# EDGAR Filing Document

**Accession Number:** 0000742212
**File Stem:** 0001410368-26-053235
**Filing Date:** 2026-5
**Character Count:** 164759
**Document Hash:** 0ba8aa3d96081c7ea7dbe93dc9fbd019
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-053235.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-053235

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHWESTERN MUTUAL SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000742212

**ORGANIZATION NAME:**
- **EIN:** 391603401
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03990
- **FILM NUMBER:** 261024799

**BUSINESS ADDRESS:**
- **STREET 1:** 720 E WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 4142992508

**MAIL ADDRESS:**
- **STREET 1:** 720 EAST WISCONSIN AVE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NORTHWESTERN MUTUAL VARIABLE LIFE SERIES FUND INC
- **DATE OF NAME CHANGE:** 19940830

## Series and Classes Contracts Data

### Index 400 Stock Portfolio (Series ID: S000000054)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000000089 | Index 400 Stock Portfolio |  |

## Nport-Ex

Index 400 Stock Portfolio

SCHEDULE OF INVESTMENTS

**March 31, 2026 (unaudited)** 

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(98.7%) | Shares/<br>Par <sup>+</sup> | Value<br> $(000's) |
|  **Communication Services (1.0%)** | **Communication Services (1.0%)** |  |
|  The New York Times Co. - Class A | 75147 | 6292 |
|  Nexstar Media Group, Inc. | 13257 | 2397 |
|  Pinterest, Inc. - Class A \* | 271916 | 4987 |
|  Warner Music Group Corp. - Class A | 68365 | 1746 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **15422** |
|  **Consumer Discretionary (10.9%)** | **Consumer Discretionary (10.9%)** |  |
|  Abercrombie & Fitch Co. \* | 21327 | 1949 |
|  Aramark | 122231 | 4955 |
|  Autoliv, Inc. | 31901 | 3355 |
|  AutoNation, Inc. \* | 12102 | 2363 |
|  Bath & Body Works, Inc. | 95210 | 1778 |
|  BorgWarner, Inc. | 96301 | 5225 |
|  Boyd Gaming Corp. | 26894 | 2210 |
|  Brunswick Corp. | 30234 | 2200 |
|  Burlington Stores, Inc. \* | 28917 | 9409 |
|  Capri Holdings, Ltd. \* | 55405 | 976 |
|  CAVA Group, Inc. \* | 46390 | 3753 |
|  Chewy, Inc. - Class A \* | 110927 | 2995 |
|  Choice Hotels |  |  |
|  International, Inc. | 9526 | 986 |
|  Churchill Downs, Inc. | 30809 | 2768 |
|  Columbia Sportswear Co. | 11924 | 654 |
|  Crocs, Inc. \* | 23359 | 1939 |
|  Dick's Sporting Goods, Inc. | 30881 | 6123 |
|  Duolingo, Inc. \* | 18612 | 1835 |
|  Dutch Bros, Inc. - Class A \* | 59080 | 2993 |
|  Five Below, Inc. \* | 25651 | 5861 |
|  Floor & Decor Holdings, Inc. \* | 50117 | 2546 |
|  GameStop Corp. \* | 191686 | 4416 |
|  The Gap, Inc. | 105507 | 2553 |
|  Gentex Corp. | 101885 | 2226 |
|  The Goodyear Tire & Rubber Co. \* | 133415 | 885 |
|  Graham Holdings Co. - Class B | 1581 | 1671 |
|  Grand Canyon Education, Inc. \* | 12852 | 2185 |
|  H&R Block, Inc. | 58955 | 1871 |
|  Harley-Davidson, Inc. | 54434 | 1101 |
|  Hilton Grand Vacations, Inc. \* | 27859 | 1090 |
|  Hyatt Hotels Corp. - Class A | 19235 | 2766 |
|  KB Home | 29455 | 1524 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(98.7%) | Shares/<br>Par <sup>+</sup> | Value<br> $(000's) |
|  **Consumer Discretionary continued** | **Consumer Discretionary continued** | **Consumer Discretionary continued** |
|  Lear Corp. | 23654 | 2864 |
|  Lithia Motors, Inc. | 11276 | 2816 |
|  Macy's, Inc. | 123648 | 2237 |
|  Mattel, Inc. \* | 144522 | 2100 |
|  Murphy USA, Inc. | 7857 | 3881 |
|  Ollie's Bargain Outlet Holdings, Inc. \* | 28527 | 2626 |
|  Penske Automotive Group, Inc. | 8574 | 1282 |
|  Planet Fitness, Inc. - Class A \* | 38597 | 2871 |
|  Polaris, Inc. | 24858 | 1355 |
|  PVH Corp. | 21298 | 1486 |
|  RH \* | 7161 | 1001 |
|  Service Corp. International | 64753 | 5343 |
|  Somnigroup International, Inc. | 97612 | 7215 |
|  Taylor Morrison Home Corp. \* | 45327 | 2640 |
|  Texas Roadhouse, Inc. | 30765 | 5080 |
|  Thor Industries, Inc. | 24567 | 1963 |
|  Toll Brothers, Inc. | 44104 | 6019 |
|  TopBuild Corp. \* | 12980 | 4560 |
|  Travel + Leisure Co. | 29923 | 2070 |
|  Vail Resorts, Inc. | 16642 | 2135 |
|  Valvoline, Inc. \* | 59212 | 1994 |
|  VF Corp. | 152818 | 2596 |
|  Visteon Corp. | 12701 | 1157 |
|  Whirlpool Corp. | 29481 | 1590 |
|  Wingstop, Inc. | 12922 | 2002 |
|  Wyndham Hotels & Resorts, Inc. | 35152 | 2855 |
|  YETI Holdings, Inc. \* | 36173 | 1324 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **164223** |
|  **Consumer Staples (4.5%)** | **Consumer Staples (4.5%)** | **Consumer Staples (4.5%)** |
|  Albertsons Companies, Inc. | 172094 | 2932 |
|  BellRing Brands, Inc. \* | 54543 | 878 |
|  BJ's Wholesale Club Holdings, Inc. \* | 60851 | 5989 |
|  The Boston Beer Co., Inc. - Class A \* | 3547 | 817 |
|  Casey's General Stores, Inc. | 17239 | 12548 |
|  Celsius Holdings, Inc. \* | 74332 | 2637 |
|  Coca-Cola Consolidated, Inc. | 26308 | 5044 |
|  Coty, Inc. \* | 173889 | 350 |
|  Darling Ingredients, Inc. \* | 73566 | 4550 |
|  e.l.f. Beauty, Inc. \* | 27464 | 1665 |
|  Flowers Foods, Inc. | 98207 | 800 |
|  Ingredion, Inc. | 29303 | 3301 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(98.7%) | Shares/<br>Par <sup>+</sup> | Value<br> $(000's) |
|  **Consumer Staples continued** | **Consumer Staples continued** | **Consumer Staples continued** |
|  Maplebear, Inc. \* | 85481 | 3202 |
|  The Marzetti Co. | 9440 | 1306 |
|  Performance Food Group Co. \* | 73062 | 6258 |
|  Pilgrim's Pride Corp. | 19885 | 751 |
|  Post Holdings, Inc. \* | 19620 | 1940 |
|  Sprouts Farmers Market, Inc. \* | 45285 | 3493 |
|  US Foods Holding Corp. \* | 102567 | 9458 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **67919** |
|  **Energy (5.4%)** | **Energy (5.4%)** | **Energy (5.4%)** |
|  Antero Midstream Corp. | 153991 | 3511 |
|  Antero Resources Corp. \* | 136307 | 5785 |
|  Chord Energy Corp. | 26446 | 3760 |
|  CNX Resources Corp. \* | 66206 | 2552 |
|  DT Midstream, Inc. | 47283 | 6368 |
|  HF Sinclair Corp. | 72709 | 4536 |
|  Matador Resources Co. | 54328 | 3432 |
|  Murphy Oil Corp. | 62395 | 2574 |
|  NOV, Inc. | 167924 | 3159 |
|  Ovintiv, Inc. | 129128 | 7665 |
|  PBF Energy, Inc. - Class A | 38608 | 1839 |
|  Permian Resources Corp. | 344313 | 7341 |
|  Range Resources Corp. | 110190 | 4978 |
|  TechnipFMC PLC | 188095 | 13003 |
|  Valaris, Ltd. \* | 29941 | 2935 |
|  Viper Energy, Inc. - Class A | 86416 | 4061 |
|  Weatherford International PLC | 33342 | 3153 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **80652** |
|  **Financials (14.7%)** | **Financials (14.7%)** | **Financials (14.7%)** |
|  Affiliated Managers Group, Inc. | 13082 | 3620 |
|  Ally Financial, Inc. | 130535 | 5121 |
|  American Financial Group, Inc. | 32196 | 4112 |
|  Annaly Capital Management, Inc. | 334115 | 7067 |
|  Associated Banc-Corp. | 76090 | 1968 |
|  Bank OZK | 48066 | 2206 |
|  Brighthouse Financial, Inc. \* | 26593 | 1592 |
|  The Carlyle Group, Inc. | 120684 | 5840 |
|  CNO Financial Group, Inc. | 43923 | 1803 |

---

**1** 

------

Index 400 Stock Portfolio

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(98.7%) | Shares/<br>Par <sup>+</sup> | Value<br>$(000's) |
|  **Financials continued** | **Financials continued** | **Financials continued** |
|  Columbia Banking System, Inc. | 137405 | 3769 |
|  Commerce Bancshares, Inc. | 63760 | 3137 |
|  Corebridge Financial, Inc. | 118695 | 2832 |
|  Cullen/Frost Bankers, Inc. | 29396 | 4030 |
|  East West Bancorp, Inc. | 63994 | 6832 |
|  Equitable Holdings, Inc. | 131737 | 4889 |
|  Essent Group, Ltd. | 44394 | 2594 |
|  Euronet Worldwide, Inc. \* | 18189 | 1207 |
|  Evercore, Inc. - Class A | 17987 | 5369 |
|  F.N.B. Corp. | 166156 | 2778 |
|  Federated Hermes, Inc. | 34371 | 1949 |
|  Fidelity National Financial, Inc. | 118619 | 5502 |
|  First American Financial Corp. | 47387 | 2857 |
|  First Financial Bankshares, Inc. | 60627 | 1785 |
|  First Horizon Corp. | 225546 | 5133 |
|  FirstCash Holdings, Inc. | 18000 | 3384 |
|  Flagstar Bank NA | 139271 | 1834 |
|  Glacier Bancorp, Inc. | 59843 | 2673 |
|  Hamilton Lane, Inc. - Class A | 19004 | 1889 |
|  Hancock Whitney Corp. | 38256 | 2433 |
|  The Hanover Insurance Group, Inc. | 16461 | 2854 |
|  Home BancShares, Inc. | 85145 | 2293 |
|  Houlihan Lokey, Inc. | 25277 | 3630 |
|  International Bancshares Corp. | 25160 | 1693 |
|  Janus Henderson Group PLC | 57329 | 2945 |
|  Jefferies Financial Group, Inc. | 76894 | 3173 |
|  Kinsale Capital Group, Inc. | 10278 | 3512 |
|  MGIC Investment Corp. | 101967 | 2677 |
|  Morningstar, Inc. | 10680 | 1805 |
|  Old National Bancorp | 161299 | 3565 |
|  Old Republic International Corp. | 105872 | 4224 |
|  Pinnacle Financial Partners, Inc. | 70014 | 6031 |
|  Primerica, Inc. | 14844 | 3718 |
|  Prosperity Bancshares, Inc. | 46997 | 3157 |
|  Reinsurance Group of America, Inc. | 30560 | 6239 |
|  RenaissanceRe Holdings, Ltd. | 20226 | 6012 |
|  RLI Corp. | 42717 | 2437 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(98.7%) | Shares/<br>Par <sup>+</sup> | Value<br>$(000's) |
|  **Financials continued** | **Financials continued** | **Financials continued** |
|  Ryan Specialty Holdings, Inc. | 53039 | 1790 |
|  SEI Investments Co. | 43200 | 3390 |
|  Selective Insurance Group, Inc. | 27939 | 2106 |
|  Shift4 Payments, Inc. - Class A \* | 31420 | 1374 |
|  SLM Corp. | 92935 | 1990 |
|  SouthState Bank Corp. | 46116 | 4267 |
|  Starwood Property Trust, Inc. | 161858 | 2787 |
|  Stifel Financial Corp. | 70921 | 5243 |
|  Texas Capital Bancshares, Inc. \* | 20546 | 1949 |
|  UMB Financial Corp. | 33212 | 3746 |
|  United Bankshares, Inc. | 64911 | 2689 |
|  Unum Group | 70894 | 5177 |
|  Valley National Bancorp | 222595 | 2733 |
|  Voya Financial, Inc. | 43712 | 2986 |
|  Webster Financial Corp. | 74991 | 5206 |
|  Western Alliance Bancorp | 47764 | 3384 |
|  WEX, Inc. \* | 15947 | 2441 |
|  Wintrust Financial Corp. | 31149 | 4328 |
|  Zions Bancorp NA | 68676 | 3957 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **221713** |
|  **Health Care (8.8%)** | **Health Care (8.8%)** | **Health Care (8.8%)** |
|  Arrowhead Pharmaceuticals, Inc. \* | 65122 | 4083 |
|  Avantor, Inc. \* | 317166 | 2487 |
|  BioMarin Pharmaceutical, Inc. \* | 89346 | 5047 |
|  Bio-Rad Laboratories, Inc. - Class A \* | 8455 | 2357 |
|  Bruker Corp. | 51584 | 1863 |
|  Chemed Corp. | 6588 | 2489 |
|  Cytokinetics, Inc. \* | 56860 | 3748 |
|  DENTSPLY SIRONA, Inc. | 92781 | 1076 |
|  Doximity, Inc. - Class A \* | 62547 | 1457 |
|  Elanco Animal Health, Inc. \* | 231067 | 5530 |
|  Encompass Health Corp. | 46795 | 4527 |
|  Ensign Group, Inc. | 26825 | 5405 |
|  Envista Holdings Corp. \* | 76206 | 1933 |
|  Exelixis, Inc. \* | 120776 | 5180 |
|  Globus Medical, Inc. - Class A \* | 51812 | 4464 |
|  Haemonetics Corp. \* | 21635 | 1219 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(98.7%) | Shares/<br>Par <sup>+</sup> | Value<br>$(000's) |
|  **Health Care continued** | **Health Care continued** | **Health Care continued** |
|  Halozyme Therapeutics, Inc. \* | 54685 | 3534 |
|  HealthEquity, Inc. \* | 39742 | 3321 |
|  Hims & Hers Health, Inc. \* | 96877 | 2011 |
|  Illumina, Inc. \* | 71107 | 8765 |
|  Jazz Pharmaceuticals PLC \* | 28259 | 5342 |
|  Lantheus Holdings, Inc. \* | 30840 | 2339 |
|  LivaNova PLC \* | 25395 | 1614 |
|  Masimo Corp. \* | 21234 | 3777 |
|  Medpace Holdings, Inc. \* | 10427 | 5007 |
|  Neurocrine Biosciences, Inc. \* | 46675 | 6149 |
|  Option Care Health, Inc. \* | 73822 | 1987 |
|  Penumbra, Inc. \* | 18244 | 5991 |
|  Repligen Corp. \* | 24608 | 2899 |
|  Roivant Sciences, Ltd. \* | 209693 | 5809 |
|  Sotera Health Co. \* | 108336 | 1554 |
|  Tenet Healthcare Corp. \* | 40872 | 7713 |
|  United Therapeutics Corp. \* | 20024 | 11874 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **132551** |
|  **Industrials (24.7%)** | **Industrials (24.7%)** | **Industrials (24.7%)** |
|  AAON, Inc. | 31471 | 2604 |
|  Acuity, Inc. | 14167 | 3970 |
|  Advanced Drainage Systems, Inc. | 33327 | 4570 |
|  AECOM | 60126 | 5100 |
|  Aerovironment, Inc. \* | 14794 | 2708 |
|  AGCO Corp. | 27945 | 3238 |
|  Alaska Air Group, Inc. \* | 53316 | 1961 |
|  American Airlines Group, Inc. \* | 307117 | 3298 |
|  APi Group Corp. \* | 178431 | 7230 |
|  Applied Industrial Technologies, Inc. | 17348 | 4603 |
|  Avis Budget Group, Inc. \* | 7898 | 1152 |
|  Booz Allen Hamilton Holding Corp. | 56081 | 4376 |
|  The Brink's Co. | 19319 | 2002 |
|  BWX Technologies, Inc. | 42517 | 8694 |
|  CACI International, Inc. \* | 10271 | 5586 |
|  Carlisle Cos., Inc. | 18970 | 6329 |
|  Carpenter Technology Corp. | 23164 | 9130 |
|  Chart Industries, Inc. \* | 20906 | 4322 |
|  Clean Harbors, Inc. \* | 23359 | 6698 |
|  CNH Industrial NV | 411496 | 4526 |
|  Concentrix Corp. | 20402 | 558 |
|  Core & Main, Inc. - Class A \* | 87804 | 4338 |

---

**2** 

------

Index 400 Stock Portfolio

---

| | | |
|:---|:---|:---|
| Common Stocks (98.7%) | Shares/<br>Par <sup>+</sup> | Value<br> $(000's) |
|  **Industrials continued** | **Industrials continued** | **Industrials continued** |
|  Crane Co. | 22767 | 3893 |
|  Curtiss-Wright Corp. | 17145 | 11678 |
|  Donaldson Co., Inc. | 53634 | 4552 |
|  Dycom Industries, Inc. \* | 13936 | 4722 |
|  EnerSys | 17137 | 2977 |
|  ESAB Corp. | 26539 | 2565 |
|  ExlService Holdings, Inc. \* | 72803 | 2217 |
|  Exponent, Inc. | 23209 | 1514 |
|  Flowserve Corp. | 59076 | 4343 |
|  Fluor Corp. \* | 74961 | 3497 |
|  Fortune Brands Innovations, Inc. | 55868 | 2177 |
|  FTI Consulting, Inc. \* | 14078 | 2489 |
|  GATX Corp. | 16601 | 2834 |
|  Genpact, Ltd. | 73679 | 2745 |
|  Graco, Inc. | 77098 | 6526 |
|  GXO Logistics, Inc. \* | 53248 | 2761 |
|  Hexcel Corp. | 35280 | 2855 |
|  ITT, Inc. | 39996 | 7620 |
|  KBR, Inc. | 59056 | 2177 |
|  Kirby Corp. \* | 25205 | 3349 |
|  Knight-Swift Transportation Holdings, Inc. | 75488 | 4347 |
|  Kratos Defense & Security Solutions, Inc. \* | 85856 | 6054 |
|  Landstar System, Inc. | 15837 | 2539 |
|  Lincoln Electric Holdings, Inc. | 25588 | 6373 |
|  MasTec, Inc. \* | 28525 | 9178 |
|  MAXIMUS, Inc. | 25370 | 1626 |
|  The Middleby Corp. \* | 21551 | 2857 |
|  Moog, Inc. - Class A | 13220 | 3869 |
|  MSA Safety, Inc. | 16953 | 2779 |
|  MSC Industrial Direct Co., Inc. | 21282 | 1964 |
|  Mueller Industries, Inc. | 51627 | 5720 |
|  Nextpower, Inc. - Class A \* | 69052 | 8324 |
|  nVent Electric PLC | 75042 | 8876 |
|  Oshkosh Corp. | 29416 | 4330 |
|  Owens Corning | 38220 | 4136 |
|  Parsons Corp. \* | 24655 | 1336 |
|  Paylocity Holding Corp. \* | 20206 | 2183 |
|  RB Global, Inc. | 86362 | 8278 |
|  RBC Bearings, Inc. \* | 14705 | 7987 |
|  Regal Rexnord Corp. | 30880 | 5783 |
|  Ryder System, Inc. | 18329 | 3752 |
|  Saia, Inc. \* | 12391 | 4353 |
|  Science Applications International Corp. | 21067 | 2000 |
|  Sensata Technologies Holding PLC | 67745 | 2386 |
|  Simpson Manufacturing Co., Inc. | 19281 | 3309 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(98.7%) | Shares/<br>Par <sup>+</sup> | Value<br> $(000's) |
|  **Industrials continued** | **Industrials continued** | **Industrials continued** |
|  SPX Technologies, Inc. \* | 23176 | 4634 |
|  StandardAero, Inc. \* | 88234 | 2279 |
|  Sterling Infrastructure, Inc. \* | 14286 | 5818 |
|  Terex Corp. | 52874 | 3125 |
|  Tetra Tech, Inc. | 121295 | 3653 |
|  The Timken Co. | 29475 | 2964 |
|  The Toro Co. | 45332 | 4236 |
|  TransUnion | 89482 | 6191 |
|  Trex Co., Inc. \* | 49884 | 1817 |
|  UFP Industries, Inc. | 27091 | 2496 |
|  UL Solutions, Inc. - Class A | 35930 | 3080 |
|  Valmont Industries, Inc. | 9160 | 3660 |
|  Vicor Corp. \* | 10566 | 1701 |
|  Watsco, Inc. | 16243 | 5909 |
|  Watts Water Technologies, Inc. - Class A | 12754 | 3702 |
|  WESCO International, Inc. | 22622 | 6190 |
|  Woodward, Inc. | 27724 | 9923 |
|  XPO, Inc. \* | 54479 | 10599 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **370800** |
|  Information Technology (12.1%) |  |  |
|  Advanced Energy Industries, Inc. | 17554 | 5665 |
|  Allegro Microsystems, Inc. \* | 57741 | 1821 |
|  Amkor Technology, Inc. | 52911 | 2383 |
|  AppFolio, Inc. - Class A \* | 11320 | 1787 |
|  Arrow Electronics, Inc. \* | 23758 | 3407 |
|  Avnet, Inc. | 38069 | 2346 |
|  Belden, Inc. | 18277 | 2099 |
|  Bentley Systems, Inc. - Class B | 69285 | 2433 |
|  BILL Holdings, Inc. \* | 40754 | 1561 |
|  Blackbaud, Inc. \* | 16571 | 640 |
|  Cirrus Logic, Inc. \* | 23727 | 3431 |
|  Cognex Corp. | 77066 | 3775 |
|  CommVault Systems, Inc. \* | 20456 | 1593 |
|  Crane NXT Co. | 22968 | 932 |
|  DocuSign, Inc. \* | 93153 | 4416 |
|  Dolby Laboratories, Inc. - Class A | 28334 | 1702 |
|  Dropbox, Inc. - Class A \* | 81154 | 1844 |
|  Dynatrace, Inc. \* | 138759 | 5131 |
|  Entegris, Inc. | 70691 | 8288 |
|  Everpure, Inc. \* | 145876 | 8612 |
|  Fabrinet \* | 16661 | 8689 |
|  Flex, Ltd. \* | 170990 | 11193 |
|  Guidewire Software, Inc. \* | 39542 | 5914 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(98.7%) | Shares/<br>Par <sup>+</sup> | Value<br> $(000's) |
|  **Information Technology continued** | **Information Technology continued** | **Information Technology continued** |
|  InterDigital, Inc. | 11946 | 3608 |
|  IPG Photonics Corp. \* | 11755 | 1347 |
|  Kyndryl Holdings, Inc. \* | 106318 | 1395 |
|  Lattice Semiconductor Corp. \* | 63618 | 5901 |
|  Littelfuse, Inc. | 11581 | 3930 |
|  MACOM Technology Solutions Holdings, Inc. \* | 30002 | 6663 |
|  Manhattan Associates, Inc. \* | 27833 | 3705 |
|  MKS, Inc. | 31239 | 7179 |
|  Novanta, Inc. \* | 16640 | 1965 |
|  Nutanix, Inc. \* | 125758 | 4780 |
|  Okta, Inc. \* | 78810 | 6203 |
|  Onto Innovation, Inc. \* | 23093 | 4736 |
|  Pegasystems, Inc. | 42458 | 1807 |
|  Qualys, Inc. \* | 16680 | 1465 |
|  Rambus, Inc. \* | 50065 | 4307 |
|  Silicon Laboratories, Inc. \* | 15327 | 3190 |
|  SiTime Corp. \* | 10275 | 3548 |
|  Synaptics, Inc. \* | 17944 | 1257 |
|  TD SYNNEX Corp. | 34876 | 5884 |
|  TTM Technologies, Inc. \* | 48056 | 4682 |
|  Twilio, Inc. \* | 70512 | 8872 |
|  UiPath, Inc. - Class A \* | 199167 | 2211 |
|  Universal Display Corp. | 20568 | 1885 |
|  Vontier Corp. | 65854 | 2336 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **182518** |
|  **Materials (6.4%)** | **Materials (6.4%)** | **Materials (6.4%)** |
|  Alcoa Corp. | 120435 | 7988 |
|  AptarGroup, Inc. | 29928 | 3772 |
|  Ashland, Inc. | 21277 | 1183 |
|  ATI, Inc. \* | 63184 | 9191 |
|  Avient Corp. | 42583 | 1546 |
|  Axalta Coating Systems, Ltd. \* | 99240 | 2749 |
|  Cabot Corp. | 24286 | 1829 |
|  Cleveland-Cliffs, Inc. \* | 265254 | 2241 |
|  Commercial Metals Co. | 51573 | 3168 |
|  Crown Holdings, Inc. | 52202 | 5233 |
|  Eagle Materials, Inc. | 14629 | 2771 |
|  Graphic Packaging Holding Co. | 137213 | 1364 |
|  Greif, Inc. - Class A | 11498 | 771 |
|  Hecla Mining Co. | 311636 | 5806 |
|  Knife River Corp. \* | 26350 | 2151 |
|  Louisiana-Pacific Corp. | 29472 | 2144 |
|  MP Materials Corp. \* | 62642 | 3023 |
|  NewMarket Corp. | 3627 | 2325 |
|  Olin Corp. | 52820 | 1570 |
|  Reliance, Inc. | 24316 | 7390 |
|  Royal Gold, Inc. | 37682 | 9590 |
|  RPM International, Inc. | 59564 | 5921 |
|  The Scotts Miracle-Gro Co. | 20781 | 1264 |

---

**3** 

------

Index 400 Stock Portfolio

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(98.7%) | Shares/<br>Par <sup>+</sup> | Value<br> $(000's) |
|  **Materials continued** |  |  |
|  Silgan Holdings, Inc. | 40754 | 1581 |
|  Solstice Advanced Materials, Inc. | 73828 | 5623 |
|  Sonoco Products Co. | 45860 | 2481 |
|  Westlake Corp. | 15510 | 1812 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **96487** |
|  **Real Estate (6.8%)** |  |  |
|  Agree Realty Corp. | 55732 | 4201 |
|  American Healthcare REIT, Inc. | 82500 | 3891 |
|  American Homes 4 Rent - Class A | 151624 | 4233 |
|  Brixmor Property Group, Inc. | 142572 | 4106 |
|  CareTrust REIT, Inc. | 103903 | 3808 |
|  COPT Defense Properties | 52526 | 1607 |
|  Cousins Properties, Inc. | 78113 | 1763 |
|  CubeSmart | 106055 | 3887 |
|  EastGroup Properties, Inc. | 24765 | 4584 |
|  EPR Properties | 35407 | 1769 |
|  Equity LifeStyle Properties, Inc. | 90142 | 5627 |
|  First Industrial Realty Trust, Inc. | 61633 | 3566 |
|  Gaming and Leisure Properties, Inc. | 131618 | 5840 |
|  Healthcare Realty Trust, Inc. | 162201 | 2756 |
|  Independence Realty Trust, Inc. | 110145 | 1640 |
|  Jones Lang LaSalle, Inc. \* | 21948 | 6679 |
|  Kilroy Realty Corp. | 50697 | 1430 |
|  Kite Realty Group Trust | 100687 | 2472 |
|  Lamar Advertising Co. - Class A | 40394 | 5116 |
|  National Storage Affiliates Trust | 32910 | 1242 |
|  NNN REIT, Inc. | 88327 | 3712 |
|  Omega Healthcare Investors, Inc. | 137455 | 6023 |
|  Park Hotels & Resorts, Inc. | 93005 | 979 |
|  Rayonier, Inc. | 129346 | 2667 |
|  Rexford Industrial Realty, Inc. | 107069 | 3504 |
|  Sabra Health Care REIT, Inc. | 117254 | 2255 |
|  STAG Industrial, Inc. | 88840 | 3204 |
|  Vornado Realty Trust | 74486 | 1936 |
|  WP Carey, Inc. | 101909 | 6926 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **101423** |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(98.7%) | Shares/<br>Par <sup>+</sup> | Value<br> $(000's) |
|  **Utilities (3.4%)** | **Utilities (3.4%)** | **Utilities (3.4%)** |
|  Black Hills Corp. | 35098 | 2436 |
|  Essential Utilities, Inc. | 131609 | 5300 |
|  IDACORP, Inc. | 25137 | 3594 |
|  National Fuel Gas Co. | 44194 | 4152 |
|  New Jersey Resources Corp. | 46900 | 2576 |
|  Northwestern Energy Group, Inc. | 28574 | 1884 |
|  OGE Energy Corp. | 95570 | 4584 |
|  ONE Gas, Inc. | 27905 | 2403 |
|  Ormat Technologies, Inc. | 28267 | 3164 |
|  Portland General Electric Co. | 52308 | 2760 |
|  Southwest Gas Holdings, Inc. | 29871 | 2596 |
|  Spire, Inc. | 27482 | 2488 |
|  Talen Energy Corp. \* | 21247 | 6783 |
|  TXNM Energy, Inc. | 45582 | 2665 |
|  UGI Corp. | 99812 | 3635 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **51020** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Common Stocks<br>(Cost: $1,094,370)** | &nbsp;&nbsp;&nbsp;&nbsp; **Total Common Stocks<br>(Cost: $1,094,370)** | **1484728** |
|  Short-Term<br> Investments (0.1%) | Short-Term<br> Investments (0.1%) |  |
|  **Governments (0.1%)** | **Governments (0.1%)** |  |
|  US Treasury Bill 0.000%, 5/7/26 b | 1555000 | 1549 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **1549** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Short-Term Investments<br>(Cost: $1,549)** |  | **1549** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Investments (98.8%)<br>(Cost: $1,095,919)<sup>@</sup>** |  | **1486277** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Other Assets, Less Liabilities (1.2%)** | &nbsp;&nbsp;&nbsp;&nbsp; **Other Assets, Less Liabilities (1.2%)** | **18040** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Assets (100.0%)** | &nbsp;&nbsp;&nbsp;&nbsp; **Net Assets (100.0%)** | **1504317** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**4** 

------

Index 400 Stock Portfolio

**Exchange Traded or Centrally Cleared Derivatives** 

**Futures** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Issuer | Long/<br>Short | Currency | Notional Par<br>(000's) | Number<br>of<br>Contracts | Expiration<br>Date | Notional Value<br>(000's) | Unrealized<br>Appreciation/<br>(Depreciation)<br>(000's) | Variation Margin<br>(000's) |
|  E-Mini S&P MidCap 400 Future | Long | USD | 6 | 59 | 6/26 | $20039 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554 |
|  |  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | $554 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets |  | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities |
|  | | | |  |  |  | Market Value |
|  |  | Variation Margin (000's) |  | Variation Margin (000's) | Variation Margin (000's) | Variation Margin (000's) | (000's) |
|  | Swaps | Futures | Total | Swaps | Futures | Total | Options |
| Total Exchange-Traded or Centrally Cleared Derivatives | $– | $554 | $554 | $– | $– | $– | $– |

---

+ All par is stated in U.S. Dollar unless otherwise noted.

\* Non income producing

b Part or all of the security has been pledged as collateral.

---

| | |
|:---|:---|
| @ | At March 31, 2026, the aggregate cost of investments, including derivatives, for federal tax purposes (in thousands) was $1,095,919 and the net unrealized appreciation of investments based on that cost was $390,565 which is comprised of $501,784 aggregate gross unrealized appreciation and $111,219 aggregate gross unrealized depreciation. Because tax adjustments are calculated annually, these amounts do not reflect tax adjustments. For the previous fiscal year's federal income tax information, please refer to the Notes to the Financial Statements section in the Portfolio's most recent annual report.  |

---

The Fair Value Measurements and Disclosures Topic of the FASB Accounting Standards Codification defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes and requires disclosure of a fair value hierarchy, separately for each major category of asset and liability, which segregates fair value measurements into levels. A summary of the fair value hierarchy is described below:

Level 1 - fair value is determined by unadjusted quoted prices in active markets for identical securities or derivatives

Level 2 - fair value is determined by other significant observable inputs

Level 3 - fair value is determined by significant unobservable inputs

The categorization of a value determined for a financial instrument within the hierarchy is based upon the pricing transparency of the instrument and does not necessarily correspond to the Portfolio's perceived risk of that instrument.

The following is a summary of the inputs used in valuing the Portfolio's Investments at March 31, 2026.

---

| | | | |
|:---|:---|:---|:---|
| | Valuation Inputs | Valuation Inputs | Valuation Inputs |
| <br>**Description** | **Level 1 - Quoted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3**<br> **- Significant<br> Unobservable <br>Inputs** |
|  | *(Amounts in thousands)* | *(Amounts in thousands)* | *(Amounts in thousands)* |
|  Assets: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | $1484728 | $— | $— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Investments |  | 1549 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Financial Instruments^ |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 207 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets: | $1484935 | $1549 | $— |

---

^ Other financial instruments are derivative instruments such as futures and forward foreign currency contracts, which are valued at the unrealized appreciation (depreciation) on the instrument, and securities sold short, reverse repurchase agreements, written options and swaps contracts, which are valued at market value.

**5** 

------

Abbreviations (unaudited)

**Abbreviations that may be used in the preceding statements** 

---

| | |
|:---|:---|
| ADR | American Depositary Receipt |
| AFC | Available Funds Cap security - Security accrues interest at an assumed or uncapped rate. If the interest rate on the |
|  | underlying loans is lower than the uncapped rate, then the security will pay at the lower rate. |
| CSTR | Collateral Strip Rate security - interest is based on the weighted net interest rate of the collateral. |
| IO | Interest Only Security |
| PO | Principal Only Security |
| GDR | Global Depositary Receipt |
| RB | Revenue Bond |
| CPURNSA | U.S. Consumer Price Index - All Urban Consumers - Not Seasonally Adjusted |
| IBOR | Interbank Offered Rate |
| LIBOR | London Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |
| CME | Chicago Mercantile Exchange |
| ICE | Intercontinental Exchange |
| FTSE | Financial Times Stock Exchange |
| SONIO | Sterling Overnight Interbank Average Rate |
| DAC | Designated Activity Company |
| TBA | To Be Announced |
| CMT | Constant Maturity Treasury |
| OIS | Overnight Index Swaps |
| BBR | Bank Bill Rate |
| BBSW | Bank Bill Swap Reference Rate |
| DIFC | Dubai International Financial Centre |
| BRL-CDI | Brazil Interbank Deposit Rate |
| CAONREPO | Canadian Overnight Repo Rate Average |
| JIBAR | Johannesburg Interbank Agreed Rate |
| EURIBOR | Euro Interbank Offered Rate |
| PRIBOR | Prague Interbank Offered Rate |
| ETF | Exchange Traded Fund |
| **Currency Abbreviations** | **Currency Abbreviations** |
| AED | United Arab Emirates Dirham |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| CNH | Chinese Yuan Renminbi - Offshore |
| CNY | Chinese Yuan Renminbi |
| COP | Colombian Peso |
| CZK | Czech Koruna |
| DKK | Danish Krone |
| EGP | Egyptian Pound |
| EUR | Euro |
| GBP | British Pound |
| HKD | Hong Kong Dollar |
| IDR | Indonesian Rupiah |
| ILS | Israeli Shekel |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| KWD | Kuwaiti Dinar |
| KZT | Kazakhstani Tenge |
| MXN | Mexican New Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PEN | Peruvian Sol |
| PLN | Polish Zloty |
| PYG | Paraguayan Guarani |
| RUB | Russian Ruble |
| SAR | Saudi Riyal |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TRY | Turkish Lira |
| TWD | Taiwan Dollar |
| USD | United States Dollar |
| ZAR | South African Rand |

---

**1**

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NORTHWESTERN MUTUAL SERIES FUND INC

