# EDGAR Filing Document

**Accession Number:** 0001027263
**File Stem:** 0001752724-23-048828
**Filing Date:** 2023-3
**Character Count:** 132329
**Document Hash:** eb000b0214b8260f000072db1304fce0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-048828.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-048828

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EQ ADVISORS TRUST
- **CENTRAL INDEX KEY:** 0001027263
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07953
- **FILM NUMBER:** 23690488

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** 212-554-1234

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** 787 TRUST
- **DATE OF NAME CHANGE:** 19961125

## Series and Classes Contracts Data

### 1290 VT GAMCO Small Company Value Portfolio (Series ID: S000009151)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000024887 | Class IA     |  |
| C000024888 | Class IB     |  |
| C000104178 | Class K      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EQ Advisors Trust

- **b. Investment Company Act file number:** 811-07953

- **c. CIK number of Registrant:** 0001027263

- **d. LEI of Registrant:** 549300Q691FLN6WHB832

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

  - **Street Address 1:** 1290 Avenue of the Americas

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 212-554-1234

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

- **a. Name of Series:** 1290 VT GAMCO Small Company Value Portfolio

- **b. EDGAR series identifier (if any):** S000009151

- **c. LEI of Series:** 549300V1SZO4KB0LHB84

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3174701096.23

**Total Liabilities:** $32812833.71

**Net Assets:** $3141888262.52

**Cash Not Reported:** $26071671.34

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024887 | 12.69%               | 5.04%                | -4.01%               |
| Class ID C000104178 | 12.73%               | 5.04%                | -3.98%               |
| Class ID C000024888 | 12.70%               | 5.03%                | -4.00%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $12407493.83             | $344396904.95                              |
| Month 2  | $14326983.82             | $140707132.33                              |
| Month 3  | $1418481.82              | $-134245665.33                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PJT Partners, Inc.                         | PJT Partners, Inc., Class A                  | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     80000 | NS      | $5895200.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp.                             | Renasant Corp.                               | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     22000 | NS      | $826980.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                   | Trinity Industries, Inc.                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |    425000 | NS      | $12567250.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                 | Wolverine World Wide, Inc.                   | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     53500 | NS      | $584755.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp.                 | Chesapeake Utilities Corp.                   | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      6000 | NS      | $709080.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trans-Lux Corp.                            | Trans-Lux Corp.                              | CUSIP: 893247304<br>LEI: 5493008JY5051036PN38 | Long             | EC               | CORP              | US        |    120060 | NS      | $43353.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oil-Dri Corp. of America                   | Oil-Dri Corp. of America                     | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |    436400 | NS      | $14636856.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                 | Liberty Latin America Ltd., Class C          | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |      8920 | NS      | $67792.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings, Inc.                     | Biglari Holdings, Inc., Class A              | CUSIP: 08986R408<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |     11700 | NS      | $8061300.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingredion, Inc.                            | Ingredion, Inc.                              | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     19500 | NS      | $1909635.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares, Inc.            | Southern First Bancshares, Inc.              | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19000 | NS      | $869250.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Televisa SAB                         | Grupo Televisa SAB                           | CUSIP: 40049J206<br>LEI: 549300O4AF0C816ILN62 | Long             | EC               | CORP              | MX        |    300000 | NS      | $1368000.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion, Inc.                       | Garrett Motion, Inc.                         | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |    350000 | NS      | $2667000.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Landis+Gyr Group AG                        | Landis+Gyr Group AG                          | CUSIP: N/A<br>LEI: 529900PZYVAKCYSLFL19       | Long             | EC               | CORP              | CH        |     26500 | NS      | $1870031.90   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Global plc                         | Liberty Global plc, Class C                  | CUSIP: N/A<br>LEI: 549300BSGXG3QLIQYT84       | Long             | EC               | CORP              | GB        |    230000 | NS      | $4468900.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors, Inc.                | Ethan Allen Interiors, Inc.                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35000 | NS      | $924700.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics, Inc.                           | Daktronics, Inc.                             | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |    150000 | NS      | $423000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| John B Sanfilippo & Son, Inc.              | John B Sanfilippo & Son, Inc.                | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     17000 | NS      | $1382440.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience, Inc.                  | Meridian Bioscience, Inc.                    | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |    199895 | NS      | $6638512.95   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                               | AMETEK, Inc.                                 | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |    330000 | NS      | $46107600.00  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp.                                | Heska Corp.                                  | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |     14000 | NS      | $870240.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuronetics, Inc.                          | Neuronetics, Inc.                            | CUSIP: 64131A105<br>LEI: 549300T0911ILTTG7P06 | Long             | EC               | CORP              | US        |     65000 | NS      | $446550.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge, Inc.                           | Stoneridge, Inc.                             | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |    246000 | NS      | $5303760.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares, Inc.                | Huntington Bancshares, Inc.                  | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    250000 | NS      | $3525000.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                               | Gentex Corp.                                 | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    190000 | NS      | $5181300.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                        | Flowers Foods, Inc.                          | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     60000 | NS      | $1724400.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services, Inc.                 | KAR Auction Services, Inc.                   | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |    440000 | NS      | $5742000.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries, Inc.              | Tootsie Roll Industries, Inc.                | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     83000 | NS      | $3533310.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts, Inc.                   | Full House Resorts, Inc.                     | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |    435000 | NS      | $3271200.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WideOpenWest, Inc.                         | WideOpenWest, Inc.                           | CUSIP: 96758W101<br>LEI: 549300RM6J2BWWOFU889 | Long             | EC               | CORP              | US        |    450000 | NS      | $4099500.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical, Inc.                          | ICU Medical, Inc.                            | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |     21000 | NS      | $3307080.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Inc.                       | Ingles Markets, Inc., Class A                | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |    456500 | NS      | $44033990.00  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co.              | Northwest Natural Holding Co.                | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     34000 | NS      | $1618060.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp.                | Standex International Corp.                  | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     81000 | NS      | $8295210.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                       | Curtiss-Wright Corp.                         | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |    128000 | NS      | $21374720.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrick Gold Corp.                         | Barrick Gold Corp.                           | CUSIP: 067901108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     24000 | NS      | $412320.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                 | Winnebago Industries, Inc.                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     98000 | NS      | $5164600.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL BANK OF CANADA                    | Other Repurchase Agreement                   | CUSIP: N/A<br>LEI: BSGEFEIOM18Y80CKCV46       | Long             | RA               | CORP              | CA        |   9200000 | PA      | $9200000.00   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Alithya Group, Inc.                        | Alithya Group, Inc., Class A                 | CUSIP: 01643B106<br>LEI: 549300KFFXPJJY1FDW42 | Long             | EC               | CORP              | CA        |    760000 | NS      | $1124800.