# EDGAR Filing Document

**Accession Number:** 0001485894
**File Stem:** 0001752724-23-045169
**Filing Date:** 2023-2
**Character Count:** 222164
**Document Hash:** 1abfad644a65336ca55e6c7f3d7d2092
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-045169.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-045169

**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:** J.P. Morgan Exchange-Traded Fund Trust
- **CENTRAL INDEX KEY:** 0001485894
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22903
- **FILM NUMBER:** 23680483

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

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

## Series and Classes Contracts Data

### JPMorgan Market Expansion Enhanced Equity ETF (Series ID: S000074055)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000231438 | JPMorgan Market Expansion Enhanced Equity ETF | JMEE            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

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

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

- **a. Name of Series:** JPMorgan Market Expansion Enhanced Equity ETF

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

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

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

- **a. Date of fiscal year-end:** 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:** $789200540.10

**Total Liabilities:** $2652895.52

**Net Assets:** $786547644.58

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000231438 | 11.65%               | 5.07%                | -5.64%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7063876.82              | $79304237.40                               |
| Month 2  | $12883865.51             | $27633877.62                               |
| Month 3  | $637293.98               | $-51099445.92                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Green Plains, Inc.                           | Green Plains, Inc.                                         | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     29248 | NS      | $892064.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp.                       | Independent Bank Corp.                                     | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      7198 | NS      | $607727.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                     | Group 1 Automotive, Inc.                                   | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      4716 | NS      | $850624.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises, Inc.                     | Werner Enterprises, Inc.                                   | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     25385 | NS      | $1022000.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp.                           | Agree Realty Corp.                                         | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49175 | NS      | $3487982.75   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp.                               | Renasant Corp.                                             | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     14290 | NS      | $537161.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corporate Office Properties Trust            | Corporate Office Properties Trust                          | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               | CORP              | US        |     59542 | NS      | $1544519.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                  | Crocs, Inc.                                                | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     17114 | NS      | $1855671.02   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess?, Inc.                                 | Guess?, Inc.                                               | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     12847 | NS      | $265804.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Wintrust Financial Corp.                     | Wintrust Financial Corp.                                   | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     35235 | NS      | $2978062.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide, Inc.                   | Wolverine World Wide, Inc.                                 | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     21915 | NS      | $239530.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp.                                  | Sabre Corp.                                                | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |     93976 | NS      | $580771.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital, Inc.                           | InterDigital, Inc.                                         | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8594 | NS      | $425231.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp.                                    | RLI Corp.                                                  | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     16589 | NS      | $2177638.03   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS, Inc.                                    | GMS, Inc.                                                  | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     47325 | NS      | $2356785.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate, Inc.                   | Anywhere Real Estate, Inc.                                 | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |     81119 | NS      | $518350.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's, Inc.                               | Carter's, Inc.                                             | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      8784 | NS      | $655374.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman, Inc.                        | Douglas Elliman, Inc.                                      | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     16466 | NS      | $67016.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp.                        | Hancock Whitney Corp.                                      | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     36253 | NS      | $1754282.67   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat, Inc.                                 | Viasat, Inc.                                               | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     44632 | NS      | $1412602.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                            | Foot Locker, Inc.                                          | CUSIP: 344849104<br>LEI: 549300X383CBNP6MTV94 | Long             | EC               | CORP              | US        |     30619 | NS      | $1157092.01   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International, Inc.                      | ATN International, Inc.                                    | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      2482 | NS      | $112459.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                      | Louisiana-Pacific Corp.                                    | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     25828 | NS      | $1529017.60   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                  | Brinker International, Inc.                                | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     35973 | NS      | $1147898.43   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy, Inc.                           | Talos Energy, Inc.                                         | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |      9342 | NS      | $176376.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                         | Addus HomeCare Corp.                                       | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      3978 | NS      | $395771.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp.                         | Xerox Holdings Corp.                                       | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     57698 | NS      | $842390.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp.                | Six Flags Entertainment Corp.                              | CUSIP: 83001A102<br>LEI: 549300JYTDUAA4JQ3717 | Long             | EC               | CORP              | US        |     47085 | NS      | $1094726.25   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp.                    | United Therapeutics Corp.                                  | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     26205 | NS      | $7287348.45   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                    | CubeSmart                                                  | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88650 | NS      | $3568162.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries, Inc.                      | Oxford Industries, Inc.                                    | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      4068 | NS      | $379056.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion, Inc.                              | Ingredion, Inc.                                            | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     31422 | NS      | $3077156.46   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.              | Interactive Brokers Group, Inc., Class A                   | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |     37728 | NS      | $2729620.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Holdings, Inc.                      | Hawaiian Holdings, Inc.                                    | CUSIP: 419879101<br>LEI: 529900TQUS2JVPSSPP86 | Long             | EC               | CORP              | US        |     22473 | NS      | $230572.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd.                           | Helen of Troy Ltd.                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |      6471 | NS      | $717698.61    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies, Inc.                   | Resideo Technologies, Inc.                                 | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     41152 | NS      | $676950.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                   | Esab Corp.                                                 | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     11427 | NS      | $536154.84    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                             | OGE Energy Corp.                                           | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     92975 | NS      | $3677161.25   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                        | Landstar System, Inc.                                      | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     19407 | NS      | $3161400.30   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son, Inc.                | John B Sanfilippo & Son, Inc.                              | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      2682 | NS      | $218100.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience, Inc.                    | Meridian Bioscience, Inc.                                  | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     15339 | NS      | $509408.19    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp.                                  | Heska Corp.                                                | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |      2782 | NS      | $172929.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                         | Meritage Homes Corp.                                       | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      9896 | NS      | $912411.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                                | Polaris, Inc.                                              | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     15267 | NS      | $1541967.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co.                              | SpartanNash Co.                                            | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |     51863 | NS      | $1568337.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp.                   | New Jersey Resources Corp.                                 | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     24249 | NS      | $1203235.38   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                          | Carlisle Cos., Inc.                                        | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     13633 | NS      | $3212616.45   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                               | EPR Properties                                             | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     19907 | NS      | $750892.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                          | Flowers Foods, Inc.                                        | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |    108865 | NS      | $3128780.10   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co. (The)                             | Timken Co. (The)                                           | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     25501 | NS      | $1802155.67   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp.                            | Haemonetics Corp.                                          | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     30061 | NS      | $2364297.65   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Xperi, Inc.                                  | Xperi, Inc.                                                | CUSIP: 98423J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39654 | NS      | $341420.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KAR Auction Services, Inc.                   | KAR Auction Services, Inc.                                 | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     33586 | NS      | $438297.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                  | Jabil, Inc.                                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     71044 | NS      | $4845200.80   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health, Inc.                          | Syneos Health, Inc.                                        | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     23769 | NS      | $871846.92    | 0.11%             |  |  |  | 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        |   1712939 | NS      | $1712938.85   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands, Inc.                        | Bloomin' Brands, Inc.                                      | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     20089 | NS      | $404190.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric plc                           | nVent Electric plc                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |     94694 | NS      | $3642878.18   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookline Bancorp, Inc.                      | Brookline Bancorp, Inc.                                    | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18869 | NS      | $266996.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                        | AECOM                                                      | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     34555 | NS      | $2934756.15   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp.                  | Lattice Semiconductor Corp.                                | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     37821 | NS      | $2453826.48   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett, Inc.                                | Hibbett, Inc.                                              | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      4362 | NS      | $297575.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                       | Integer Holdings Corp.                                     | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      8530 | NS      | $583963.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                   | Axcelis Technologies, Inc.                                 | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      9527 | NS      | $756062.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp, Inc.                        | Glacier Bancorp, Inc.                                      | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      2727 | NS      | $134768.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp.                  | Standex International Corp.                                | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |     19992 | NS      | $2047380.72   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc. (The)                          | Bancorp, Inc. (The)                                        | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28764 | NS      | $816322.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp.                          | Varex Imaging Corp.                                        | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     10628 | NS      | $215748.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp.                                | Semtech Corp.                                              | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     18211 | NS      | $522473.59    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                         | Curtiss-Wright Corp.                                       | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |      1609 | NS      | $268686.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack in the Box, Inc.                        | Jack in the Box, Inc.                                      | CUSIP: 466367109<br>LEI: 5493002OJW26P0SUUP68 | Long             | EC               | CORP              | US        |      6660 | NS      | $454411.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals plc                     | Jazz Pharmaceuticals plc                                   | CUSIP: N/A<br>LEI: 635400GAUMJCLEZRRV50       | Long             | EC               | CORP              | IE        |     22279 | NS      | $3549267.49   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health, Inc.                     | Option Care Health, Inc.                                   | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     36083 | NS      | $1085737.47   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.           | BJ's Wholesale Club Holdings, Inc.                         | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     55216 | NS      | $3653090.56   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co., Inc.                            | Gannett Co., Inc.                                          | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     35322 | NS      | $71703.66     | 0.01%             |  |  |  | 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        |     37071 | NS      | $289895.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp.                 | REX American Resources Corp.                               | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13024 | NS      | $414944.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                        | Deckers Outdoor Corp.                                      | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      7676 | NS      | $3063952.16   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods, Inc.                   | United Natural Foods, Inc.                                 | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     15918 | NS      | $616185.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson, Inc.                        | Harley-Davidson, Inc.                                      | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     40146 | NS      | $1670073.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings, Inc.                        | ADTRAN Holdings, Inc.                                      | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     14632 | NS      | $274935.28    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                  | Kinsale Capital Group, Inc.                                | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      4720 | NS      | $1234374.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                   | Winnebago Industries, Inc.                                 | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     10275 | NS      | $541492.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                       | Medpace Holdings, Inc.                                     | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |      7044 | NS      | $1496216.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp.                               | Repligen Corp.                                             | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |      4911 | NS      | $831481.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet, Inc.                                 | RadNet, Inc.                                               | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     11366 | NS      | $214021.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                 | Neurocrine Biosciences, Inc.                               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     27289 | NS      | $3259398.16   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI, Inc.                                    | ATI, Inc.                                                  | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     49314 | NS      | $1472516.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                                | Owens Corning                                              | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     26989 | NS      | $2302161.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co.                  | DiamondRock Hospitality Co.                                | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     51350 | NS      | $420556.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group, Inc.                              | LHC Group, Inc.                                            | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |      8784 | NS      | $1420284.96   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinseo plc                                  | Trinseo plc                                                | CUSIP: N/A<br>LEI: 549300TJ3HIGDA2Z8315       | Long             | EC               | CORP              | IE        |     10185 | NS      | $231301.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                     | Bank OZK                                                   | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     11595 | NS      | $464495.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters, Inc.                       | Urban Outfitters, Inc.                                     | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     18695 | NS      | $445875.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp                         | Old National Bancorp                                       | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    165040 | NS      | $2967419.20   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins, Inc.                                | Hawkins, Inc.                                              | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      5011 | NS      | $193424.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                  | Centerspace                                                | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               | CORP              | US        |     12508 | NS      | $733844.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co.                      | Abercrombie & Fitch Co., Class A                           | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     15828 | NS      | $362619.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp.                                | Lindsay Corp.                                              | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      2792 | NS      | $454677.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co.                           | Crane Holdings Co.                                         | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     31923 | NS      | $3206665.35   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                   | Saia, Inc.                                                 | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      6750 | NS      | $1415340.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California, Inc.                     | Banc of California, Inc.                                   | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     38614 | NS      | $615121.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store, Inc.       | Cracker Barrel Old Country Store, Inc.                     | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      4377 | NS      | $414676.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal, Inc.                     | Washington Federal, Inc.                                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60770 | NS      | $2038833.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings, Inc.                     | Employers Holdings, Inc.                                   | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8046 | NS      | $347023.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International, Inc.                    | Titan International, Inc.                                  | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     15180 | NS      | $232557.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                              | PacWest Bancorp                                            | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     49873 | NS      | $1144585.35   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics, Inc.                  | Universal Electronics, Inc.                                | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      7288 | NS      | $151663.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Realty Capital, Inc.                  | Spirit Realty Capital, Inc.                                | CUSIP: 84860W300<br>LEI: 549300LTU6LVPZSHMJ25 | Long             | EC               | CORP              | US        |     42170 | NS      | $1683848.10   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp.                                | Navient Corp.                                              | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     13383 | NS      | $220150.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp.             | Comtech Telecommunications Corp.                           | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |      8331 | NS      | $101138.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems, Inc.                  | Merit Medical Systems, Inc.                                | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     13310 | NS      | $939952.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enhabit, Inc.                                | Enhabit, Inc.                                              | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |     12544 | NS      | $165079.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                          | Toll Brothers, Inc.                                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     78711 | NS      | $3929253.12   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu, Inc.                                   | Cohu, Inc.                                                 | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     11009 | NS      | $352838.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                       | Stifel Financial Corp.                                     | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     34444 | NS      | $2010496.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Storage, Inc.                           | Life Storage, Inc.                                         | CUSIP: 53223X107<br>LEI: W9EE01AFDDF9DQCQZC68 | Long             | EC               | CORP              | US        |     36816 | NS      | $3626376.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education, Inc.              | American Public Education, Inc.                            | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     21541 | NS      | $264738.89    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises, Inc.                        | DXP Enterprises, Inc.                                      | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3430 | NS      | $94496.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                             | Fair Isaac Corp.                                           | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      4504 | NS      | $2696004.32   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International, Inc.                   | Haynes International, Inc.                                 | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |     10099 | NS      | $461423.31    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS, Inc.                            | Chico's FAS, Inc.                                          | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |     28385 | NS      | $139654.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co.                                | SM Energy Co.                                              | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     57200 | NS      | $1992276.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings, Inc.                      | Lantheus Holdings, Inc.                                    | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     73437 | NS      | $3742349.52   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions, Inc.                       | Univar Solutions, Inc.                                     | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     94811 | NS      | $3014989.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.             | Virtus Investment Partners, Inc.                           | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      1934 | NS      | $370244.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Corp.                                    | NCR Corp.                                                  | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     54756 | NS      | $1281837.96   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp.                                    | UGI Corp.                                                  | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     94855 | NS      | $3516274.85   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.           | Atlas Air Worldwide Holdings, Inc.                         | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      7498 | NS      | $755798.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co., Inc.                  | Acadia Healthcare Co., Inc.                                | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     23321 | NS      | $1919784.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                        | JetBlue Airways Corp.                                      | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    266258 | NS      | $1725351.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education, Inc.                    | Strategic Education, Inc.                                  | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |      7044 | NS      | $551686.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                        | MGIC Investment Corp.                                      | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    139763 | NS      | $1816919.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp.                                  | Fluor Corp.                                                | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     39201 | NS      | $1358706.66   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place, Inc. (The)                 | Children's Place, Inc. (The)                               | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |      4003 | NS      | $145789.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings, Inc.                      | Lumentum Holdings, Inc.                                    | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Long             | EC               | CORP              | US        |     14632 | NS      | $763351.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast, Inc.                               | Medifast, Inc.                                             | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |     12499 | NS      | $1441759.65   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers, Inc.                           | Saul Centers, Inc.                                         | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2971 | NS      | $120860.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor, Inc.                            | TripAdvisor, Inc.                                          | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     25445 | NS      | $457501.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co.                      | Southwestern Energy Co.                                    | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    457071 | NS      | $2673865.35   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                   | EastGroup Properties, Inc.                                 | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |     11112 | NS      | $1645242.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell, Inc.                               | Omnicell, Inc.                                             | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     11009 | NS      | $555073.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp. (The)                         | Middleby Corp. (The)                                       | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     14991 | NS      | $2007294.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                   | Taylor Morrison Home Corp.                                 | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     34254 | NS      | $1039608.90   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                        | Walker & Dunlop, Inc.                                      | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15070 | NS      | $1182693.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                     | Mueller Industries, Inc.                                   | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     15439 | NS      | $910901.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                      | KB Home                                                    | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     24059 | NS      | $766279.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                        | Range Resources Corp.                                      | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     77660 | NS      | $1943053.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                     | Central Garden & Pet Co., Class A                          | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     55126 | NS      | $1973510.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                       | SPX Technologies, Inc.                                     | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     13130 | NS      | $861984.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd.                          | Capri Holdings Ltd.                                        | CUSIP: N/A<br>LEI: 549300LPG8W0H1OX3A26       | Long             | EC               | CORP              | VG        |     41895 | NS      | $2401421.40   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd.                           | Steven Madden Ltd.                                         | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     21880 | NS      | $699284.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare, Inc.                              | ModivCare, Inc.                                            | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |     12014 | NS      | $1078016.22   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd.                        | Assured Guaranty Ltd.                                      | CUSIP: N/A<br>LEI: 549300BBOQUJEPH87M14       | Long             | EC               | CORP              | BM        |     11212 | NS      | $698059.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                   | Korn Ferry                                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     36621 | NS      | $1853755.02   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Allscripts Healthcare Solutions, Inc.        | Allscripts Healthcare Solutions, Inc.                      | CUSIP: 01988P108<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | EC               | CORP              | US        |     51512 | NS      | $908671.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp, Inc.             | New York Community Bancorp, Inc.                           | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    135032 | NS      | $1161275.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences, Inc.                  | USANA Health Sciences, Inc.                                | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      2987 | NS      | $158908.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education, Inc.                 | Grand Canyon Education, Inc.                               | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      5100 | NS      | $538866.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                     | Fabrinet                                                   | CUSIP: N/A<br>LEI: 5493004TETZ6IYF7CV44       | Long             | EC               | CORP              | KY        |     26905 | NS      | $3449759.10   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services, Inc.                         | Kelly Services, Inc., Class A                              | CUSIP: 488152208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10628 | NS      | $179613.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp.                                  | Kirby Corp.                                                | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     16127 | NS      | $1037772.45   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                       | Cathay General Bancorp                                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     10663 | NS      | $434943.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings, Inc.            | Aerojet Rocketdyne Holdings, Inc.                          | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     20334 | NS      | $1137280.62   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions, Inc.                        | Viavi Solutions, Inc.                                      | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     58825 | NS      | $618250.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.      | Essential Properties Realty Trust, Inc.                    | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     52160 | NS      | $1224195.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.   | Knight-Swift Transportation Holdings, Inc.                 | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42918 | NS      | $2249332.38   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics, Inc.                         | Steel Dynamics, Inc.                                       | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |     57114 | NS      | $5580037.80   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks, Inc.                 | United Community Banks, Inc.                               | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     26927 | NS      | $910132.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                            | Boise Cascade Co.                                          | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     17473 | NS      | $1199870.91   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial, Inc.                    | Ellington Financial, Inc.                                  | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               | CORP              | US        |     12827 | NS      | $158669.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                              | Interface, Inc.                                            | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     16925 | NS      | $167049.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp.                                 | Bruker Corp.                                               | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     26414 | NS      | $1805396.90   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co. (The)                            | Brink's Co. (The)                                          | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     13784 | NS      | $740338.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                            | Essent Group Ltd.                                          | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |     48352 | NS      | $1879925.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp.                            | HF Sinclair Corp.                                          | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48466 | NS      | $2514900.74   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech, Inc.                             | Tetra Tech, Inc.                                           | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     14221 | NS      | $2064746.99   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D Systems Corp.                             | 3D Systems Corp.                                           | CUSIP: 88554D205<br>LEI: 5493003HHDOCCW4OP744 | Long             | EC               | CORP              | US        |     18595 | NS      | $137603.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                      | Paylocity Holding Corp.                                    | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |      9527 | NS      | $1850715.02   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co. (The)                         | EW Scripps Co. (The), Class A                              | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     15529 | NS      | $204827.51    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp.                                   | GATX Corp.                                                 | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      2136 | NS      | $227142.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle, Inc.                     | Jones Lang LaSalle, Inc.                                   | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     15127 | NS      | $2410789.99   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp.                                  | Brady Corp., Class A                                       | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     47450 | NS      | $2234895.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co.                         | Callon Petroleum Co.                                       | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     11127 | NS      | $412700.43    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle, Inc.                             | Stericycle, Inc.                                           | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |      6386 | NS      | $318597.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp.                                | Griffon Corp.                                              | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     13236 | NS      | $473716.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners, Inc.            | Pinnacle Financial Partners, Inc.                          | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     39984 | NS      | $2934825.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                               | Exelixis, Inc.                                             | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    228551 | NS      | $3665958.04   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                     | Power Integrations, Inc.                                   | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     15439 | NS      | $1107285.08   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group               | California Water Service Group                             | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     12662 | NS      | $767823.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp.                                  | Terex Corp.                                                | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     18954 | NS      | $809714.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity, Inc.                           | HealthEquity, Inc.                                         | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     39522 | NS      | $2436136.08   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif, Inc.                                  | Greif, Inc., Class A                                       | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     12789 | NS      | $857630.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands, Inc.                        | Designer Brands, Inc., Class A                             | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     18400 | NS      | $179952.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm, Inc.                               | Gentherm, Inc.                                             | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      8594 | NS      | $561102.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp.                               | Coherent Corp.                                             | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |     19253 | NS      | $675780.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co.            | Shenandoah Telecommunications Co.                          | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     12847 | NS      | $204010.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical, Inc.                         | Globus Medical, Inc., Class A                              | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     20334 | NS      | $1510206.18   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.             | Old Republic International Corp.                           | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     79030 | NS      | $1908574.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics, Inc.                       | Fulgent Genetics, Inc.                                     | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     40170 | NS      | $1196262.60   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond, Inc.                      | Bed Bath & Beyond, Inc.                                    | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |     29013 | NS      | $72822.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| La-Z-Boy, Inc.                               | La-Z-Boy, Inc.                                             | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     12199 | NS      | $278381.18    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                                | ArcBest Corp.                                              | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     13697 | NS      | $959337.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Solar, Inc.                            | First Solar, Inc.                                          | CUSIP: 336433107<br>LEI: 549300NPYMLM4NHTOF27 | Long             | EC               | CORP              | US        |     42369 | NS      | $6346452.51   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                                 | Genpact Ltd.                                               | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |     94229 | NS      | $4364687.28   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                          | Regal Rexnord Corp.                                        | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     18181 | NS      | $2181356.38   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream, Inc.                           | HealthStream, Inc.                                         | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      7848 | NS      | $194944.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands, Inc.                          | Acuity Brands, Inc.                                        | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8862 | NS      | $1467635.82   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp.                           | NorthWestern Corp.                                         | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     18719 | NS      | $1110785.46   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                        | Pilgrim's Pride Corp.                                      | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     50226 | NS      | $1191862.98   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                 | Qualys, Inc.                                               | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      8684 | NS      | $974605.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group, Inc. (The)                     | Ensign Group, Inc. (The)                                   | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     13405 | NS      | $1268247.05   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arconic Corp.                                | Arconic Corp.                                              | CUSIP: 03966V107<br>LEI: 549300B4YFWH3U74B152 | Long             | EC               | CORP              | US        |     41362 | NS      | $875219.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International, Inc.                   | Lennox International, Inc.                                 | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |      6507 | NS      | $1556669.61   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods, Inc.                        | TreeHouse Foods, Inc.                                      | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     13186 | NS      | $651124.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp. (The)                             | Cato Corp. (The), Class A                                  | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |      5264 | NS      | $49113.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp.                                 | Livent Corp.                                               | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |     19350 | NS      | $384484.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp.                                | Veritiv Corp.                                              | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      3858 | NS      | $469557.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                   | Builders FirstSource, Inc.                                 | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     80823 | NS      | $5243796.24   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises, Inc.                    | Nu Skin Enterprises, Inc., Class A                         | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     13584 | NS      | $572701.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp.                      | Universal Display Corp.                                    | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11202 | NS      | $1210264.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                   | Ultra Clean Holdings, Inc.                                 | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     21213 | NS      | $703210.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                          | UMB Financial Corp.                                        | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |      6668 | NS      | $556911.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland, Inc.                                | Ashland, Inc.                                              | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     11060 | NS      | $1189281.80   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC, Inc.                                | EVERTEC, Inc.                                              | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     16450 | NS      | $532651.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals, Inc.                  | Eagle Pharmaceuticals, Inc.                                | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |     28785 | NS      | $841385.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd.                            | Vector Group Ltd.                                          | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     32190 | NS      | $381773.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group, Inc.                          | Bristow Group, Inc.                                        | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      7626 | NS      | $206893.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings, Inc.              | Lincoln Electric Holdings, Inc.                            | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     11306 | NS      | $1633603.94   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp.                  | Horace Mann Educators Corp.                                | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     10614 | NS      | $396645.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp, Inc.                            | NBT Bancorp, Inc.                                          | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8908 | NS      | $386785.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics, Inc.                          | GXO Logistics, Inc.                                        | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     20639 | NS      | $881078.91    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection, Inc.                   | Resources Connection, Inc.                                 | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31096 | NS      | $571544.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management, Inc.              | Annaly Capital Management, Inc.                            | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    113290 | NS      | $2388153.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel, Inc.                                 | Mattel, Inc.                                               | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     89524 | NS      | $1597108.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International, Inc.                       | WW International, Inc.                                     | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |     14243 | NS      | $54977.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp.                              | Brunswick Corp.                                            | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     23769 | NS      | $1713269.52   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                         | UFP Industries, Inc.                                       | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     36069 | NS      | $2858468.25   | 0.36%             |  |  |  | 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        |     47505 | NS      | $1998535.35   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients, Inc.                    | Darling Ingredients, Inc.                                  | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     44104 | NS      | $2760469.36   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp.                           | Seneca Foods Corp., Class A                                | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       394 | NS      | $24014.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties, Inc.                     | Cousins Properties, Inc.                                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               | CORP              | US        |     41085 | NS      | $1039039.65   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp.                                 | Cognex Corp.                                               | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     36621 | NS      | $1725215.31   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise, Inc.                        | Axon Enterprise, Inc.                                      | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |     15997 | NS      | $2654382.21   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.              | Simpson Manufacturing Co., Inc.                            | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     11438 | NS      | $1014093.08   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                             | Royal Gold, Inc.                                           | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |      4516 | NS      | $509043.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical, Inc.                         | Avanos Medical, Inc.                                       | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     11933 | NS      | $322906.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries, Inc.                       | Chart Industries, Inc.                                     | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |      9232 | NS      | $1063803.36   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp.           | First Commonwealth Financial Corp.                         | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     28385 | NS      | $396538.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez, Inc.                                 | Zumiez, Inc.                                               | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     22663 | NS      | $492693.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                 | Watsco, Inc.                                               | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      8818 | NS      | $2199209.20   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                        | Williams-Sonoma, Inc.                                      | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |     22368 | NS      | $2570530.56   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Envestnet, Inc.                              | Envestnet, Inc.                                            | CUSIP: 29404K106<br>LEI: 549300HLWZ5OKIDM8737 | Long             | EC               | CORP              | US        |     29152 | NS      | $1798678.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial, Inc.                         | Axos Financial, Inc.                                       | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     35143 | NS      | $1343165.46   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                    | ExlService Holdings, Inc.                                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      9304 | NS      | $1576376.72   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics, Inc.                             | Photronics, Inc.                                           | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     15649 | NS      | $263372.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group, Inc.                            | Uniti Group, Inc.                                          | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |    112780 | NS      | $623673.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education, Inc.               | Adtalem Global Education, Inc.                             | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     13595 | NS      | $482622.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.                 | Xenia Hotels & Resorts, Inc.                               | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |     30039 | NS      | $395914.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                              | TD SYNNEX Corp.                                            | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     23147 | NS      | $2192252.37   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial, Inc.              | Capitol Federal Financial, Inc.                            | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29924 | NS      | $258842.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp.                       | Encompass Health Corp.                                     | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     25045 | NS      | $1497941.45   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.                  | Prosperity Bancshares, Inc.                                | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24805 | NS      | $1802827.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                      | Columbia Sportswear Co.                                    | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      2234 | NS      | $195653.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp.                 | John Bean Technologies Corp.                               | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      7946 | NS      | $725708.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline, Inc.                              | Valvoline, Inc.                                            | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     51248 | NS      | $1673247.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitrans Midstream Corp.                    | Equitrans Midstream Corp.                                  | CUSIP: 294600101<br>LEI: 549300RH0NLJNZ5SXU64 | Long             | EC               | CORP              | US        |    103504 | NS      | $693476.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| R1 RCM, Inc.                                 | R1 RCM, Inc.                                               | CUSIP: 77634L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30719 | NS      | $336373.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient plc                                   | Adient plc                                                 | CUSIP: N/A<br>LEI: 5493002QLDY8O75RTR78       | Long             | EC               | CORP              | IE        |     24159 | NS      | $838075.71    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                         | Federal Signal Corp.                                       | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     15351 | NS      | $713360.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp.                  | Sensient Technologies Corp.                                | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     11202 | NS      | $816849.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity, Inc.                              | Insperity, Inc.                                            | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      8784 | NS      | $997862.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival, Inc.                          | Shoe Carnival, Inc.                                        | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5154 | NS      | $123232.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolfspeed, Inc.                              | Wolfspeed, Inc.                                            | CUSIP: 977852102<br>LEI: 549300OGU88P3AW3TO93 | Long             | EC               | CORP              | US        |     17669 | NS      | $1219867.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust, Inc.                          | Redwood Trust, Inc.                                        | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     29023 | NS      | $196195.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants, Inc.                       | BJ's Restaurants, Inc.                                     | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      6207 | NS      | $163740.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp.                               | Teradata Corp.                                             | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     27837 | NS      | $936993.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp.                          | Kilroy Realty Corp.                                        | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               | CORP              | US        |     67415 | NS      | $2606938.05   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp.                                 | Unisys Corp.                                               | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     32152 | NS      | $164296.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co. (The)                  | Simply Good Foods Co. (The)                                | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22125 | NS      | $841413.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                    | CNO Financial Group, Inc.                                  | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     32991 | NS      | $753844.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse, Inc.                             | Littelfuse, Inc.                                           | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      5557 | NS      | $1223651.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems, Inc.             | Telephone and Data Systems, Inc.                           | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55674 | NS      | $584020.26    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                             | Five Below, Inc.                                           | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     11461 | NS      | $2027107.07   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group, Inc.                    | MDU Resources Group, Inc.                                  | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136883 | NS      | $4153030.22   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                        | Hanmi Financial Corp.                                      | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      8814 | NS      | $218146.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                             | elf Beauty, Inc.                                           | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |      9980 | NS      | $551894.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | S&P Midcap 400 E-Mini Index                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        11 | NC      | $-47343.43    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Conn's, Inc.                                 | Conn's, Inc.                                               | CUSIP: 208242107<br>LEI: 529900K9HOACKOJJT953 | Long             | EC               | CORP              | US        |      3530 | NS      | $24286.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                           | FB Financial Corp.                                         | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     38405 | NS      | $1387956.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX, Inc.                                    | WEX, Inc.                                                  | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     17669 | NS      | $2891531.85   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp.                             | Concentrix Corp.                                           | CUSIP: 20602D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13784 | NS      | $1835477.44   | 0.23%             |  |  |  | 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        |     96432 | NS      | $1346190.72   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp.                                 | Neogen Corp.                                               | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    117786 | NS      | $1793880.78   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, Inc.                                    | IAA, Inc.                                                  | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     35425 | NS      | $1417000.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group, Inc.                      | Avis Budget Group, Inc.                                    | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |     12598 | NS      | $2065190.14   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova plc                                 | LivaNova plc                                               | CUSIP: N/A<br>LEI: 2138001K2FX6SHK2B339       | Long             | EC               | CORP              | GB        |     11561 | NS      | $642097.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries, Inc.           | Hawaiian Electric Industries, Inc.                         | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     77675 | NS      | $3250698.75   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co.                          | Sonoco Products Co.                                        | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     52887 | NS      | $3210769.77   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                           | SPS Commerce, Inc.                                         | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |      8430 | NS      | $1082664.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                 | Chemed Corp.                                               | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      4362 | NS      | $2226495.66   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp.                        | Associated Banc-Corp.                                      | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     40847 | NS      | $943157.23    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust, Inc.            | Four Corners Property Trust, Inc.                          | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               | CORP              | US        |      7260 | NS      | $188251.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                          | Clean Harbors, Inc.                                        | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     30101 | NS      | $3435126.12   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo, Inc.                                   | Gogo, Inc.                                                 | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     60485 | NS      | $892758.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd.                         | Signet Jewelers Ltd.                                       | CUSIP: N/A<br>LEI: 549300N3XPGE91WV7M22       | Long             | EC               | CORP              | BM        |     15439 | NS      | $1049852.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp.                             | Murphy Oil Corp.                                           | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     38095 | NS      | $1638465.95   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp.           | Marriott Vacations Worldwide Corp.                         | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     10813 | NS      | $1455321.67   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp.                           | Sleep Number Corp.                                         | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      6112 | NS      | $158789.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco, Inc.                                | Genesco, Inc.                                              | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      4168 | NS      | $191811.36    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group, Inc. (The)             | Hain Celestial Group, Inc. (The)                           | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |     21730 | NS      | $351591.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd.                          | Ichor Holdings Ltd.                                        | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | KY        |     35520 | NS      | $952646.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix, Inc.                               | AdvanSix, Inc.                                             | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     29383 | NS      | $1117141.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                | First Bancorp                                              | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9349 | NS      | $400511.16    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.        | Ollie's Bargain Outlet Holdings, Inc.                      | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      9232 | NS      | $432426.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                          | Russell 2000 E-Mini Index                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         9 | NC      | $-18244.17    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global, Inc.                     | Dine Brands Global, Inc.                                   | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |     19148 | NS      | $1236960.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp.                               | GameStop Corp., Class A                                    | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |     58550 | NS      | $1080833.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Dave & Buster's Entertainment, Inc.          | Dave & Buster's Entertainment, Inc.                        | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |     13505 | NS      | $478617.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp.                       | Antero Resources Corp.                                     | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     30672 | NS      | $950525.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks, Inc.                       | Extreme Networks, Inc.                                     | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     31357 | NS      | $574146.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials, Inc.                        | Eagle Materials, Inc.                                      | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      7198 | NS      | $956254.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings, Inc.                       | Palomar Holdings, Inc.                                     | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      6207 | NS      | $280308.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                      | Pebblebrook Hotel Trust                                    | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     57861 | NS      | $774758.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix, Inc.                                  | Calix, Inc.                                                | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     14646 | NS      | $1002225.78   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings, Inc.                       | Veritex Holdings, Inc.                                     | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     59782 | NS      | $1678678.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                    | American States Water Co.                                  | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      9571 | NS      | $885796.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp.                      | Synovus Financial Corp.                                    | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     38296 | NS      | $1438014.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                       | Cavco Industries, Inc.                                     | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2134 | NS      | $482817.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's, Inc.                                 | Macy's, Inc.                                               | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    145029 | NS      | $2994848.85   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta, Inc.                                 | Azenta, Inc.                                               | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     20709 | NS      | $1205677.98   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                 | Cadence Bank                                               | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     18829 | NS      | $464323.14    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                                   | Dana, Inc.                                                 | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     86573 | NS      | $1309849.49   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp                                | First BanCorp                                              | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     61676 | NS      | $784518.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp.                       | Antero Midstream Corp.                                     | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74623 | NS      | $805182.17    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands, Inc.                        | BellRing Brands, Inc.                                      | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     36693 | NS      | $940808.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co.                         | Travel + Leisure Co.                                       | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     30968 | NS      | $1127235.20   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                        | Matador Resources Co.                                      | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     42558 | NS      | $2436019.92   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.           | Stewart Information Services Corp.                         | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     26324 | NS      | $1124824.52   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)             | Goodyear Tire & Rubber Co. (The)                           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    182845 | NS      | $1855876.75   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp.                                 | Rogers Corp.                                               | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      4981 | NS      | $594432.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR, Inc.                                    | KBR, Inc.                                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     69967 | NS      | $3694257.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical, Inc.                       | Orthofix Medical, Inc.                                     | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12847 | NS      | $263748.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                 | Coca-Cola Consolidated, Inc.                               | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      1396 | NS      | $715254.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup, Inc.                             | AptarGroup, Inc.                                           | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     13854 | NS      | $1523662.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp.                               | Materion Corp.                                             | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     10183 | NS      | $891114.33    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                          | YETI Holdings, Inc.                                        | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     18311 | NS      | $756427.41    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                       | Cleveland-Cliffs, Inc.                                     | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    129418 | NS      | $2084923.98   | 0.27%             |  |  |  | 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        |     59221 | NS      | $2858005.46   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive, Inc.                               | NuVasive, Inc.                                             | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     46048 | NS      | $1899019.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp.                                | Oshkosh Corp.                                              | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     32453 | NS      | $2862030.07   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories, Inc.                   | Silicon Laboratories, Inc.                                 | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     21266 | NS      | $2885158.22   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)          | Hanover Insurance Group, Inc. (The)                        | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |      9845 | NS      | $1330354.85   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Light & Wonder, Inc.                         | Light & Wonder, Inc.                                       | CUSIP: 80874P109<br>LEI: 529900JXALYBOHXKFM62 | Long             | EC               | CORP              | US        |     16466 | NS      | $964907.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings, Inc.                         | Mativ Holdings, Inc.                                       | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |      9023 | NS      | $188580.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Technology, Inc.                       | Aspen Technology, Inc.                                     | CUSIP: 29109X106<br>LEI: 254900545H80W6GA2J08 | Long             | EC               | CORP              | US        |      7753 | NS      | $1592466.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                               | Evercore, Inc., Class A                                    | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      6146 | NS      | $670405.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp. (The)                           | Marcus Corp. (The)                                         | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      8146 | NS      | $117220.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Perficient, Inc.                             | Perficient, Inc.                                           | CUSIP: 71375U101<br>LEI: 549300HTBXKL2755T650 | Long             | EC               | CORP              | US        |      9232 | NS      | $644670.56    | 0.08%             |  |  |  | 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        |     43128 | NS      | $901806.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                  | Ciena Corp.                                                | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     88337 | NS      | $4503420.26   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV, Inc.                                    | NOV, Inc.                                                  | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    104943 | NS      | $2192259.27   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp.                                   | AGCO Corp.                                                 | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     30621 | NS      | $4246826.49   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings, Inc.                          | Post Holdings, Inc.                                        | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     15180 | NS      | $1370146.80   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica, Inc.                              | Primerica, Inc.                                            | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |      7090 | NS      | $1005503.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                              | Hub Group, Inc., Class A                                   | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22245 | NS      | $1768255.05   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                 | Kohl's Corp.                                               | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     64010 | NS      | $1616252.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp.                                 | Deluxe Corp.                                               | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     12014 | NS      | $203997.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO, Inc.                              | REGENXBIO, Inc.                                            | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |     61583 | NS      | $1396702.44   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co. (The)                           | Chemours Co. (The)                                         | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     62614 | NS      | $1917240.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group, Inc.               | Ruth's Hospitality Group, Inc.                             | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |      6002 | NS      | $92910.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                               | Ameris Bancorp                                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     40246 | NS      | $1897196.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp, Inc.                          | Eagle Bancorp, Inc.                                        | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      9194 | NS      | $405179.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties, Inc.       | Innovative Industrial Properties, Inc.                     | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     10762 | NS      | $1090728.70   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services, Inc.                | AMN Healthcare Services, Inc.                              | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      5539 | NS      | $569519.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT, Inc.                 | Sabra Health Care REIT, Inc.                               | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     60968 | NS      | $757832.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra, Inc.                               | Penumbra, Inc.                                             | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      6486 | NS      | $1442875.56   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates, Inc.                   | Manhattan Associates, Inc.                                 | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     17473 | NS      | $2121222.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.              | Rexford Industrial Realty, Inc.                            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     75863 | NS      | $4145154.32   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Big Lots, Inc.                               | Big Lots, Inc.                                             | CUSIP: 089302103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11112 | NS      | $163346.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Synaptics, Inc.                              | Synaptics, Inc.                                            | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |      9168 | NS      | $872426.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp.                         | WSFS Financial Corp.                                       | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     17015 | NS      | $771460.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp.                                 | Harsco Corp.                                               | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     17359 | NS      | $109188.11    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings, Inc.                  | Sally Beauty Holdings, Inc.                                | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     57460 | NS      | $719399.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                   | Encore Capital Group, Inc.                                 | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      8594 | NS      | $411996.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| World Fuel Services Corp.                    | World Fuel Services Corp.                                  | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     16437 | NS      | $449223.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Physicians Realty Trust                      | Physicians Realty Trust                                    | CUSIP: 71943U104<br>LEI: 549300ITOVH0OY7PZC34 | Long             | EC               | CORP              | US        |     57598 | NS      | $833443.06    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp.                 | Matthews International Corp., Class A                      | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |      8684 | NS      | $264340.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                  | RenaissanceRe Holdings Ltd.                                | CUSIP: N/A<br>LEI: EK6GB9U3U58PDI411C94       | Long             | EC               | CORP              | BM        |     18675 | NS      | $3440495.25   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust, Inc.              | Independence Realty Trust, Inc.                            | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               | CORP              | US        |     60137 | NS      | $1013909.82   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                     | Patrick Industries, Inc.                                   | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      7134 | NS      | $432320.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals, Inc.              | Arrowhead Pharmaceuticals, Inc.                            | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     41442 | NS      | $1680887.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp.                                 | Banner Corp.                                               | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30746 | NS      | $1943147.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons, Inc.                      | John Wiley & Sons, Inc., Class A                           | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     11266 | NS      | $451315.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                           | NMI Holdings, Inc., Class A                                | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     59765 | NS      | $1249088.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings, Inc.                        | RE/MAX Holdings, Inc., Class A                             | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      5812 | NS      | $108335.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries, Inc.                       | Myers Industries, Inc.                                     | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     10190 | NS      | $226523.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International, Inc.                      | RPM International, Inc.                                    | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     24801 | NS      | $2416857.45   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron, Inc.                                  | Itron, Inc.                                                | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |      3130 | NS      | $158534.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis, Inc.                             | Ziff Davis, Inc.                                           | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     12957 | NS      | $1024898.70   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp.                                 | CONMED Corp.                                               | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      6560 | NS      | $581478.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments, Inc.                        | MKS Instruments, Inc.                                      | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     14406 | NS      | $1220620.38   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                                | Vontier Corp.                                              | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    123759 | NS      | $2392261.47   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                        | Commercial Metals Co.                                      | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     54974 | NS      | $2655244.20   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                   | Cullen/Frost Bankers, Inc.                                 | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     17251 | NS      | $2306458.70   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International, Inc.             | Tempur Sealy International, Inc.                           | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     51348 | NS      | $1762776.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.               | Wyndham Hotels & Resorts, Inc.                             | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     50400 | NS      | $3594024.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                              | MYR Group, Inc.                                            | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      4263 | NS      | $392494.41    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co., Inc.              | MSC Industrial Direct Co., Inc., Class A                   | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     12393 | NS      | $1012508.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts, Inc.                  | Park Hotels & Resorts, Inc.                                | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               | CORP              | US        |     65483 | NS      | $772044.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                    | Fox Factory Holding Corp.                                  | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      5659 | NS      | $516270.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co.                | Reliance Steel & Aluminum Co.                              | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     23513 | NS      | $4759971.72   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd.                       | Nabors Industries Ltd.                                     | CUSIP: N/A<br>LEI: 5493008TXYN3II3PU369       | Long             | EC               | CORP              | BM        |      1596 | NS      | $247172.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp.          | Integra LifeSciences Holdings Corp.                        | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     18759 | NS      | $1051817.13   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp.                                 | Masimo Corp.                                               | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     27727 | NS      | $4102209.65   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust, Inc.             | NexPoint Residential Trust, Inc.                           | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     14094 | NS      | $613370.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet, Inc.                             | QuinStreet, Inc.                                           | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     35425 | NS      | $508348.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers, Inc.          | Tanger Factory Outlet Centers, Inc.                        | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      8046 | NS      | $144345.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                | Asbury Automotive Group, Inc.                              | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      5264 | NS      | $943572.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical, Inc.                      | Shockwave Medical, Inc.                                    | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      9724 | NS      | $1999351.64   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                      | Triumph Financial, Inc.                                    | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      5912 | NS      | $288919.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp.                          | Ready Capital Corp.                                        | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               | CORP              | US        |     27468 | NS      | $305993.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Trex Co., Inc.                               | Trex Co., Inc.                                             | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4273 | NS      | $180876.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp.     | Science Applications International Corp.                   | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     13300 | NS      | $1475369.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals, Inc.               | Supernus Pharmaceuticals, Inc.                             | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     12847 | NS      | $458252.49    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield plc                      | Cushman & Wakefield plc                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |     46280 | NS      | $576648.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment, Inc.                          | AeroVironment, Inc.                                        | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |      5804 | NS      | $497170.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp.                        | Umpqua Holdings Corp.                                      | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     56005 | NS      | $999689.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apartment Income REIT Corp.                  | Apartment Income REIT Corp.                                | CUSIP: 03750L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57698 | NS      | $1979618.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO, Inc.                                    | XPO, Inc.                                                  | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     28935 | NS      | $963246.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire, Inc.                                  | Spire, Inc.                                                | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      7134 | NS      | $491247.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                     | Boot Barn Holdings, Inc.                                   | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      7782 | NS      | $486530.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes, Inc.                                 | Diodes, Inc.                                               | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     10728 | NS      | $816829.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                        | Thor Industries, Inc.                                      | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     15019 | NS      | $1133784.31   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co.                                | HB Fuller Co.                                              | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     27019 | NS      | $1935100.78   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom, Inc.                              | Nordstrom, Inc.                                            | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |     28296 | NS      | $456697.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International, Inc.                     | Digi International, Inc.                                   | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      8879 | NS      | $324527.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ODP Corp. (The)                              | ODP Corp. (The)                                            | CUSIP: 88337F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14768 | NS      | $672534.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International, Inc.              | Papa John's International, Inc.                            | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |      6486 | NS      | $533862.66    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                                   | Lear Corp.                                                 | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     14991 | NS      | $1859183.82   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide, Inc.                          | ACI Worldwide, Inc.                                        | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     28885 | NS      | $664355.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares, Inc.                    | Commerce Bancshares, Inc.                                  | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11359 | NS      | $773207.13    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine, Inc.                        | Digital Turbine, Inc.                                      | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     34882 | NS      | $531601.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp.                              | ChampionX Corp.                                            | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    124400 | NS      | $3606356.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy, Inc.                             | PBF Energy, Inc., Class A                                  | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     22189 | NS      | $904867.42    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group, Inc.               | American Financial Group, Inc.                             | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     23925 | NS      | $3284424.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden, Inc.                                 | Belden, Inc.                                               | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     11582 | NS      | $832745.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries, Inc.                         | ABM Industries, Inc.                                       | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     16808 | NS      | $746611.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods, Inc.                  | Dick's Sporting Goods, Inc.                                | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     17877 | NS      | $2150424.33   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.               | First American Financial Corp.                             | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     43877 | NS      | $2296522.18   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co., Inc. (The)                  | Boston Beer Co., Inc. (The), Class A                       | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      2402 | NS      | $791507.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.             | Advanced Energy Industries, Inc.                           | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     11107 | NS      | $952758.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell, Inc.                                | Hubbell, Inc.                                              | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      6202 | NS      | $1455485.36   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp.                       | ProPetro Holding Corp.                                     | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19891 | NS      | $206269.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings, Inc.                          | PROG Holdings, Inc.                                        | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     17989 | NS      | $303834.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands, Inc.                         | Hostess Brands, Inc.                                       | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35440 | NS      | $795273.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia, Inc.                                  | Adeia, Inc.                                                | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99143 | NS      | $939875.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co., Inc. (The)                      | Aaron's Co., Inc. (The)                                    | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8960 | NS      | $107072.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares, Inc.             | First Financial Bankshares, Inc.                           | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     16720 | NS      | $575168.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Retail Properties, Inc.             | National Retail Properties, Inc.                           | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |     14432 | NS      | $660408.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                      | Kite Realty Group Trust                                    | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59203 | NS      | $1246223.15   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank                               | Preferred Bank                                             | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     16212 | NS      | $1209739.44   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                      | Progress Software Corp.                                    | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      8318 | NS      | $419643.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                  | OFG Bancorp                                                | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     71623 | NS      | $1973929.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation, Inc.                             | AutoNation, Inc.                                           | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32553 | NS      | $3492936.90   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co., Inc.                  | Franklin Electric Co., Inc.                                | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     31896 | NS      | $2543706.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co. (The)                           | Macerich Co. (The)                                         | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               | CORP              | US        |     54979 | NS      | $619063.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co.                   | Edgewell Personal Care Co.                                 | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     15280 | NS      | $588891.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                    | Comfort Systems USA, Inc.                                  | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     26210 | NS      | $3016246.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                 | Matson, Inc.                                               | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     11933 | NS      | $745931.83    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp.                                  | Alcoa Corp.                                                | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     41206 | NS      | $1873636.82   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy, Inc.                          | CONSOL Energy, Inc.                                        | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     12810 | NS      | $832650.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics, Inc.                  | Benchmark Electronics, Inc.                                | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      9980 | NS      | $266366.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf, Inc.                        | Diebold Nixdorf, Inc.                                      | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |     23211 | NS      | $32959.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center, Inc.                          | Rent-A-Center, Inc.                                        | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     31705 | NS      | $714947.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic, Inc.                              | CoreCivic, Inc.                                            | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    115970 | NS      | $1340613.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                  | Graco, Inc.                                                | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     45971 | NS      | $3092009.46   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA, Inc.                             | Murphy USA, Inc.                                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      6002 | NS      | $1677799.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup, Inc.                          | ManpowerGroup, Inc.                                        | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     31790 | NS      | $2645245.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies, Inc.                  | Minerals Technologies, Inc.                                | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     14483 | NS      | $879407.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.     | Heidrick & Struggles International, Inc.                   | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     33191 | NS      | $928352.27    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                             | FormFactor, Inc.                                           | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     23111 | NS      | $513757.53    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp.                          | First Horizon Corp.                                        | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    138580 | NS      | $3395210.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                               | Rayonier, Inc.                                             | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |     50336 | NS      | $1659074.56   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare, Inc.           | Prestige Consumer Healthcare, Inc.                         | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15280 | NS      | $956528.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                          | Lithia Motors, Inc., Class A                               | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      6945 | NS      | $1421919.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT, Inc.                                    | ITT, Inc.                                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     44786 | NS      | $3632144.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums, Inc.                          | Inter Parfums, Inc.                                        | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4954 | NS      | $478160.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan U.S. Government Money Market Fund   | JPMorgan U.S. Government Money Market Fund, Class IM       | CUSIP: 4812C2270<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | STIV             | RF                | US        |   4220087 | NS      | $4220086.67   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP, Inc.                                 | EZCORP, Inc., Class A                                      | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     23421 | NS      | $190881.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus, Inc.                                | Maximus, Inc.                                              | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     17309 | NS      | $1269268.97   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp.                            | Boyd Gaming Corp.                                          | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     22189 | NS      | $1209966.17   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks, Inc.                           | AMC Networks, Inc., Class A                                | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      8331 | NS      | $130546.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                | Glaukos Corp.                                              | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     20803 | NS      | $908675.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust, Inc.                  | American Assets Trust, Inc.                                | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12598 | NS      | $333847.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings, Inc.                  | SMART Global Holdings, Inc.                                | CUSIP: N/A<br>LEI: 529900RDGHQY8XKXPN14       | Long             | EC               | CORP              | KY        |     57598 | NS      | $857058.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment, Inc.                   | Golden Entertainment, Inc.                                 | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      9068 | NS      | $339143.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust, Inc.                | Healthcare Realty Trust, Inc.                              | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               | CORP              | US        |     79227 | NS      | $1526704.29   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings, Inc.         | Cogent Communications Holdings, Inc.                       | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10813 | NS      | $617206.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Healthcare Trust, Inc.             | Community Healthcare Trust, Inc.                           | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |      5748 | NS      | $205778.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp.                            | Encore Wire Corp.                                          | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15131 | NS      | $2081420.36   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                   | Unum Group                                                 | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     77993 | NS      | $3200052.79   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries, Inc.             | Kulicke & Soffa Industries, Inc.                           | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     61706 | NS      | $2731107.56   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings, Inc.                     | Alarm.com Holdings, Inc.                                   | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      5659 | NS      | $280007.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Viad Corp.                                   | Viad Corp.                                                 | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      5264 | NS      | $128388.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa, Inc.                                 | Arcosa, Inc.                                               | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     14143 | NS      | $768530.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co.                                   | Stepan Co.                                                 | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      6887 | NS      | $733190.02    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co. (The)                            | Wendy's Co. (The)                                          | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     34234 | NS      | $774715.42    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp, Inc.                      | East West Bancorp, Inc.                                    | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61547 | NS      | $4055947.30   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Blucora, Inc.                                | Blucora, Inc.                                              | CUSIP: 095229100<br>LEI: 5299001IO03J69IP6L77 | Long             | EC               | CORP              | US        |     94696 | NS      | $2417588.88   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International, Inc.              | Oceaneering International, Inc.                            | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     28385 | NS      | $496453.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics, Inc.                      | Arrow Electronics, Inc.                                    | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     25130 | NS      | $2627844.10   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp.                    | United States Steel Corp.                                  | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |     15305 | NS      | $383390.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp, Inc.                                   | Yelp, Inc.                                                 | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     17852 | NS      | $488073.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings, Inc.                      | LiveRamp Holdings, Inc.                                    | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     80533 | NS      | $1887693.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp.                           | Getty Realty Corp.                                         | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               | CORP              | US        |     12044 | NS      | $407689.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett, Inc.                         | Douglas Emmett, Inc.                                       | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7848 | NS      | $123056.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.           | Reinsurance Group of America, Inc.                         | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     18121 | NS      | $2574812.89   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva, Inc.                               | Innoviva, Inc.                                             | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |    162302 | NS      | $2150501.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR, Inc.                                | NETGEAR, Inc.                                              | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     99077 | NS      | $1794284.47   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares, Inc.              | Dime Community Bancshares, Inc.                            | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12536 | NS      | $399020.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties, Inc.              | Armada Hoffler Properties, Inc.                            | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     47751 | NS      | $549136.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud, Inc.                              | Blackbaud, Inc.                                            | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     12662 | NS      | $745285.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp.                               | Ingevity Corp.                                             | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     24223 | NS      | $1706268.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.              | Affiliated Managers Group, Inc.                            | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     10673 | NS      | $1690923.39   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr. Cooper Group, Inc.                       | Mr. Cooper Group, Inc.                                     | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     28487 | NS      | $1143183.31   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp.                                    | FNB Corp.                                                  | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    151886 | NS      | $1982112.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp.                            | Forward Air Corp.                                          | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8331 | NS      | $873838.59    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP, Inc.                                | IDACORP, Inc.                                              | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     32520 | NS      | $3507282.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.                 | Southwest Gas Holdings, Inc.                               | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20637 | NS      | $1277017.56   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                           | RH                                                         | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      4068 | NS      | $1086928.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne, Inc.                      | Helmerich & Payne, Inc.                                    | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     18211 | NS      | $902719.27    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                    | Essential Utilities, Inc.                                  | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     88037 | NS      | $4202006.01   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                     | Pathward Financial, Inc.                                   | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      7168 | NS      | $308582.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp.                                 | SiTime Corp.                                               | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4122 | NS      | $418877.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International, Inc.                     | CACI International, Inc., Class A                          | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     12321 | NS      | $3703569.39   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties, Inc.              | Hudson Pacific Properties, Inc.                            | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37126 | NS      | $361235.98    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments, Inc.                      | Veeco Instruments, Inc.                                    | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      1825 | NS      | $33908.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International, Inc.                    | Enova International, Inc.                                  | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     36686 | NS      | $1407641.82   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co.                     | Central Garden & Pet Co.                                   | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     27389 | NS      | $1025718.05   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                      | First Financial Bancorp                                    | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     11658 | NS      | $282473.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems, Inc.                            | OSI Systems, Inc.                                          | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      4716 | NS      | $375016.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs, Inc.                        | Churchill Downs, Inc.                                      | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |      6660 | NS      | $1408123.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide, Inc.                      | Euronet Worldwide, Inc.                                    | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      4068 | NS      | $383937.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp.                          | CVB Financial Corp.                                        | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71692 | NS      | $1846069.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial, Inc.                         | Voya Financial, Inc.                                       | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     20270 | NS      | $1246402.30   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW, Inc.                                    | NOW, Inc.                                                  | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    219562 | NS      | $2788437.40   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal, Inc.                             | Kennametal, Inc.                                           | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     22135 | NS      | $532568.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group, Inc.                            | Alamo Group, Inc.                                          | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      6667 | NS      | $944047.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN, Inc.                                   | ASGN, Inc.                                                 | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     15180 | NS      | $1236866.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.               | Bread Financial Holdings, Inc.                             | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     23268 | NS      | $876272.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres, Inc.                                | Caleres, Inc.                                              | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     12662 | NS      | $282109.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties, Inc.                   | Highwoods Properties, Inc.                                 | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |     29089 | NS      | $813910.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes, Inc.                           | Pitney Bowes, Inc.                                         | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     40036 | NS      | $152136.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                           | Cirrus Logic, Inc.                                         | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     42948 | NS      | $3198767.04   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                         | Kontoor Brands, Inc.                                       | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     15070 | NS      | $602649.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp.                 | Simmons First National Corp., Class A                      | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     85421 | NS      | $1843385.18   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy, Inc.                   | Patterson-UTI Energy, Inc.                                 | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |     55026 | NS      | $926637.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse, Inc.                        | Texas Roadhouse, Inc.                                      | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     15778 | NS      | $1435009.10   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd.                     | G-III Apparel Group Ltd.                                   | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     11461 | NS      | $157130.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                               | Toro Co. (The)                                             | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |      7676 | NS      | $868923.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare, Inc.                     | NextGen Healthcare, Inc.                                   | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    149097 | NS      | $2800041.66   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings, Inc.                          | TTEC Holdings, Inc.                                        | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     18869 | NS      | $832688.97    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream, Inc.                           | DT Midstream, Inc.                                         | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14532 | NS      | $803038.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters, Inc.              | American Eagle Outfitters, Inc.                            | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     56223 | NS      | $784873.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market, Inc.                 | Sprouts Farmers Market, Inc.                               | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     99140 | NS      | $3209161.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory, Inc. (The)               | Cheesecake Factory, Inc. (The)                             | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     14538 | NS      | $460999.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ, Inc.                                    | AZZ, Inc.                                                  | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |      6486 | NS      | $260737.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                        | Silgan Holdings, Inc.                                      | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     41721 | NS      | $2162816.64   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp.                              | Green Dot Corp., Class A                                   | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13505 | NS      | $213649.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tupperware Brands Corp.                      | Tupperware Brands Corp.                                    | CUSIP: 899896104<br>LEI: G8NWFN4YP7CR6FOP4886 | Long             | EC               | CORP              | US        |     14632 | NS      | $60576.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions, Inc.          | Donnelley Financial Solutions, Inc.                        | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |     12747 | NS      | $492671.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co. (The)                     | New York Times Co. (The), Class A                          | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     43938 | NS      | $1426227.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE Capital Corp.                          | STORE Capital Corp.                                        | CUSIP: 862121100<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | EC               | CORP              | US        |     17798 | NS      | $570603.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources, Inc.                      | Civitas Resources, Inc.                                    | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     18869 | NS      | $1093081.17   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec, Inc.                                 | MasTec, Inc.                                               | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     15117 | NS      | $1289933.61   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp.                      | Webster Financial Corp.                                    | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     30842 | NS      | $1460060.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                               | Amedisys, Inc.                                             | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     21951 | NS      | $1833786.54   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward, Inc.                               | Woodward, Inc.                                             | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      4516 | NS      | $436290.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos., Inc.                 | Haverty Furniture Cos., Inc.                               | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      4453 | NS      | $133144.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions, Inc.                  | Emergent BioSolutions, Inc.                                | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |      3878 | NS      | $45799.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus, Inc.                                 | Rambus, Inc.                                               | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     30256 | NS      | $1083769.92   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree, Inc.                            | LendingTree, Inc.                                          | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |      1834 | NS      | $39119.22     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi, Inc.                                  | Unifi, Inc.                                                | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |      5812 | NS      | $50041.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)                 | Scotts Miracle-Gro Co. (The)                               | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     11009 | NS      | $534927.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp.                                 | Avient Corp.                                               | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     41332 | NS      | $1395368.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd.                              | Dorian LPG Ltd.                                            | CUSIP: N/A<br>LEI: 549300WP1W2WGMC7F395       | Long             | EC               | CORP              | MH        |      7498 | NS      | $142087.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                      | Valley National Bancorp                                    | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    114492 | NS      | $1294904.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear, Inc.                              | MaxLinear, Inc.                                            | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     18821 | NS      | $638972.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp.                              | Flowserve Corp.                                            | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     34961 | NS      | $1072603.48   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group, Inc.                 | Brixmor Property Group, Inc.                               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     42655 | NS      | $966988.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                           | StoneX Group, Inc.                                         | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      8626 | NS      | $822057.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One, Inc.                              | Cable One, Inc.                                            | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      2606 | NS      | $1855107.16   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group, Inc.                            | EMCOR Group, Inc.                                          | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     27084 | NS      | $4011411.24   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                       | Tri Pointe Homes, Inc.                                     | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136783 | NS      | $2542795.97   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                     | Energizer Holdings, Inc.                                   | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     17573 | NS      | $589574.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera, Inc.                                 | Cutera, Inc.                                               | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |      4362 | NS      | $192887.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                           | SITE Centers Corp.                                         | CUSIP: 82981J109<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     49915 | NS      | $681838.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                    | SLM Corp.                                                  | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96211 | NS      | $1597102.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                        | Andersons, Inc. (The)                                      | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     32353 | NS      | $1132031.47   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                      | Customers Bancorp, Inc.                                    | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     32926 | NS      | $933122.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co.                        | Lamar Advertising Co., Class A                             | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |     23664 | NS      | $2233881.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers U.S.A., Inc.                        | Skechers U.S.A., Inc., Class A                             | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     47668 | NS      | $1999672.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp.                       | Envista Holdings Corp.                                     | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     94429 | NS      | $3179424.43   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust            | National Storage Affiliates Trust                          | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66326 | NS      | $2395695.12   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co.                          | Graham Holdings Co., Class B                               | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      1681 | NS      | $1015677.01   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block, Inc.                              | H&R Block, Inc.                                            | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     44493 | NS      | $1624439.43   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                               | LCI Industries                                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      6386 | NS      | $590385.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                  | Service Corp. International                                | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     43755 | NS      | $3025220.70   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy, Inc.                             | PDC Energy, Inc.                                           | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |     43950 | NS      | $2789946.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty, Inc.                                   | Coty, Inc., Class A                                        | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     77215 | NS      | $660960.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group, Inc.              | Jefferies Financial Group, Inc.                            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     60240 | NS      | $2065027.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications, Inc.                 | Iridium Communications, Inc.                               | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     35520 | NS      | $1825728.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                         | SunCoke Energy, Inc.                                       | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     72689 | NS      | $627306.07    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp.                                  | Cabot Corp.                                                | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     27435 | NS      | $1833755.40   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting, Inc.                         | FTI Consulting, Inc.                                       | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |      9313 | NS      | $1478904.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                         | PotlatchDeltic Corp.                                       | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |     21442 | NS      | $943233.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet, Inc.                             | HomeStreet, Inc.                                           | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5964 | NS      | $164487.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun, Inc.                                 | Sunrun, Inc.                                               | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     40146 | NS      | $964306.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                            | Hillenbrand, Inc.                                          | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     28037 | NS      | $1196338.79   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care, Inc.                   | Tandem Diabetes Care, Inc.                                 | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     67801 | NS      | $3047654.95   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll, Inc.                            | MillerKnoll, Inc.                                          | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     22152 | NS      | $465413.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Timothy J. Clemens

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

**Title:** Treasurer and Principal Financial Officer