# EDGAR Filing Document

**Accession Number:** 0000763852
**File Stem:** 0001752724-23-045140
**Filing Date:** 2023-2
**Character Count:** 164390
**Document Hash:** b1ab344afc4f53426248d6dfe79efcb7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045140.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045140

**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 II
- **CENTRAL INDEX KEY:** 0000763852
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04236
- **FILM NUMBER:** 23680452

**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:** ONE GROUP MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20000721

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ONE GROUP
- **DATE OF NAME CHANGE:** 19931105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HELMSMAN FUND
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### JPMorgan Small Cap Value Fund (Series ID: S000003899)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000010893 | Class I      | PSOPX           |
| C000010894 | Class A      | PSOAX           |
| C000010896 | Class C      | OSVCX           |
| C000010897 | Class R6     | JSVUX           |
| C000033524 | Class R5     | JSVRX           |
| C000070648 | Class R2     | JSVZX           |
| C000173567 | Class R4     | JSVQX           |
| C000173568 | Class R3     | JSVPX           |

## 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 II

- **b. Investment Company Act file number:** 811-04236

- **c. CIK number of Registrant:** 0000763852

- **d. LEI of Registrant:** 549300IMXLYKELY96B40

- **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 Small Cap Value Fund

- **b. EDGAR series identifier (if any):** S000003899

- **c. LEI of Series:** 549300V4YKXS0HHDUK18

**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:** $1315174404.28

**Total Liabilities:** $38730491.91

**Net Assets:** $1276443912.37

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000070648 | 11.86%               | 3.52%                | -6.75%               |
| Class ID C000173567 | 11.86%               | 3.57%                | -6.68%               |
| Class ID C000010893 | 11.86%               | 3.61%                | -6.71%               |
| Class ID C000173568 | 11.86%               | 3.55%                | -6.71%               |
| Class ID C000010896 | 11.81%               | 3.54%                | -6.76%               |
| Class ID C000010897 | 11.90%               | 3.59%                | -6.71%               |
| Class ID C000010894 | 11.84%               | 3.58%                | -6.73%               |
| Class ID C000033524 | 11.88%               | 3.60%                | -6.71%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7310758.94              | $131770119.36                              |
| Month 2  | $11597063.21             | $32119787.55                               |
| Month 3  | $15903857.65             | $-107767505.25                             |