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                  | ATI, Inc.                                    | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |    500000 | NS      | $14930000.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products, Inc.              | Standard Motor Products, Inc.                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |    240123 | NS      | $8356280.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Properties, Inc.                   | Capital Properties, Inc., Class A            | CUSIP: 140430109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75004 | NS      | $825044.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Lands' End, Inc.                           | Lands' End, Inc.                             | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |    188000 | NS      | $1426920.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp.         | Madison Square Garden Sports Corp., Class A  | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    177000 | NS      | $32449410.00  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp.                            | Trustmark Corp.                              | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     12000 | NS      | $418920.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                              | Hawkins, Inc.                                | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |     45000 | NS      | $1737000.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television, Inc.                      | Gray Television, Inc., Class A               | CUSIP: 389375205<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     42007 | NS      | $457452.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Park-Ohio Holdings Corp.                   | Park-Ohio Holdings Corp.                     | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    557000 | NS      | $6812110.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp.                              | Lindsay Corp.                                | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |     58500 | NS      | $9526725.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                         | Crane Holdings Co.                           | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |    552500 | NS      | $55498625.00  | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                           | Other Repurchase Agreement                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | RA               | CORP              | FR        |   1000000 | PA      | $1000000.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Moog, Inc.                                 | Moog, Inc., Class B                          | CUSIP: 615394301<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     34021 | NS      | $2985682.96   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings Partnering Corp.             | Post Holdings Partnering Corp., Class A      | CUSIP: 737465104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80000 | NS      | $794400.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.     | Cracker Barrel Old Country Store, Inc.       | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      6000 | NS      | $568440.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                    | Republic Services, Inc.                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |    327500 | NS      | $42244225.00  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corp.                    | Strattec Security Corp.                      | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |    230005 | NS      | $4726602.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty Braves         | Liberty Media Corp.-Liberty Braves, Class A  | CUSIP: 531229706<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    385000 | NS      | $12577950.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Corp.                               | Graham Corp.                                 | CUSIP: 384556106<br>LEI: 254900EI9P4LTY524J77 | Long             | EC               | CORP              | US        |     60000 | NS      | $577200.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpump Group SpA                        | Interpump Group SpA                          | CUSIP: N/A<br>LEI: 815600C79D0F31F4D395       | Long             | EC               | CORP              | IT        |    210000 | NS      | $9477336.19   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Salem Media Group, Inc.                    | Salem Media Group, Inc.                      | CUSIP: 794093104<br>LEI: 549300CTHBTS2MIXZL54 | Long             | EC               | CORP              | US        |    175000 | NS      | $183750.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crazy Woman Creek Bancorp, Inc.            | Crazy Woman Creek Bancorp, Inc.              | CUSIP: 225233105<br>LEI: 549300CO3PQ9U193BI03 | Long             | EC               | CORP              | US        |     14000 | NS      | $332500.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Haynes International, Inc.                 | Haynes International, Inc.                   | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |      7000 | NS      | $319830.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corp.                         | DISH Network Corp., Class A                  | CUSIP: 25470M109<br>LEI: 529900U350CWHH15G169 | Long             | EC               | CORP              | US        |     35000 | NS      | $491400.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Spectrum Brands Holdings, Inc.             | Spectrum Brands Holdings, Inc.               | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     34000 | NS      | $2071280.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Argo Group International Holdings Ltd.     | Argo Group International Holdings Ltd.       | CUSIP: N/A<br>LEI: 549300M4T8Y5TTWI6O03       | Long             | EC               | CORP              | BM        |     68000 | NS      | $1757800.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.               | Mueller Water Products, Inc., Class A        | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |   1360000 | NS      | $14633600.00  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co. (The)                           | St Joe Co. (The)                             | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |    784000 | NS      | $30301600.00  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse, Inc.                             | Bel Fuse, Inc., Class A                      | CUSIP: 077347201<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |    162500 | NS      | $5409625.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Gencor Industries, Inc.                    | Gencor Industries, Inc.                      | CUSIP: 368678108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98800 | NS      | $997880.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomasville Bancshares, Inc.               | Thomasville Bancshares, Inc.                 | CUSIP: 884608100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15960 | NS      | $1037400.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Seritage Growth Properties                 | Seritage Growth Properties, Class A          | CUSIP: 81752R100<br>LEI: 5493003CJFC2MM82WB25 | Long             | EC               | CORP              | US        |    140000 | NS      | $1656200.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| McGrath RentCorp                           | McGrath RentCorp                             | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     23000 | NS      | $2271020.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health, Inc.                       | Teladoc Health, Inc.                         | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     10000 | NS      | $236500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.       | Clear Channel Outdoor Holdings, Inc.         | CUSIP: 18453H106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1000000 | NS      | $1050000.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp.                      | Las Vegas Sands Corp.                        | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     82000 | NS      | $3941740.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp, Inc.                      | Colony Bankcorp, Inc.                        | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12000 | NS      | $152280.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp. (The)                       | Middleby Corp. (The)                         | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      4800 | NS      | $642720.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies, Inc.                   | Ormat Technologies, Inc.                     | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     84000 | NS      | $7264320.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Brembo SpA                                 | Brembo SpA                                   | CUSIP: N/A<br>LEI: 549300BLWVJN2BAT0A44       | Long             | EC               | CORP              | IT        |   1000088 | NS      | $11187186.97  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Reading International, Inc.                | Reading International, Inc., Class B         | CUSIP: 755408200<br>LEI: 549300OHQRI7MW2NQU72 | Long             | EC               | CORP              | US        |     11100 | NS      | $220335.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Mueller Industries, Inc.                   | Mueller Industries, Inc.                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |   1414000 | NS      | $83426000.00  | 2.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Vehicle Group, Inc.             | Commercial Vehicle Group, Inc.               | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |    125500 | NS      | $854655.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies, Inc.             | Watts Water Technologies, Inc., Class A      | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |    281000 | NS      | $41090630.00  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Solutions and Support, Inc.     | Innovative Solutions and Support, Inc.       | CUSIP: 45769N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107500 | NS      | $883650.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reading International, Inc.                | Reading International, Inc., Class A         | CUSIP: 755408101<br>LEI: 549300OHQRI7MW2NQU72 | Long             | EC               | CORP              | US        |    186000 | NS      | $515220.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Hyster-Yale Materials Handling, Inc.       | Hyster-Yale Materials Handling, Inc.         | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    270000 | NS      | $6833700.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                 | OceanFirst Financial Corp.                   | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63000 | NS      | $1338750.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp.                          | ACCO Brands Corp.                            | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    155000 | NS      | $866450.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings, Inc.          | Aerojet Rocketdyne Holdings, Inc.            | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |   1490000 | NS      | $83335700.00  | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.               | United Community Banks, Inc.                 | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     23000 | NS      | $777400.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc         | Johnson Controls International plc           | CUSIP: N/A<br>LEI: 549300XQ6S1GYKGBL205       | Long             | EC               | CORP              | IE        |    112000 | NS      | $7168000.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television, Inc.                      | Gray Television, Inc.                        | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    319300 | NS      | $3572967.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co., Inc.                            | KKR & Co., Inc.                              | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |    150000 | NS      | $6963000.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                  | Nexstar Media Group, Inc., Class A           | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     34600 | NS      | $6056038.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                          | QuidelOrtho Corp.                            | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |    161000 | NS      | $13792870.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology plc          | International Game Technology plc            | CUSIP: N/A<br>LEI: 549300UQ6KHRCZDRGZ76       | Long             | EC               | CORP              | GB        |     60000 | NS      | $1360800.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos., Inc.                       | Patterson Cos., Inc.                         | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |    325000 | NS      | $9109750.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery, Inc.                | Warner Bros Discovery, Inc.                  | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     46500 | NS      | $440820.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp.-Liberty Braves         | Liberty Media Corp.-Liberty Braves, Class C  | CUSIP: 531229888<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150000 | NS      | $4834500.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp.                     | Skyline Champion Corp.                       | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    195000 | NS      | $10044450.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co. (The)                       | EW Scripps Co. (The), Class A                | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |   2070000 | NS      | $27303300.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                 | GATX Corp.                                   | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |    840000 | NS      | $89325600.00  | 2.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems, Inc.                | Casella Waste Systems, Inc., Class A         | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |    116000 | NS      | $9199960.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp.                    | J & J Snack Foods Corp.                      | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45000 | NS      | $6736950.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                              | Griffon Corp.                                | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |   1629500 | NS      | $58319805.00  | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                | Greif, Inc., Class A                         | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |    211000 | NS      | $14149660.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co.          | Shenandoah Telecommunications Co.            | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |    112236 | NS      | $1782307.68   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corus Entertainment, Inc.                  | Corus Entertainment, Inc., Class B           | CUSIP: 220874101<br>LEI: 549300DVZFTUMM4M2O84 | Long             | EC               | CORP              | CA        |    355000 | NS      | $566322.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Bowlin Travel Centers, Inc.                | Bowlin Travel Centers, Inc.                  | CUSIP: 10259P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76500 | NS      | $325125.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| La-Z-Boy, Inc.                             | La-Z-Boy, Inc.                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |    275000 | NS      | $6275500.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Medallion Financial Corp.                  | Medallion Financial Corp.                    | CUSIP: 583928106<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | EC               | CORP              | US        |    170000 | NS      | $1213800.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| KLX Energy Services Holdings, Inc.         | KLX Energy Services Holdings, Inc.           | CUSIP: 48253L205<br>LEI: 5493004D4S7MAO1H3U27 | Long             | EC               | CORP              | US        |     19000 | NS      | $328890.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Flushing Financial Corp.                   | Flushing Financial Corp.                     | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    632000 | NS      | $12248160.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co., Inc.                  | Church & Dwight Co., Inc.                    | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |    100000 | NS      | $8061000.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp.                          | First Busey Corp.                            | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     28500 | NS      | $704520.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment, Inc.               | Inspired Entertainment, Inc.                 | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |     17000 | NS      | $215390.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp.                         | NorthWestern Corp.                           | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |    264000 | NS      | $15665760.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Entertainment Corp.  | Madison Square Garden Entertainment Corp.    | CUSIP: 55826T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    309707 | NS      | $13927523.79  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp.                            | NewMarket Corp.                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |     14500 | NS      | $4511095.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp, Inc.                         | Hope Bancorp, Inc.                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |    570000 | NS      | $7301700.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                                  | SJW Group                                    | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97500 | NS      | $7916025.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BKF Capital Group, Inc.                    | BKF Capital Group, Inc.                      | CUSIP: 05548G300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13000 | NS      | $195000.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Livent Corp.                               | Livent Corp.                                 | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     52000 | NS      | $1033240.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                 | Bio-Rad Laboratories, Inc., Class A          | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |     20000 | NS      | $8409800.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp.                             | Huntsman Corp.                               | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |    100000 | NS      | $2748000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Big 5 Sporting Goods Corp.                 | Big 5 Sporting Goods Corp.                   | CUSIP: 08915P101<br>LEI: 529900BFAM7VKQMKUC49 | Long             | EC               | CORP              | US        |     60000 | NS      | $529800.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Astronics Corp.                            | Astronics Corp.                              | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |     10000 | NS      | $103000.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                              | Ashland, Inc.                                | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     57500 | NS      | $6182975.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors, Inc.                     | Johnson Outdoors, Inc., Class A              | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37000 | NS      | $2446440.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.            | Lincoln Electric Holdings, Inc.              | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     94000 | NS      | $13582060.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems, Inc.               | Cardiovascular Systems, Inc.                 | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |     60000 | NS      | $817200.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co. (The)                      | Gorman-Rupp Co. (The)                        | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |    430000 | NS      | $11016600.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co.                                | Tennant Co.                                  | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |    409000 | NS      | $25182130.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Davide Campari-Milano NV                   | Davide Campari-Milano NV                     | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               | CORP              | NL        |    417000 | NS      | $4233445.66   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Monro, Inc.                                | Monro, Inc.                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    178000 | NS      | $8045600.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications Holdings, Inc. | Consolidated Communications Holdings, Inc.   | CUSIP: 209034107<br>LEI: 529900F6S64KOO8CXH48 | Long             | EC               | CORP              | US        |     33000 | NS      | $118140.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                            | Brunswick Corp.                              | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     56500 | NS      | $4072520.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| York Water Co. (The)                       | York Water Co. (The)                         | CUSIP: 987184108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43500 | NS      | $1956630.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics, Inc.                            | Surmodics, Inc.                              | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |     57352 | NS      | $1956850.24   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co., Inc. (The)                  | Manitowoc Co., Inc. (The)                    | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |    245000 | NS      | $2244200.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog, Inc.                                 | Moog, Inc., Class A                          | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     67000 | NS      | $5879920.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Motion Technologies, Inc.           | Allied Motion Technologies, Inc.             | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |     72326 | NS      | $2517668.06   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| L B Foster Co.                             | L B Foster Co., Class A                      | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |    525000 | NS      | $5082000.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                     | Chart Industries, Inc.                       | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |    117200 | NS      | $13504956.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com, Inc.                             | Cars.com, Inc.                               | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     22000 | NS      | $302940.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health, Inc.                          | OPKO Health, Inc.                            | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |    200000 | NS      | $250000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions, Inc.                    | Element Solutions, Inc.                      | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     67000 | NS      | $1218730.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp.                                | HEICO Corp.                                  | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |    120900 | NS      | $18575076.00  | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank                                 | Towne Bank                                   | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |     11000 | NS      | $339240.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp. of Florida          | Seacoast Banking Corp. of Florida            | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     37000 | NS      | $1154030.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial, Inc.            | Capitol Federal Financial, Inc.              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40000 | NS      | $346000.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                            | Valvoline, Inc.                              | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    162000 | NS      | $5289300.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos., Inc. (The)      | Interpublic Group of Cos., Inc. (The)        | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    680000 | NS      | $22650800.00  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                       | Federal Signal Corp.                         | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |    480000 | NS      | $22305600.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp.                | Sensient Technologies Corp.                  | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |    180000 | NS      | $13125600.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                         | Brown-Forman Corp., Class A                  | CUSIP: 115637100<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |     87000 | NS      | $5721120.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                        | Herc Holdings, Inc.                          | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |    863800 | NS      | $113650166.00 | 3.62%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN LIFE INSURANCE COMPANY        | Treasury Repurchase Agreement                | CUSIP: N/A<br>LEI: 549300H7EXFMRS487544       | Long             | RA               | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Rollins, Inc.                              | Rollins, Inc.                                | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |   1335000 | NS      | $48780900.00  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Rock Field Co. Ltd.                        | Rock Field Co. Ltd.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |    208000 | NS      | $2390003.05   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.            | Live Nation Entertainment, Inc.              | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Long             | EC               | CORP              | US        |    253000 | NS      | $17644220.00  | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| TransAct Technologies, Inc.                | TransAct Technologies, Inc.                  | CUSIP: 892918103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     80000 | NS      | $497600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Roper Technologies, Inc.                   | Roper Technologies, Inc.                     | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |     26200 | NS      | $11320758.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                           | Littelfuse, Inc.                             | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     45000 | NS      | $9909000.00   | 0.32%             |  |  |  | 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        |    165000 | NS      | $1730850.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp.                         | Kinross Gold Corp.                           | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |     45000 | NS      | $184050.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crimson Wine Group Ltd.                    | Crimson Wine Group Ltd.                      | CUSIP: 22662X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    385000 | NS      | $2159850.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Wright Investors' Service Holdings, Inc.   | Wright Investors' Service Holdings, Inc.     | CUSIP: 982345100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $5875.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Technical Institute, Inc.        | Universal Technical Institute, Inc.          | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |    190000 | NS      | $1276800.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Takasago International Corp.               | Takasago International Corp.                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |     28500 | NS      | $552670.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Altra Industrial Motion Corp.              | Altra Industrial Motion Corp.                | CUSIP: 02208R106<br>LEI: NQ0NIXPGW4YKG4MWM571 | Long             | EC               | CORP              | US        |     39000 | NS      | $2330250.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                         | FB Financial Corp.                           | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     12000 | NS      | $433680.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp.                               | Neogen Corp.                                 | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     40000 | NS      | $609200.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                  | AAR Corp.                                    | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |    120000 | NS      | $5388000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, Inc.                                  | IAA, Inc.                                    | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |    422500 | NS      | $16900000.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                        | SVB Financial Group                          | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |      3600 | NS      | $828504.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp.                                 | IDEX Corp.                                   | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     89000 | NS      | $20321370.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                        | Sonoco Products Co.                          | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |    155000 | NS      | $9410050.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                               | Chemed Corp.                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      2000 | NS      | $1020860.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TimkenSteel Corp.                          | TimkenSteel Corp.                            | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |    212000 | NS      | $3852040.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                 | Gogo, Inc.                                   | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |    220000 | NS      | $3247200.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United-Guardian, Inc.                      | United-Guardian, Inc.                        | CUSIP: 910571108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140000 | NS      | $1456000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group, Inc. (The)           | Hain Celestial Group, Inc. (The)             | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |    390000 | NS      | $6310200.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes, Inc.                     | Federated Hermes, Inc., Class B              | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     80000 | NS      | $2904800.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                              | First Bancorp                                | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $428400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Townsquare Media, Inc.                     | Townsquare Media, Inc., Class A              | CUSIP: 892231101<br>LEI: 549300XBA8C68H0DR538 | Long             | EC               | CORP              | US        |    190000 | NS      | $1377500.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet, Inc.                             | Fortinet, Inc.                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |    114500 | NS      | $5597905.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Beasley Broadcast Group, Inc.              | Beasley Broadcast Group, Inc., Class A       | CUSIP: 074014101<br>LEI: 549300R5FEOSY86VTY76 | Long             | EC               | CORP              | US        |    487000 | NS      | $448137.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands, Inc.                          | Hanesbrands, Inc.                            | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    150000 | NS      | $954000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telesat Corp.                              | Telesat Corp.                                | CUSIP: 879512309<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    370000 | NS      | $2775000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp.                           | SouthState Corp.                             | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     19000 | NS      | $1450840.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp.                          | Black Hills Corp.                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |    172000 | NS      | $12098480.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC, Inc.                                  | RPC, Inc.                                    | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1410000 | NS      | $12534900.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co.                                  | WD-40 Co.                                    | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |     39000 | NS      | $6287190.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Realty Trust, Inc.                   | Indus Realty Trust, Inc.                     | CUSIP: 45580R103<br>LEI: 549300FS2G2L16L2GO91 | Long             | EC               | CORP              | US        |    336000 | NS      | $21332640.00  | 0.68%             |  |  |  | No            |                  1 | On Loan: —       |
| DexCom, Inc.                               | Dexcom, Inc.                                 | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |     52000 | NS      | $5888480.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun, Inc.                             | Ducommun, Inc.                               | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |    125000 | NS      | $6245000.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation, Inc.                  | Rockwell Automation, Inc.                    | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |     87000 | NS      | $22408590.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| LS Starrett Co. (The)                      | LS Starrett Co. (The), Class A               | CUSIP: 855668109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    450046 | NS      | $3312338.56   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                    | Synovus Financial Corp.                      | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     75000 | NS      | $2816250.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                     | Cavco Industries, Inc.                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156500 | NS      | $35408125.00  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix, Inc.                              | Anterix, Inc.                                | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |     30000 | NS      | $965100.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                 | Liberty Latin America Ltd., Class A          | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |     85000 | NS      | $640050.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                               | Cadence Bank                                 | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     42000 | NS      | $1035720.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                 | Dana, Inc.                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |   1185035 | NS      | $17929579.55  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                              | First Bancorp                                | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     84000 | NS      | $1068480.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands, Inc.                      | BellRing Brands, Inc.                        | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     94000 | NS      | $2410160.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp.                            | Astronics Corp., Class B                     | CUSIP: 046433207<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |     30000 | NS      | $298500.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Rogers Corp.                               | Rogers Corp.                                 | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     59000 | NS      | $7041060.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Partners Holdings LP                 | Steel Partners Holdings LP, Series A         | CUSIP: 85814R206<br>LEI: 5493009U8Z59G5SIZ389 | Long             | EP               | CORP              | US        |     49000 | NS      | $1125530.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical, Inc.                     | Orthofix Medical, Inc.                       | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64000 | NS      | $1313920.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp.                             | Materion Corp.                               | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |    255000 | NS      | $22315050.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp.                                 | IMAX Corp.                                   | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |     58000 | NS      | $850280.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.               | Casey's General Stores, Inc.                 | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      9500 | NS      | $2131325.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp.                              | Denny's Corp.                                | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |    390017 | NS      | $3592056.57   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive, Inc.                             | NuVasive, Inc.                               | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |    150000 | NS      | $6186000.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.               | ServisFirst Bancshares, Inc.                 | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26000 | NS      | $1791660.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                        | CNX Resources Corp.                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    190000 | NS      | $3199600.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmer Bros Co.                            | Farmer Bros Co.                              | CUSIP: 307675108<br>LEI: 5493006PMLETBTVJ3262 | Long             | EC               | CORP              | US        |    655000 | NS      | $3019550.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp. (The)                         | Marcus Corp. (The)                           | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |    529000 | NS      | $7612310.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Post Holdings, Inc.                        | Post Holdings, Inc.                          | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |    100000 | NS      | $9026000.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp.                   | Enerpac Tool Group Corp.                     | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     95000 | NS      | $2417750.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Primis Financial Corp.                     | Primis Financial Corp.                       | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |     11000 | NS      | $130350.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadiz, Inc.                                | Cadiz, Inc.                                  | CUSIP: 127537207<br>LEI: 549300PFFIS1TCKZS151 | Long             | EC               | CORP              | US        |      9500 | NS      | $23750.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameris Bancorp                             | Ameris Bancorp                               | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     35000 | NS      | $1649900.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp, Inc.                        | Eagle Bancorp, Inc.                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |     60000 | NS      | $2644200.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp.               | United States Cellular Corp.                 | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |    160000 | NS      | $3336000.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Canterbury Park Holding Corp.              | Canterbury Park Holding Corp.                | CUSIP: 13811E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    326500 | NS      | $10206390.00  | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Tredegar Corp.                             | Tredegar Corp.                               | CUSIP: 894650100<br>LEI: 54930003228ERHCH6K87 | Long             | EC               | CORP              | US        |   1490092 | NS      | $15228740.24  | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| Take-Two Interactive Software, Inc.        | Take-Two Interactive Software, Inc.          | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     57000 | NS      | $5935410.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Nobility Homes, Inc.                       | Nobility Homes, Inc.                         | CUSIP: 654892108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    174087 | NS      | $4143270.60   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Cohen & Steers, Inc.                       | Cohen & Steers, Inc.                         | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |    266000 | NS      | $17172960.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                | Sally Beauty Holdings, Inc.                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    680024 | NS      | $8513900.48   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                         | Henry Schein, Inc.                           | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |     20000 | NS      | $1597400.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Co. (The)                          | Eastern Co. (The)                            | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |    266039 | NS      | $5129231.92   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| PNM Resources, Inc.                        | PNM Resources, Inc.                          | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |    692000 | NS      | $33762680.00  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp.               | Matthews International Corp., Class A        | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |    589000 | NS      | $17929160.00  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                     | Rush Enterprises, Inc., Class B              | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |    744500 | NS      | $41893015.00  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Pineapple Energy, Inc.                     | Pineapple Energy, Inc.                       | CUSIP: 72303P107<br>LEI: 549300QI9W6WNCHUTR82 | Long             | EC               | CORP              | US        |     30000 | NS      | $69900.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Myers Industries, Inc.                     | Myers Industries, Inc.                       | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |   1654014 | NS      | $36768731.22  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                | Itron, Inc.                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     67000 | NS      | $3393550.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp.                               | CONMED Corp.                                 | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     57500 | NS      | $5096800.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                 | Charles Schwab Corp. (The)                   | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     75000 | NS      | $6244500.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Intevac, Inc.                              | Intevac, Inc.                                | CUSIP: 461148108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55700 | NS      | $360379.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifecore Biomedical, Inc.                  | Lifecore Biomedical, Inc.                    | CUSIP: 514766104<br>LEI: 549300EHBZ5OM9ND9O43 | Long             | EC               | CORP              | US        |     80000 | NS      | $518400.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.        | World Wrestling Entertainment, Inc., Class A | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     29000 | NS      | $1987080.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings               | Compass Diversified Holdings                 | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     47200 | NS      | $860456.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos., Inc. (The)                    | Cooper Cos., Inc. (The)                      | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |     12800 | NS      | $4232576.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tejon Ranch Co.                            | Tejon Ranch Co.                              | CUSIP: 879080109<br>LEI: 549300TMNDO77VJ6J111 | Long             | EC               | CORP              | US        |    488094 | NS      | $9195690.96   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                               | Masimo Corp.                                 | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     85000 | NS      | $12575750.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries, Inc.           | National Presto Industries, Inc.             | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7000 | NS      | $479220.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vista Outdoor, Inc.                        | Vista Outdoor, Inc.                          | CUSIP: 928377100<br>LEI: 549300QI2D33ESTJLN81 | Long             | EC               | CORP              | US        |    140000 | NS      | $3411800.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Loomis AB                                  | Loomis AB                                    | CUSIP: N/A<br>LEI: 213800NS2XXVRYS7WP40       | Long             | EC               | CORP              | SE        |    210000 | NS      | $5755712.83   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| American Outdoor Brands, Inc.              | American Outdoor Brands, Inc.                | CUSIP: 02875D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90000 | NS      | $901800.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                  | Janus Henderson Group plc                    | CUSIP: N/A<br>LEI: 2138009WPYMWJN3RVF44       | Long             | EC               | CORP              | JE        |    254500 | NS      | $5985840.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp.                                 | Olin Corp.                                   | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |    115000 | NS      | $6088100.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Contra Communications                      | Pineapple Energy, Inc., CVR                  | CUSIP: 203CVR014<br>LEI: N/A                  | Long             |  | CORP              | US        |    115000 | NS      | $338399.00    | 0.01%             |  |  |  | No            |                  3 | On Loan: —       |
| Penske Automotive Group, Inc.              | Penske Automotive Group, Inc.                | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |    445700 | NS      | $51224301.00  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group, Inc.             | Sinclair Broadcast Group, Inc., Class A      | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |    530000 | NS      | $8220300.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                      | Thor Industries, Inc.                        | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      4000 | NS      | $301960.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| HB Fuller Co.                              | HB Fuller Co.                                | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |    350000 | NS      | $25067000.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Bancorp, Inc.                      | Hanover Bancorp, Inc.                        | CUSIP: 410710206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $101950.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Rogers Communications, Inc.                | Rogers Communications, Inc., Class B         | CUSIP: 775109200<br>LEI: 54930030NVF3Y2OL0A78 | Long             | EC               | CORP              | CA        |    200000 | NS      | $9368000.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                        | Ampco-Pittsburgh Corp.                       | CUSIP: 032037111<br>LEI: N/A                  | N/A              | DO               |  | US        |    532000 | NS      | $83790.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers, Inc.                       | Calavo Growers, Inc.                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73000 | NS      | $2146200.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                             | EchoStar Corp., Class A                      | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     30000 | NS      | $500400.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp.          | Peapack-Gladstone Financial Corp.            | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     14000 | NS      | $521080.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                          | CNH Industrial NV                            | CUSIP: N/A<br>LEI: 549300WGC2HZ5J67V817       | Long             | EC               | CORP              | NL        |   2690000 | NS      | $43201400.00  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co., Inc. (The)                | Boston Beer Co., Inc. (The), Class A         | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      5800 | NS      | $1911216.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp.                              | Nordson Corp.                                | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |     39500 | NS      | $9389940.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                        | PROG Holdings, Inc.                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     79039 | NS      | $1334968.71   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMHERST PIERPONT                           | Treasury Repurchase Agreement                | CUSIP: N/A<br>LEI: 549300LGG2RLWD21SU97       | Long             | RA               | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaman Corp.                                | Kaman Corp.                                  | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |   1188500 | NS      | $26503550.00  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Gyrodyne LLC                               | Gyrodyne LLC                                 | CUSIP: 403829104<br>LEI: 549300CF8EE7IDXWHQ23 | Long             | EC               | CORP              | US        |      4004 | NS      | $32432.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aaron's Co., Inc. (The)                    | Aaron's Co., Inc. (The)                      | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65500 | NS      | $782725.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications, Inc.               | Verizon Communications, Inc.                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     82000 | NS      | $3230800.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group, Inc. (The)                    | Shyft Group, Inc. (The)                      | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |    272000 | NS      | $6761920.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group, Inc.         | Distribution Solutions Group, Inc.           | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $3686000.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                           | AutoNation, Inc.                             | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    371800 | NS      | $39894140.00  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.                | Franklin Electric Co., Inc.                  | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |    250000 | NS      | $19937500.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co.                 | Edgewell Personal Care Co.                   | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |    132000 | NS      | $5087280.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp.                          | Primo Water Corp.                            | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    755000 | NS      | $11732700.00  | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                              | Textron, Inc.                                | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |    286000 | NS      | $20248800.00  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse, Inc.                             | Bel Fuse, Inc., Class B                      | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |     23000 | NS      | $757160.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co.                   | Modine Manufacturing Co.                     | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |   1240000 | NS      | $24626400.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global plc                         | Liberty Global plc, Class A                  | CUSIP: N/A<br>LEI: 549300BSGXG3QLIQYT84       | Long             | EC               | CORP              | GB        |     98971 | NS      | $1873521.03   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf, Inc.                      | Diebold Nixdorf, Inc.                        | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |    975000 | NS      | $1384500.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy, Inc.                               | Evergy, Inc.                                 | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |    148000 | NS      | $9313640.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp, Inc.                 | Sandy Spring Bancorp, Inc.                   | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     78000 | NS      | $2747940.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK, Inc.                                | ONEOK, Inc.                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |    137000 | NS      | $9000900.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter, Inc.                         | Badger Meter, Inc.                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     97000 | NS      | $10575910.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.         | Ryman Hospitality Properties, Inc.           | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |    564000 | NS      | $46123920.00  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp.                           | Otter Tail Corp.                             | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    275000 | NS      | $16145250.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                | Graco, Inc.                                  | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |    438000 | NS      | $29459880.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics, Inc.                          | NeoGenomics, Inc.                            | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4000 | NS      | $36960.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pets at Home Group plc                     | Pets at Home Group plc                       | CUSIP: N/A<br>LEI: 2138003Y9ULD24PD3J93       | Long             | EC               | CORP              | GB        |    255000 | NS      | $874288.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dril-Quip, Inc.                            | Dril-Quip, Inc.                              | CUSIP: 262037104<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |    500000 | NS      | $13585000.00  | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                | Minerals Technologies, Inc.                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |    195000 | NS      | $11840400.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services, Inc.               | H&E Equipment Services, Inc.                 | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |     40000 | NS      | $1816000.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Maple Leaf Foods, Inc.                     | Maple Leaf Foods, Inc.                       | CUSIP: 564905107<br>LEI: 549300LX07S5J8F76F37 | Long             | EC               | CORP              | CA        |    132000 | NS      | $2383604.14   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| First Horizon Corp.                        | First Horizon Corp.                          | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     68000 | NS      | $1666000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitae Corp.                              | Invitae Corp.                                | CUSIP: 46185L103<br>LEI: 549300MYI59DZW1WIX92 | Long             | EC               | CORP              | US        |     60000 | NS      | $111600.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Team, Inc.                                 | Team, Inc.                                   | CUSIP: 878155308<br>LEI: 549300DEKHQ3OEQJWU96 | Long             | EC               | CORP              | US        |     59000 | NS      | $309750.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Navigator Holdings Ltd.                    | Navigator Holdings Ltd.                      | CUSIP: N/A<br>LEI: 213800H7RVOFYARK2W19       | Long             | EC               | CORP              | MH        |    410000 | NS      | $4903600.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Iveco Group NV                             | Iveco Group NV                               | CUSIP: N/A<br>LEI: 549300ZWF2ZJDD9EOR96       | Long             | EC               | CORP              | NL        |    162001 | NS      | $963834.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Albany International Corp.                 | Albany International Corp., Class A          | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     36000 | NS      | $3549240.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Iveco Group NV                             | Iveco Group NV                               | CUSIP: N/A<br>LEI: 549300ZWF2ZJDD9EOR96       | Long             | EC               | CORP              | NL        |    537999 | NS      | $3163434.11   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                          | Boyd Gaming Corp.                            | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |    540000 | NS      | $29446200.00  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                         | AMC Networks, Inc., Class A                  | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |    100000 | NS      | $1567000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                       | Evolent Health, Inc., Class A                | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     80000 | NS      | $2246400.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment, Inc.                 | Golden Entertainment, Inc.                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |    106000 | NS      | $3964400.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com, Inc.                    | 1-800-Flowers.com, Inc., Class A             | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    677000 | NS      | $6472120.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bassett Furniture Industries, Inc.         | Bassett Furniture Industries, Inc.           | CUSIP: 070203104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    380000 | NS      | $6604400.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS plc                                 | STERIS plc                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     86000 | NS      | $15883340.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| GAN Ltd.                                   | GAN Ltd.                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     27000 | NS      | $40500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                               | Arcosa, Inc.                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |    100000 | NS      | $5434000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Nathan's Famous, Inc.                      | Nathan's Famous, Inc.                        | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |    192500 | NS      | $12937925.00  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Oceaneering International, Inc.            | Oceaneering International, Inc.              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    185000 | NS      | $3235650.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GAM Holding AG                             | GAM Holding AG                               | CUSIP: N/A<br>LEI: 549300GGVID7ZGDMX291       | Long             | EC               | CORP              | CH        |    335000 | NS      | $340561.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Granite Construction, Inc.                 | Granite Construction, Inc.                   | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     15000 | NS      | $526050.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies, Inc.            | Core Molding Technologies, Inc.              | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |    344000 | NS      | $4468560.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market, Inc.                 | Village Super Market, Inc., Class A          | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |    145524 | NS      | $3389253.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co., Inc.                        | Donaldson Co., Inc.                          | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |    209000 | NS      | $12303830.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals, Inc.                       | United Rentals, Inc.                         | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |     26500 | NS      | $9418630.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                  | FNB Corp.                                    | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     46000 | NS      | $600300.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co.                         | Tractor Supply Co.                           | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     63000 | NS      | $14173110.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.               | Southwest Gas Holdings, Inc.                 | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    414000 | NS      | $25618320.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies, Inc.                   | Tyler Technologies, Inc.                     | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |     37000 | NS      | $11929170.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery, Inc.                      | Titan Machinery, Inc.                        | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     56000 | NS      | $2224880.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp.                                  | CTS Corp.                                    | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |   1000000 | NS      | $39420000.00  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Disc, Inc.                            | Twin Disc, Inc.                              | CUSIP: 901476101<br>LEI: 549300FR8EHCY14BLP32 | Long             | EC               | CORP              | US        |    552073 | NS      | $5366149.56   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp.                                | HEICO Corp., Class A                         | CUSIP: 422806208<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      3000 | NS      | $359550.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands, Inc.                      | Lifetime Brands, Inc.                        | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |     19000 | NS      | $144210.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Aerospace Corp.                       | Park Aerospace Corp.                         | CUSIP: 70014A104<br>LEI: 5299004AG0G7IB636095 | Long             | EC               | CORP              | US        |    639500 | NS      | $8575695.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                      | Churchill Downs, Inc.                        | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     98000 | NS      | $20720140.00  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive, Inc.                  | O'Reilly Automotive, Inc.                    | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     10000 | NS      | $8440300.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal, Inc.                           | Kennametal, Inc.                             | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    214000 | NS      | $5148840.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International, Inc.                | Kimball International, Inc., Class B         | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |    258000 | NS      | $1677000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes, Inc.                         | Pitney Bowes, Inc.                           | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     20000 | NS      | $76000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifeway Foods, Inc.                        | Lifeway Foods, Inc.                          | CUSIP: 531914109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $166500.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion, Inc.                       | Garrett Motion, Inc., Series A               | CUSIP: 366505204<br>LEI: 549300LS5WT7EMBNV724 | Long             | EP               | CORP              | US        |    305000 | NS      | $2653500.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                             | Toro Co. (The)                               | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     47000 | NS      | $5320400.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Connect, Inc.                        | Steel Connect, Inc.                          | CUSIP: 858098106<br>LEI: 549300DESX9Q74AQVP83 | Long             | EC               | CORP              | US        |    860000 | NS      | $1229800.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International, Inc.                 | CIRCOR International, Inc.                   | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |    753000 | NS      | $18041880.00  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries, Inc.                     | Astec Industries, Inc.                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |    509000 | NS      | $20695940.00  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp.                      | Quaker Chemical Corp.                        | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      4700 | NS      | $784430.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                              | ONE Gas, Inc.                                | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     34000 | NS      | $2574480.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies, Inc.          | Napco Security Technologies, Inc.            | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |     36000 | NS      | $989280.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Uni-Select, Inc.                           | Uni-Select, Inc.                             | CUSIP: 90457D100<br>LEI: 549300GQ1WI8PKN1NQ40 | Long             | EC               | CORP              | CA        |    172000 | NS      | $5442008.86   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp.            | Atlantic Union Bankshares Corp.              | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12000 | NS      | $421680.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ampco-Pittsburgh Corp.                     | Ampco-Pittsburgh Corp.                       | CUSIP: 032037103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    960000 | NS      | $2409600.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Lennar Corp.                               | Lennar Corp., Class B                        | CUSIP: 526057302<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |    105000 | NS      | $7851900.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory, Inc. (The)             | Cheesecake Factory, Inc. (The)               | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |    130000 | NS      | $4122300.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| AZZ, Inc.                                  | AZZ, Inc.                                    | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |    178000 | NS      | $7155600.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner, Inc.                           | BorgWarner, Inc.                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |    244000 | NS      | $9821000.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Entertainment Corp.              | Universal Entertainment Corp.                | CUSIP: N/A<br>LEI: 353800BBJTHSMSQ31V91       | Long             | EC               | CORP              | JP        |     55000 | NS      | $996571.17    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MoneyGram International, Inc.              | MoneyGram International, Inc.                | CUSIP: 60935Y208<br>LEI: 5299002DLX0Q04KC4156 | Long             | EC               | CORP              | US        |     32000 | NS      | $348480.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                  | FMC Corp.                                    | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     20000 | NS      | $2496000.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                    | Webster Financial Corp.                      | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |    330000 | NS      | $15622200.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                             | Woodward, Inc.                               | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     82000 | NS      | $7922020.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.           | Fortune Brands Innovations, Inc.             | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     10000 | NS      | $571100.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AES Corp. (The)                            | AES Corp. (The)                              | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |    240000 | NS      | $6902400.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                     | EnPro Industries, Inc.                       | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |    403500 | NS      | $43856415.00  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)               | Scotts Miracle-Gro Co. (The)                 | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     74000 | NS      | $3595660.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries, Inc.                 | Gibraltar Industries, Inc.                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $2294000.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK SECURITIES INC.              | Treasury Repurchase Agreement                | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | RA               | CORP              | US        |   6810769 | PA      | $6810768.95   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Flowserve Corp.                            | Flowserve Corp.                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |    104000 | NS      | $3190720.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Corp.                                | Chase Corp.                                  | CUSIP: 16150R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $862600.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                   | Energizer Holdings, Inc.                     | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |    165000 | NS      | $5535750.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Limoneira Co.                              | Limoneira Co.                                | CUSIP: 532746104<br>LEI: 549300UCPZVJGYHI7550 | Long             | EC               | CORP              | US        |     90000 | NS      | $1098900.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Cutera, Inc.                               | Cutera, Inc.                                 | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |    679000 | NS      | $30025380.00  | 0.96%             |  |  |  | No            |                  1 | On Loan: —       |
| Movado Group, Inc.                         | Movado Group, Inc.                           | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |    196500 | NS      | $6337125.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings, Inc.                   | Sirius XM Holdings, Inc.                     | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |   1000000 | NS      | $5840000.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Align Technology, Inc.                     | Align Technology, Inc.                       | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |       300 | NS      | $63270.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                      | National Fuel Gas Co.                        | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |    170000 | NS      | $10761000.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Industries International, Inc.    | Superior Industries International, Inc.      | CUSIP: 868168105<br>LEI: 54930065O5ZIQD1F8U04 | Long             | EC               | CORP              | US        |     70000 | NS      | $295400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                   | Valmont Industries, Inc.                     | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     10000 | NS      | $3306700.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.               | Iridium Communications, Inc.                 | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |    240000 | NS      | $12336000.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion, Inc.                       | Garrett Motion, Inc.                         | CUSIP: N/A<br>LEI: 549300LS5WT7EMBNV724       | Long             | EC               | CORP              | US        |    136929 | NS      | $1131718.19   | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Marine Products Corp.                      | Marine Products Corp.                        | CUSIP: 568427108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    265700 | NS      | $3127289.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AO Smith Corp.                             | A O Smith Corp.                              | CUSIP: 831865209<br>LEI: 549300XG4US7UJNECY36 | Long             | EC               | CORP              | US        |     78000 | NS      | $4464720.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand, Inc.                          | Masterbrand, Inc.                            | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     10000 | NS      | $75500.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings, Inc.       | Sportsman's Warehouse Holdings, Inc.         | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |     40000 | NS      | $376400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** EQ Advisors Trust

**Signature:** Brian Walsh

**Name of Signer:** Brian Walsh

**Title:** Chief Financial Officer and Treasurer