- **b. Investment Company Act file number:** 811-03990

- **c. CIK number of Registrant:** 0000742212

- **d. LEI of Registrant:** 549300T1UBX7MDSNZA55

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

  - **Street Address 1:** 720 E WISCONSIN AVE

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-271-1444

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

- **a. Name of Series:** Index 400 Stock Portfolio

- **b. EDGAR series identifier (if any):** S000000054

- **c. LEI of Series:** 11EBFDHR7ZLPMGNIIF96

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $1504860423.53

**Total Liabilities:** $389871.99

**Net Assets:** $1504470551.54

**Cash Not Reported:** $16914345.54

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000089 | 4.03%                | 4.12%                | -5.42%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4111021.21              | $54851784.19                               |
| Month 2  | $20213942.34             | $41715922.24                               |
| Month 3  | $37671328.75             | $-125575172.55                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAON Inc                                 | AAON Inc                                 | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31471 | NS      | $2604225.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                | AGCO Corp                                | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |     27945 | NS      | $3237987.15   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                           | API Group Corp                           | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |    178431 | NS      | $7230024.12   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                   | Abercrombie & Fitch Co                   | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     21327 | NS      | $1948647.99   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc                               | Acuity Inc                               | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14167 | NS      | $3969876.74   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                    | AECOM                                    | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |     60126 | NS      | $5099887.32   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc            | Advanced Drainage Systems Inc            | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     33327 | NS      | $4570131.51   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc           | Advanced Energy Industries Inc           | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     17554 | NS      | $5664851.34   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AeroVironment Inc                        | AeroVironment Inc                        | CUSIP: 008073108<br>LEI: 529900PGHVI29YLZ6221 | Long             | EC               | CORP              | US        |     14794 | NS      | $2708041.70   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc            | Affiliated Managers Group Inc            | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     13082 | NS      | $3619789.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                        | Agree Realty Corp                        | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               |  | US        |     55732 | NS      | $4201078.16   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                     | Alaska Air Group Inc                     | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     53316 | NS      | $1960962.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                       | Albertsons Cos Inc                       | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |    172094 | NS      | $2932481.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                               | Alcoa Corp                               | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    120435 | NS      | $7988453.55   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                  | ATI Inc                                  | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     63184 | NS      | $9190744.64   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegro MicroSystems Inc                 | Allegro MicroSystems Inc                 | CUSIP: 01749D105<br>LEI: 54930004TGPV6DR3LE12 | Long             | EC               | CORP              | US        |     57741 | NS      | $1820573.73   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                       | Ally Financial Inc                       | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    130535 | NS      | $5120888.05   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines Group Inc              | American Airlines Group Inc              | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | EC               | CORP              | US        |    307117 | NS      | $3298436.58   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/OH          | American Financial Group Inc/OH          | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     32196 | NS      | $4111751.16   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                    | American Homes 4 Rent                    | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |    151624 | NS      | $4233342.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                     | Amkor Technology Inc                     | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     52911 | NS      | $2382582.33   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc            | Annaly Capital Management Inc            | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               |  | US        |    334115 | NS      | $7066532.25   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                    | Antero Resources Corp                    | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |    136307 | NS      | $5784869.08   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                    | Antero Midstream Corp                    | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    153991 | NS      | $3510994.80   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                             | Appfolio Inc                             | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |     11320 | NS      | $1786522.40   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc      | Applied Industrial Technologies Inc      | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     17348 | NS      | $4602771.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                           | AptarGroup Inc                           | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |     29928 | NS      | $3771526.56   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                                  | Aramark                                  | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |    122231 | NS      | $4955244.74   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                    | Arrow Electronics Inc                    | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |     23758 | NS      | $3407134.78   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc            | Arrowhead Pharmaceuticals Inc            | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     65122 | NS      | $4083149.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                              | Ashland Inc                              | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |     21277 | NS      | $1183213.97   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                     | Associated Banc-Corp                     | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     76090 | NS      | $1967687.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                              | Autoliv Inc                              | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |     31901 | NS      | $3354709.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoNation Inc                           | AutoNation Inc                           | CUSIP: 05329W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12102 | NS      | $2363036.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                              | Avantor Inc                              | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    317166 | NS      | $2486581.44   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Avient Corp                              | Avient Corp                              | CUSIP: 05368V106<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | EC               | CORP              | US        |     42583 | NS      | $1545762.90   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Avis Budget Group Inc                    | Avis Budget Group Inc                    | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Long             | EC               | CORP              | US        |      7898 | NS      | $1151923.30   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                | Avnet Inc                                | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     38069 | NS      | $2345811.78   | 0.16%             |  |  |  | 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        |     60851 | NS      | $5988955.42   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                     | BWX Technologies Inc                     | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     42517 | NS      | $8694301.33   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                 | Bank OZK                                 | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     48066 | NS      | $2205748.74   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                    | Bath & Body Works Inc                    | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     95210 | NS      | $1777570.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                               | Belden Inc                               | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     18277 | NS      | $2098747.91   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                      | BellRing Brands Inc                      | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     54543 | NS      | $877596.87    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Inc                      | Bentley Systems Inc                      | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Long             | EC               | CORP              | US        |     69285 | NS      | $2433289.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                        | BILL Holdings Inc                        | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |     40754 | NS      | $1560878.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories Inc                 | Bio-Rad Laboratories Inc                 | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |      8455 | NS      | $2356831.25   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc              | BioMarin Pharmaceutical Inc              | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |     89346 | NS      | $5047155.54   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                         | Black Hills Corp                         | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |     35098 | NS      | $2436152.18   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackbaud Inc                            | Blackbaud Inc                            | CUSIP: 09227Q100<br>LEI: 54930056X3HKFMNG3754 | Long             | EC               | CORP              | US        |     16571 | NS      | $639806.31    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                            | H&R Block Inc                            | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |     58955 | NS      | $1871231.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Booz Allen Hamilton Holding Corp         | Booz Allen Hamilton Holding Corp         | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |     56081 | NS      | $4376000.43   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                           | BorgWarner Inc                           | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     96301 | NS      | $5225292.26   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                   | Boston Beer Co Inc/The                   | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      3547 | NS      | $817228.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                         | Boyd Gaming Corp                         | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     26894 | NS      | $2210148.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                | Brighthouse Financial Inc                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     26593 | NS      | $1592388.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brink's Co/The                           | Brink's Co/The                           | CUSIP: 109696104<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | EC               | CORP              | US        |     19319 | NS      | $2002027.97   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc               | Brixmor Property Group Inc               | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               |  | US        |    142572 | NS      | $4106073.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp                              | Bruker Corp                              | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     51584 | NS      | $1863214.08   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                        | Brunswick Corp/DE                        | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     30234 | NS      | $2199825.84   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Burlington Stores Inc                    | Burlington Stores Inc                    | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |     28917 | NS      | $9409013.46   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                  | CNO Financial Group Inc                  | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     43923 | NS      | $1803478.38   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                       | CNX Resources Corp                       | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     66206 | NS      | $2552241.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                               | Cabot Corp                               | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     24286 | NS      | $1828978.66   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc                   | CACI International Inc                   | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |     10271 | NS      | $5586088.77   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                       | CareTrust REIT Inc                       | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |    103903 | NS      | $3808044.95   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                         | Carlisle Cos Inc                         | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     18970 | NS      | $6328771.40   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                    | Carlyle Group Inc/The                    | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |    120684 | NS      | $5839898.76   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                | Carpenter Technology Corp                | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     23164 | NS      | $9130090.60   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc               | Casey's General Stores Inc               | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |     17239 | NS      | $12547578.54  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Cava Group Inc                           | Cava Group Inc                           | CUSIP: 148929102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46390 | NS      | $3752951.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc                     | Celsius Holdings Inc                     | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74332 | NS      | $2637299.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                     | Chart Industries Inc                     | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     20906 | NS      | $4322315.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                              | Chemed Corp                              | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      6588 | NS      | $2488551.12   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chewy Inc                                | Chewy Inc                                | CUSIP: 16679L109<br>LEI: 254900NPQSTG9I422879 | Long             | EC               | CORP              | US        |    110927 | NS      | $2995029.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Hotels International Inc          | Choice Hotels International Inc          | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Long             | EC               | CORP              | US        |      9526 | NS      | $985941.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Downs Inc                      | Churchill Downs Inc                      | CUSIP: 171484108<br>LEI: 529900FODTBQC8MIS994 | Long             | EC               | CORP              | US        |     30809 | NS      | $2767572.47   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                         | Cirrus Logic Inc                         | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     23727 | NS      | $3431398.74   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc                        | Clean Harbors Inc                        | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |     23359 | NS      | $6697726.07   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                     | Cleveland-Cliffs Inc                     | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    265254 | NS      | $2241396.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc               | Coca-Cola Consolidated Inc               | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |     26308 | NS      | $5044295.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                              | Cognex Corp                              | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     77066 | NS      | $3775463.34   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc              | Columbia Banking System Inc              | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |    137405 | NS      | $3769019.15   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                   | Columbia Sportswear Co                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |     11924 | NS      | $653554.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO               | Commerce Bancshares Inc/MO               | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63760 | NS      | $3136992.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                     | Commercial Metals Co                     | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     51573 | NS      | $3168129.39   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                    | Commvault Systems Inc                    | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     20456 | NS      | $1593317.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                          | Concentrix Corp                          | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |     20402 | NS      | $558198.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial Inc                 | Corebridge Financial Inc                 | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |    118695 | NS      | $2832062.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                          | Core & Main Inc                          | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87804 | NS      | $4337517.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                  | COPT Defense Properties                  | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     52526 | NS      | $1607295.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                 | Coty Inc                                 | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |    173889 | NS      | $349516.89    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cousins Properties Inc                   | Cousins Properties Inc                   | CUSIP: 222795502<br>LEI: 5493007XPYD5EJABN062 | Long             | EC               |  | US        |     78113 | NS      | $1763010.41   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co                                 | Crane Co                                 | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |     22767 | NS      | $3893157.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co                             | Crane NXT Co                             | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |     22968 | NS      | $932271.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                | Crocs Inc                                | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     23359 | NS      | $1939264.18   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                       | Crown Holdings Inc                       | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |     52202 | NS      | $5233250.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                | CubeSmart                                | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |    106055 | NS      | $3886915.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers Inc                 | Cullen/Frost Bankers Inc                 | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     29396 | NS      | $4029603.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                      | Curtiss-Wright Corp                      | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |     17145 | NS      | $11677802.40  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc                         | Cytokinetics Inc                         | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     56860 | NS      | $3747642.60   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                         | DT Midstream Inc                         | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47283 | NS      | $6367601.61   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc                  | Darling Ingredients Inc                  | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |     73566 | NS      | $4550057.10   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| DENTSPLY SIRONA Inc                      | DENTSPLY SIRONA Inc                      | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |     92781 | NS      | $1076259.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                | Dick's Sporting Goods Inc                | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |     30881 | NS      | $6123393.49   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                             | Docusign Inc                             | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     93153 | NS      | $4416383.73   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                   | Dolby Laboratories Inc                   | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     28334 | NS      | $1701740.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                         | Donaldson Co Inc                         | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |     53634 | NS      | $4551917.58   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                              | Dropbox Inc                              | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     81154 | NS      | $1843818.88   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Duolingo Inc                             | Duolingo Inc                             | CUSIP: 26603R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18612 | NS      | $1834584.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                             | Doximity Inc                             | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62547 | NS      | $1457345.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dutch Bros Inc                           | Dutch Bros Inc                           | CUSIP: 26701L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59080 | NS      | $2992992.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                     | Dycom Industries Inc                     | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |     13936 | NS      | $4721795.52   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                            | Dynatrace Inc                            | CUSIP: 268150109<br>LEI: 6488T0Z33CE9L61EX904 | Long             | EC               | CORP              | US        |    138759 | NS      | $5131307.82   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                           | elf Beauty Inc                           | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |     27464 | NS      | $1664593.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                           | EPR Properties                           | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |     35407 | NS      | $1768933.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                      | Eagle Materials Inc                      | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     14629 | NS      | $2771464.05   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                    | East West Bancorp Inc                    | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |     63994 | NS      | $6831999.44   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                 | EastGroup Properties Inc                 | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |     24765 | NS      | $4583753.85   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc                 | Elanco Animal Health Inc                 | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    231067 | NS      | $5529433.31   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp                    | Encompass Health Corp                    | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |     46795 | NS      | $4526480.35   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                  | EnerSys                                  | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |     17137 | NS      | $2977039.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                     | Ensign Group Inc/The                     | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     26825 | NS      | $5405237.50   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                             | Entegris Inc                             | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     70691 | NS      | $8287812.84   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp                    | Envista Holdings Corp                    | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |     76206 | NS      | $1933346.22   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                   | Equitable Holdings Inc                   | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    131737 | NS      | $4888760.07   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity LifeStyle Properties Inc          | Equity LifeStyle Properties Inc          | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |     90142 | NS      | $5626663.64   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                | Esab Corp                                | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     26539 | NS      | $2565259.74   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                  | Essential Utilities Inc                  | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |    131609 | NS      | $5299894.43   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                    | Euronet Worldwide Inc                    | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |     18189 | NS      | $1207203.93   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                             | Evercore Inc                             | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     17987 | NS      | $5369299.37   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                             | Exelixis Inc                             | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    120776 | NS      | $5180082.64   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                  | ExlService Holdings Inc                  | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     72803 | NS      | $2216851.35   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                             | Exponent Inc                             | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     23209 | NS      | $1514387.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                              | FNB Corp/PA                              | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    166156 | NS      | $2778128.32   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                       | FTI Consulting Inc                       | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     14078 | NS      | $2488568.06   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                     | Federated Hermes Inc                     | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |     34371 | NS      | $1949179.41   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial Inc          | Fidelity National Financial Inc          | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    118619 | NS      | $5501549.22   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp            | First American Financial Corp            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     47387 | NS      | $2856962.23   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc           | First Financial Bankshares Inc           | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |     60627 | NS      | $1785465.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                       | First Horizon Corp                       | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    225546 | NS      | $5133426.96   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| First Industrial Realty Trust Inc        | First Industrial Realty Trust Inc        | CUSIP: 32054K103<br>LEI: N/A                  | Long             | EC               |  | US        |     61633 | NS      | $3565469.05   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash Holdings Inc                   | FirstCash Holdings Inc                   | CUSIP: 33768G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18000 | NS      | $3384000.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                           | Five Below Inc                           | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     25651 | NS      | $5860740.48   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc               | Floor & Decor Holdings Inc               | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     50117 | NS      | $2545943.60   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                               | Fluor Corp                               | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |     74961 | NS      | $3496930.65   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                        | Flowers Foods Inc                        | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     98207 | NS      | $800387.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                           | Flowserve Corp                           | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     59076 | NS      | $4342676.76   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations Inc           | Fortune Brands Innovations Inc           | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     55868 | NS      | $2177175.96   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                | GATX Corp                                | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     16601 | NS      | $2834454.74   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                        | GXO Logistics Inc                        | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     53248 | NS      | $2760908.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc        | Gaming and Leisure Properties Inc        | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |    131618 | NS      | $5839890.66   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GameStop Corp                            | GameStop Corp                            | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Long             | EC               | CORP              | US        |    191686 | NS      | $4416445.44   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                              | Gap Inc/The                              | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |    105507 | NS      | $2553269.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                              | Gentex Corp                              | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    101885 | NS      | $2226187.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                      | Glacier Bancorp Inc                      | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     59843 | NS      | $2673186.81   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc                       | Globus Medical Inc                       | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |     51812 | NS      | $4464121.92   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The            | Goodyear Tire & Rubber Co/The            | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    133415 | NS      | $884541.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                | Graco Inc                                | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     77098 | NS      | $6526345.70   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                       | Graham Holdings Co                       | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |      1581 | NS      | $1671528.06   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc               | Grand Canyon Education Inc               | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |     12852 | NS      | $2185225.56   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co             | Graphic Packaging Holding Co             | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137213 | NS      | $1363897.22   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                | Greif Inc                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |     11498 | NS      | $771170.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc             | American Healthcare REIT Inc             | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |     82500 | NS      | $3890700.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                   | Guidewire Software Inc                   | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |     39542 | NS      | $5913901.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp                         | HF Sinclair Corp                         | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |     72709 | NS      | $4536314.51   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                         | Haemonetics Corp                         | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     21635 | NS      | $1219348.60   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                | Halozyme Therapeutics Inc                | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     54685 | NS      | $3534291.55   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc                        | Hamilton Lane Inc                        | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     19004 | NS      | $1888997.60   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                     | Hancock Whitney Corp                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     38256 | NS      | $2432699.04   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The          | Hanover Insurance Group Inc/The          | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     16461 | NS      | $2853514.35   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                      | Harley-Davidson Inc                      | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     54434 | NS      | $1100655.48   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthEquity Inc                         | HealthEquity Inc                         | CUSIP: 42226A107<br>LEI: 529900LRJU1RAFQHM467 | Long             | EC               | CORP              | US        |     39742 | NS      | $3321238.94   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Realty Trust Inc              | Healthcare Realty Trust Inc              | CUSIP: 42226K105<br>LEI: 549300L0I14L7I0VLX84 | Long             | EC               |  | US        |    162201 | NS      | $2755794.99   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                          | Hecla Mining Co                          | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    311636 | NS      | $5805778.68   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                              | Hexcel Corp                              | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     35280 | NS      | $2855210.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc               | Hilton Grand Vacations Inc               | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     27859 | NS      | $1089844.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                   | Hims & Hers Health Inc                   | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |     96877 | NS      | $2011166.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                   | Home BancShares Inc/AR                   | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85145 | NS      | $2292954.85   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                       | Houlihan Lokey Inc                       | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     25277 | NS      | $3630282.74   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyatt Hotels Corp                        | Hyatt Hotels Corp                        | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Long             | EC               | CORP              | US        |     19235 | NS      | $2765800.65   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| IPG Photonics Corp                       | IPG Photonics Corp                       | CUSIP: 44980X109<br>LEI: 5493002KZ51CADQ94G15 | Long             | EC               | CORP              | US        |     11755 | NS      | $1347005.45   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                  | ITT Inc                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     39996 | NS      | $7620437.88   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                              | IDACORP Inc                              | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     25137 | NS      | $3593836.89   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Illumina Inc                             | Illumina Inc                             | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | EC               | CORP              | US        |     71107 | NS      | $8764648.82   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc            | Independence Realty Trust Inc            | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |    110145 | NS      | $1640059.05   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                            | Ingredion Inc                            | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |     29303 | NS      | $3301275.98   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                         | InterDigital Inc                         | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11946 | NS      | $3607692.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp            | International Bancshares Corp            | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     25160 | NS      | $1693016.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc            | Jefferies Financial Group Inc            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |     76894 | NS      | $3173415.38   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Lang LaSalle Inc                   | Jones Lang LaSalle Inc                   | CUSIP: 48020Q107<br>LEI: 6SYKCME112RT8TQUO411 | Long             | EC               | CORP              | US        |     21948 | NS      | $6679215.36   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                  | KBR Inc                                  | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |     59056 | NS      | $2176804.16   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                  | KB Home                                  | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     29455 | NS      | $1524296.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp                       | Kilroy Realty Corp                       | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |     50697 | NS      | $1430162.37   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                | Kinsale Capital Group Inc                | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |     10278 | NS      | $3511581.48   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                               | Kirby Corp                               | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     25205 | NS      | $3349240.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kite Realty Group Trust                  | Kite Realty Group Trust                  | CUSIP: 49803T300<br>LEI: N/A                  | Long             | EC               |  | US        |    100687 | NS      | $2471865.85   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp                         | Knife River Corp                         | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26350 | NS      | $2151477.50   | 0.14%             |  |  |  | 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        |     75488 | NS      | $4346599.04   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc  | Kratos Defense & Security Solutions Inc  | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     85856 | NS      | $6053706.56   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                     | Kyndryl Holdings Inc                     | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    106318 | NS      | $1394892.16   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co                     | Lamar Advertising Co                     | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |     40394 | NS      | $5116304.04   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Marzetti Company/The                     | Marzetti Company/The                     | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      9440 | NS      | $1305835.20   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                      | Landstar System Inc                      | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     15837 | NS      | $2538829.47   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                    | Lantheus Holdings Inc                    | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     30840 | NS      | $2339214.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp               | Lattice Semiconductor Corp               | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     63618 | NS      | $5901205.68   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                | Lear Corp                                | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     23654 | NS      | $2864026.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc            | Lincoln Electric Holdings Inc            | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     25588 | NS      | $6373459.04   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                        | Lithia Motors Inc                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |     11276 | NS      | $2815842.72   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                           | Littelfuse Inc                           | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     11581 | NS      | $3930012.35   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                   | Louisiana-Pacific Corp                   | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     29472 | NS      | $2144088.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                     | MGIC Investment Corp                     | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |    101967 | NS      | $2676633.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc                                  | MKS Inc                                  | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     31239 | NS      | $7179034.59   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp                        | MP Materials Corp                        | CUSIP: 553368101<br>LEI: 89450063PHPS61USMT84 | Long             | EC               | CORP              | US        |     62642 | NS      | $3023102.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                           | MSA Safety Inc                           | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     16953 | NS      | $2779444.35   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc             | MSC Industrial Direct Co Inc             | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     21282 | NS      | $1963690.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc  | MACOM Technology Solutions Holdings Inc  | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30002 | NS      | $6662544.14   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                               | Macy's Inc                               | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    123648 | NS      | $2236792.32   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                 | Manhattan Associates Inc                 | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |     27833 | NS      | $3705128.96   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                            | Maplebear Inc                            | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     85481 | NS      | $3202118.26   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                              | Masimo Corp                              | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |     21234 | NS      | $3776891.58   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                               | MasTec Inc                               | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |     28525 | NS      | $9177633.50   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                     | Matador Resources Co                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     54328 | NS      | $3432443.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                               | Mattel Inc                               | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    144522 | NS      | $2099904.66   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                              | Maximus Inc                              | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |     25370 | NS      | $1626217.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc                     | Medpace Holdings Inc                     | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     10427 | NS      | $5006941.13   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Middleby Corp/The                        | Middleby Corp/The                        | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |     21551 | NS      | $2857231.58   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                 | Moog Inc                                 | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     13220 | NS      | $3868700.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                          | Morningstar Inc                          | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |     10680 | NS      | $1805454.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                   | Mueller Industries Inc                   | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     51627 | NS      | $5720271.60   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                          | Murphy Oil Corp                          | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     62395 | NS      | $2573793.75   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                           | Murphy USA Inc                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |      7857 | NS      | $3881122.29   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                  | NOV Inc                                  | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    167924 | NS      | $3158650.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                     | National Fuel Gas Co                     | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |     44194 | NS      | $4152468.24   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc                             | NNN REIT Inc                             | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               |  | US        |     88327 | NS      | $3712383.81   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Trust        | National Storage Affiliates Trust        | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               |  | US        |     32910 | NS      | $1242023.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc               | Neurocrine Biosciences Inc               | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |     46675 | NS      | $6148964.50   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Inc                         | Viper Energy Inc                         | CUSIP: 64361Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86416 | NS      | $4060687.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| New Jersey Resources Corp                | New Jersey Resources Corp                | CUSIP: 646025106<br>LEI: 549300QKBSQBIX4DQ583 | Long             | EC               | CORP              | US        |     46900 | NS      | $2575748.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank NA                         | Flagstar Bank NA                         | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |    139271 | NS      | $1834199.07   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                    | New York Times Co/The                    | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     75147 | NS      | $6292058.31   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                           | NewMarket Corp                           | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      3627 | NS      | $2324725.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc                            | Nextpower Inc                            | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69052 | NS      | $8324218.60   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                  | Nexstar Media Group Inc                  | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |     13257 | NS      | $2397263.31   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc            | Northwestern Energy Group Inc            | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |     28574 | NS      | $1884169.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                              | Novanta Inc                              | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     16640 | NS      | $1965350.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutanix Inc                              | Nutanix Inc                              | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |    125758 | NS      | $4780061.58   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                          | OGE Energy Corp                          | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     95570 | NS      | $4583537.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                        | Chord Energy Corp                        | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     26446 | NS      | $3760092.28   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                 | Okta Inc                                 | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Long             | EC               | CORP              | US        |     78810 | NS      | $6203135.10   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                  | Old National Bancorp/IN                  | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    161299 | NS      | $3564707.90   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp          | Old Republic International Corp          | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    105872 | NS      | $4224292.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                                | Olin Corp                                | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |     52820 | NS      | $1570338.60   | 0.10%             |  |  |  | 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        |     28527 | NS      | $2625625.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc           | Omega Healthcare Investors Inc           | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               |  | US        |    137455 | NS      | $6023278.10   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                              | ONE Gas Inc                              | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     27905 | NS      | $2403457.65   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                      | Onto Innovation Inc                      | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     23093 | NS      | $4735681.51   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                   | Option Care Health Inc                   | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     73822 | NS      | $1987288.24   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                   | Ormat Technologies Inc                   | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |     28267 | NS      | $3163642.64   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                             | Oshkosh Corp                             | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     29416 | NS      | $4330329.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                              | Ovintiv Inc                              | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |    129128 | NS      | $7665038.08   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens Corning                            | Owens Corning                            | CUSIP: 690742101<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | EC               | CORP              | US        |     38220 | NS      | $4136168.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                           | PBF Energy Inc                           | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |     38608 | NS      | $1838512.96   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                          | TXNM Energy Inc                          | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     45582 | NS      | $2664723.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                 | PVH Corp                                 | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     21298 | NS      | $1485748.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                | Park Hotels & Resorts Inc                | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |     93005 | NS      | $979342.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                             | Parsons Corp                             | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     24655 | NS      | $1335561.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp                   | Paylocity Holding Corp                   | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     20206 | NS      | $2183056.24   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                          | Pegasystems Inc                          | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |     42458 | NS      | $1807012.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc              | Penske Automotive Group Inc              | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      8574 | NS      | $1281984.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                             | Penumbra Inc                             | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |     18244 | NS      | $5990782.28   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                | Performance Food Group Co                | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |     73062 | NS      | $6258490.92   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp                   | Permian Resources Corp                   | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |    344313 | NS      | $7340753.16   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                     | Pilgrim's Pride Corp                     | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     19885 | NS      | $750857.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc          | Pinnacle Financial Partners Inc          | CUSIP: 72348N109<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |     70014 | NS      | $6031005.96   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinterest Inc                            | Pinterest Inc                            | CUSIP: 72352L106<br>LEI: 529900Y043CEBGO4HB65 | Long             | EC               | CORP              | US        |    271916 | NS      | $4986939.44   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                       | Planet Fitness Inc                       | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Long             | EC               | CORP              | US        |     38597 | NS      | $2870844.86   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                              | Polaris Inc                              | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     24858 | NS      | $1354761.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co             | Portland General Electric Co             | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     52308 | NS      | $2760293.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                        | Post Holdings Inc                        | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     19620 | NS      | $1939633.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                            | Primerica Inc                            | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     14844 | NS      | $3718125.12   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                | Prosperity Bancshares Inc                | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46997 | NS      | $3157258.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Everpure Inc                             | Everpure Inc                             | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |    145876 | NS      | $8612519.04   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                               | Qualys Inc                               | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     16680 | NS      | $1465338.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RB Global Inc                            | RB Global Inc                            | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |     86362 | NS      | $8277797.70   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                 | RLI Corp                                 | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     42717 | NS      | $2436577.68   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                       | RH                                       | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      7161 | NS      | $1001251.02   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc                    | RPM International Inc                    | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |     59564 | NS      | $5920661.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                               | Rambus Inc                               | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     50065 | NS      | $4307091.95   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp                     | Range Resources Corp                     | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |    110190 | NS      | $4978384.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                             | Rayonier Inc                             | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |    129346 | NS      | $2667114.52   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                         | RBC Bearings Inc                         | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14705 | NS      | $7986579.60   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp                       | Regal Rexnord Corp                       | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |     30880 | NS      | $5782588.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America Inc         | Reinsurance Group of America Inc         | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |     30560 | NS      | $6239129.60   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                             | Reliance Inc                             | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     24316 | NS      | $7390118.72   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                            | Repligen Corp                            | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     24608 | NS      | $2899314.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc            | Rexford Industrial Realty Inc            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               |  | US        |    107069 | NS      | $3504368.37   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                           | Royal Gold Inc                           | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     37682 | NS      | $9589692.18   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc              | Ryan Specialty Holdings Inc              | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53039 | NS      | $1789535.86   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                         | Ryder System Inc                         | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     18329 | NS      | $3752129.59   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                       | SEI Investments Co                       | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |     43200 | NS      | $3389904.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                 | SLM Corp                                 | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92935 | NS      | $1989738.35   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                     | SPX Technologies Inc                     | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     23176 | NS      | $4633809.44   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc               | Sabra Health Care REIT Inc               | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |    117254 | NS      | $2254794.42   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                 | Saia Inc                                 | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |     12391 | NS      | $4352710.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications International Corp  | Science Applications International Corp  | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |     21067 | NS      | $1999679.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The                | Scotts Miracle-Gro Co/The                | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     20781 | NS      | $1263692.61   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc            | Selective Insurance Group Inc            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     27939 | NS      | $2106321.21   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US            | Service Corp International/US            | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     64753 | NS      | $5342770.03   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                      | Shift4 Payments Inc                      | CUSIP: 82452J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31420 | NS      | $1373996.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Laboratories Inc                 | Silicon Laboratories Inc                 | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |     15327 | NS      | $3190315.05   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                      | Silgan Holdings Inc                      | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     40754 | NS      | $1581255.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc             | Simpson Manufacturing Co Inc             | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     19281 | NS      | $3309005.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                              | SiTime Corp                              | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10275 | NS      | $3548471.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials Inc          | Solstice Advanced Materials Inc          | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |     73828 | NS      | $5622740.48   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Co                       | Sonoco Products Co                       | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |     45860 | NS      | $2480567.40   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sotera Health Co                         | Sotera Health Co                         | CUSIP: 83601L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108336 | NS      | $1553538.24   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE BANK CORP                     | SOUTHSTATE BANK CORP                     | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     46116 | NS      | $4266652.32   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc               | Southwest Gas Holdings Inc               | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |     29871 | NS      | $2595789.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                | Spire Inc                                | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     27482 | NS      | $2488220.28   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc               | Sprouts Farmers Market Inc               | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     45285 | NS      | $3492832.05   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                      | STAG Industrial Inc                      | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               |  | US        |     88840 | NS      | $3203570.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| StandardAero Inc                         | StandardAero Inc                         | CUSIP: 85423L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     88234 | NS      | $2279084.22   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc              | Starwood Property Trust Inc              | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               |  | US        |    161858 | NS      | $2787194.76   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc              | Sterling Infrastructure Inc              | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     14286 | NS      | $5818259.22   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                    | Stifel Financial Corp                    | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     70921 | NS      | $5242480.32   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Synaptics Inc                            | Synaptics Inc                            | CUSIP: 87157D109<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | EC               | CORP              | US        |     17944 | NS      | $1256797.76   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                           | TD SYNNEX Corp                           | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     34876 | NS      | $5883929.96   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                     | TTM Technologies Inc                     | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     48056 | NS      | $4681615.52   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Talen Energy Corp                        | Talen Energy Corp                        | CUSIP: 87422Q109<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | EC               | CORP              | US        |     21247 | NS      | $6782679.81   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                | Taylor Morrison Home Corp                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     45327 | NS      | $2639844.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc             | Somnigroup International Inc             | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     97612 | NS      | $7215479.04   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp                    | Tenet Healthcare Corp                    | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |     40872 | NS      | $7712955.12   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                               | Terex Corp                               | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     52874 | NS      | $3124853.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                           | Tetra Tech Inc                           | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |    121295 | NS      | $3653405.40   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc             | Texas Capital Bancshares Inc             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     20546 | NS      | $1949404.48   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                      | Texas Roadhouse Inc                      | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     30765 | NS      | $5080532.10   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries Inc                      | Thor Industries Inc                      | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |     24567 | NS      | $1962657.63   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                            | Timken Co/The                            | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     29475 | NS      | $2964300.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                        | Toll Brothers Inc                        | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     44104 | NS      | $6018872.88   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                            | TopBuild Corp                            | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     12980 | NS      | $4559874.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                              | Toro Co/The                              | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     45332 | NS      | $4235822.08   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                               | TransUnion                               | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |     89482 | NS      | $6191259.58   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                      | Travel + Leisure Co                      | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     29923 | NS      | $2070372.37   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                              | Trex Co Inc                              | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49884 | NS      | $1816775.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Twilio Inc                               | Twilio Inc                               | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |     70512 | NS      | $8871819.84   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                 | UGI Corp                                 | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     99812 | NS      | $3635153.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                       | UMB Financial Corp                       | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     33212 | NS      | $3745981.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                       | UFP Industries Inc                       | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     27091 | NS      | $2495622.92   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UiPath Inc                               | UiPath Inc                               | CUSIP: 90364P105<br>LEI: 5493000YP61KBELDHT53 | Long             | EC               | CORP              | US        |    199167 | NS      | $2210753.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UL Solutions Inc                         | UL Solutions Inc                         | CUSIP: 903731107<br>LEI: 549300F7CUV5ESKV9P71 | Long             | EC               | CORP              | US        |     35930 | NS      | $3079560.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV                 | United Bankshares Inc/WV                 | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |     64911 | NS      | $2688613.62   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                    | US Foods Holding Corp                    | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |    102567 | NS      | $9457703.07   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                   | U.S. Treasury Bills                      | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1555000 | PA      | $1549335.91   | 0.10%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                 | United Therapeutics Corp                 | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |     20024 | NS      | $11873831.52  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp                   | Universal Display Corp                   | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20568 | NS      | $1885262.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                               | Unum Group                               | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |     70894 | NS      | $5177388.82   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                  | VF Corp                                  | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    152818 | NS      | $2596377.82   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                         | Vail Resorts Inc                         | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |     16642 | NS      | $2135501.44   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                  | Valley National Bancorp                  | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    222595 | NS      | $2733466.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                   | Valmont Industries Inc                   | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      9160 | NS      | $3660061.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                            | Valvoline Inc                            | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |     59212 | NS      | $1994260.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                               | Vicor Corp                               | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |     10566 | NS      | $1701126.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                             | Visteon Corp                             | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     12701 | NS      | $1157188.11   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                             | Vontier Corp                             | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     65854 | NS      | $2335841.38   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                     | Vornado Realty Trust                     | CUSIP: 929042109<br>LEI: N/A                  | Long             | EC               |  | US        |     74486 | NS      | $1935891.14   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                       | Voya Financial Inc                       | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |     43712 | NS      | $2986403.84   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                             | WP Carey Inc                             | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |    101909 | NS      | $6925735.64   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                  | Warner Music Group Corp                  | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68365 | NS      | $1746042.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                               | Watsco Inc                               | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |     16243 | NS      | $5909040.97   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc             | Watts Water Technologies Inc             | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     12754 | NS      | $3702358.66   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                   | Webster Financial Corp                   | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     74991 | NS      | $5205875.22   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc                  | WESCO International Inc                  | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     22622 | NS      | $6189831.64   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                 | Western Alliance Bancorp                 | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |     47764 | NS      | $3384079.40   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                            | Westlake Corp                            | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     15510 | NS      | $1811878.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                  | WEX Inc                                  | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |     15947 | NS      | $2440528.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                           | Whirlpool Corp                           | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |     29481 | NS      | $1589615.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                             | Wingstop Inc                             | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |     12922 | NS      | $2002522.34   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                  | Wintrust Financial Corp                  | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     31149 | NS      | $4327842.06   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                             | Woodward Inc                             | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |     27724 | NS      | $9922974.08   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels & Resorts Inc             | Wyndham Hotels & Resorts Inc             | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Long             | EC               | CORP              | US        |     35152 | NS      | $2855396.96   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                  | XPO Inc                                  | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |     54479 | NS      | $10598889.45  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                        | YETI Holdings Inc                        | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     36173 | NS      | $1323570.07   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                         | Zions Bancorp NA                         | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     68676 | NS      | $3957111.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange              | S+P MID 400 EMINI JUN26                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        58 | NC      | $206903.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd               | Axalta Coating Systems Ltd               | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     99240 | NS      | $2748948.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                       | Capri Holdings Ltd                       | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |     55405 | NS      | $976236.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                         | Essent Group Ltd                         | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     44394 | NS      | $2594385.36   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                 | Fabrinet                                 | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |     16661 | NS      | $8689044.72   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                              | Genpact Ltd                              | CUSIP: 000000000<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |     73679 | NS      | $2744542.75   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                | Janus Henderson Group PLC                | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     57329 | NS      | $2944990.73   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC            | Weatherford International PLC            | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     33342 | NS      | $3153486.36   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                 | Jazz Pharmaceuticals PLC                 | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |     28259 | NS      | $5342363.95   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                             | LivaNova PLC                             | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     25395 | NS      | $1614106.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                       | nVent Electric PLC                       | CUSIP: 000000000<br>LEI: 254900LK60A9DK5W5N81 | Long             | EC               | CORP              | IE        |     75042 | NS      | $8875967.76   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd               | RenaissanceRe Holdings Ltd               | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     20226 | NS      | $6011773.98   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                     | Roivant Sciences Ltd                     | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | BM        |    209693 | NS      | $5808496.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding PLC         | Sensata Technologies Holding PLC         | CUSIP: 000000000<br>LEI: 529900MS7KFYCY9MS037 | Long             | EC               | CORP              | GB        |     67745 | NS      | $2385978.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                           | TechnipFMC PLC                           | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |    188095 | NS      | $13003007.35  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                              | Valaris Ltd                              | CUSIP: 000000000<br>LEI: 5299008BQ9IREYWBTS30 | Long             | EC               | CORP              | BM        |     29941 | NS      | $2935415.64   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CNH Industrial NV                        | CNH Industrial NV                        | CUSIP: 000000000<br>LEI: 549300WGC2HZ5J67V817 | Long             | EC               | CORP              | NL        |    411496 | NS      | $4526456.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                 | Flex Ltd                                 | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |    170990 | NS      | $11193005.40  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

**Name of Applicant:** NORTHWESTERN MUTUAL SERIES FUND INC

**Signature:** Linda Wisniewski

**Name of Signer:** Linda Wisniewski

**Title:** Controller and Chief Accounting Officer