**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        |    408100 | NS      | $7782467.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains, Inc.                                        | Green Plains, Inc.                                                    | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |    125100 | NS      | $3815550.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                    | Independent Bank Corp.                                                | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     28112 | NS      | $2373496.16   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises, Inc.                                  | Werner Enterprises, Inc.                                              | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     21100 | NS      | $849486.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp.                                        | Agree Realty Corp.                                                    | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    220000 | NS      | $15604600.00  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust                         | Corporate Office Properties Trust                                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |    134900 | NS      | $3499306.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Schnitzer Steel Industries, Inc.                          | Schnitzer Steel Industries, Inc., Class A                             | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |     58400 | NS      | $1789960.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp.                                  | Wintrust Financial Corp.                                              | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     69100 | NS      | $5840332.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                                | Wolverine World Wide, Inc.                                            | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     79100 | NS      | $864563.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                                 | RLI Corp.                                                             | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     29900 | NS      | $3924973.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp.                                | Chesapeake Utilities Corp.                                            | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     11500 | NS      | $1359070.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health, Inc.                                          | Cue Health, Inc.                                                      | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117200 | NS      | $242604.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| GMS, Inc.                                                 | GMS, Inc.                                                             | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     97700 | NS      | $4865460.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate, Inc.                                | Anywhere Real Estate, Inc.                                            | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    187400 | NS      | $1197486.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                                         | Merchants Bancorp                                                     | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |    121850 | NS      | $2963392.00   | 0.23%             |  |  |  | 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        |    537831 | NS      | $4087515.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco, Inc.                                            | WesBanco, Inc.                                                        | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12600 | NS      | $465948.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                                     | Hancock Whitney Corp.                                                 | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |    223512 | NS      | $10815745.68  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                                   | Louisiana-Pacific Corp.                                               | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     11300 | NS      | $668960.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy, Inc.                                        | Talos Energy, Inc.                                                    | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     42800 | NS      | $808064.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp.                                      | Xerox Holdings Corp.                                                  | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |    687900 | NS      | $10043340.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares, Inc.                                   | Equity Bancshares, Inc., Class A                                      | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |     33300 | NS      | $1087911.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings, Inc.                                   | Hawaiian Holdings, Inc.                                               | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |     42400 | NS      | $435024.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                                | Resideo Technologies, Inc.                                            | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     94400 | NS      | $1552880.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue, Inc.                                            | TrueBlue, Inc.                                                        | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    277300 | NS      | $5429534.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Commercial Real Estate Corp.                         | Ares Commercial Real Estate Corp.                                     | CUSIP: 04013V108<br>LEI: 549300ZNO5IWXS443S81 | Long             | EC               | CORP              | US        |    358200 | NS      | $3685878.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Aviat Networks, Inc.                                      | Aviat Networks, Inc.                                                  | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |     25747 | NS      | $803048.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                                          | TriCo Bancshares                                                      | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45500 | NS      | $2320045.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                                      | Meritage Homes Corp.                                                  | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     65400 | NS      | $6029880.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares, Inc.                        | American National Bankshares, Inc.                                    | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |     11200 | NS      | $413616.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co.                                           | SpartanNash Co.                                                       | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     24300 | NS      | $734832.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv, Inc.                                             | Ovintiv, Inc.                                                         | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150390 | NS      | $7626276.90   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                                | New Jersey Resources Corp.                                            | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |    239100 | NS      | $11864142.00  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                                     | Bloomin' Brands, Inc.                                                 | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    118300 | NS      | $2380196.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp.                                     | Mercantile Bank Corp.                                                 | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      8800 | NS      | $294624.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Full House Resorts, Inc.                                  | Full House Resorts, Inc.                                              | CUSIP: 359678109<br>LEI: 5493009DKIWW0H901Y82 | Long             | EC               | CORP              | US        |    245500 | NS      | $1846160.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                                   | Brookline Bancorp, Inc.                                               | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    229600 | NS      | $3248840.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics, Inc.                                 | Kymera Therapeutics, Inc.                                             | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206400 | NS      | $5151744.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Sight Sciences, Inc.                                      | Sight Sciences, Inc.                                                  | CUSIP: 82657M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    240400 | NS      | $2935284.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Glacier Bancorp, Inc.                                     | Glacier Bancorp, Inc.                                                 | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     43200 | NS      | $2134944.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co.                             | Northwest Natural Holding Co.                                         | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     77100 | NS      | $3669189.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc. (The)                                       | Bancorp, Inc. (The)                                                   | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26900 | NS      | $763422.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp.                                       | Varex Imaging Corp.                                                   | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     52200 | NS      | $1059660.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions, Inc.                              | Financial Institutions, Inc.                                          | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32300 | NS      | $786828.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products, Inc.                               | Utah Medical Products, Inc.                                           | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |     10300 | NS      | $1035459.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings, Inc.              | American Axle & Manufacturing Holdings, Inc.                          | CUSIP: 024061103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40800 | NS      | $319056.00    | 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        |     43200 | NS      | $1376352.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                                | United Natural Foods, Inc.                                            | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     32500 | NS      | $1258075.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                                 | ATI, Inc.                                                             | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     29600 | NS      | $883856.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Solaris Oilfield Infrastructure, Inc.                     | Solaris Oilfield Infrastructure, Inc., Class A                        | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     69800 | NS      | $693114.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                               | DiamondRock Hospitality Co.                                           | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |    302376 | NS      | $2476459.44   | 0.19%             |  |  |  | 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        |    215400 | NS      | $1975218.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                                      | Old National Bancorp                                                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    794034 | NS      | $14276731.32  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp.                                           | Trustmark Corp.                                                       | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     30000 | NS      | $1047300.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                               | Centerspace                                                           | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |     26800 | NS      | $1572356.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                                   | Abercrombie & Fitch Co., Class A                                      | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     25200 | NS      | $577332.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics, Inc.                                   | Radiant Logistics, Inc.                                               | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |     88500 | NS      | $450465.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California, Inc.                                  | Banc of California, Inc.                                              | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     93300 | NS      | $1486269.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal, Inc.                                  | Washington Federal, Inc.                                              | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    134000 | NS      | $4495700.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp, Inc.                                  | Northfield Bancorp, Inc.                                              | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    215200 | NS      | $3385096.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings, Inc.                                  | Employers Holdings, Inc.                                              | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60500 | NS      | $2609365.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                            | Constellium SE                                                        | CUSIP: N/A<br>LEI: 724500KRJEMC79KAAU28       | Long             | EC               | CORP              | FR        |    156000 | NS      | $1845480.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT, Inc.                              | Apple Hospitality REIT, Inc.                                          | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |    309100 | NS      | $4877598.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynex Capital, Inc.                                       | Dynex Capital, Inc.                                                   | CUSIP: 26817Q886<br>LEI: 5CIJ4S9HAEBWILA19B65 | Long             | EC               | CORP              | US        |    449400 | NS      | $5716368.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Comtech Telecommunications Corp.                          | Comtech Telecommunications Corp.                                      | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |    378200 | NS      | $4591348.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings, Inc.                                        | QCR Holdings, Inc.                                                    | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     67800 | NS      | $3365592.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal, Inc.                                    | Warrior Met Coal, Inc.                                                | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     17300 | NS      | $599272.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group, Inc.                             | Capital City Bank Group, Inc.                                         | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |     24694 | NS      | $802555.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu, Inc.                                                | Cohu, Inc.                                                            | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |    168300 | NS      | $5394015.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                                    | Stifel Financial Corp.                                                | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     31000 | NS      | $1809470.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                             | SM Energy Co.                                                         | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     50900 | NS      | $1772847.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                                       | Equity Commonwealth                                                   | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |    163000 | NS      | $4070110.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics, Inc.                            | SpringWorks Therapeutics, Inc.                                        | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138300 | NS      | $3597183.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Virtus Investment Partners, Inc.                          | Virtus Investment Partners, Inc.                                      | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     13800 | NS      | $2641872.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                        | Atlas Air Worldwide Holdings, Inc.                                    | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |     30600 | NS      | $3084480.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic Bancorp, Inc.                                    | Republic Bancorp, Inc., Class A                                       | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13700 | NS      | $560604.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp, Inc.                                  | Old Second Bancorp, Inc.                                              | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |    311000 | NS      | $4988440.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp.                                               | Berry Corp.                                                           | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28500 | NS      | $228000.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp, Inc.                                    | Mid Penn Bancorp, Inc.                                                | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15900 | NS      | $476523.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp, Inc.                              | Midland States Bancorp, Inc.                                          | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     44400 | NS      | $1181928.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Intra-Cellular Therapies, Inc.                            | Intra-Cellular Therapies, Inc.                                        | CUSIP: 46116X101<br>LEI: 5299002U2KGF193IJA20 | Long             | EC               | CORP              | US        |     50400 | NS      | $2667168.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaSpine Holdings Corp.                                   | SeaSpine Holdings Corp.                                               | CUSIP: 81255T108<br>LEI: 5493006QNC6E00LJ7M10 | Long             | EC               | CORP              | US        |    217500 | NS      | $1816125.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                                | Taylor Morrison Home Corp.                                            | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    335759 | NS      | $10190285.65  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp.                                      | Repay Holdings Corp.                                                  | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    347400 | NS      | $2796570.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                                  | Mueller Industries, Inc.                                              | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     54000 | NS      | $3186000.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                     | Range Resources Corp.                                                 | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     47800 | NS      | $1195956.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                                  | Central Garden & Pet Co., Class A                                     | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |    188703 | NS      | $6755567.40   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                | Korn Ferry                                                            | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     85800 | NS      | $4343196.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio, Inc.                                        | Bluebird Bio, Inc.                                                    | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    187200 | NS      | $1295424.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Allscripts Healthcare Solutions, Inc.                     | Allscripts Healthcare Solutions, Inc.                                 | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |    520400 | NS      | $9179856.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp.                                | OceanFirst Financial Corp.                                            | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    620300 | NS      | $13181375.00  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services, Inc.                           | Barrett Business Services, Inc.                                       | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |     81424 | NS      | $7595230.72   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services, Inc.                                      | Kelly Services, Inc., Class A                                         | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    299100 | NS      | $5054790.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| ACCO Brands Corp.                                         | ACCO Brands Corp.                                                     | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |    425950 | NS      | $2381060.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                                    | Cathay General Bancorp                                                | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     29400 | NS      | $1199226.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.                   | Essential Properties Realty Trust, Inc.                               | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    113200 | NS      | $2656804.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                              | United Community Banks, Inc.                                          | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     22800 | NS      | $770640.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares, Inc.                           | Business First Bancshares, Inc.                                       | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |     74924 | NS      | $1658817.36   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                                         | Boise Cascade Co.                                                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     59900 | NS      | $4113333.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp.                                        | Chord Energy Corp.                                                    | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     38012 | NS      | $5200421.72   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial, Inc.                                 | Ellington Financial, Inc.                                             | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     63100 | NS      | $780547.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television, Inc.                                     | Gray Television, Inc.                                                 | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |    327800 | NS      | $3668082.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                         | Essent Group Ltd.                                                     | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |    232600 | NS      | $9043488.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp.                                       | MVB Financial Corp.                                                   | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |     11700 | NS      | $257634.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp.                                    | Twist Bioscience Corp.                                                | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |    204500 | NS      | $4869145.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics, Inc.                                        | Cytokinetics, Inc.                                                    | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     68600 | NS      | $3143252.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp.                                         | LendingClub Corp.                                                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    101900 | NS      | $896720.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp.                                          | 3D Systems Corp.                                                      | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |    340900 | NS      | $2522660.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings plc                                       | Luxfer Holdings plc                                                   | CUSIP: N/A<br>LEI: 21380045UF5SJYZOXE41       | Long             | EC               | CORP              | GB        |     26200 | NS      | $359464.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp.                                               | eGain Corp.                                                           | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    394200 | NS      | $3559626.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                                | GATX Corp.                                                            | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     12000 | NS      | $1276080.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Riot Blockchain, Inc.                                     | Riot Blockchain, Inc.                                                 | CUSIP: 767292105<br>LEI: 5299005LKZAJQDQZDF73 | Long             | EC               | CORP              | US        |    326800 | NS      | $1107852.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Lions Gate Entertainment Corp.                            | Lions Gate Entertainment Corp., Class A                               | CUSIP: 535919401<br>LEI: 5493000JSMHPHZURLM72 | Long             | EC               | CORP              | CA        |    106300 | NS      | $606973.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT, Inc.                                    | City Office REIT, Inc.                                                | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | US        |     47600 | NS      | $398888.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                                     | Clearway Energy, Inc.                                                 | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    119500 | NS      | $3575440.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Via Renewables, Inc.                                      | Via Renewables, Inc.                                                  | CUSIP: 92556D106<br>LEI: 549300U656GZMTWR1T03 | Long             | EC               | CORP              | US        |     71600 | NS      | $365876.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Pinnacle Financial Partners, Inc.                         | Pinnacle Financial Partners, Inc.                                     | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     32600 | NS      | $2392840.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                               | Terex Corp.                                                           | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     57300 | NS      | $2447856.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings plc                                       | Tronox Holdings plc                                                   | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | GB        |    244900 | NS      | $3357579.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp. plc                                        | Prothena Corp. plc                                                    | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |    100800 | NS      | $6073200.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                               | Greif, Inc., Class A                                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     36200 | NS      | $2427572.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics, Inc.                                   | Fate Therapeutics, Inc.                                               | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |     65900 | NS      | $664931.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancshares, Inc. (The)                              | First Bancshares, Inc. (The)                                          | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |     20000 | NS      | $640200.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp.                                   | Premier Financial Corp.                                               | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38896 | NS      | $1049025.12   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp.                                     | Wabash National Corp.                                                 | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |    121443 | NS      | $2744611.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulgent Genetics, Inc.                                    | Fulgent Genetics, Inc.                                                | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     77700 | NS      | $2313906.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SecureWorks Corp.                                         | SecureWorks Corp., Class A                                            | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38972 | NS      | $249031.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond, Inc.                                   | Bed Bath & Beyond, Inc.                                               | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |     55800 | NS      | $140058.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Enanta Pharmaceuticals, Inc.                              | Enanta Pharmaceuticals, Inc.                                          | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |     13200 | NS      | $614064.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares, Inc.                                  | Eastern Bankshares, Inc.                                              | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |    288900 | NS      | $4983525.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                                             | ArcBest Corp.                                                         | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |    106100 | NS      | $7431244.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings, Inc.                            | Victory Capital Holdings, Inc., Class A                               | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     36300 | NS      | $973929.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Corp.                         | Bluegreen Vacations Holding Corp.                                     | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |    122700 | NS      | $3062592.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| NorthWestern Corp.                                        | NorthWestern Corp.                                                    | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     34700 | NS      | $2059098.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AssetMark Financial Holdings, Inc.                        | AssetMark Financial Holdings, Inc.                                    | CUSIP: 04546L106<br>LEI: 5493001K4EDHT2T6W812 | Long             | EC               | CORP              | US        |     44300 | NS      | $1018900.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Luther Burbank Corp.                                      | Luther Burbank Corp.                                                  | CUSIP: 550550107<br>LEI: 5493007YRUZ4ZDZM0J48 | Long             | EC               | CORP              | US        |     11028 | NS      | $122521.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp.                                             | Arconic Corp.                                                         | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |    155500 | NS      | $3290380.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial, Inc.                                | Waterstone Financial, Inc.                                            | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |     21600 | NS      | $372384.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent, Inc.                                            | Nuvalent, Inc., Class A                                               | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    235600 | NS      | $7016168.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: —       |
| NexTier Oilfield Solutions, Inc.                          | NexTier Oilfield Solutions, Inc.                                      | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |    187924 | NS      | $1736417.76   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                                    | Independent Bank Corp.                                                | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25700 | NS      | $614744.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp.                                             | Veritiv Corp.                                                         | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |     15617 | NS      | $1900745.07   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                                       | UMB Financial Corp.                                                   | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     48100 | NS      | $4017312.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group, Inc.                                       | Bristow Group, Inc.                                                   | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |     12866 | NS      | $349054.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings, Inc.                                  | US Silica Holdings, Inc.                                              | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     68700 | NS      | $858750.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust, Inc.                           | Blackstone Mortgage Trust, Inc., Class A                              | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |    369000 | NS      | $7811730.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                      | UFP Industries, Inc.                                                  | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     80300 | NS      | $6363775.00   | 0.50%             |  |  |  | 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        |     57700 | NS      | $2427439.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                                 | Darling Ingredients, Inc.                                             | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |    100100 | NS      | $6265259.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp.                                        | Seneca Foods Corp., Class A                                           | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       693 | NS      | $42238.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment, Inc.                              | SeaWorld Entertainment, Inc.                                          | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |     23500 | NS      | $1257485.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com, Inc.                                            | Cars.com, Inc.                                                        | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     68400 | NS      | $941868.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp.                        | First Commonwealth Financial Corp.                                    | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |    330500 | NS      | $4617085.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez, Inc.                                              | Zumiez, Inc.                                                          | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     63800 | NS      | $1387012.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lexicon Pharmaceuticals, Inc.                             | Lexicon Pharmaceuticals, Inc.                                         | CUSIP: 528872302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1360436 | NS      | $2598432.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CinCor Pharma, Inc.                                       | CinCor Pharma, Inc.                                                   | CUSIP: 17240Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99000 | NS      | $1216710.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Axos Financial, Inc.                                      | Axos Financial, Inc.                                                  | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     87600 | NS      | $3348072.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group, Inc.                                         | Uniti Group, Inc.                                                     | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    338900 | NS      | $1874117.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp, Inc.                                      | Byline Bancorp, Inc.                                                  | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |    151600 | NS      | $3482252.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                              | Xenia Hotels & Resorts, Inc.                                          | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    118700 | NS      | $1564466.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd.                                  | Herbalife Nutrition Ltd.                                              | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |    376500 | NS      | $5602320.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Capitol Federal Financial, Inc.                           | Capitol Federal Financial, Inc.                                       | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    127300 | NS      | $1101145.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp                                    | First Internet Bancorp                                                | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |     44000 | NS      | $1068320.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California, Inc.                   | Pacific Biosciences of California, Inc.                               | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |    253400 | NS      | $2072812.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| W&T Offshore, Inc.                                        | W&T Offshore, Inc.                                                    | CUSIP: 92922P106<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | EC               | CORP              | US        |     31500 | NS      | $175770.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                              | Stride, Inc.                                                          | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     58200 | NS      | $1820496.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Heritage-Crystal Clean, Inc.                              | Heritage-Crystal Clean, Inc.                                          | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50792 | NS      | $1649724.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial, Inc.                                   | Jackson Financial, Inc., Class A                                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     65500 | NS      | $2278745.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Adient plc                                                | Adient plc                                                            | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |    104500 | NS      | $3625105.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                                           | Insperity, Inc.                                                       | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      5100 | NS      | $579360.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                                       | Redwood Trust, Inc.                                                   | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |    125200 | NS      | $846352.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Capstar Financial Holdings, Inc.                          | Capstar Financial Holdings, Inc.                                      | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132700 | NS      | $2343482.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp.                           | Brookfield Infrastructure Corp., Class A                              | CUSIP: 11275Q107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     30150 | NS      | $1172835.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir, Inc.                                             | Allovir, Inc.                                                         | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    340515 | NS      | $1746841.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| 2U, Inc.                                                  | 2U, Inc.                                                              | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |    585700 | NS      | $3672339.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                                 | CNO Financial Group, Inc.                                             | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     60700 | NS      | $1386995.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus, Inc.                                           | Bioventus, Inc., Class A                                              | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    135000 | NS      | $352350.00    | 0.03%             |  |  |  | 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        |   6513234 | NS      | $6513233.67   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Conn's, Inc.                                              | Conn's, Inc.                                                          | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |    164400 | NS      | $1131072.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Peabody Energy Corp.                                      | Peabody Energy Corp.                                                  | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |    143100 | NS      | $3780702.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics, Inc.                             | Iovance Biotherapeutics, Inc.                                         | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     90800 | NS      | $580212.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                                        | FB Financial Corp.                                                    | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     23700 | NS      | $856518.00    | 0.07%             |  |  |  | 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        |    277100 | NS      | $3868316.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Health Catalyst, Inc.                                     | Health Catalyst, Inc.                                                 | CUSIP: 42225T107<br>LEI: 549300223PL6GWKVJG92 | Long             | EC               | CORP              | US        |    547200 | NS      | $5816736.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp, Inc.                                  | ConnectOne Bancorp, Inc.                                              | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |    250000 | NS      | $6052500.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                                     | Associated Banc-Corp.                                                 | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |    132000 | NS      | $3047880.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                                | Gogo, Inc.                                                            | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |    194300 | NS      | $2867868.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd.                                      | Signet Jewelers Ltd.                                                  | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |    103600 | NS      | $7044800.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp.                          | Entravision Communications Corp., Class A                             | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |    265800 | NS      | $1275840.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                                          | Murphy Oil Corp.                                                      | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |    189900 | NS      | $8167599.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.                        | Marriott Vacations Worldwide Corp.                                    | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     20500 | NS      | $2759095.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp.                                        | Sleep Number Corp.                                                    | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     22900 | NS      | $594942.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Genesco, Inc.                                             | Genesco, Inc.                                                         | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     20500 | NS      | $943410.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest, Inc.                                             | SkyWest, Inc.                                                         | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |    200000 | NS      | $3302000.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp.                                     | First Merchants Corp.                                                 | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |    102400 | NS      | $4209664.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix, Inc.                                            | AdvanSix, Inc.                                                        | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     53700 | NS      | $2041674.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                                              | Avista Corp.                                                          | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     77900 | NS      | $3454086.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                             | First Bancorp                                                         | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11800 | NS      | $505512.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ladder Capital Corp.                                      | Ladder Capital Corp.                                                  | CUSIP: 505743104<br>LEI: 549300Q6LLV2QCV67C06 | Long             | EC               | CORP              | US        |    403800 | NS      | $4054152.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                       | Russell 2000 E-Mini Index                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       490 | NC      | $-687776.20   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals, Inc.                               | Agios Pharmaceuticals, Inc.                                           | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |     94900 | NS      | $2664792.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp.                                          | SouthState Corp.                                                      | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |    131064 | NS      | $10008047.04  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp.                                              | Unitil Corp.                                                          | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32124 | NS      | $1649888.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp.                                         | Black Hills Corp.                                                     | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     41800 | NS      | $2940212.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| 2seventy bio, Inc.                                        | 2seventy bio, Inc.                                                    | CUSIP: 901384107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62432 | NS      | $584987.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global, Inc.                                  | Dine Brands Global, Inc.                                              | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     56900 | NS      | $3675740.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                                    | Antero Resources Corp.                                                | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     17100 | NS      | $529929.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp.                             | Topgolf Callaway Brands Corp.                                         | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    210100 | NS      | $4149475.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                   | Pebblebrook Hotel Trust                                               | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     54700 | NS      | $732433.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Calix, Inc.                                               | Calix, Inc.                                                           | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |    148800 | NS      | $10182384.00  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global, Inc.                                          | MRC Global, Inc.                                                      | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    326255 | NS      | $3778032.90   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                                    | Veritex Holdings, Inc.                                                | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |    367300 | NS      | $10313784.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                                 | American States Water Co.                                             | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     41200 | NS      | $3813060.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd.                                | Liberty Latin America Ltd., Class A                                   | CUSIP: N/A<br>LEI: 213800YWQHEAX7CAVO83       | Long             | EC               | CORP              | BM        |     89500 | NS      | $673935.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                              | Cadence Bank                                                          | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     13860 | NS      | $341787.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                                | Dana, Inc.                                                            | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    104800 | NS      | $1585624.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin, Inc.                                 | Alexander & Baldwin, Inc.                                             | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46961 | NS      | $879579.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares, Inc.                                  | Civista Bancshares, Inc.                                              | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |     17300 | NS      | $380773.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                                             | First BanCorp                                                         | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    328900 | NS      | $4183608.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro, Inc.                                               | GoPro, Inc., Class A                                                  | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |    815100 | NS      | $4059198.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.                        | Stewart Information Services Corp.                                    | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |    110100 | NS      | $4704573.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                                 | KBR, Inc.                                                             | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    131400 | NS      | $6937920.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| First Western Financial, Inc.                             | First Western Financial, Inc.                                         | CUSIP: 33751L105<br>LEI: 549300PPOGX4C7S66B47 | Long             | EC               | CORP              | US        |      9000 | NS      | $253350.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp.                                            | Materion Corp.                                                        | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      9200 | NS      | $805092.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.                                | Par Pacific Holdings, Inc.                                            | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     31700 | NS      | $737025.00    | 0.06%             |  |  |  | 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        |     27800 | NS      | $1341628.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel, Inc.                                       | Olympic Steel, Inc.                                                   | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |     12400 | NS      | $416392.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences, Inc.                                   | Arcus Biosciences, Inc.                                               | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    218646 | NS      | $4521599.28   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial, Inc.                                      | SmartFinancial, Inc.                                                  | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37800 | NS      | $1039500.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kezar Life Sciences, Inc.                                 | Kezar Life Sciences, Inc.                                             | CUSIP: 49372L100<br>LEI: 549300EV1V8GXBV18004 | Long             | EC               | CORP              | US        |    451624 | NS      | $3179432.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| CNX Resources Corp.                                       | CNX Resources Corp.                                                   | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     63200 | NS      | $1064288.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase, Inc.                                           | Steelcase, Inc., Class A                                              | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |    268400 | NS      | $1897588.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises, Inc.                                    | Rush Enterprises, Inc., Class A                                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |    107300 | NS      | $5609644.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                                       | Acadia Realty Trust                                                   | CUSIP: 004239109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145300 | NS      | $2085055.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                                      | Light & Wonder, Inc.                                                  | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     24700 | NS      | $1447420.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group, Inc.                            | Covenant Logistics Group, Inc.                                        | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19800 | NS      | $684486.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp.                                           | NETSTREIT Corp.                                                       | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               | CORP              | US        |    102400 | NS      | $1876992.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group, Inc.                          | Information Services Group, Inc.                                      | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |    825800 | NS      | $3798680.00   | 0.30%             |  |  |  | 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        |     64500 | NS      | $1348695.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyell Immunopharma, Inc.                                  | Lyell Immunopharma, Inc.                                              | CUSIP: 55083R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    231900 | NS      | $804693.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Nicolet Bankshares, Inc.                                  | Nicolet Bankshares, Inc.                                              | CUSIP: 65406E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8800 | NS      | $702152.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                                | AGCO Corp.                                                            | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     44300 | NS      | $6143967.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers, Inc.                                        | Safe Bulkers, Inc.                                                    | CUSIP: N/A<br>LEI: 549300V6ZM2HJJYQQO85       | Long             | EC               | CORP              | MH        |    191100 | NS      | $556101.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Hub Group, Inc.                                           | Hub Group, Inc., Class A                                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    138900 | NS      | $11041161.00  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO, Inc.                                           | REGENXBIO, Inc.                                                       | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |    151500 | NS      | $3436020.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals, Inc.                            | BioCryst Pharmaceuticals, Inc.                                        | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |    167100 | NS      | $1918308.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Ameris Bancorp                                            | Ameris Bancorp                                                        | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     72600 | NS      | $3422364.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                              | Sabra Health Care REIT, Inc.                                          | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |    303700 | NS      | $3774991.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                                          | CVR Energy, Inc.                                                      | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     62100 | NS      | $1946214.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                               | Sally Beauty Holdings, Inc.                                           | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |    217300 | NS      | $2720596.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Programs and Systems, Inc.                       | Computer Programs and Systems, Inc.                                   | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |    128300 | NS      | $3492326.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                                | Encore Capital Group, Inc.                                            | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |    123500 | NS      | $5920590.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| World Fuel Services Corp.                                 | World Fuel Services Corp.                                             | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     99800 | NS      | $2727534.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                                   | Physicians Realty Trust                                               | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |    243200 | NS      | $3519104.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services, Inc.                         | Orrstown Financial Services, Inc.                                     | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |     19700 | NS      | $456252.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.                           | Independence Realty Trust, Inc.                                       | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |    350400 | NS      | $5907744.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Corp.                                     | First Financial Corp.                                                 | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67500 | NS      | $3110400.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties, Inc.                                      | UMH Properties, Inc.                                                  | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               | CORP              | US        |    159800 | NS      | $2572780.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp.                                              | Banner Corp.                                                          | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19500 | NS      | $1232400.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                                   | John Wiley & Sons, Inc., Class A                                      | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     57700 | NS      | $2311462.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology, Inc.                                     | Avid Technology, Inc.                                                 | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |    108900 | NS      | $2895651.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp, Inc.                                      | Origin Bancorp, Inc.                                                  | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     16000 | NS      | $587200.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                                        | NMI Holdings, Inc., Class A                                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |    182500 | NS      | $3814250.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos., Inc. (The)                               | Greenbrier Cos., Inc. (The)                                           | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |    147500 | NS      | $4945675.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries, Inc.                                    | Myers Industries, Inc.                                                | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     16600 | NS      | $369018.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                           | First Citizens BancShares, Inc., Class A                              | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      3720 | NS      | $2821099.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                     | Commercial Metals Co.                                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    200600 | NS      | $9688980.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp, Inc.                             | Community Trust Bancorp, Inc.                                         | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55760 | NS      | $2561056.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                  | Western Alliance Bancorp                                              | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     62400 | NS      | $3716544.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                                           | MYR Group, Inc.                                                       | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     44900 | NS      | $4133943.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp.                                          | SolarWinds Corp.                                                      | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21200 | NS      | $198432.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                                    | Nabors Industries Ltd.                                                | CUSIP: N/A<br>LEI: 5493008TXYN3II3PU369       | Long             | EC               | CORP              | BM        |      2800 | NS      | $433636.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust, Inc.                          | NexPoint Residential Trust, Inc.                                      | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |      5213 | NS      | $226869.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet, Inc.                                          | QuinStreet, Inc.                                                      | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |    132600 | NS      | $1902810.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth, Inc.                                   | CTO Realty Growth, Inc.                                               | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53200 | NS      | $972496.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                                   | Primoris Services Corp.                                               | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     81300 | NS      | $1783722.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd.                                        | IBEX Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     30000 | NS      | $745500.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments Corp.                      | Retail Opportunity Investments Corp.                                  | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46800 | NS      | $703404.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp.                                       | Ready Capital Corp.                                                   | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |     76500 | NS      | $852210.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| AdaptHealth Corp.                                         | AdaptHealth Corp.                                                     | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    284300 | NS      | $5464246.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.                            | Supernus Pharmaceuticals, Inc.                                        | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     51300 | NS      | $1829871.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust, Inc.                                  | Arbor Realty Trust, Inc.                                              | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |    159100 | NS      | $2098529.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Kearny Financial Corp.                                    | Kearny Financial Corp.                                                | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    139000 | NS      | $1410850.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares, Inc.                                | HomeTrust Bancshares, Inc.                                            | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57000 | NS      | $1377690.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                               | Spire, Inc.                                                           | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     64600 | NS      | $4448356.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                                    | Sonic Automotive, Inc., Class A                                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     60700 | NS      | $2990689.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| HB Fuller Co.                                             | HB Fuller Co.                                                         | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     28300 | NS      | $2026846.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp. (The)                                           | ODP Corp. (The)                                                       | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96400 | NS      | $4390056.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                            | EchoStar Corp., Class A                                               | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |    228000 | NS      | $3803040.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                         | PennyMac Financial Services, Inc.                                     | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     31000 | NS      | $1756460.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group, Inc.                              | Huron Consulting Group, Inc.                                          | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |     58000 | NS      | $4210800.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                                           | ChampionX Corp.                                                       | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     91700 | NS      | $2658383.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                                          | PBF Energy, Inc., Class A                                             | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     17600 | NS      | $717728.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                              | Belden, Inc.                                                          | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     45300 | NS      | $3257070.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics, Inc.                                | Travere Therapeutics, Inc.                                            | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    216700 | NS      | $4557201.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy, Inc.                                     | Clearway Energy, Inc., Class C                                        | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |    119000 | NS      | $3792530.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries, Inc.                                      | ABM Industries, Inc.                                                  | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |    183800 | NS      | $8164396.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings, Inc.                                   | Delek US Holdings, Inc.                                               | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     65713 | NS      | $1774251.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp.                         | Peapack-Gladstone Financial Corp.                                     | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     98400 | NS      | $3662448.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners, Inc.                                        | BGC Partners, Inc., Class A                                           | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |    165400 | NS      | $623558.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                                       | PROG Holdings, Inc.                                                   | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    328900 | NS      | $5555121.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings, Inc.                             | Kennedy-Wilson Holdings, Inc.                                         | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |    128300 | NS      | $2018159.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp.                                      | Terreno Realty Corp.                                                  | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45400 | NS      | $2581898.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                                   | Kite Realty Group Trust                                               | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207874 | NS      | $4375747.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                                            | Preferred Bank                                                        | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      6400 | NS      | $477568.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst, Inc.                                             | Ecovyst, Inc.                                                         | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53800 | NS      | $476668.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                               | OFG Bancorp                                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |    383200 | NS      | $10560992.00  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co. (The)                                        | Macerich Co. (The)                                                    | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |    223000 | NS      | $2510980.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcellx, Inc.                                             | Arcellx, Inc.                                                         | CUSIP: 03940C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    168400 | NS      | $5217032.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co.                                | Edgewell Personal Care Co.                                            | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     98200 | NS      | $3784628.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group, Inc.                                     | Paramount Group, Inc.                                                 | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |    115600 | NS      | $686664.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Primo Water Corp.                                         | Primo Water Corp.                                                     | CUSIP: 74167P108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |    208000 | NS      | $3232320.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                                 | Comfort Systems USA, Inc.                                             | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     25600 | NS      | $2946048.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group, Inc.                                      | Forestar Group, Inc.                                                  | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |    147000 | NS      | $2265270.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                             | Columbia Banking System, Inc.                                         | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87100 | NS      | $2624323.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| O-I Glass, Inc.                                           | O-I Glass, Inc.                                                       | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69300 | NS      | $1148301.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                              | Matson, Inc.                                                          | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     67100 | NS      | $4194421.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy, Inc.                                       | CONSOL Energy, Inc.                                                   | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      8800 | NS      | $572000.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                               | Benchmark Electronics, Inc.                                           | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |    136305 | NS      | $3637980.45   | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Sandy Spring Bancorp, Inc.                                | Sandy Spring Bancorp, Inc.                                            | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32000 | NS      | $1127360.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties, Inc.                        | Ryman Hospitality Properties, Inc.                                    | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |     72800 | NS      | $5953584.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp.                                          | Otter Tail Corp.                                                      | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17100 | NS      | $1003941.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings, Inc.                                   | BlueLinx Holdings, Inc.                                               | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |     45583 | NS      | $3241407.13   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics, Inc.                                         | NeoGenomics, Inc.                                                     | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    250000 | NS      | $2310000.00   | 0.18%             |  |  |  | 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        |  44802336 | NS      | $44824737.02  | 3.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress plc                                              | Cimpress plc                                                          | CUSIP: N/A<br>LEI: 549300X1IFD75XISOR81       | Long             | EC               | CORP              | IE        |      5000 | NS      | $138050.00    | 0.01%             |  |  |  | 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        |     89400 | NS      | $2665014.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                               | Minerals Technologies, Inc.                                           | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     32800 | NS      | $1991616.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.                  | Heidrick & Struggles International, Inc.                              | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     64400 | NS      | $1801268.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp.                                   | Heritage Commerce Corp.                                               | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |    185200 | NS      | $2407600.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Medical REIT, Inc.                                 | Global Medical REIT, Inc.                                             | CUSIP: 37954A204<br>LEI: 549300HFRIPQDYU3GU60 | Long             | EC               | CORP              | US        |     56600 | NS      | $536568.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp.                                             | Knowles Corp.                                                         | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    322900 | NS      | $5302018.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.                       | Enterprise Financial Services Corp.                                   | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     98200 | NS      | $4807872.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical, Inc.                                       | Inari Medical, Inc.                                                   | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48000 | NS      | $3050880.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Albany International Corp.                                | Albany International Corp., Class A                                   | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     14300 | NS      | $1409837.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.                           | Academy Sports & Outdoors, Inc.                                       | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    226400 | NS      | $11895056.00  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                                          | ScanSource, Inc.                                                      | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |    152900 | NS      | $4467738.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries, Inc.                                   | Powell Industries, Inc.                                               | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |     80600 | NS      | $2835508.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                                        | AMC Networks, Inc., Class A                                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |    169100 | NS      | $2649797.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust, Inc.                               | American Assets Trust, Inc.                                           | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35600 | NS      | $943400.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                                      | Evolent Health, Inc., Class A                                         | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | EC               | CORP              | US        |    168100 | NS      | $4720248.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust, Inc.                             | Healthcare Realty Trust, Inc.                                         | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |    222700 | NS      | $4291429.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp.                                         | Encore Wire Corp.                                                     | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36600 | NS      | $5034696.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax, Inc.                                           | MarineMax, Inc.                                                       | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |    145300 | NS      | $4536266.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software, Inc.                                     | Upland Software, Inc.                                                 | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |    226900 | NS      | $1617797.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora, Inc.                                             | Blucora, Inc.                                                         | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |    208300 | NS      | $5317899.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp, Inc.                                                | Yelp, Inc.                                                            | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     88000 | NS      | $2405920.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                                   | LiveRamp Holdings, Inc.                                               | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |    340400 | NS      | $7978976.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan, Inc.                                               | Argan, Inc.                                                           | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |    146700 | NS      | $5410296.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                                        | Getty Realty Corp.                                                    | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     68335 | NS      | $2313139.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, Inc.                                             | NETGEAR, Inc.                                                         | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |    133800 | NS      | $2423118.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Relay Therapeutics, Inc.                                  | Relay Therapeutics, Inc.                                              | CUSIP: 75943R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    258200 | NS      | $3857508.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials, Inc.                                    | Summit Materials, Inc., Class A                                       | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |    113700 | NS      | $3227943.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties, Inc.                           | Armada Hoffler Properties, Inc.                                       | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     75500 | NS      | $868250.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp, Inc.                                     | Peoples Bancorp, Inc.                                                 | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8200 | NS      | $231650.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphatec Holdings, Inc.                                   | Alphatec Holdings, Inc.                                               | CUSIP: 02081G201<br>LEI: 549300EZE8CQ8K65FS24 | Long             | EC               | CORP              | US        |    405700 | NS      | $5010395.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                                 | WESCO International, Inc.                                             | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     49300 | NS      | $6172360.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.                           | Central Pacific Financial Corp.                                       | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     72300 | NS      | $1466244.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr. Cooper Group, Inc.                                    | Mr. Cooper Group, Inc.                                                | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |    108800 | NS      | $4366144.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                                 | FNB Corp.                                                             | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     54300 | NS      | $708615.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                             | IDACORP, Inc.                                                         | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     44900 | NS      | $4842465.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease, Inc.                                | Broadstone Net Lease, Inc.                                            | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               | CORP              | US        |     69600 | NS      | $1128216.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Southwest Gas Holdings, Inc.                              | Southwest Gas Holdings, Inc.                                          | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4600 | NS      | $284648.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery, Inc.                                     | Titan Machinery, Inc.                                                 | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     49300 | NS      | $1958689.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Digital Holdings, Inc.                           | Marathon Digital Holdings, Inc.                                       | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |     79714 | NS      | $272621.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Helmerich & Payne, Inc.                                   | Helmerich & Payne, Inc.                                               | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     63100 | NS      | $3127867.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics, Inc.                                  | iTeos Therapeutics, Inc.                                              | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169500 | NS      | $3310335.00   | 0.26%             |  |  |  | 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        |    162700 | NS      | $1104733.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express, Inc.                                   | Heartland Express, Inc.                                               | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |    118100 | NS      | $1811654.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem, Inc.                         | First Interstate BancSystem, Inc., Class A                            | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |    106710 | NS      | $4124341.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands, Inc.                                     | Lifetime Brands, Inc.                                                 | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |     37700 | NS      | $286143.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments, Inc.                                   | Veeco Instruments, Inc.                                               | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |    199500 | NS      | $3706710.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                                 | Enova International, Inc.                                             | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     98100 | NS      | $3764097.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems, Inc.                                         | OSI Systems, Inc.                                                     | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |     81900 | NS      | $6512688.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                                       | CVB Financial Corp.                                                   | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    267700 | NS      | $6893275.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW, Inc.                                                 | NOW, Inc.                                                             | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    633400 | NS      | $8044180.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                                            | Sierra Bancorp                                                        | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23500 | NS      | $499140.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen, Inc.                                               | Cowen, Inc., Class A                                                  | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |     29700 | NS      | $1147014.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.                            | Bread Financial Holdings, Inc.                                        | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |    120000 | NS      | $4519200.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial, Inc.                                     | STAG Industrial, Inc.                                                 | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |    233200 | NS      | $7534692.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CTI BioPharma Corp.                                       | CTI BioPharma Corp.                                                   | CUSIP: 12648L601<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    313564 | NS      | $1884519.64   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Phillips Edison & Co., Inc.                               | Phillips Edison & Co., Inc.                                           | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               | CORP              | US        |     51400 | NS      | $1636576.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp.                              | Simmons First National Corp., Class A                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     52600 | NS      | $1135108.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                                | Patterson-UTI Energy, Inc.                                            | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     82200 | NS      | $1384248.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                                  | G-III Apparel Group Ltd.                                              | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |    156600 | NS      | $2146986.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co.                             | Portland General Electric Co.                                         | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    163800 | NS      | $8026200.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Biohaven Ltd.                                             | Biohaven Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |      5400 | NS      | $74952.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas, Inc.                                             | ONE Gas, Inc.                                                         | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     32800 | NS      | $2483616.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp.                           | Atlantic Union Bankshares Corp.                                       | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77200 | NS      | $2712808.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                              | Sprouts Farmers Market, Inc.                                          | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |    118300 | NS      | $3829371.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals, Inc.                              | NGM Biopharmaceuticals, Inc.                                          | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |    182900 | NS      | $918158.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Green Dot Corp.                                           | Green Dot Corp., Class A                                              | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45700 | NS      | $722974.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.                       | Donnelley Financial Solutions, Inc.                                   | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     45000 | NS      | $1739250.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                              | MasTec, Inc.                                                          | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     47600 | NS      | $4061708.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                                   | Webster Financial Corp.                                               | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     12500 | NS      | $591750.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia, Inc.                                            | Phreesia, Inc.                                                        | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     81000 | NS      | $2621160.00   | 0.21%             |  |  |  | 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        |     94200 | NS      | $4297404.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EnPro Industries, Inc.                                    | EnPro Industries, Inc.                                                | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     11200 | NS      | $1217328.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research, Inc.                                        | ACM Research, Inc., Class A                                           | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |    349300 | NS      | $2693103.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio, Inc.                                          | IVERIC bio, Inc.                                                      | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |    245000 | NS      | $5245450.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MoonLake Immunotherapeutics                               | MoonLake Immunotherapeutics                                           | CUSIP: 61559X104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     19036 | NS      | $199878.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis, Inc.                                               | Ennis, Inc.                                                           | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32700 | NS      | $724632.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                              | Avient Corp.                                                          | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     51200 | NS      | $1728512.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                                           | Dorian LPG Ltd.                                                       | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |    161600 | NS      | $3062320.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                                         | RLJ Lodging Trust                                                     | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    401453 | NS      | $4251387.27   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares, Inc.                                     | Home BancShares, Inc.                                                 | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129600 | NS      | $2953584.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                                        | StoneX Group, Inc.                                                    | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     29900 | NS      | $2849470.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial, Inc.                              | South Plains Financial, Inc.                                          | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      9600 | NS      | $264288.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp.                           | Metropolitan Bank Holding Corp.                                       | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9900 | NS      | $580833.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                                    | Tri Pointe Homes, Inc.                                                | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    275800 | NS      | $5127122.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Resources, Inc.                                      | Arch Resources, Inc.                                                  | CUSIP: 03940R107<br>LEI: W47HVZ7Q6FXL86RELH91 | Long             | EC               | CORP              | US        |     22800 | NS      | $3255612.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                                        | SITE Centers Corp.                                                    | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |    365500 | NS      | $4992730.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                                     | Andersons, Inc. (The)                                                 | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     82400 | NS      | $2883176.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                   | Customers Bancorp, Inc.                                               | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |    117000 | NS      | $3315780.00   | 0.26%             |  |  |  | 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        |  30587921 | NS      | $30587921.25  | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| AngioDynamics, Inc.                                       | AngioDynamics, Inc.                                                   | CUSIP: 03475V101<br>LEI: 549300W3VKC5ZKMO8C28 | Long             | EC               | CORP              | US        |     82100 | NS      | $1130517.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte, Inc.                                            | Veracyte, Inc.                                                        | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |    145900 | NS      | $3462207.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos.                                        | Piper Sandler Cos.                                                    | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      9300 | NS      | $1210767.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp.                                             | Embecta Corp.                                                         | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     89800 | NS      | $2271042.00   | 0.18%             |  |  |  | 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        |     38300 | NS      | $1109934.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| PotlatchDeltic Corp.                                      | PotlatchDeltic Corp.                                                  | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |    135300 | NS      | $5951847.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                                          | BankUnited, Inc.                                                      | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     17900 | NS      | $608063.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Plymouth Industrial REIT, Inc.                            | Plymouth Industrial REIT, Inc.                                        | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28800 | NS      | $552384.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll, Inc.                                         | MillerKnoll, Inc.                                                     | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |    373100 | NS      | $7838831.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| EQRx, Inc.                                                | EQRx, Inc.                                                            | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    612600 | NS      | $1506996.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

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

**Name of Applicant:** JPMorgan Trust II

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer