# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0001752724-23-045179
**Filing Date:** 2023-2
**Character Count:** 186467
**Document Hash:** 26a4728b911ff94f64c25feddfebcca3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045179.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045179

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 23680499

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

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

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

## Series and Classes Contracts Data

### JPMorgan U.S. Small Company Fund (Series ID: S000002795)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000007656 | Class I      | JSCSX           |
| C000007657 | Class L      | JUSSX           |
| C000054337 | Class A      | JTUAX           |
| C000054338 | Class C      | JTUCX           |
| C000106052 | Class R2     | JSCZX           |
| C000106053 | Class R6     | JUSMX           |
| C000173220 | Class R5     | JUSYX           |
| C000173557 | Class R3     | JUSPX           |
| C000173558 | Class R4     | JUSQX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust I

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 800-480-4111

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

- **a. Name of Series:** JPMorgan U.S. Small Company Fund

- **b. EDGAR series identifier (if any):** S000002795

- **c. LEI of Series:** 549300MOTBMZQG15BP60

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $907383233.07

**Total Liabilities:** $40027532.14

**Net Assets:** $867355700.93

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000007657 | 11.41%               | 3.58%                | -5.37%               |
| Class ID C000173558 | 11.37%               | 3.61%                | -5.40%               |
| Class ID C000173557 | 11.28%               | 3.57%                | -5.38%               |
| Class ID C000054337 | 11.31%               | 3.60%                | -5.40%               |
| Class ID C000054338 | 11.26%               | 3.53%                | -5.41%               |
| Class ID C000173220 | 11.38%               | 3.59%                | -5.32%               |
| Class ID C000106052 | 11.31%               | 3.54%                | -5.37%               |
| Class ID C000106053 | 11.40%               | 3.57%                | -5.30%               |
| Class ID C000007656 | 11.41%               | 3.58%                | -5.38%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3893346.11              | $91062702.14                               |
| Month 2  | $11183656.81             | $21309501.59                               |
| Month 3  | $3747331.99              | $-55913720.74                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Radian Group, Inc.                                        | Radian Group, Inc.                                                    | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    144635 | NS      | $2758189.45   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains, Inc.                                        | Green Plains, Inc.                                                    | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     63810 | NS      | $1946205.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                    | Independent Bank Corp.                                                | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     12306 | NS      | $1038995.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                                  | Group 1 Automotive, Inc.                                              | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |     15480 | NS      | $2792127.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises, Inc.                                  | Werner Enterprises, Inc.                                              | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      9720 | NS      | $391327.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                                   | Acushnet Holdings Corp.                                               | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     68440 | NS      | $2905962.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Agree Realty Corp.                                        | Agree Realty Corp.                                                    | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85230 | NS      | $6045363.90   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners, Inc.                                        | PJT Partners, Inc., Class A                                           | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |     46790 | NS      | $3447955.10   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                         | Corporate Office Properties Trust                                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     41320 | NS      | $1071840.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                               | Crocs, Inc.                                                           | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     62790 | NS      | $6808319.70   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries, Inc.                          | Schnitzer Steel Industries, Inc., Class A                             | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     19630 | NS      | $601659.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess?, Inc.                                              | Guess?, Inc.                                                          | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     55370 | NS      | $1145605.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Wintrust Financial Corp.                                  | Wintrust Financial Corp.                                              | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     42060 | NS      | $3554911.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                                 | RLI Corp.                                                             | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     23830 | NS      | $3128164.10   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                                               | Sonos, Inc.                                                           | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |    499470 | NS      | $8441043.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp.                                | Chesapeake Utilities Corp.                                            | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     18040 | NS      | $2131967.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express, Inc.                         | International Money Express, Inc.                                     | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    233881 | NS      | $5699679.97   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate, Inc.                                | Anywhere Real Estate, Inc.                                            | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    111470 | NS      | $712293.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                                         | Merchants Bancorp                                                     | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     21960 | NS      | $534067.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                                | Liberty Latin America Ltd., Class C                                   | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |    362040 | NS      | $2751504.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7, Inc.                                              | Rapid7, Inc.                                                          | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Long             | EC               | CORP              | US        |     37550 | NS      | $1275949.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                                     | Hancock Whitney Corp.                                                 | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     49680 | NS      | $2404015.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                                   | Louisiana-Pacific Corp.                                               | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     14155 | NS      | $837976.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares, Inc.                                   | Equity Bancshares, Inc., Class A                                      | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |     16210 | NS      | $529580.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp.                                               | Nevro Corp.                                                           | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |     12250 | NS      | $485100.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics, Inc.                                  | Heron Therapeutics, Inc.                                              | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |    138580 | NS      | $346450.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Helen of Troy Ltd.                                        | Helen of Troy Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     26050 | NS      | $2889205.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                                | Resideo Technologies, Inc.                                            | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     47540 | NS      | $782033.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue, Inc.                                            | TrueBlue, Inc.                                                        | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92455 | NS      | $1810268.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics, Inc.                                             | Axonics, Inc.                                                         | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |    121010 | NS      | $7566755.30   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp.                         | Ares Commercial Real Estate Corp.                                     | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |    161280 | NS      | $1659571.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Aviat Networks, Inc.                                      | Aviat Networks, Inc.                                                  | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |     37043 | NS      | $1155371.17   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                          | TriCo Bancshares                                                      | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24810 | NS      | $1265061.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals, Inc.                              | Ligand Pharmaceuticals, Inc.                                          | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     17550 | NS      | $1172340.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                                      | Meritage Homes Corp.                                                  | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     31970 | NS      | $2947634.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co.                                           | SpartanNash Co.                                                       | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      5220 | NS      | $157852.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp, Inc.                                   | HarborOne Bancorp, Inc.                                               | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |     25030 | NS      | $347917.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                                             | Ovintiv, Inc.                                                         | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109590 | NS      | $5557308.90   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp.                                        | Bloom Energy Corp., Class A                                           | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     43480 | NS      | $831337.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| New Jersey Resources Corp.                                | New Jersey Resources Corp.                                            | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     95990 | NS      | $4763023.80   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi, Inc.                                               | Xperi, Inc.                                                           | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48880 | NS      | $420856.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Decibel Therapeutics, Inc.                                | Decibel Therapeutics, Inc.                                            | CUSIP: 24343R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1793 | NS      | $3675.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Bloomin' Brands, Inc.                                     | Bloomin' Brands, Inc.                                                 | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    139750 | NS      | $2811770.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp.                                     | Mercantile Bank Corp.                                                 | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      5430 | NS      | $181796.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts, Inc.                                  | Full House Resorts, Inc.                                              | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |     78090 | NS      | $587236.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                                   | Brookline Bancorp, Inc.                                               | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    183590 | NS      | $2597798.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics, Inc.                                 | Kymera Therapeutics, Inc.                                             | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47090 | NS      | $1175366.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Hibbett, Inc.                                             | Hibbett, Inc.                                                         | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     17675 | NS      | $1205788.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                                | Axcelis Technologies, Inc.                                            | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     36550 | NS      | $2900608.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                                     | Glacier Bancorp, Inc.                                                 | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     14640 | NS      | $723508.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co.                             | Northwest Natural Holding Co.                                         | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     30170 | NS      | $1435790.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc. (The)                                       | Bancorp, Inc. (The)                                                   | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20810 | NS      | $590587.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp.                                       | Varex Imaging Corp.                                                   | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     25930 | NS      | $526379.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp.                                             | Semtech Corp.                                                         | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     11890 | NS      | $341124.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Option Care Health, Inc.                                  | Option Care Health, Inc.                                              | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    134160 | NS      | $4036874.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                        | BJ's Wholesale Club Holdings, Inc.                                    | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     22700 | NS      | $1501832.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions, Inc.                              | Financial Institutions, Inc.                                          | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5770 | NS      | $140557.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp.                              | REX American Resources Corp.                                          | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20735 | NS      | $660617.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                                     | Deckers Outdoor Corp.                                                 | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      9365 | NS      | $3738133.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                               | Kinsale Capital Group, Inc.                                           | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      3870 | NS      | $1012082.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Winnebago Industries, Inc.                                | Winnebago Industries, Inc.                                            | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      2070 | NS      | $109089.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Intercept Pharmaceuticals, Inc.                           | Intercept Pharmaceuticals, Inc.                                       | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |    129400 | NS      | $1600678.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Medpace Holdings, Inc.                                    | Medpace Holdings, Inc.                                                | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     18515 | NS      | $3932771.15   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                                 | ATI, Inc.                                                             | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     22320 | NS      | $666475.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed, Inc.                                              | Insmed, Inc.                                                          | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     10810 | NS      | $215983.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                               | DiamondRock Hospitality Co.                                           | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     79630 | NS      | $652169.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust, Inc.                        | Piedmont Office Realty Trust, Inc., Class A                           | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57100 | NS      | $523607.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                                      | Old National Bancorp                                                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    176760 | NS      | $3178144.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                                   | Abercrombie & Fitch Co., Class A                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |    101830 | NS      | $2332925.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics, Inc.                                   | Radiant Logistics, Inc.                                               | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |     57620 | NS      | $293285.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California, Inc.                                  | Banc of California, Inc.                                              | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     20790 | NS      | $331184.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty, Inc.                                           | PagerDuty, Inc.                                                       | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     81670 | NS      | $2169155.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Kura Oncology, Inc.                                       | Kura Oncology, Inc.                                                   | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |    170910 | NS      | $2120993.10   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal, Inc.                                  | Washington Federal, Inc.                                              | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54585 | NS      | $1831326.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp, Inc.                                  | Northfield Bancorp, Inc.                                              | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98060 | NS      | $1542483.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings, Inc.                                  | Employers Holdings, Inc.                                              | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30250 | NS      | $1304682.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore, Inc.                                              | Atkore, Inc.                                                          | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     75440 | NS      | $8556404.80   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                            | Constellium SE                                                        | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |    105610 | NS      | $1249366.30   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                              | Apple Hospitality REIT, Inc.                                          | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    126090 | NS      | $1989700.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp.                                            | SunPower Corp.                                                        | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     34660 | NS      | $624919.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Dynex Capital, Inc.                                       | Dynex Capital, Inc.                                                   | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |    179800 | NS      | $2287056.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: —       |
| QCR Holdings, Inc.                                        | QCR Holdings, Inc.                                                    | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     30260 | NS      | $1502106.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group, Inc.                             | Capital City Bank Group, Inc.                                         | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |     23787 | NS      | $773077.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Commercial Corp.                                | Gladstone Commercial Corp.                                            | CUSIP: 376536108<br>LEI: 529900EVVV534W8R0T32 | Long             | EC               | CORP              | US        |     14500 | NS      | $268250.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu, Inc.                                                | Cohu, Inc.                                                            | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     74110 | NS      | $2375225.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                                    | Stifel Financial Corp.                                                | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     14195 | NS      | $828562.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eiger BioPharmaceuticals, Inc.                            | Eiger BioPharmaceuticals, Inc.                                        | CUSIP: 28249U105<br>LEI: 549300GO4VMIHDKJNU46 | Long             | EC               | CORP              | US        |     73300 | NS      | $86494.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                             | SM Energy Co.                                                         | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     86550 | NS      | $3014536.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                                       | Equity Commonwealth                                                   | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |     70300 | NS      | $1755391.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                          | Virtus Investment Partners, Inc.                                      | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      2340 | NS      | $447969.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                        | Atlas Air Worldwide Holdings, Inc.                                    | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     23950 | NS      | $2414160.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp, Inc.                                    | Republic Bancorp, Inc., Class A                                       | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3320 | NS      | $135854.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp, Inc.                                  | Old Second Bancorp, Inc.                                              | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |    104090 | NS      | $1669603.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Esperion Therapeutics, Inc.                               | Esperion Therapeutics, Inc.                                           | CUSIP: 29664W105<br>LEI: 549300OFU56UKEWVUS92 | Long             | EC               | CORP              | US        |      9630 | NS      | $59994.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines, Inc.                                | REVOLUTION Medicines, Inc.                                            | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     90320 | NS      | $2151422.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics, Inc.                               | Atara Biotherapeutics, Inc.                                           | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |    236790 | NS      | $776671.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp, Inc.                                    | Mid Penn Bancorp, Inc.                                                | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5510 | NS      | $165134.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                                           | LGI Homes, Inc.                                                       | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      7210 | NS      | $667646.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Medifast, Inc.                                            | Medifast, Inc.                                                        | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     32500 | NS      | $3748875.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaSpine Holdings Corp.                                   | SeaSpine Holdings Corp.                                               | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |     92930 | NS      | $775965.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Reata Pharmaceuticals, Inc.                               | Reata Pharmaceuticals, Inc., Class A                                  | CUSIP: 75615P103<br>LEI: 5299005F094GH9QDDD80 | Long             | EC               | CORP              | US        |     88600 | NS      | $3365914.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Taylor Morrison Home Corp.                                | Taylor Morrison Home Corp.                                            | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    254365 | NS      | $7719977.75   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp.                                      | Repay Holdings Corp.                                                  | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150400 | NS      | $1210720.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group, Inc.                                           | BRP Group, Inc., Class A                                              | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34780 | NS      | $874369.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                                  | Mueller Industries, Inc.                                              | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     31770 | NS      | $1874430.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                                  | Central Garden & Pet Co., Class A                                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     89091 | NS      | $3189457.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                                        | Steven Madden Ltd.                                                    | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     52230 | NS      | $1669270.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare, Inc.                                           | ModivCare, Inc.                                                       | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      1790 | NS      | $160616.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                | Korn Ferry                                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     12210 | NS      | $618070.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio, Inc.                                        | Bluebird Bio, Inc.                                                    | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13287 | NS      | $91946.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Allscripts Healthcare Solutions, Inc.                     | Allscripts Healthcare Solutions, Inc.                                 | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     84615 | NS      | $1492608.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Ooma, Inc.                                                | Ooma, Inc.                                                            | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89990 | NS      | $1225663.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                                | OceanFirst Financial Corp.                                            | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    317940 | NS      | $6756225.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences, Inc.                               | USANA Health Sciences, Inc.                                           | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     39130 | NS      | $2081716.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE, Inc.                                              | ALLETE, Inc.                                                          | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      7920 | NS      | $510919.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services, Inc.                           | Barrett Business Services, Inc.                                       | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |     54487 | NS      | $5082547.36   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                                  | Fabrinet                                                              | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     25735 | NS      | $3299741.70   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services, Inc.                                      | Kelly Services, Inc., Class A                                         | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    168570 | NS      | $2848833.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp.                                         | ACCO Brands Corp.                                                     | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    132140 | NS      | $738662.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                    | Cathay General Bancorp                                                | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      3175 | NS      | $129508.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                            | TopBuild Corp.                                                        | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     21340 | NS      | $3339496.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.                   | Essential Properties Realty Trust, Inc.                               | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     35670 | NS      | $837174.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardlytics, Inc.                                          | Cardlytics, Inc.                                                      | CUSIP: 14161W105<br>LEI: 549300JETJBH94EIPC66 | Long             | EC               | CORP              | US        |     41150 | NS      | $237847.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Business First Bancshares, Inc.                           | Business First Bancshares, Inc.                                       | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |     28336 | NS      | $627359.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                                         | Boise Cascade Co.                                                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     20590 | NS      | $1413915.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                                        | Chord Energy Corp.                                                    | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     15250 | NS      | $2086352.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics, Inc.                                     | TG Therapeutics, Inc.                                                 | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |    133010 | NS      | $1573508.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Contra A/S                                                | Contra A/S                                                            | CUSIP: 532CNT011<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      7220 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ellington Financial, Inc.                                 | Ellington Financial, Inc.                                             | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     21310 | NS      | $263604.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television, Inc.                                     | Gray Television, Inc.                                                 | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     47710 | NS      | $533874.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Box, Inc.                                                 | Box, Inc., Class A                                                    | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |    189110 | NS      | $5886994.30   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co. (The)                                         | Brink's Co. (The)                                                     | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     31250 | NS      | $1678437.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                         | Essent Group Ltd.                                                     | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     85300 | NS      | $3316464.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp.                                       | MVB Financial Corp.                                                   | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |      2490 | NS      | $54829.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Landsea Homes Corp.                                       | Landsea Homes Corp.                                                   | CUSIP: 51509P103<br>LEI: 549300RP8AZAKHNILS36 | Long             | EC               | CORP              | US        |    191510 | NS      | $997767.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp.                                    | Twist Bioscience Corp.                                                | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |     46970 | NS      | $1118355.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                                          | Tetra Tech, Inc.                                                      | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     31240 | NS      | $4535735.60   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp.                                         | LendingClub Corp.                                                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     34010 | NS      | $299288.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co., Inc.                               | CommScope Holding Co., Inc.                                           | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |    802590 | NS      | $5899036.50   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| OmniAb, Inc.                                              | OmniAb, Inc.                                                          | CUSIP: 68218J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86047 | NS      | $309769.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings plc                                       | Luxfer Holdings plc                                                   | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | GB        |     23470 | NS      | $322008.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp.                                               | eGain Corp.                                                           | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    431443 | NS      | $3895930.29   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp.                                    | Skyline Champion Corp.                                                | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16580 | NS      | $854035.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma, Inc.                                     | Sutro Biopharma, Inc.                                                 | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     11390 | NS      | $92031.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Blockchain, Inc.                                     | Riot Blockchain, Inc.                                                 | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |    173620 | NS      | $588571.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Lions Gate Entertainment Corp.                            | Lions Gate Entertainment Corp., Class A                               | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |    209910 | NS      | $1198586.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT, Inc.                                    | City Office REIT, Inc.                                                | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |     16160 | NS      | $135420.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund                | JPMorgan U.S. Government Money Market Fund, Share Class IM            | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |  11140870 | NS      | $11140869.91  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                                     | Clearway Energy, Inc.                                                 | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     24990 | NS      | $747700.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group, Inc.                           | Healthcare Services Group, Inc.                                       | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     22470 | NS      | $269640.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Renewables, Inc.                                      | Via Renewables, Inc.                                                  | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |    116725 | NS      | $596464.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Pinnacle Financial Partners, Inc.                         | Pinnacle Financial Partners, Inc.                                     | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     23060 | NS      | $1692604.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                               | Terex Corp.                                                           | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     11890 | NS      | $507940.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                                        | HealthEquity, Inc.                                                    | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     64540 | NS      | $3978245.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings plc                                       | Tronox Holdings plc                                                   | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |    104180 | NS      | $1428307.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                               | Greif, Inc., Class A                                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     12240 | NS      | $820814.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular, Inc.                                             | Popular, Inc.                                                         | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     61600 | NS      | $4085312.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics, Inc.                                   | Fate Therapeutics, Inc.                                               | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |    124260 | NS      | $1253783.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancshares, Inc. (The)                              | First Bancshares, Inc. (The)                                          | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |      6220 | NS      | $199102.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Replimune Group, Inc.                                     | Replimune Group, Inc.                                                 | CUSIP: 76029N106<br>LEI: 549300AY704NEIRC4K64 | Long             | EC               | CORP              | US        |    105180 | NS      | $2860896.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherus Biosciences, Inc.                                 | Coherus Biosciences, Inc.                                             | CUSIP: 19249H103<br>LEI: 5493007IL8W5MV932D26 | Long             | EC               | CORP              | US        |    343900 | NS      | $2723688.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Premier Financial Corp.                                   | Premier Financial Corp.                                               | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10090 | NS      | $272127.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp.                                     | Wabash National Corp.                                                 | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |    114808 | NS      | $2594660.80   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics, Inc.                                    | Fulgent Genetics, Inc.                                                | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     43580 | NS      | $1297812.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals, Inc.                              | Enanta Pharmaceuticals, Inc.                                          | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     46020 | NS      | $2140850.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares, Inc.                                  | Eastern Bankshares, Inc.                                              | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |    319220 | NS      | $5506545.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics, Inc.                                 | Amicus Therapeutics, Inc.                                             | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |    412740 | NS      | $5039555.40   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                                             | ArcBest Corp.                                                         | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     74795 | NS      | $5238641.80   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings, Inc.                            | Victory Capital Holdings, Inc., Class A                               | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     21700 | NS      | $582211.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings, Inc.                        | AssetMark Financial Holdings, Inc.                                    | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |     24220 | NS      | $557060.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp.                                      | Luther Burbank Corp.                                                  | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |      7460 | NS      | $82880.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                              | Qualys, Inc.                                                          | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     22395 | NS      | $2513390.85   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                                    | Amkor Technology, Inc.                                                | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     59175 | NS      | $1419016.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp.                                             | Arconic Corp.                                                         | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     65800 | NS      | $1392328.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial, Inc.                                | Waterstone Financial, Inc.                                            | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      4750 | NS      | $81890.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva, Inc.                                             | Workiva, Inc.                                                         | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     47910 | NS      | $4023002.70   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions, Inc.                          | NexTier Oilfield Solutions, Inc.                                      | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |    176040 | NS      | $1626609.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp.                                              | Livent Corp.                                                          | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     29860 | NS      | $593318.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                    | Independent Bank Corp.                                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26650 | NS      | $637468.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp.                                             | Veritiv Corp.                                                         | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |     15645 | NS      | $1904152.95   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana, Inc.                                               | Asana, Inc., Class A                                                  | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152590 | NS      | $2101164.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Nu Skin Enterprises, Inc.                                 | Nu Skin Enterprises, Inc., Class A                                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     38990 | NS      | $1643818.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                                       | UMB Financial Corp.                                                   | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      6865 | NS      | $573364.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts, Inc.                                    | Red Rock Resorts, Inc., Class A                                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134270 | NS      | $5372142.70   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                                             | EVERTEC, Inc.                                                         | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     24240 | NS      | $784891.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems, Inc.                              | Cardiovascular Systems, Inc.                                          | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |    201160 | NS      | $2739799.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                           | Blackstone Mortgage Trust, Inc., Class A                              | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |    138990 | NS      | $2942418.30   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandwidth, Inc.                                           | Bandwidth, Inc., Class A                                              | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |     55020 | NS      | $1262709.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                      | UFP Industries, Inc.                                                  | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     66720 | NS      | $5287560.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp.                              | National Bank Holdings Corp., Class A                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19610 | NS      | $824992.70    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx, Inc.                                              | CareDx, Inc.                                                          | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     57600 | NS      | $657216.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                                 | Darling Ingredients, Inc.                                             | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     83255 | NS      | $5210930.45   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp.                                   | Coastal Financial Corp.                                               | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |     14370 | NS      | $682862.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment, Inc.                              | SeaWorld Entertainment, Inc.                                          | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     53580 | NS      | $2867065.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp.                        | First Commonwealth Financial Corp.                                    | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     94035 | NS      | $1313668.95   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez, Inc.                                              | Zumiez, Inc.                                                          | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     48325 | NS      | $1050585.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp.                                            | UniFirst Corp.                                                        | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     14950 | NS      | $2885200.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OPKO Health, Inc.                                         | OPKO Health, Inc.                                                     | CUSIP: 68375N103<br>LEI: 529900A4S2D4OGOJLL02 | Long             | EC               | CORP              | US        |    364260 | NS      | $455325.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Envestnet, Inc.                                           | Envestnet, Inc.                                                       | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     28270 | NS      | $1744259.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                                      | Axos Financial, Inc.                                                  | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     29540 | NS      | $1129018.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group, Inc.                                         | Uniti Group, Inc.                                                     | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     90480 | NS      | $500354.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp, Inc.                                      | Byline Bancorp, Inc.                                                  | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     58350 | NS      | $1340299.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                              | Xenia Hotels & Resorts, Inc.                                          | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     11880 | NS      | $156578.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd.                                  | Herbalife Nutrition Ltd.                                              | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |    270845 | NS      | $4030173.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Heritage-Crystal Clean, Inc.                              | Heritage-Crystal Clean, Inc.                                          | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29958 | NS      | $973035.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial, Inc.                                   | Jackson Financial, Inc., Class A                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     16260 | NS      | $565685.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                                       | Redwood Trust, Inc.                                                   | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     37160 | NS      | $251201.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Capstar Financial Holdings, Inc.                          | Capstar Financial Holdings, Inc.                                      | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57860 | NS      | $1021807.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor, Inc.                                              | Xencor, Inc.                                                          | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |    125570 | NS      | $3269842.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U, Inc.                                                  | 2U, Inc.                                                              | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |    108790 | NS      | $682113.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus, Inc.                                           | Bioventus, Inc., Class A                                              | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77270 | NS      | $201674.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Magnolia Oil & Gas Corp.                                  | Magnolia Oil & Gas Corp., Class A                                     | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151030 | NS      | $3541653.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                                          | elf Beauty, Inc.                                                      | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     72450 | NS      | $4006485.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners, Inc.                            | Focus Financial Partners, Inc., Class A                               | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     57310 | NS      | $2135943.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                                      | Peabody Energy Corp.                                                  | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     33690 | NS      | $890089.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                                        | FB Financial Corp.                                                    | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     11670 | NS      | $421753.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust, Inc.                       | KKR Real Estate Finance Trust, Inc.                                   | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               | CORP              | US        |    112810 | NS      | $1574827.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Health Catalyst, Inc.                                     | Health Catalyst, Inc.                                                 | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |    263300 | NS      | $2798879.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                                              | LivaNova plc                                                          | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |     65110 | NS      | $3616209.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals, Inc.                              | Syndax Pharmaceuticals, Inc.                                          | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |    123270 | NS      | $3137221.50   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                                        | SPS Commerce, Inc.                                                    | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      2250 | NS      | $288967.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp, Inc.                                  | ConnectOne Bancorp, Inc.                                              | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |    142580 | NS      | $3451861.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                                | Gogo, Inc.                                                            | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     49230 | NS      | $726634.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd.                                      | Signet Jewelers Ltd.                                                  | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |     16750 | NS      | $1139000.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                                          | Murphy Oil Corp.                                                      | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    108690 | NS      | $4674756.90   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.                        | Marriott Vacations Worldwide Corp.                                    | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     24400 | NS      | $3283996.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp.                                        | Sleep Number Corp.                                                    | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     20710 | NS      | $538045.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| SkyWest, Inc.                                             | SkyWest, Inc.                                                         | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     69510 | NS      | $1147610.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                                     | First Merchants Corp.                                                 | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     59250 | NS      | $2435767.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix, Inc.                                            | AdvanSix, Inc.                                                        | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     30350 | NS      | $1153907.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                                              | Avista Corp.                                                          | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     13500 | NS      | $598590.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                             | First Bancorp                                                         | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $128520.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp.                                      | Ladder Capital Corp.                                                  | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |    154050 | NS      | $1546662.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics, Inc.                                   | Beam Therapeutics, Inc.                                               | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24490 | NS      | $957803.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| N/A                                                       | Russell 2000 E-Mini Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       156 | NC      | $173662.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp.                                          | SouthState Corp.                                                      | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     58700 | NS      | $4482332.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp.                                              | Unitil Corp.                                                          | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22086 | NS      | $1134336.96   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio, Inc.                                        | 2seventy bio, Inc.                                                    | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127979 | NS      | $1199163.23   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Dine Brands Global, Inc.                                  | Dine Brands Global, Inc.                                              | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     52790 | NS      | $3410234.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                               | Calix, Inc.                                                           | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |    108930 | NS      | $7454079.90   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals, Inc.                              | Amneal Pharmaceuticals, Inc.                                          | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |    227280 | NS      | $452287.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                    | Tenet Healthcare Corp.                                                | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     23205 | NS      | $1132171.95   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global, Inc.                                          | MRC Global, Inc.                                                      | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    202185 | NS      | $2341302.30   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                                    | Veritex Holdings, Inc.                                                | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |    133590 | NS      | $3751207.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                                 | American States Water Co.                                             | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     32020 | NS      | $2963451.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                              | Cadence Bank                                                          | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     14735 | NS      | $363365.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                                             | First BanCorp                                                         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     67790 | NS      | $862288.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                     | Matador Resources Co.                                                 | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     42740 | NS      | $2446437.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.                        | Stewart Information Services Corp.                                    | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     42850 | NS      | $1830980.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                          | Goodyear Tire & Rubber Co. (The)                                      | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     12030 | NS      | $122104.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                                 | KBR, Inc.                                                             | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     87170 | NS      | $4602576.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: —       |
| Coca-Cola Consolidated, Inc.                              | Coca-Cola Consolidated, Inc.                                          | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      2390 | NS      | $1224540.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Western Financial, Inc.                             | First Western Financial, Inc.                                         | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |      2790 | NS      | $78538.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp.                                            | Materion Corp.                                                        | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      6500 | NS      | $568815.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ViewRay, Inc.                                             | ViewRay, Inc.                                                         | CUSIP: 92672L107<br>LEI: 5493006XTUBSKFU3W106 | Long             | EC               | CORP              | US        |    242370 | NS      | $1085817.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust, Inc.                       | First Industrial Realty Trust, Inc.                                   | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17110 | NS      | $825728.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel, Inc.                                       | Olympic Steel, Inc.                                                   | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      6360 | NS      | $213568.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas, Inc.                                             | Arvinas, Inc.                                                         | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55125 | NS      | $1885826.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial, Inc.                                      | SmartFinancial, Inc.                                                  | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21320 | NS      | $586300.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                                | Silicon Laboratories, Inc.                                            | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     65550 | NS      | $8893168.50   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp.                                       | CNX Resources Corp.                                                   | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     44310 | NS      | $746180.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase, Inc.                                           | Steelcase, Inc., Class A                                              | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |    165410 | NS      | $1169448.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                                    | Rush Enterprises, Inc., Class A                                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     13430 | NS      | $702120.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals, Inc.                            | Catalyst Pharmaceuticals, Inc.                                        | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |    546060 | NS      | $10156716.00  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                       | Acadia Realty Trust                                                   | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34910 | NS      | $500958.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp.                                           | NETSTREIT Corp.                                                       | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |     45740 | NS      | $838414.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals, Inc.                              | ACADIA Pharmaceuticals, Inc.                                          | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     43480 | NS      | $692201.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group, Inc.                          | Information Services Group, Inc.                                      | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |    364880 | NS      | $1678448.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant, Inc.                                              | Kadant, Inc.                                                          | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      9795 | NS      | $1739885.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient, Inc.                                          | Perficient, Inc.                                                      | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |     73250 | NS      | $5115047.50   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd.                           | James River Group Holdings Ltd.                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     14630 | NS      | $305913.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nicolet Bankshares, Inc.                                  | Nicolet Bankshares, Inc.                                              | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2070 | NS      | $165165.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers, Inc.                                        | Safe Bulkers, Inc.                                                    | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | MH        |    119760 | NS      | $348501.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Hub Group, Inc.                                           | Hub Group, Inc., Class A                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58930 | NS      | $4684345.70   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera, Inc.                                            | Coursera, Inc.                                                        | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |     12462 | NS      | $147425.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National, Inc.                                  | Schneider National, Inc., Class B                                     | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     47540 | NS      | $1112436.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                            | Ameris Bancorp                                                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     23160 | NS      | $1091762.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties, Inc.                    | Innovative Industrial Properties, Inc.                                | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     25300 | NS      | $2564155.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Sabra Health Care REIT, Inc.                              | Sabra Health Care REIT, Inc.                                          | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     84030 | NS      | $1044492.90   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                                           | Dillard's, Inc., Class A                                              | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |      5240 | NS      | $1693568.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Zuora, Inc.                                               | Zuora, Inc., Class A                                                  | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |    249640 | NS      | $1587710.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                                | Encore Capital Group, Inc.                                            | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     38900 | NS      | $1864866.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                   | Physicians Realty Trust                                               | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     84400 | NS      | $1221268.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.                           | Independence Realty Trust, Inc.                                       | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |    105170 | NS      | $1773166.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                                     | First Financial Corp.                                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14400 | NS      | $663552.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties, Inc.                                      | UMH Properties, Inc.                                                  | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |     93230 | NS      | $1501003.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.                           | Arrowhead Pharmaceuticals, Inc.                                       | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     41150 | NS      | $1669044.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp.                                              | Banner Corp.                                                          | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18985 | NS      | $1199852.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp, Inc.                                      | Origin Bancorp, Inc.                                                  | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      6030 | NS      | $221301.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                                        | NMI Holdings, Inc., Class A                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     70265 | NS      | $1468538.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos., Inc. (The)                               | Greenbrier Cos., Inc. (The)                                           | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     64090 | NS      | $2148937.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| First Citizens BancShares, Inc.                           | First Citizens BancShares, Inc., Class A                              | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      1289 | NS      | $977526.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                                      | Houlihan Lokey, Inc.                                                  | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     14640 | NS      | $1276022.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                     | Commercial Metals Co.                                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     94190 | NS      | $4549377.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote, Inc.                                           | EverQuote, Inc., Class A                                              | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14860 | NS      | $219036.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp.                                          | OptimizeRx Corp.                                                      | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51650 | NS      | $867720.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                  | Western Alliance Bancorp                                              | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     30090 | NS      | $1792160.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                                           | MYR Group, Inc.                                                       | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     54675 | NS      | $5033927.25   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals, Inc.                           | Amphastar Pharmaceuticals, Inc.                                       | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     44400 | NS      | $1244088.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet, Inc.                                          | QuinStreet, Inc.                                                      | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     79670 | NS      | $1143264.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                             | Asbury Automotive Group, Inc.                                         | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      2510 | NS      | $449917.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth, Inc.                                   | CTO Realty Growth, Inc.                                               | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9080 | NS      | $165982.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical, Inc.                                   | Shockwave Medical, Inc.                                               | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |     15580 | NS      | $3203403.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                                   | Primoris Services Corp.                                               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |    121930 | NS      | $2675144.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp.                      | Retail Opportunity Investments Corp.                                  | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13410 | NS      | $201552.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics, Inc.                               | Intellia Therapeutics, Inc.                                           | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     41690 | NS      | $1454564.10   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                                         | AdaptHealth Corp.                                                     | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143980 | NS      | $2767295.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co.                                        | STAAR Surgical Co.                                                    | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     32690 | NS      | $1586772.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                                  | Arbor Realty Trust, Inc.                                              | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |     49920 | NS      | $658444.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield plc                                   | Cushman & Wakefield plc                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     60830 | NS      | $757941.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings, Inc.                 | MACOM Technology Solutions Holdings, Inc.                             | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11620 | NS      | $731827.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares, Inc.                                | HomeTrust Bancshares, Inc.                                            | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18730 | NS      | $452704.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                               | Spire, Inc.                                                           | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      2370 | NS      | $163198.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons SA                               | Orion Engineered Carbons SA                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |    207490 | NS      | $3695396.90   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                                    | Sonic Automotive, Inc., Class A                                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     34040 | NS      | $1677150.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co.                                             | HB Fuller Co.                                                         | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     31260 | NS      | $2238841.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp. (The)                                           | ODP Corp. (The)                                                       | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61230 | NS      | $2788414.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                                                | Lear Corp.                                                            | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      7560 | NS      | $937591.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                            | EchoStar Corp., Class A                                               | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |    131110 | NS      | $2186914.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Protagonist Therapeutics, Inc.                            | Protagonist Therapeutics, Inc.                                        | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67815 | NS      | $739861.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                         | PennyMac Financial Services, Inc.                                     | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     10020 | NS      | $567733.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group, Inc.                              | Huron Consulting Group, Inc.                                          | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |     49225 | NS      | $3573735.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                                           | ChampionX Corp.                                                       | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    118260 | NS      | $3428357.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                                          | PBF Energy, Inc., Class A                                             | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     22420 | NS      | $914287.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                              | Belden, Inc.                                                          | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     31120 | NS      | $2237528.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics, Inc.                                | Travere Therapeutics, Inc.                                            | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116610 | NS      | $2452308.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                                     | Clearway Energy, Inc., Class C                                        | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     57230 | NS      | $1823920.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries, Inc.                                      | ABM Industries, Inc.                                                  | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     80515 | NS      | $3576476.30   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings, Inc.                                   | Delek US Holdings, Inc.                                               | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |    103100 | NS      | $2783700.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics, Inc.                                | Corcept Therapeutics, Inc.                                            | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     61510 | NS      | $1249268.10   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma, Inc.                                    | Bridgebio Pharma, Inc.                                                | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |     22970 | NS      | $175031.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackline, Inc.                                           | Blackline, Inc.                                                       | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     43480 | NS      | $2924899.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp.                         | Peapack-Gladstone Financial Corp.                                     | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     31150 | NS      | $1159403.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                                    | ProPetro Holding Corp.                                                | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55110 | NS      | $571490.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                                       | PROG Holdings, Inc.                                                   | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     74530 | NS      | $1258811.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings, Inc.                             | Kennedy-Wilson Holdings, Inc.                                         | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     40460 | NS      | $636435.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia, Inc.                                               | Adeia, Inc.                                                           | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122190 | NS      | $1158361.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp.                                      | Terreno Realty Corp.                                                  | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3650 | NS      | $207575.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group, Inc.                                        | TriNet Group, Inc.                                                    | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     17970 | NS      | $1218366.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                   | Kite Realty Group Trust                                               | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90010 | NS      | $1894710.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst, Inc.                                             | Ecovyst, Inc.                                                         | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27190 | NS      | $240903.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                               | OFG Bancorp                                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |    130330 | NS      | $3591894.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social, Inc.                                       | Sprout Social, Inc., Class A                                          | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27470 | NS      | $1550956.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp.                            | Adaptive Biotechnologies Corp.                                        | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     15840 | NS      | $121017.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM, Inc.                                          | Paycor HCM, Inc.                                                      | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44410 | NS      | $1086712.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co. (The)                                        | Macerich Co. (The)                                                    | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     34060 | NS      | $383515.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp.                                         | Primo Water Corp.                                                     | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    181830 | NS      | $2825638.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                                 | Comfort Systems USA, Inc.                                             | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     68080 | NS      | $7834646.40   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group, Inc.                                      | Forestar Group, Inc.                                                  | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     41240 | NS      | $635508.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                             | Columbia Banking System, Inc.                                         | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73095 | NS      | $2202352.35   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass, Inc.                                           | O-I Glass, Inc.                                                       | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59840 | NS      | $991548.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                              | Matson, Inc.                                                          | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     28450 | NS      | $1778409.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy, Inc.                                       | CONSOL Energy, Inc.                                                   | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     11620 | NS      | $755300.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                               | Benchmark Electronics, Inc.                                           | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     46732 | NS      | $1247277.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center, Inc.                                       | Rent-A-Center, Inc.                                                   | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |    122470 | NS      | $2761698.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Sandy Spring Bancorp, Inc.                                | Sandy Spring Bancorp, Inc.                                            | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5460 | NS      | $192355.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex, Inc.                                               | Zynex, Inc.                                                           | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    131811 | NS      | $1833491.01   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Ryman Hospitality Properties, Inc.                        | Ryman Hospitality Properties, Inc.                                    | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     24500 | NS      | $2003610.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems, Inc.                                     | Varonis Systems, Inc.                                                 | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |    180510 | NS      | $4321409.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings, Inc.                                   | BlueLinx Holdings, Inc.                                               | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |     26070 | NS      | $1853837.70   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics, Inc.                                         | NeoGenomics, Inc.                                                     | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    162290 | NS      | $1499559.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund                          | JPMorgan Prime Money Market Fund, Class IM                            | CUSIP: 46637K844<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  15459547 | NS      | $15467276.83  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd. (The)                   | Bank of NT Butterfield & Son Ltd. (The)                               | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |     44160 | NS      | $1316409.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems, Inc.                             | Inspire Medical Systems, Inc.                                         | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |     43160 | NS      | $10871140.80  | 1.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                               | Minerals Technologies, Inc.                                           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     11315 | NS      | $687046.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.                  | Heidrick & Struggles International, Inc.                              | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      6030 | NS      | $168659.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings, Inc.                               | DigitalOcean Holdings, Inc.                                           | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     45862 | NS      | $1168105.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Heritage Commerce Corp.                                   | Heritage Commerce Corp.                                               | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     84020 | NS      | $1092260.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT, Inc.                                 | Global Medical REIT, Inc.                                             | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |     21340 | NS      | $202303.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                                       | Lithia Motors, Inc., Class A                                          | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      2340 | NS      | $479091.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.                       | Enterprise Financial Services Corp.                                   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     20810 | NS      | $1018857.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical, Inc.                                       | Inari Medical, Inc.                                                   | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29400 | NS      | $1868664.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp.                                | Albany International Corp., Class A                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      4730 | NS      | $466330.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.                           | Academy Sports & Outdoors, Inc.                                       | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53300 | NS      | $2800382.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                                          | ScanSource, Inc.                                                      | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |    120660 | NS      | $3525685.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries, Inc.                                   | Powell Industries, Inc.                                               | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |     45425 | NS      | $1598051.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                                         | Boyd Gaming Corp.                                                     | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     52335 | NS      | $2853827.55   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                        | AMC Networks, Inc., Class A                                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     61060 | NS      | $956810.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                                      | Evolent Health, Inc., Class A                                         | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |     29090 | NS      | $816847.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust, Inc.                             | Healthcare Realty Trust, Inc.                                         | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     83540 | NS      | $1609815.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust, Inc.                          | Community Healthcare Trust, Inc.                                      | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      7570 | NS      | $271006.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp.                                         | Encore Wire Corp.                                                     | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28180 | NS      | $3876440.80   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software, Inc.                                     | Upland Software, Inc.                                                 | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |     84940 | NS      | $605622.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora, Inc.                                             | Blucora, Inc.                                                         | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |    113920 | NS      | $2908377.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.                           | Oceaneering International, Inc.                                       | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     80590 | NS      | $1409519.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp, Inc.                                                | Yelp, Inc.                                                            | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     69290 | NS      | $1894388.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                                   | LiveRamp Holdings, Inc.                                               | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     89290 | NS      | $2092957.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan, Inc.                                               | Argan, Inc.                                                           | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |     84100 | NS      | $3101608.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                                        | Getty Realty Corp.                                                    | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     28900 | NS      | $978265.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics, Inc.                                  | Relay Therapeutics, Inc.                                              | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    151020 | NS      | $2256238.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials, Inc.                                    | Summit Materials, Inc., Class A                                       | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |     44355 | NS      | $1259238.45   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties, Inc.                           | Armada Hoffler Properties, Inc.                                       | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     22090 | NS      | $254035.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp, Inc.                                     | Peoples Bancorp, Inc.                                                 | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8830 | NS      | $249447.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics, Inc.                                | Fulcrum Therapeutics, Inc.                                            | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144017 | NS      | $1048443.76   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global, Inc.                                    | Momentive Global, Inc.                                                | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |    182350 | NS      | $1276450.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings, Inc.                                   | Alphatec Holdings, Inc.                                               | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |    259430 | NS      | $3203960.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp.                                            | Ingevity Corp.                                                        | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     35830 | NS      | $2523865.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                                 | WESCO International, Inc.                                             | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     40770 | NS      | $5104404.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                           | Central Pacific Financial Corp.                                       | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     22020 | NS      | $446565.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr. Cooper Group, Inc.                                    | Mr. Cooper Group, Inc.                                                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     13230 | NS      | $530919.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                                 | FNB Corp.                                                             | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     30900 | NS      | $403245.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA LIGAND PHARMACE                                    | CONTRA LIGAND PHARMACE                                                | CUSIP: 532CNT029<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7220 | NS      | $0.01         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Joint Corp. (The)                                         | Joint Corp. (The)                                                     | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37970 | NS      | $530820.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg, Inc.                                               | Chegg, Inc.                                                           | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |    273010 | NS      | $6898962.70   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                             | IDACORP, Inc.                                                         | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     20070 | NS      | $2164549.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                              | Southwest Gas Holdings, Inc.                                          | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $123760.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery, Inc.                                     | Titan Machinery, Inc.                                                 | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     34210 | NS      | $1359163.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Digital Holdings, Inc.                           | Marathon Digital Holdings, Inc.                                       | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |     26380 | NS      | $90219.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Sana Biotechnology, Inc.                                  | Sana Biotechnology, Inc.                                              | CUSIP: 799566104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1136 | NS      | $4487.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| iTeos Therapeutics, Inc.                                  | iTeos Therapeutics, Inc.                                              | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    181620 | NS      | $3547038.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG RE Finance Trust, Inc.                                | TPG RE Finance Trust, Inc.                                            | CUSIP: 87266M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26170 | NS      | $177694.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp.                                              | SiTime Corp.                                                          | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9990 | NS      | $1015183.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| CACI International, Inc.                                  | CACI International, Inc., Class A                                     | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     12930 | NS      | $3886628.70   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem, Inc.                         | First Interstate BancSystem, Inc., Class A                            | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     21124 | NS      | $816442.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments, Inc.                                   | Veeco Instruments, Inc.                                               | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     69985 | NS      | $1300321.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                                 | Enova International, Inc.                                             | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     44980 | NS      | $1725882.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems, Inc.                                         | OSI Systems, Inc.                                                     | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     79035 | NS      | $6284863.20   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems, Inc.                                   | CommVault Systems, Inc.                                               | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     43630 | NS      | $2741709.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                                       | CVB Financial Corp.                                                   | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124090 | NS      | $3195317.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals, Inc.                             | Apellis Pharmaceuticals, Inc.                                         | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     35440 | NS      | $1832602.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW, Inc.                                                 | NOW, Inc.                                                             | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    393985 | NS      | $5003609.50   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings, Inc.                                         | Q2 Holdings, Inc.                                                     | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     32960 | NS      | $885635.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen, Inc.                                               | Cowen, Inc., Class A                                                  | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |     10375 | NS      | $400682.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.                            | Bread Financial Holdings, Inc.                                        | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     29460 | NS      | $1109463.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                                     | STAG Industrial, Inc.                                                 | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |     66400 | NS      | $2145384.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp.                                       | CTI BioPharma Corp.                                                   | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    260500 | NS      | $1565605.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Alpha Metallurgical Resources, Inc.                       | Alpha Metallurgical Resources, Inc.                                   | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6220 | NS      | $910545.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics, Inc.                                 | Y-mAbs Therapeutics, Inc.                                             | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3160 | NS      | $15420.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                                        | Cirrus Logic, Inc.                                                    | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     12390 | NS      | $922807.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co., Inc.                               | Phillips Edison & Co., Inc.                                           | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     31330 | NS      | $997547.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp.                              | Simmons First National Corp., Class A                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     18540 | NS      | $400093.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                | Patterson-UTI Energy, Inc.                                            | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    129130 | NS      | $2174549.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                  | G-III Apparel Group Ltd.                                              | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     34140 | NS      | $468059.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International plc                             | Weatherford International plc                                         | CUSIP: N/A<br>LEI: 529900LPBDSCQDJKHQ39       | Long             | EC               | CORP              | IE        |     34560 | NS      | $1759795.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.                             | Portland General Electric Co.                                         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     78815 | NS      | $3861935.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                             | Biohaven Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      5850 | NS      | $81198.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                             | ONE Gas, Inc.                                                         | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     23560 | NS      | $1783963.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce, Inc.                                              | Kforce, Inc.                                                          | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     36830 | NS      | $2019388.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp.                           | Atlantic Union Bankshares Corp.                                       | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11301 | NS      | $397117.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                              | Sprouts Farmers Market, Inc.                                          | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     39360 | NS      | $1274083.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ, Inc.                                                 | AZZ, Inc.                                                             | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     12250 | NS      | $492450.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp.                                           | Green Dot Corp., Class A                                              | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17730 | NS      | $280488.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.                       | Donnelley Financial Solutions, Inc.                                   | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     31030 | NS      | $1199309.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                              | MasTec, Inc.                                                          | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     50600 | NS      | $4317698.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Energy, Inc.                                      | Liberty Energy, Inc.                                                  | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    160970 | NS      | $2577129.70   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Energy Services, Inc.                              | Select Energy Services, Inc., Class A                                 | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     36290 | NS      | $335319.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                                             | Progyny, Inc.                                                         | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90790 | NS      | $2828108.50   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions, Inc.                               | Emergent BioSolutions, Inc.                                           | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      5220 | NS      | $61648.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                              | Rambus, Inc.                                                          | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     53375 | NS      | $1911892.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics, Inc.                                | Aclaris Therapeutics, Inc.                                            | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |    139300 | NS      | $2193975.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| American Equity Investment Life Holding Co.               | American Equity Investment Life Holding Co.                           | CUSIP: 025676206<br>LEI: 549300RK5RZQ740FPL83 | Long             | EC               | CORP              | US        |     32870 | NS      | $1499529.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                                    | EnPro Industries, Inc.                                                | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      6380 | NS      | $693442.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis, Inc.                                               | Ennis, Inc.                                                           | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14115 | NS      | $312788.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Avient Corp.                                              | Avient Corp.                                                          | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     47205 | NS      | $1593640.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                           | Dorian LPG Ltd.                                                       | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |     38767 | NS      | $734634.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings, Inc.                              | Camping World Holdings, Inc., Class A                                 | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |    165370 | NS      | $3691058.40   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| MaxLinear, Inc.                                           | MaxLinear, Inc.                                                       | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     27370 | NS      | $929211.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                         | RLJ Lodging Trust                                                     | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137920 | NS      | $1460572.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                                     | Home BancShares, Inc.                                                 | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15580 | NS      | $355068.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                                        | StoneX Group, Inc.                                                    | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     15750 | NS      | $1500975.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial, Inc.                              | South Plains Financial, Inc.                                          | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      3060 | NS      | $84241.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology, Inc.                                   | Alkami Technology, Inc.                                               | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9707 | NS      | $141625.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Metropolitan Bank Holding Corp.                           | Metropolitan Bank Holding Corp.                                       | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3920 | NS      | $229986.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                                    | Tri Pointe Homes, Inc.                                                | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45545 | NS      | $846681.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences, Inc.                                    | Tyra Biosciences, Inc.                                                | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    175880 | NS      | $1336688.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Thryv Holdings, Inc.                                      | Thryv Holdings, Inc.                                                  | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32600 | NS      | $619400.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources, Inc.                                      | Arch Resources, Inc.                                                  | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |     16160 | NS      | $2307486.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| SITE Centers Corp.                                        | SITE Centers Corp.                                                    | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |    133580 | NS      | $1824702.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                                     | Andersons, Inc. (The)                                                 | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     39940 | NS      | $1397500.60   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                   | Customers Bancorp, Inc.                                               | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     42870 | NS      | $1214935.80   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes plc                                              | Alkermes plc                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     52760 | NS      | $1378618.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics, Inc.                                       | AngioDynamics, Inc.                                                   | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |    160110 | NS      | $2204714.70   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos.                                        | Piper Sandler Cos.                                                    | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      3270 | NS      | $425721.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust                         | National Storage Affiliates Trust                                     | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28170 | NS      | $1017500.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                                          | PDC Energy, Inc.                                                      | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     59420 | NS      | $3771981.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bulk Shipping, Inc.                                 | Eagle Bulk Shipping, Inc.                                             | CUSIP: N/A<br>LEI: 549300EC4INNZBWR8W37       | Long             | EC               | CORP              | MH        |     10270 | NS      | $512883.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Upwork, Inc.                                              | Upwork, Inc.                                                          | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     46740 | NS      | $487965.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                               | Cabot Corp.                                                           | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     42050 | NS      | $2810622.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. | Hannon Armstrong Sustainable Infrastructure Capital, Inc.             | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5850 | NS      | $169533.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| PotlatchDeltic Corp.                                      | PotlatchDeltic Corp.                                                  | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     54630 | NS      | $2403173.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun, Inc.                                              | Sunrun, Inc.                                                          | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     64200 | NS      | $1542084.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| JPMorgan Securities Lending Money Market Fund             | JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares | CUSIP: 46645V642<br>LEI: 5493002FD4HXUJXMRO62 | Long             | STIV             | RF                | US        |  27588086 | NS      | $27588086.40  | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT, Inc.                            | Plymouth Industrial REIT, Inc.                                        | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13470 | NS      | $258354.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll, Inc.                                         | MillerKnoll, Inc.                                                     | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |    241270 | NS      | $5069082.70   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer