997 | NS      | $5241012.12   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                        | Medpace Holdings, Inc.                                                | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     13395 | NS      | $4204154.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp.                                | Repligen Corp.                                                        | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      9415 | NS      | $1171037.70   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                  | Neurocrine Biosciences, Inc.                                          | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     42223 | NS      | $5307008.87   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                     | ATI, Inc.                                                             | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     48496 | NS      | $4187144.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                 | Owens Corning                                                         | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     59274 | NS      | $8151360.48   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                   | DiamondRock Hospitality Co.                                           | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    306009 | NS      | $2344028.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                        | Urban Outfitters, Inc.                                                | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     42224 | NS      | $3062928.96   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                          | Old National Bancorp                                                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    236399 | NS      | $5044754.66   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane, Inc.                           | Hamilton Lane, Inc., Class A                                          | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      7480 | NS      | $1063057.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp.                               | Trustmark Corp.                                                       | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     25303 | NS      | $922547.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                 | Hawkins, Inc.                                                         | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      9599 | NS      | $1364017.90   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                   | Centerspace                                                           | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |     18761 | NS      | $1129224.59   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey, Inc.                                | WP Carey, Inc.                                                        | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |     37279 | NS      | $2325464.02   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                       | Abercrombie & Fitch Co., Class A                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     39020 | NS      | $3232807.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.             | Fidelity National Financial, Inc.                                     | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    108500 | NS      | $6082510.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp.                                 | Lindsay Corp.                                                         | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      8096 | NS      | $1167848.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                    | Saia, Inc.                                                            | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      4759 | NS      | $1303918.41   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California, Inc.                      | Banc of California, Inc.                                              | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |    176380 | NS      | $2478139.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.          | Frontier Communications Parent, Inc.                                  | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102323 | NS      | $3724557.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd, Inc.                                    | WaFd, Inc.                                                            | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34911 | NS      | $1022194.08   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings, Inc.                      | Employers Holdings, Inc.                                              | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42963 | NS      | $2026994.34   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet, Inc.                                | Freshpet, Inc.                                                        | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     37308 | NS      | $2535451.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                              | SiriusPoint Ltd.                                                      | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |     34510 | NS      | $703658.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp.                                 | Navient Corp.                                                         | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |    156759 | NS      | $2210301.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties, Inc.           | Gaming and Leisure Properties, Inc.                                   | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     62100 | NS      | $2898828.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp.                                  | CorVel Corp.                                                          | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12104 | NS      | $1244049.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                        | Warrior Met Coal, Inc.                                                | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     42878 | NS      | $1965098.74   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems, Inc.                   | Merit Medical Systems, Inc.                                           | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     25260 | NS      | $2361304.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                           | Toll Brothers, Inc.                                                   | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     49334 | NS      | $5630489.42   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu, Inc.                                    | Cohu, Inc.                                                            | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     20919 | NS      | $402481.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                        | Stifel Financial Corp.                                                | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     43807 | NS      | $4546290.46   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox, Inc.                                 | Dropbox, Inc., Class A                                                | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |    240330 | NS      | $6873438.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises, Inc.                         | DXP Enterprises, Inc.                                                 | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39262 | NS      | $3441314.30   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                 | SM Energy Co.                                                         | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     70904 | NS      | $1752037.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                       | Lantheus Holdings, Inc.                                               | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     44487 | NS      | $3641705.82   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust, Inc.                 | Starwood Property Trust, Inc.                                         | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |    139465 | NS      | $2799062.55   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos., Inc.                         | Albertsons Cos., Inc., Class A                                        | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    167565 | NS      | $3604323.15   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.              | Virtus Investment Partners, Inc.                                      | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      2593 | NS      | $470370.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                     | UGI Corp.                                                             | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |    171220 | NS      | $6235832.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                   | Acadia Healthcare Co., Inc.                                           | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     44314 | NS      | $1005484.66   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co.                          | Allegiant Travel Co.                                                  | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      5897 | NS      | $324040.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education, Inc.                     | Strategic Education, Inc.                                             | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |     28633 | NS      | $2437527.29   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker, Inc.                              | NEXTracker, Inc., Class A                                             | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22539 | NS      | $1225445.43   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                         | MGIC Investment Corp.                                                 | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     74276 | NS      | $2067843.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| St. Joe Co. (The)                             | St. Joe Co. (The)                                                     | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     14695 | NS      | $700951.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec, Inc.                                | Innospec, Inc.                                                        | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |     46460 | NS      | $3906821.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                   | Fluor Corp.                                                           | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     73705 | NS      | $3778855.35   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                         | American Homes 4 Rent, Class A                                        | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |    152016 | NS      | $5483217.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                           | Russell 2000 E-Mini Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       124 | NC      | $448923.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings, Inc.                      | Equitable Holdings, Inc.                                              | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    128792 | NS      | $7225231.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings, Inc.                       | Lumentum Holdings, Inc.                                               | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     52037 | NS      | $4946637.22   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics, Inc.                         | Myriad Genetics, Inc.                                                 | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |    119299 | NS      | $633477.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers, Inc.                            | Saul Centers, Inc.                                                    | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5501 | NS      | $187804.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark, Inc.                              | Cleanspark, Inc.                                                      | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |     65270 | NS      | $719928.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial, Inc.                          | Ally Financial, Inc.                                                  | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    160494 | NS      | $6251241.30   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares, Inc.                    | Southside Bancshares, Inc.                                            | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |     42374 | NS      | $1247066.82   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp.                     | Curbline Properties Corp.                                             | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |    148129 | NS      | $3381785.07   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                    | EastGroup Properties, Inc.                                            | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     41153 | NS      | $6877489.36   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell, Inc.                                | Omnicell, Inc.                                                        | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     20919 | NS      | $615018.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                    | Taylor Morrison Home Corp.                                            | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     42736 | NS      | $2624845.12   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                         | Walker & Dunlop, Inc.                                                 | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62956 | NS      | $4437138.88   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health, Inc.                      | Hims & Hers Health, Inc.                                              | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |     81750 | NS      | $4075237.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Mueller Industries, Inc.                      | Mueller Industries, Inc.                                              | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |    102243 | NS      | $8125251.21   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.                | Watts Water Technologies, Inc., Class A                               | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     29549 | NS      | $7265803.61   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                       | KB Home                                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     29964 | NS      | $1587193.08   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                         | Range Resources Corp.                                                 | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    165278 | NS      | $6721856.26   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                      | Central Garden & Pet Co., Class A                                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     29398 | NS      | $919863.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus, Inc.                                | Cargurus, Inc.                                                        | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |    123662 | NS      | $4138967.14   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                        | SPX Technologies, Inc.                                                | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     21101 | NS      | $3538215.68   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd.                           | Capri Holdings Ltd.                                                   | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |     98886 | NS      | $1750282.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                         | Assured Guaranty Ltd.                                                 | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     23764 | NS      | $2069844.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings, Inc.                            | RBC Bearings, Inc.                                                    | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13699 | NS      | $5271375.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp.                         | Mercury General Corp.                                                 | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     10671 | NS      | $718585.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                    | Korn Ferry                                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     21908 | NS      | $1606513.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp.                              | Scholastic Corp.                                                      | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35923 | NS      | $753664.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                  | Grand Canyon Education, Inc.                                          | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     28125 | NS      | $5315625.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                      | Fabrinet                                                              | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     31914 | NS      | $9404417.52   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp.                                   | Kirby Corp.                                                           | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     30649 | NS      | $3475903.09   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                | TopBuild Corp.                                                        | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     13546 | NS      | $4385382.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.       | Essential Properties Realty Trust, Inc.                               | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    175369 | NS      | $5596024.79   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar, Inc.                             | Morningstar, Inc.                                                     | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |      5684 | NS      | $1784378.12   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.    | Knight-Swift Transportation Holdings, Inc.                            | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57431 | NS      | $2540173.13   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.              | Omega Healthcare Investors, Inc.                                      | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |     89045 | NS      | $3263499.25   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                  | United Community Banks, Inc.                                          | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     47808 | NS      | $1424200.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                             | Boise Cascade Co.                                                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     50328 | NS      | $4369476.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp.                        | US Foods Holding Corp.                                                | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |    112193 | NS      | $8639982.93   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                            | Chord Energy Corp.                                                    | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     43830 | NS      | $4244935.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                       | Aramark                                                               | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    111617 | NS      | $4673403.79   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial, Inc.                     | Ellington Financial, Inc.                                             | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     38923 | NS      | $505609.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Bruker Corp.                                  | Bruker Corp.                                                          | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     50275 | NS      | $2071330.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co. (The)                             | Brink's Co. (The)                                                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     26180 | NS      | $2337612.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                             | Essent Group Ltd.                                                     | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     60082 | NS      | $3648779.86   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                             | HF Sinclair Corp.                                                     | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     83035 | NS      | $3411077.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments, Inc.                         | Shift4 Payments, Inc., Class A                                        | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98396 | NS      | $9752027.56   | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Tetra Tech, Inc.                              | Tetra Tech, Inc.                                                      | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |    115659 | NS      | $4159097.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bill Holdings, Inc.                           | Bill Holdings, Inc.                                                   | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     18700 | NS      | $865062.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                     | Nexstar Media Group, Inc.                                             | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      7751 | NS      | $1340535.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp.                                 | Visteon Corp.                                                         | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     11908 | NS      | $1111016.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                       | Paylocity Holding Corp.                                               | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     36584 | NS      | $6628654.96   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes, Inc.                          | Champion Homes, Inc.                                                  | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21004 | NS      | $1315060.44   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                    | GATX Corp.                                                            | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     20250 | NS      | $3109590.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia, Inc.                                  | Phinia, Inc.                                                          | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     55821 | NS      | $2483476.29   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                      | Jones Lang LaSalle, Inc.                                              | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     34894 | NS      | $8925187.32   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina, Inc.                                | Illumina, Inc.                                                        | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     44968 | NS      | $4290396.88   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group, Inc.                  | Safety Insurance Group, Inc.                                          | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     47846 | NS      | $3798493.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica, Inc.                                | Comerica, Inc.                                                        | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     43749 | NS      | $2609627.85   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp.                                   | Brady Corp., Class A                                                  | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     80787 | NS      | $5491092.39   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                                 | Griffon Corp.                                                         | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     25186 | NS      | $1822710.82   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.             | Pinnacle Financial Partners, Inc.                                     | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     23954 | NS      | $2644761.14   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                | Exelixis, Inc.                                                        | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    281074 | NS      | $12388336.55  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                      | Power Integrations, Inc.                                              | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     15448 | NS      | $863543.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings, Inc.                       | Cinemark Holdings, Inc.                                               | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     51173 | NS      | $1544401.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                | California Water Service Group                                        | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     24030 | NS      | $1092884.40   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                   | Terex Corp.                                                           | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     36002 | NS      | $1680933.38   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts, Inc.                      | Advance Auto Parts, Inc.                                              | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     16442 | NS      | $764388.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                            | HealthEquity, Inc.                                                    | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     18152 | NS      | $1901603.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                   | Greif, Inc., Class A                                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     51467 | NS      | $3344840.33   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                                | Coherent Corp.                                                        | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |    134677 | NS      | $12014535.17  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear, Inc.                               | Maplebear, Inc.                                                       | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98640 | NS      | $4462473.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                          | Globus Medical, Inc., Class A                                         | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |    104286 | NS      | $6154959.72   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.              | Old Republic International Corp.                                      | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     49046 | NS      | $1885328.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                     | Insight Enterprises, Inc.                                             | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     11077 | NS      | $1529567.55   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                                 | ArcBest Corp.                                                         | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     26087 | NS      | $2008959.87   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                           | Regal Rexnord Corp.                                                   | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     29039 | NS      | $4209493.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd.              | Alpha & Omega Semiconductor Ltd.                                      | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |     32768 | NS      | $840826.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity, Inc.                                  | Acuity, Inc.                                                          | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12754 | NS      | $3805028.36   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group, Inc.               | Northwestern Energy Group, Inc.                                       | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |     23827 | NS      | $1222325.10   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.   | Apollo Commercial Real Estate Finance, Inc.                           | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |     55064 | NS      | $533019.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                  | Qualys, Inc.                                                          | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     16429 | NS      | $2347211.23   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                            | Hope Bancorp, Inc.                                                    | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    126761 | NS      | $1360145.53   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                    | Performance Food Group Co.                                            | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     87181 | NS      | $7625722.07   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp.                                  | Plexus Corp.                                                          | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     23440 | NS      | $3171666.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                 | Six Flags Entertainment Corp.                                         | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |     37631 | NS      | $1145111.33   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                           | UMB Financial Corp.                                                   | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     35962 | NS      | $3781763.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                                 | Ashland, Inc.                                                         | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     24831 | NS      | $1248502.68   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                                 | EVERTEC, Inc.                                                         | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     75624 | NS      | $2726245.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group, Inc.                           | Bristow Group, Inc.                                                   | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     14546 | NS      | $479581.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.               | Lincoln Electric Holdings, Inc.                                       | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     21407 | NS      | $4438099.24   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies, Inc.                       | ESCO Technologies, Inc.                                               | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      7296 | NS      | $1399883.52   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp.                   | Horace Mann Educators Corp.                                           | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     20121 | NS      | $864599.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co.                                   | Tennant Co.                                                           | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      8460 | NS      | $655480.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.               | Advanced Drainage Systems, Inc.                                       | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     20916 | NS      | $2402411.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics, Inc.                           | GXO Logistics, Inc.                                                   | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     44890 | NS      | $2186143.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash, Inc.                         | Mister Car Wash, Inc.                                                 | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141419 | NS      | $849928.19    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.               | Annaly Capital Management, Inc.                                       | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    191367 | NS      | $3601526.94   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                  | Mattel, Inc.                                                          | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    149189 | NS      | $2942007.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp, Inc.                 | Berkshire Hills Bancorp, Inc.                                         | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     19218 | NS      | $481218.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                               | Brunswick Corp.                                                       | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     14576 | NS      | $805178.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                          | UFP Industries, Inc.                                                  | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     50042 | NS      | $4972173.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp.                  | National Bank Holdings Corp., Class A                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37362 | NS      | $1405184.82   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                     | Darling Ingredients, Inc.                                             | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     67144 | NS      | $2547443.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog, Inc.                                    | Moog, Inc., Class A                                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     11794 | NS      | $2134360.18   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties, Inc.                      | Cousins Properties, Inc.                                              | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |    109234 | NS      | $3280297.02   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.               | Simpson Manufacturing Co., Inc.                                       | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     17664 | NS      | $2743395.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System, Inc.                            | Ryder System, Inc.                                                    | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     19251 | NS      | $3060909.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                              | Royal Gold, Inc.                                                      | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      8549 | NS      | $1520354.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                        | Chart Industries, Inc.                                                | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     17486 | NS      | $2879069.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                           | Westamerica BanCorp                                                   | CUSIP: 957090103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11012 | NS      | $533421.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour, Inc.                            | Under Armour, Inc., Class A                                           | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    111395 | NS      | $760827.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                  | Watsco, Inc.                                                          | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      6305 | NS      | $2784414.10   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp.                                | UniFirst Corp.                                                        | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      6377 | NS      | $1200278.94   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions, Inc.                       | Element Solutions, Inc.                                               | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     55902 | NS      | $1266180.30   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp.                      | Heritage Financial Corp.                                              | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16633 | NS      | $396530.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                          | Axos Financial, Inc.                                                  | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     24921 | NS      | $1894992.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                     | ExlService Holdings, Inc.                                             | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     88465 | NS      | $3873882.35   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp.                                 | Sandisk Corp.                                                         | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111745 | NS      | $5067635.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education, Inc.                | Adtalem Global Education, Inc.                                        | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     22353 | NS      | $2843972.19   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                          | LXP Industrial Trust                                                  | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               | CORP              | US        |    395878 | NS      | $3269952.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                  | Xenia Hotels & Resorts, Inc.                                          | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    261438 | NS      | $3286275.66   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp. of Florida             | Seacoast Banking Corp. of Florida                                     | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     70781 | NS      | $1954971.22   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                               | TD SYNNEX Corp.                                                       | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     44083 | NS      | $5982063.10   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial, Inc.               | Capitol Federal Financial, Inc.                                       | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54379 | NS      | $331711.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                        | Encompass Health Corp.                                                | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     72476 | NS      | $8887731.88   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON, Inc.                                    | AAON, Inc.                                                            | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27488 | NS      | $2027240.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                   | Prosperity Bancshares, Inc.                                           | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51629 | NS      | $3626420.96   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises, Inc.                      | Apogee Enterprises, Inc.                                              | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     56369 | NS      | $2288581.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                  | Stride, Inc.                                                          | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     33568 | NS      | $4873737.92   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                               | Valvoline, Inc.                                                       | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     54412 | NS      | $2060582.44   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial, Inc.                       | Jackson Financial, Inc., Class A                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     40196 | NS      | $3569002.84   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient plc                                    | Adient plc                                                            | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |     37978 | NS      | $739051.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce, Inc.                 | Fresh Del Monte Produce, Inc.                                         | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | KY        |     43426 | NS      | $1407870.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                               | Insperity, Inc.                                                       | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     13438 | NS      | $807892.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                           | Redwood Trust, Inc.                                                   | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     58666 | NS      | $346716.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust            | PennyMac Mortgage Investment Trust                                    | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               | CORP              | US        |     41527 | NS      | $534037.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants, Inc.                        | BJ's Restaurants, Inc.                                                | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     52024 | NS      | $2320270.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace, Inc.                               | Dynatrace, Inc.                                                       | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |    105320 | NS      | $5814717.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap, Inc. (The)                               | Gap, Inc. (The)                                                       | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     92548 | NS      | $2018471.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics, Inc.                    | Sarepta Therapeutics, Inc.                                            | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     41460 | NS      | $708966.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                           | Kilroy Realty Corp.                                                   | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     74082 | NS      | $2541753.42   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co. (The)                   | Simply Good Foods Co. (The)                                           | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64771 | NS      | $2046115.89   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                     | CNO Financial Group, Inc.                                             | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     40203 | NS      | $1551031.74   | 0.08%             |  |  |  | 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        |     42418 | NS      | $1509232.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group, Inc.                        | Alaska Air Group, Inc.                                                | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     27473 | NS      | $1359364.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp.                      | Magnolia Oil & Gas Corp., Class A                                     | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21386 | NS      | $480757.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                              | Five Below, Inc.                                                      | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     18552 | NS      | $2433651.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                     | MDU Resources Group, Inc.                                             | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105779 | NS      | $1763335.93   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                         | Hanmi Financial Corp.                                                 | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |    114413 | NS      | $2823712.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies, Inc.                        | BWX Technologies, Inc.                                                | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     38476 | NS      | $5542852.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                              | elf Beauty, Inc.                                                      | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     23791 | NS      | $2960552.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                          | Peabody Energy Corp.                                                  | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     57482 | NS      | $771408.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management, Inc.                | Acadian Asset Management, Inc.                                        | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     10795 | NS      | $380415.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                            | FB Financial Corp.                                                    | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     14814 | NS      | $671074.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX, Inc.                                     | WEX, Inc.                                                             | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     48065 | NS      | $7060267.85   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                              | Concentrix Corp.                                                      | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |     43156 | NS      | $2281010.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust, Inc.           | KKR Real Estate Finance Trust, Inc.                                   | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |     32294 | NS      | $283218.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings, Inc.                   | DoubleVerify Holdings, Inc.                                           | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55278 | NS      | $827511.66    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group, Inc.                              | Cava Group, Inc.                                                      | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48387 | NS      | $4075637.01   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                     | AAR Corp.                                                             | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     14230 | NS      | $978881.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp.                                      | VF Corp.                                                              | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    138498 | NS      | $1627351.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                       | Avis Budget Group, Inc.                                               | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      9870 | NS      | $1668523.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Sonoco Products Co.                           | Sonoco Products Co.                                                   | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |    100496 | NS      | $4377605.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                  | Chemed Corp.                                                          | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      8374 | NS      | $4077551.82   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp.                  | Grocery Outlet Holding Corp.                                          | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40153 | NS      | $498700.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust, Inc.             | Four Corners Property Trust, Inc.                                     | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |     98275 | NS      | $2644580.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                           | Clean Harbors, Inc.                                                   | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     32588 | NS      | $7533693.84   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                    | Gogo, Inc.                                                            | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |    115047 | NS      | $1688889.96   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Signet Jewelers Ltd.                          | Signet Jewelers Ltd.                                                  | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |     11421 | NS      | $908540.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                              | Murphy Oil Corp.                                                      | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     72410 | NS      | $1629225.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure, Inc.                            | Clear Secure, Inc., Class A                                           | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101067 | NS      | $2805619.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.            | Marriott Vacations Worldwide Corp.                                    | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     20525 | NS      | $1484162.75   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                                 | SkyWest, Inc.                                                         | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     37304 | NS      | $3841192.88   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix, Inc.                                | AdvanSix, Inc.                                                        | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     12317 | NS      | $292528.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                        | Federated Hermes, Inc.                                                | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     72956 | NS      | $3233409.92   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors, Inc.                | Sunstone Hotel Investors, Inc.                                        | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |     78305 | NS      | $679687.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.         | Ollie's Bargain Outlet Holdings, Inc.                                 | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |     22760 | NS      | $2999312.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp.                         | Kaiser Aluminum Corp.                                                 | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6890 | NS      | $550511.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                             | Hanesbrands, Inc.                                                     | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |     53247 | NS      | $243871.26    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp.                                  | Unitil Corp.                                                          | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57627 | NS      | $3005248.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                      | Lumen Technologies, Inc.                                              | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    954893 | NS      | $4182431.34   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                                | GameStop Corp., Class A                                               | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    165455 | NS      | $4035447.45   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                           | S&P MidCap 400 E-Mini Index                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       134 | NC      | $1255369.58   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                        | Antero Resources Corp.                                                | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     58317 | NS      | $2349008.76   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global, Inc.                               | RB Global, Inc.                                                       | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |     52817 | NS      | $5608637.23   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials, Inc.                         | Eagle Materials, Inc.                                                 | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     13557 | NS      | $2740005.27   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings, Inc.                        | Palomar Holdings, Inc.                                                | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      5156 | NS      | $795313.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                        | Tenet Healthcare Corp.                                                | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     35835 | NS      | $6306960.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                        | Veritex Holdings, Inc.                                                | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     93439 | NS      | $2438757.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                     | American States Water Co.                                             | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     18208 | NS      | $1395825.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                       | Synovus Financial Corp.                                               | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     95661 | NS      | $4950456.75   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                        | Cavco Industries, Inc.                                                | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2341 | NS      | $1017000.63   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                  | Macy's, Inc.                                                          | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     85488 | NS      | $996790.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                         | Urban Edge Properties                                                 | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49821 | NS      | $929659.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                  | Azenta, Inc.                                                          | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     39412 | NS      | $1213101.36   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                  | Cadence Bank                                                          | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     80704 | NS      | $2580913.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                    | Dana, Inc.                                                            | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     59834 | NS      | $1026153.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin, Inc.                     | Alexander & Baldwin, Inc.                                             | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    185330 | NS      | $3304433.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                                 | First BanCorp                                                         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    168397 | NS      | $3507709.51   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp.                        | Antero Midstream Corp.                                                | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    141943 | NS      | $2689819.85   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands, Inc.                         | BellRing Brands, Inc.                                                 | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     66992 | NS      | $3880846.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                          | Travel + Leisure Co.                                                  | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     58844 | NS      | $3036938.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                         | Matador Resources Co.                                                 | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |    113231 | NS      | $5403383.32   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)              | Goodyear Tire & Rubber Co. (The)                                      | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    161090 | NS      | $1670503.30   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                     | KBR, Inc.                                                             | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    117688 | NS      | $5641962.72   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                  | Coca-Cola Consolidated, Inc.                                          | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     20424 | NS      | $2280339.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                              | AptarGroup, Inc.                                                      | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     26346 | NS      | $4121304.78   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp.                                | Materion Corp.                                                        | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     19403 | NS      | $1540016.11   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                    | Par Pacific Holdings, Inc.                                            | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     24221 | NS      | $642583.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                           | YETI Holdings, Inc.                                                   | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     41591 | NS      | $1310948.32   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                        | Cleveland-Cliffs, Inc.                                                | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |     94222 | NS      | $716087.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                  | Casey's General Stores, Inc.                                          | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     17331 | NS      | $8843489.37   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.           | First Industrial Realty Trust, Inc.                                   | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89299 | NS      | $4297960.87   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                     | Century Communities, Inc.                                             | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     13365 | NS      | $752716.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                                 | Oshkosh Corp.                                                         | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     30693 | NS      | $3484883.22   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                           | CNX Resources Corp.                                                   | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     45288 | NS      | $1525299.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group, Inc.                         | StepStone Group, Inc., Class A                                        | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9689 | NS      | $537739.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                        | Rush Enterprises, Inc., Class A                                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     20195 | NS      | $1040244.45   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                           | Acadia Realty Trust                                                   | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               | CORP              | US        |     52553 | NS      | $975909.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                          | Light & Wonder, Inc.                                                  | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     46061 | NS      | $4433831.86   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety, Inc.                              | MSA Safety, Inc.                                                      | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     28845 | NS      | $4832402.85   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                                | Evercore, Inc., Class A                                               | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     10773 | NS      | $2908925.46   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                   | Axalta Coating Systems Ltd.                                           | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |     91863 | NS      | $2727412.47   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings, Inc.                   | Hertz Global Holdings, Inc.                                           | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     53607 | NS      | $366135.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                   | Ciena Corp.                                                           | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     27148 | NS      | $2207946.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV, Inc.                                     | NOV, Inc.                                                             | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    199658 | NS      | $2481748.94   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                    | AGCO Corp.                                                            | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     26149 | NS      | $2697530.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                           | Post Holdings, Inc.                                                   | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     42271 | NS      | $4608807.13   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                               | Hub Group, Inc., Class A                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29936 | NS      | $1000760.48   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                            | Chemours Co. (The)                                                    | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |    106629 | NS      | $1220902.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                | Ameris Bancorp                                                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     56353 | NS      | $3646039.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                  | Sabra Health Care REIT, Inc.                                          | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     96439 | NS      | $1778335.16   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra, Inc.                                | Penumbra, Inc.                                                        | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     18388 | NS      | $4718912.44   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                    | Manhattan Associates, Inc.                                            | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     33262 | NS      | $6568247.14   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp.                          | WSFS Financial Corp.                                                  | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     29340 | NS      | $1613700.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corp.                                  | Enviri Corp.                                                          | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     33001 | NS      | $286448.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio, Inc.                                | Appfolio, Inc., Class A                                               | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |     10459 | NS      | $2408498.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp.                            | World Kinect Corp.                                                    | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     31216 | NS      | $884973.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                   | RenaissanceRe Holdings Ltd.                                           | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     16833 | NS      | $4088735.70   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness, Inc.                          | Planet Fitness, Inc., Class A                                         | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     34956 | NS      | $3811951.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.               | Independence Realty Trust, Inc.                                       | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |    109644 | NS      | $1939602.36   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                                | Wingstop, Inc.                                                        | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     12020 | NS      | $4047614.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.               | Arrowhead Pharmaceuticals, Inc.                                       | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     78749 | NS      | $1244234.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                       | John Wiley & Sons, Inc., Class A                                      | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     36585 | NS      | $1632788.55   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                            | NMI Holdings, Inc., Class A                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    106277 | NS      | $4483826.63   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group, Inc.                 | American Airlines Group, Inc.                                         | CUSIP: 02376R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    217756 | NS      | $2443222.32   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos., Inc. (The)                   | Greenbrier Cos., Inc. (The)                                           | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     11336 | NS      | $522022.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                       | RPM International, Inc.                                               | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     47157 | NS      | $5179724.88   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                          | Houlihan Lokey, Inc.                                                  | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     17584 | NS      | $3164240.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS, Inc.                                     | MKS, Inc.                                                             | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     47683 | NS      | $4737782.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                                 | Vontier Corp.                                                         | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     65075 | NS      | $2401267.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                         | Commercial Metals Co.                                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     82108 | NS      | $4015902.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp.                         | SL Green Realty Corp.                                                 | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     54766 | NS      | $3390015.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd.                                     | Flex Ltd.                                                             | CUSIP: N/A<br>LEI: 549300EAQH74YHD07T53       | Long             | EC               | CORP              | SG        |     43847 | NS      | $2188842.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main, Inc.                             | Core & Main, Inc., Class A                                            | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8924 | NS      | $538563.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor, Inc.                               | Frontdoor, Inc.                                                       | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     27490 | NS      | $1620260.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                    | Cullen/Frost Bankers, Inc.                                            | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     32897 | NS      | $4228580.38   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage, Inc.                            | Pure Storage, Inc., Class A                                           | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    133790 | NS      | $7703628.20   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                               | M/I Homes, Inc.                                                       | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     13459 | NS      | $1509023.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                | Somnigroup International, Inc.                                        | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     42578 | NS      | $2897432.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                | Wyndham Hotels & Resorts, Inc.                                        | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     17702 | NS      | $1437579.42   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                      | Western Alliance Bancorp                                              | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     47024 | NS      | $3666931.52   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                               | MYR Group, Inc.                                                       | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     19164 | NS      | $3477307.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.               | MSC Industrial Direct Co., Inc., Class A                              | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     23610 | NS      | $2007322.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance, Inc.                                | Reliance, Inc.                                                        | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     33255 | NS      | $10438744.50  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp.           | Integra LifeSciences Holdings Corp.                                   | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     35704 | NS      | $438088.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                                  | Masimo Corp.                                                          | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     47916 | NS      | $8060429.52   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet, Inc.                              | QuinStreet, Inc.                                                      | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     67431 | NS      | $1085639.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                 | Asbury Automotive Group, Inc.                                         | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     11412 | NS      | $2722218.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology, Inc.                       | Vir Biotechnology, Inc.                                               | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    358530 | NS      | $1806991.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo, Inc.                                | Duolingo, Inc.                                                        | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7367 | NS      | $3020617.34   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp.                    | California Resources Corp.                                            | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     35695 | NS      | $1630190.65   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software, Inc.                      | Guidewire Software, Inc.                                              | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     41064 | NS      | $9668518.80   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                       | Brandywine Realty Trust                                               | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     72492 | NS      | $310990.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co., Inc.                                | Trex Co., Inc.                                                        | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8196 | NS      | $445698.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.      | Science Applications International Corp.                              | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     19865 | NS      | $2236997.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.                | Supernus Pharmaceuticals, Inc.                                        | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     24362 | NS      | $767890.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield plc                       | Cushman & Wakefield plc                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     91230 | NS      | $1009916.10   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                           | AeroVironment, Inc.                                                   | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     10997 | NS      | $3133595.15   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.     | MACOM Technology Solutions Holdings, Inc.                             | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25993 | NS      | $3724536.97   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                     | Janus Henderson Group plc                                             | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |     93608 | NS      | $3635734.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj, Inc.                                  | Impinj, Inc.                                                          | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     43385 | NS      | $4818771.95   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                     | XPO, Inc.                                                             | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     35819 | NS      | $4523581.51   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                 | Penske Automotive Group, Inc.                                         | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |     17006 | NS      | $2921800.86   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                   | Spire, Inc.                                                           | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     13492 | NS      | $984781.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                      | Boot Barn Holdings, Inc.                                              | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     13178 | NS      | $2003056.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes, Inc.                                  | Diodes, Inc.                                                          | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     20358 | NS      | $1076734.62   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                         | Thor Industries, Inc.                                                 | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     16147 | NS      | $1434015.07   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Sonic Automotive, Inc.                        | Sonic Automotive, Inc., Class A                                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     14151 | NS      | $1131089.43   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co.                                 | HB Fuller Co.                                                         | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     81817 | NS      | $4921292.55   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties, Inc.                     | Millrose Properties, Inc., Class A                                    | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48844 | NS      | $1392542.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International, Inc.                      | Digi International, Inc.                                              | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     16934 | NS      | $590319.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.               | Papa John's International, Inc.                                       | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      9985 | NS      | $488665.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort, Inc.                 | Monarch Casino & Resort, Inc.                                         | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |     41063 | NS      | $3549485.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                                    | Lear Corp.                                                            | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     15802 | NS      | $1500873.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics, Inc.                | Protagonist Therapeutics, Inc.                                        | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119763 | NS      | $6619301.01   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                           | ACI Worldwide, Inc.                                                   | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     27939 | NS      | $1282679.49   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment, Inc.                      | Penn Entertainment, Inc.                                              | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57554 | NS      | $1028489.98   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation, Inc.                         | Onto Innovation, Inc.                                                 | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     38519 | NS      | $3887722.67   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                     | Commerce Bancshares, Inc.                                             | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36394 | NS      | $2262614.98   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                               | ChampionX Corp.                                                       | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    121523 | NS      | $3018631.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                              | PBF Energy, Inc., Class A                                             | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     42193 | NS      | $914322.31    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.                | American Financial Group, Inc.                                        | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     30684 | NS      | $3872627.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                  | Belden, Inc.                                                          | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     22005 | NS      | $2548179.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                         | Clearway Energy, Inc., Class C                                        | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     80698 | NS      | $2582336.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries, Inc.                          | ABM Industries, Inc.                                                  | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     45836 | NS      | $2163917.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics, Inc.                    | Corcept Therapeutics, Inc.                                            | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     40051 | NS      | $2939743.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine, Inc.                               | BlackLine, Inc.                                                       | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     80116 | NS      | $4536167.92   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                   | Dick's Sporting Goods, Inc.                                           | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     20837 | NS      | $4121766.97   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.                | First American Financial Corp.                                        | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     26194 | NS      | $1608049.66   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.              | Advanced Energy Industries, Inc.                                      | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     41570 | NS      | $5508025.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                        | ProPetro Holding Corp.                                                | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37782 | NS      | $225558.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT, Inc.                                | NNN REIT, Inc.                                                        | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     79504 | NS      | $3432982.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                       | Kite Realty Group Trust                                               | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112639 | NS      | $2551273.35   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                   | OFG Bancorp                                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     80633 | NS      | $3451092.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                              | AutoNation, Inc.                                                      | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17463 | NS      | $3469024.95   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co. (The)                            | Macerich Co. (The)                                                    | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     43038 | NS      | $696354.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co.                              | City Holding Co.                                                      | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21284 | NS      | $2605587.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                     | Comfort Systems USA, Inc.                                             | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     18036 | NS      | $9671083.56   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                               | O-I Glass, Inc.                                                       | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    192870 | NS      | $2842903.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                  | Matson, Inc.                                                          | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     26958 | NS      | $3001773.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                                   | Alcoa Corp.                                                           | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     81944 | NS      | $2418167.44   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                   | Benchmark Electronics, Inc.                                           | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     55728 | NS      | $2163918.24   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp.                              | NCR Atleos Corp.                                                      | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |     51942 | NS      | $1481905.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.               | Selective Insurance Group, Inc.                                       | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     25916 | NS      | $2245621.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                   | Halozyme Therapeutics, Inc.                                           | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |    132354 | NS      | $6885055.08   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter, Inc.                            | Badger Meter, Inc.                                                    | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     12396 | NS      | $3036400.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp.                              | Otter Tail Corp.                                                      | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6200 | NS      | $477958.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                   | Graco, Inc.                                                           | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |    112607 | NS      | $9680823.79   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                              | Murphy USA, Inc.                                                      | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      7408 | NS      | $3013574.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust, Inc.                 | New York Mortgage Trust, Inc.                                         | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               | CORP              | US        |     25044 | NS      | $167794.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations, Inc.                  | Hilton Grand Vacations, Inc.                                          | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     34810 | NS      | $1445659.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp.                                  | Hexcel Corp.                                                          | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     39935 | NS      | $2255928.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                   | Minerals Technologies, Inc.                                           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     31143 | NS      | $1715045.01   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.      | Heidrick & Struggles International, Inc.                              | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     15667 | NS      | $716921.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                              | FormFactor, Inc.                                                      | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     43981 | NS      | $1513386.21   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                           | First Horizon Corp.                                                   | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    309525 | NS      | $6561930.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                                | Rayonier, Inc.                                                        | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     57204 | NS      | $1268784.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings, Inc.                        | Celsius Holdings, Inc.                                                | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81228 | NS      | $3768166.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.            | Prestige Consumer Healthcare, Inc.                                    | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7184 | NS      | $573642.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                           | Lithia Motors, Inc., Class A                                          | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     12438 | NS      | $4201805.16   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                     | ITT, Inc.                                                             | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     38742 | NS      | $6075907.86   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.                | Texas Capital Bancshares, Inc.                                        | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     18844 | NS      | $1496213.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund    | JPMorgan U.S. Government Money Market Fund, Class IM                  | CUSIP: 4812C2270<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | STIV             | RF                | US        |  53186146 | NS      | $53186146.01  | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                    | Albany International Corp., Class A                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     12676 | NS      | $888967.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                             | Boyd Gaming Corp.                                                     | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     30996 | NS      | $2424817.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                 | Glaukos Corp.                                                         | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     39509 | NS      | $4080884.61   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust, Inc.                   | American Assets Trust, Inc.                                           | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65488 | NS      | $1293388.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions, Inc.                       | Penguin Solutions, Inc.                                               | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |    109545 | NS      | $2170086.45   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust, Inc.                 | Healthcare Realty Trust, Inc.                                         | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    173821 | NS      | $2756801.06   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                      | Genworth Financial, Inc., Class A                                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    195575 | NS      | $1521573.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                    | Unum Group                                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     88951 | NS      | $7183682.76   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries, Inc.              | Kulicke & Soffa Industries, Inc.                                      | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |    117261 | NS      | $4057230.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                  | Arcosa, Inc.                                                          | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     26873 | NS      | $2330157.83   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                             | Wendy's Co. (The)                                                     | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     78556 | NS      | $897109.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                       | East West Bancorp, Inc.                                               | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65842 | NS      | $6648725.16   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp.                        | Lancaster Colony Corp.                                                | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      7893 | NS      | $1363673.61   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                          | Vornado Realty Trust                                                  | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66897 | NS      | $2558141.28   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.               | Oceaneering International, Inc.                                       | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    110538 | NS      | $2290347.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                       | Arrow Electronics, Inc.                                               | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     47828 | NS      | $6094722.04   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp, Inc.                                    | Yelp, Inc.                                                            | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     53184 | NS      | $1822615.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                       | LiveRamp Holdings, Inc.                                               | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |    110742 | NS      | $3658915.68   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                            | Getty Realty Corp.                                                    | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     81312 | NS      | $2247463.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                 | Sterling Infrastructure, Inc.                                         | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     12343 | NS      | $2847900.39   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.            | Reinsurance Group of America, Inc.                                    | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     35740 | NS      | $7089386.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction, Inc.                    | Granite Construction, Inc.                                            | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     57332 | NS      | $5361115.32   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares, Inc.               | Dime Community Bancshares, Inc.                                       | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23768 | NS      | $640309.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties, Inc.               | Armada Hoffler Properties, Inc.                                       | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |    221631 | NS      | $1522604.97   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                           | Donaldson Co., Inc.                                                   | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |    106334 | NS      | $7374262.90   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp.                                | Ingevity Corp.                                                        | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     16008 | NS      | $689784.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                     | WESCO International, Inc.                                             | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     20888 | NS      | $3868457.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.               | Affiliated Managers Group, Inc.                                       | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     26517 | NS      | $5217750.09   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                      | Perdoceo Education Corp.                                              | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     54621 | NS      | $1785560.49   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.               | Central Pacific Financial Corp.                                       | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |    109873 | NS      | $3079740.19   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                   | Qorvo, Inc.                                                           | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     23769 | NS      | $2018225.79   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr. Cooper Group, Inc.                        | Mr. Cooper Group, Inc.                                                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     25814 | NS      | $3851706.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                     | FNB Corp.                                                             | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    277760 | NS      | $4049740.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                 | IDACORP, Inc.                                                         | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     22424 | NS      | $2588850.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                              | WisdomTree, Inc.                                                      | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     49563 | NS      | $570470.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack, Inc.                             | Shake Shack, Inc., Class A                                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     25696 | NS      | $3612857.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                  | Southwest Gas Holdings, Inc.                                          | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     73235 | NS      | $5447951.65   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential, Inc.                       | Veris Residential, Inc.                                               | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |     36227 | NS      | $539420.03    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings, Inc.                           | MARA Holdings, Inc.                                                   | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |    367291 | NS      | $5759122.88   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Everus Construction Group, Inc.               | Everus Construction Group, Inc.                                       | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |     14156 | NS      | $899330.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne, Inc.                       | Helmerich & Payne, Inc.                                               | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     34625 | NS      | $524915.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign, Inc.                                | Docusign, Inc.                                                        | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     83492 | NS      | $6503191.88   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                       | EnerSys                                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     41558 | NS      | $3564429.66   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp.                    | Carpenter Technology Corp.                                            | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     10566 | NS      | $2920231.08   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                     | Essential Utilities, Inc.                                             | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |    105459 | NS      | $3916747.26   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                      | Pathward Financial, Inc.                                              | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     42524 | NS      | $3364498.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp.                                  | SiTime Corp.                                                          | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23014 | NS      | $4903823.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                      | CACI International, Inc., Class A                                     | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     18890 | NS      | $9004863.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments, Inc.                       | Veeco Instruments, Inc.                                               | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      3573 | NS      | $72603.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                     | Enova International, Inc.                                             | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     36456 | NS      | $4065573.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                         | Churchill Downs, Inc.                                                 | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     44891 | NS      | $4533991.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                       | Euronet Worldwide, Inc.                                               | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      9867 | NS      | $1000316.46   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                           | CVB Financial Corp.                                                   | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60061 | NS      | $1188607.19   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                          | Voya Financial, Inc.                                                  | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     64363 | NS      | $4569773.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW, Inc.                                    | DNOW, Inc.                                                            | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    182105 | NS      | $2700617.15   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial, Inc.                   | Brighthouse Financial, Inc.                                           | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     52096 | NS      | $2801201.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal, Inc.                              | Kennametal, Inc.                                                      | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     33234 | NS      | $763052.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings, Inc.                          | Crown Holdings, Inc.                                                  | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     48797 | NS      | $5025115.06   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                             | Alamo Group, Inc.                                                     | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     12511 | NS      | $2732152.18   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                    | ASGN, Inc.                                                            | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     34416 | NS      | $1718390.88   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.                | Bread Financial Holdings, Inc.                                        | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     20951 | NS      | $1196721.12   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                         | STAG Industrial, Inc.                                                 | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     13361 | NS      | $484737.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.           | Alpha Metallurgical Resources, Inc.                                   | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5056 | NS      | $568698.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                    | Highwoods Properties, Inc.                                            | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     48352 | NS      | $1503263.68   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes, Inc.                            | Pitney Bowes, Inc.                                                    | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     53746 | NS      | $586368.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp.                                     | PVH Corp.                                                             | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     38420 | NS      | $2635612.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE, Inc.                               | AMERISAFE, Inc.                                                       | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     26108 | NS      | $1141702.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                          | Kontoor Brands, Inc.                                                  | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     21111 | NS      | $1392692.67   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co., Inc.                   | Phillips Edison & Co., Inc.                                           | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     52774 | NS      | $1848673.22   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                    | Patterson-UTI Energy, Inc.                                            | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    203999 | NS      | $1209714.07   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                         | Texas Roadhouse, Inc.                                                 | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     10003 | NS      | $1874662.23   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                      | G-III Apparel Group Ltd.                                              | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     62573 | NS      | $1401635.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse, Inc. (The)                  | Chefs' Warehouse, Inc. (The)                                          | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     40913 | NS      | $2610658.53   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International plc                 | Weatherford International plc                                         | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |     27494 | NS      | $1383223.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                                | Toro Co. (The)                                                        | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     25295 | NS      | $1787850.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                            | DT Midstream, Inc.                                                    | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27649 | NS      | $3038901.59   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                        | TTM Technologies, Inc.                                                | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |    155164 | NS      | $6333794.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.               | American Eagle Outfitters, Inc.                                       | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     91043 | NS      | $875833.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                                     | Crane Co.                                                             | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |     22747 | NS      | $4319427.83   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                       | Bath & Body Works, Inc.                                               | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     89226 | NS      | $2673210.96   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock, Inc.                                | Archrock, Inc.                                                        | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     24269 | NS      | $602599.27    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp.               | Atlantic Union Bankshares Corp.                                       | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57721 | NS      | $1805512.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                  | Sprouts Farmers Market, Inc.                                          | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     41259 | NS      | $6792881.76   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt, Inc.                         | Leggett & Platt, Inc.                                                 | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     59248 | NS      | $528492.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ, Inc.                                     | AZZ, Inc.                                                             | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     12258 | NS      | $1158135.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                         | Silgan Holdings, Inc.                                                 | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     39208 | NS      | $2124289.44   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp.                            | Hyatt Hotels Corp., Class A                                           | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     14590 | NS      | $2037493.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                              | BorgWarner, Inc.                                                      | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    133951 | NS      | $4484679.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group, Inc. (The)                     | Carlyle Group, Inc. (The)                                             | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     47526 | NS      | $2442836.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.           | Donnelley Financial Solutions, Inc.                                   | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     24216 | NS      | $1492916.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co. (The)                      | New York Times Co. (The), Class A                                     | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     83557 | NS      | $4677520.86   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                     | FMC Corp.                                                             | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     87352 | NS      | $3646946.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                       | Civitas Resources, Inc.                                               | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     62293 | NS      | $1714303.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                  | MasTec, Inc.                                                          | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     46358 | NS      | $7900793.94   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                       | Webster Financial Corp.                                               | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    137820 | NS      | $7524972.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy, Inc.                          | Liberty Energy, Inc.                                                  | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    160474 | NS      | $1842241.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                                | Amedisys, Inc.                                                        | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     41774 | NS      | $4110143.86   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners, Inc.                    | Green Brick Partners, Inc.                                            | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     26484 | NS      | $1665313.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                                | Woodward, Inc.                                                        | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     40233 | NS      | $9860705.97   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp.                | Quanex Building Products Corp.                                        | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     14619 | NS      | $276299.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                                 | Progyny, Inc.                                                         | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207251 | NS      | $4559522.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.              | Fortune Brands Innovations, Inc.                                      | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     10985 | NS      | $565507.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                  | Rambus, Inc.                                                          | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     85889 | NS      | $5498613.78   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources, Inc.                  | Core Natural Resources, Inc.                                          | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     19140 | NS      | $1334823.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                  | Avient Corp.                                                          | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     78554 | NS      | $2538079.74   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group, Inc.                       | TransMedics Group, Inc.                                               | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |     53005 | NS      | $7103200.05   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                               | Dorian LPG Ltd.                                                       | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |     14287 | NS      | $348317.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                    | Gibraltar Industries, Inc.                                            | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15197 | NS      | $896623.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                               | MaxLinear, Inc.                                                       | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    150436 | NS      | $2137695.56   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                               | Flowserve Corp.                                                       | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     66459 | NS      | $3479128.65   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                            | Vail Resorts, Inc.                                                    | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      5190 | NS      | $815504.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                  | Brixmor Property Group, Inc.                                          | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |    257419 | NS      | $6703190.76   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                            | StoneX Group, Inc.                                                    | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     28887 | NS      | $2632761.18   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores, Inc.                       | Burlington Stores, Inc.                                               | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     32121 | NS      | $7472629.44   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                             | EMCOR Group, Inc.                                                     | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     12700 | NS      | $6793103.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                        | Tri Pointe Homes, Inc.                                                | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138263 | NS      | $4417502.85   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries, Inc.                        | Dycom Industries, Inc.                                                | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     27157 | NS      | $6636899.23   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                     | SLM Corp.                                                             | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    172245 | NS      | $5647913.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy, Inc.                                   | Chewy, Inc., Class A                                                  | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |     97881 | NS      | $4171688.22   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                         | Andersons, Inc. (The)                                                 | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     12335 | NS      | $453311.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                       | Customers Bancorp, Inc.                                               | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     43999 | NS      | $2584501.26   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.     | Kratos Defense & Security Solutions, Inc.                             | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     64018 | NS      | $2973636.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co.                       | Victoria's Secret & Co.                                               | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     82479 | NS      | $1527511.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos.                            | Piper Sandler Cos.                                                    | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      6697 | NS      | $1861364.18   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                         | Lamar Advertising Co., Class A                                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     35391 | NS      | $4295051.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers U.S.A., Inc.                         | Skechers U.S.A., Inc., Class A                                        | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     60924 | NS      | $3844304.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co.                           | Graham Holdings Co., Class B                                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       754 | NS      | $713412.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd.                                  | Valaris Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     31783 | NS      | $1338382.13   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                               | H&R Block, Inc.                                                       | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     63901 | NS      | $3507525.89   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                   | Service Corp. International                                           | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     59289 | NS      | $4826124.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                      | Valmont Industries, Inc.                                              | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      8464 | NS      | $2764088.48   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc.                                    | Coty, Inc., Class A                                                   | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    303879 | NS      | $1413037.35   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.               | Jefferies Financial Group, Inc.                                       | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |    122651 | NS      | $6707783.19   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                  | Iridium Communications, Inc.                                          | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |    169865 | NS      | $5124827.05   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                          | SunCoke Energy, Inc.                                                  | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     38949 | NS      | $334571.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT, Inc.                          | CareTrust REIT, Inc.                                                  | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |    104424 | NS      | $3195374.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                   | Cabot Corp.                                                           | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     34039 | NS      | $2552925.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                 | Embecta Corp.                                                         | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |    176111 | NS      | $1706515.59   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp.                                  | Kemper Corp.                                                          | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     66703 | NS      | $4305011.62   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                          | FTI Consulting, Inc.                                                  | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     14781 | NS      | $2387131.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.   | HA Sustainable Infrastructure Capital, Inc.                           | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |    102804 | NS      | $2761315.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                          | PotlatchDeltic Corp.                                                  | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     74635 | NS      | $2863744.95   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                              | BankUnited, Inc.                                                      | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    110193 | NS      | $3921768.87   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies, Inc.         | Applied Industrial Technologies, Inc.                                 | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     13272 | NS      | $3085076.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial, Inc.                         | Virtu Financial, Inc., Class A                                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     33026 | NS      | $1479234.54   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                    | Tandem Diabetes Care, Inc.                                            | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |    169698 | NS      | $3163170.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll, Inc.                             | MillerKnoll, Inc.                                                     | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     42104 | NS      | $817659.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** J.P. Morgan Exchange-Traded Fund Trust

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer