# EDGAR Filing Document

**Accession Number:** 0001605803
**File Stem:** 0001410368-26-030408
**Filing Date:** 2026-3
**Character Count:** 115392
**Document Hash:** 9f75e0d0bd80b30f90fce4ba9dc274b0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-030408.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0001410368-26-030408

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Lattice Strategies Trust
- **CENTRAL INDEX KEY:** 0001605803

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23002
- **FILM NUMBER:** 26792289

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

## Series and Classes Contracts Data

### Hartford Multifactor Small Cap ETF (Series ID: S000047587)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000149410 | Hartford Multifactor Small Cap ETF | ROSC            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Lattice Strategies Trust

- **b. Investment Company Act file number:** 811-23002

- **c. CIK number of Registrant:** 0001605803

- **d. LEI of Registrant:** 549300X74R262ISYFF63

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

  - **Street Address 1:** 690 Lee Road

  - **City:** Wayne

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** Hartford Multifactor Small Cap ETF

- **b. EDGAR series identifier (if any):** S000047587

- **c. LEI of Series:** 549300S8HLF0ZCUR8I52

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $37534719.77

**Total Liabilities:** $770368.38

**Net Assets:** $36764351.39

**Cash Not Reported:** $121919.43

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000149410 | 4.98%                | 1.64%                | 4.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $67752.59                | $1517235.27                                |
| Month 2  | $42207.06                | $433878.73                                 |
| Month 3  | $0.00                    | $1481029.48                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADT Inc                                  | ADT Inc                                                                     | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12090 | NS      | $96720.00     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                         | A10 Networks Inc                                                            | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     11666 | NS      | $203455.04    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc            | Academy Sports & Outdoors Inc                                               | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |      1449 | NS      | $79709.49     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                 | Acadia Healthcare Co Inc                                                    | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |      1007 | NS      | $13534.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| ACADIA Pharmaceuticals Inc               | ACADIA Pharmaceuticals Inc                                                  | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     10200 | NS      | $256326.00    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                   | Acushnet Holdings Corp                                                      | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      1585 | NS      | $153649.90    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                      | Addus HomeCare Corp                                                         | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      1357 | NS      | $140422.36    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                | Adeia Inc                                                                   | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5167 | NS      | $93471.03     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                          | Alamo Group Inc                                                             | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |        83 | NS      | $16210.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                  | Alexander & Baldwin Inc                                                     | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |      3584 | NS      | $74332.16     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc             | Bread Financial Holdings Inc                                                | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      2550 | NS      | $184977.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                | American Assets Trust Inc                                                   | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |       984 | NS      | $17771.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc            | American Eagle Outfitters Inc                                               | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |      4384 | NS      | $102191.04    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                     | Amkor Technology Inc                                                        | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      9066 | NS      | $438159.78    | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc            | Amphastar Pharmaceuticals Inc                                               | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      2707 | NS      | $71708.43     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                   | Apogee Enterprises Inc                                                      | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      2664 | NS      | $98914.32     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc               | Apple Hospitality REIT Inc                                                  | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |     15221 | NS      | $177172.44    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                | Argan Inc                                                                   | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      1123 | NS      | $389804.53    | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp                     | Arrow Financial Corp                                                        | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |      1669 | NS      | $56428.89     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                               | Atkore Inc                                                                  | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |       358 | NS      | $24863.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies Inc        | Atmus Filtration Technologies Inc                                           | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4611 | NS      | $267299.67    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc              | Aurinia Pharmaceuticals Inc                                                 | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |       580 | NS      | $8427.40      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                              | Avista Corp                                                                 | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      3082 | NS      | $127255.78    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                 | Axcelis Technologies Inc                                                    | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |       833 | NS      | $73362.31     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BK Technologies Corp                     | BK Technologies Corp                                                        | CUSIP: 05587G203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1929 | NS      | $147144.12    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank7 Corp                               | Bank7 Corp                                                                  | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       112 | NS      | $4977.28      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                              | Banner Corp                                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1316 | NS      | $81381.44     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc            | Barrett Business Services Inc                                               | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      3491 | NS      | $132658.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                             | Bel Fuse Inc                                                                | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      1423 | NS      | $286293.37    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                | Benchmark Electronics Inc                                                   | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      4387 | NS      | $228738.18    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                           | Blue Bird Corp                                                              | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       808 | NS      | $40650.48     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                               | Brady Corp                                                                  | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      2952 | NS      | $255259.44    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services Inc         | BrightSpring Health Services Inc                                            | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8658 | NS      | $339999.66    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                 | Broadstone Net Lease Inc                                                    | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |      5292 | NS      | $97954.92     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                           | Buckle Inc/The                                                              | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      6037 | NS      | $285550.10    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc                | Build-A-Bear Workshop Inc                                                   | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      4015 | NS      | $239615.20    | 0.65%             |  |  |  | No            |                  1 | On Loan: —       |
| Business First Bancshares Inc            | Business First Bancshares Inc                                               | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |       306 | NS      | $8620.02      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA                    | CNB Financial Corp/PA                                                       | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      3225 | NS      | $89332.50     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                  | CNO Financial Group Inc                                                     | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      4365 | NS      | $183548.25    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc            | CSG Systems International Inc                                               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      1815 | NS      | $144746.25    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                               | Cabot Corp                                                                  | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |       411 | NS      | $29670.09     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                | California Resources Corp                                                   | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      3944 | NS      | $211004.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc              | Capital City Bank Group Inc                                                 | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      1632 | NS      | $68152.32     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                             | Carter's Inc                                                                | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      4036 | NS      | $139685.96    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc             | Catalyst Pharmaceuticals Inc                                                | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     13711 | NS      | $333177.30    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                   | Cathay General Bancorp                                                      | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      2003 | NS      | $102513.54    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp           | Central Pacific Financial Corp                                              | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      3310 | NS      | $107806.70    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate Finance Inc | Chicago Atlantic Real Estate Finance Inc                                    | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               |  | US        |      5476 | NS      | $67902.40     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                          | City Holding Co                                                             | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        61 | NS      | $7508.49      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Civeo Corp                               | Civeo Corp                                                                  | CUSIP: 17878Y207<br>LEI: 254900H0BM0N0O4MSY43 | Long             | EC               | CORP              | CA        |      4463 | NS      | $113003.16    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Clear Secure Inc                         | Clear Secure Inc                                                            | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5009 | NS      | $163393.58    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc             | Collegium Pharmaceutical Inc                                                | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      5856 | NS      | $268907.52    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                   | Columbia Sportswear Co                                                      | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |       601 | NS      | $33223.28     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc              | Community Trust Bancorp Inc                                                 | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1244 | NS      | $76754.80     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GPGI Inc                                 | GPGI Inc                                                                    | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2999 | NS      | $70686.43     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TruBridge Inc                            | TruBridge Inc                                                               | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      2504 | NS      | $48452.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                          | Concentrix Corp                                                             | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      3213 | NS      | $120005.55    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent Inc      | Concentra Group Holdings Parent Inc                                         | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4855 | NS      | $107683.90    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                              | CONMED Corp                                                                 | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |      1678 | NS      | $64418.42     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                  | COPT Defense Properties                                                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |       710 | NS      | $21875.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                              | CorVel Corp                                                                 | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       617 | NS      | $42961.71     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc             | Covenant Logistics Group Inc                                                | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2044 | NS      | $50282.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co                             | Crane NXT Co                                                                | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      2481 | NS      | $125340.12    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut Inc                               | Cricut Inc                                                                  | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |     13754 | NS      | $61480.38     | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| CTO Realty Growth Inc                    | CTO Realty Growth Inc                                                       | CUSIP: 22948Q101<br>LEI: 254900ZQ99OFO1WXS678 | Long             | EC               |  | US        |      2811 | NS      | $49951.47     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                    | Customers Bancorp Inc                                                       | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       210 | NS      | $16594.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                   | DXP Enterprises Inc/TX                                                      | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1160 | NS      | $150858.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                              | Deluxe Corp                                                                 | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      7691 | NS      | $203042.40    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                      | Diebold Nixdorf Inc                                                         | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      2631 | NS      | $181565.31    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                            | Dillard's Inc                                                               | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       639 | NS      | $388230.84    | 1.06%             |  |  |  | No            |                  1 | On Loan: —       |
| DocGo Inc                                | DocGo Inc                                                                   | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3228 | NS      | $2474.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc                        | Donegal Group Inc                                                           | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8997 | NS      | $167973.99    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                     | Douglas Dynamics Inc                                                        | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |       392 | NS      | $14770.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Electromed Inc                           | Electromed Inc                                                              | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3996 | NS      | $119360.52    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                             | Embecta Corp                                                                | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     17041 | NS      | $180805.01    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                   | Employers Holdings Inc                                                      | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4600 | NS      | $200652.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                       | Enact Holdings Inc                                                          | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |      3043 | NS      | $121020.11    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Services of America Corp          | Energy Services of America Corp                                             | CUSIP: 29271Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4455 | NS      | $40139.55     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                  | EnerSys                                                                     | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       272 | NS      | $49011.68     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                | Ennis Inc                                                                   | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12650 | NS      | $246548.50    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp       | Enterprise Financial Services Corp                                          | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      1128 | NS      | $64690.80     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                | ePlus Inc                                                                   | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      2371 | NS      | $203455.51    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                | Ethan Allen Interiors Inc                                                   | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7393 | NS      | $169521.49    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Exagen Inc                               | Exagen Inc                                                                  | CUSIP: 30068X103<br>LEI: 549300JV2CYDOME5OO17 | Long             | EC               | CORP              | US        |     10161 | NS      | $37392.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                               | EZCORP Inc                                                                  | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      6144 | NS      | $131788.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc                    | Farmland Partners Inc                                                       | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               |  | US        |      5823 | NS      | $67605.03     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                     | Federated Hermes Inc                                                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      3117 | NS      | $166073.76    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                | First BanCorp/Puerto Rico                                                   | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      4768 | NS      | $105468.16    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC          | First Bancorp/Southern Pines NC                                             | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       125 | NS      | $7241.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp        | First Commonwealth Financial Corp                                           | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |       464 | NS      | $8365.92      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Corp/SC                  | First Community Corp/SC                                                     | CUSIP: 319835104<br>LEI: 549300TC167ECI9SMC70 | Long             | EC               | CORP              | US        |       236 | NS      | $6919.52      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                  | First Financial Bancorp                                                     | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      3311 | NS      | $95158.14     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                     | First Financial Corp                                                        | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1772 | NS      | $115463.52    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                       | First Hawaiian Inc                                                          | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      2463 | NS      | $65392.65     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                     | First Merchants Corp                                                        | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      1683 | NS      | $66916.08     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Point Holdings LLC                  | Five Point Holdings LLC                                                     | CUSIP: 33833Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4424 | NS      | $23491.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                        | Flowers Foods Inc                                                           | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     10591 | NS      | $121055.13    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                       | Forestar Group Inc                                                          | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |       282 | NS      | $7337.64      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc          | Four Corners Property Trust Inc                                             | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |       326 | NS      | $8035.90      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Frequency Electronics Inc                | Frequency Electronics Inc                                                   | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |      7718 | NS      | $405812.44    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                    | Fulton Financial Corp                                                       | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      4868 | NS      | $100524.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                  | G-III Apparel Group Ltd                                                     | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       360 | NS      | $10566.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc                       | Garrett Motion Inc                                                          | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |     23012 | NS      | $415136.48    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd                         | Genie Energy Ltd                                                            | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |      1140 | NS      | $15697.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                   | Genworth Financial Inc                                                      | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     11706 | NS      | $97628.04     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                        | Getty Realty Corp                                                           | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |      3131 | NS      | $93491.66     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co                     | Global Industrial Co                                                        | CUSIP: 37892E102<br>LEI: 5493000GO8Z3HEWCGE46 | Long             | EC               | CORP              | US        |      3386 | NS      | $103476.16    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                       | Graham Holdings Co                                                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        36 | NS      | $41998.68     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc              | Granite Ridge Resources Inc                                                 | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |     11021 | NS      | $55325.42     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                   | Greenbrier Cos Inc/The                                                      | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       707 | NS      | $35646.94     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                | Greif Inc                                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      3574 | NS      | $252395.88    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                            | HCI Group Inc                                                               | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       247 | NS      | $39191.49     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                 | HNI Corp                                                                    | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     10740 | NS      | $513264.60    | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                    | Hackett Group Inc/The                                                       | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      5450 | NS      | $99462.50     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                         | Haemonetics Corp                                                            | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      3471 | NS      | $231376.86    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                     | Hanmi Financial Corp                                                        | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      6005 | NS      | $159552.85    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc         | Harmony Biosciences Holdings Inc                                            | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9260 | NS      | $338175.20    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                | Haverty Furniture Cos Inc                                                   | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      5075 | NS      | $128499.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                              | Hawkins Inc                                                                 | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       453 | NS      | $59003.25     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                         | HealthStream Inc                                                            | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      4909 | NS      | $109421.61    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                   | Heritage Commerce Corp                                                      | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     20394 | NS      | $259615.62    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                 | Highwoods Properties Inc                                                    | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |      2001 | NS      | $51725.85     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                     | Hilltop Holdings Inc                                                        | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |       972 | NS      | $36401.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                 | HomeTrust Bancshares Inc                                                    | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       201 | NS      | $8667.12      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                         | Hope Bancorp Inc                                                            | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     19919 | NS      | $238629.62    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp               | Horace Mann Educators Corp                                                  | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      1972 | NS      | $88365.32     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                            | Hub Group Inc                                                               | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1243 | NS      | $59141.94     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                 | IDT Corp                                                                    | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      5341 | NS      | $259732.83    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc                          | Hyster-Yale Inc                                                             | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4489 | NS      | $150157.05    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                    | ICF International Inc                                                       | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |       674 | NS      | $62850.50     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                         | IES Holdings Inc                                                            | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |       725 | NS      | $275710.25    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Immersion Corp                           | Immersion Corp                                                              | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |     24988 | NS      | $167919.36    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                 | Independent Bank Corp/MI                                                    | CUSIP: 453838609<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      1025 | NS      | $36028.75     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior Pharmaceuticals Inc             | Indivior Pharmaceuticals Inc                                                | CUSIP: 45579U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12146 | NS      | $429725.48    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                       | Ingles Markets Inc                                                          | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      2772 | NS      | $207511.92    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Solutions and Support Inc     | Innovative Solutions and Support Inc                                        | CUSIP: 45769N105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8286 | NS      | $153208.14    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                             | Innoviva Inc                                                                | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |      8818 | NS      | $176360.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc     | Innovative Industrial Properties Inc                                        | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |      1138 | NS      | $54988.16     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                            | Interface Inc                                                               | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      3384 | NS      | $106494.48    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp            | International Bancshares Corp                                               | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      1414 | NS      | $98470.96     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                            | iRadimed Corp                                                               | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      1640 | NS      | $160523.20    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                     | JBG SMITH Properties                                                        | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |      2096 | NS      | $35296.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| J Jill Inc                               | J Jill Inc                                                                  | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |      6118 | NS      | $95501.98     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc                        | JAKKS Pacific Inc                                                           | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |      1126 | NS      | $20572.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging Inc                      | Karat Packaging Inc                                                         | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |      4236 | NS      | $103654.92    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                              | Kemper Corp                                                                 | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |       709 | NS      | $27941.69     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                           | Kennametal Inc                                                              | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |      3860 | NS      | $132745.40    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                               | Kforce Inc                                                                  | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      1735 | NS      | $61297.55     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                              | Kohl's Corp                                                                 | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      1834 | NS      | $32039.98     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                               | Korn Ferry                                                                  | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |       857 | NS      | $59535.79     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc                       | LSI Industries Inc                                                          | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |      1680 | NS      | $37144.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                       | LTC Properties Inc                                                          | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |      4521 | NS      | $164880.87    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                             | La-Z-Boy Inc                                                                | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      5066 | NS      | $184453.06    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                   | Laureate Education Inc                                                      | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      5717 | NS      | $196093.10    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                    | LeMaitre Vascular Inc                                                       | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      1228 | NS      | $104343.16    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co                        | Levi Strauss & Co                                                           | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |      4711 | NS      | $93654.68     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                     | LXP Industrial Trust                                                        | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |       342 | NS      | $16946.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                       | Liberty Energy Inc                                                          | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7953 | NS      | $196041.45    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifevantage Corp                         | Lifevantage Corp                                                            | CUSIP: 53222K205<br>LEI: 5493001Z5YYT109QZ980 | Long             | EC               | CORP              | US        |       265 | NS      | $1404.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| MDU Resources Group Inc                  | MDU Resources Group Inc                                                     | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10911 | NS      | $223784.61    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc             | MSC Industrial Direct Co Inc                                                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      2041 | NS      | $172137.94    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| M-Tron Industries Inc                    | M-Tron Industries Inc                                                       | CUSIP: 55380K109<br>LEI: 529900ECYL9SLLCSE931 | Long             | EC               | CORP              | US        |      3043 | NS      | $198525.32    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                               | Macy's Inc                                                                  | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     23734 | NS      | $475154.68    | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                        | Steven Madden Ltd                                                           | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      1954 | NS      | $85741.52     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                        | ManpowerGroup Inc                                                           | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       349 | NS      | $12679.17     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Matson Inc                               | Matson Inc                                                                  | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |       808 | NS      | $129522.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                         | McGrath RentCorp                                                            | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |       520 | NS      | $58078.80     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc              | Pediatrix Medical Group Inc                                                 | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2721 | NS      | $58174.98     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                     | Mercury General Corp                                                        | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      2379 | NS      | $208376.61    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                 | Miller Industries Inc/TN                                                    | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      3005 | NS      | $123114.85    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                         | Movado Group Inc                                                            | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      2002 | NS      | $45645.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                     | Myers Industries Inc                                                        | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |       695 | NS      | $14365.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                          | NBT Bancorp Inc                                                             | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       649 | NS      | $28835.07     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies Inc          | Napco Security Technologies Inc                                             | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |       473 | NS      | $17448.97     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Nathan's Famous Inc                      | Nathan's Famous Inc                                                         | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |       204 | NS      | $20628.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp              | National Bank Holdings Corp                                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1356 | NS      | $54484.08     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                 | National HealthCare Corp                                                    | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |      2579 | NS      | $369080.69    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc            | National Health Investors Inc                                               | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |       904 | NS      | $74236.48     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corp                   | National Research Corp                                                      | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      6080 | NS      | $123667.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp                           | NETSTREIT Corp                                                              | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |      3346 | NS      | $63038.64     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Idaho Strategic Resources Inc            | Idaho Strategic Resources Inc                                               | CUSIP: 645827205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1165 | NS      | $42009.90     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas Inc                   | Northern Oil & Gas Inc                                                      | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      2689 | NS      | $67225.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                 | Northwest Bancshares Inc                                                    | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4512 | NS      | $58114.56     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co             | Northwest Natural Holding Co                                                | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       618 | NS      | $28774.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc            | Northwestern Energy Group Inc                                               | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      1817 | NS      | $123301.62    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                 | DNOW Inc                                                                    | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      7339 | NS      | $111479.41    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                              | OFG Bancorp                                                                 | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      4388 | NS      | $176836.40    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                          | OSI Systems Inc                                                             | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       783 | NS      | $195859.62    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corp of America                  | Oil-Dri Corp of America                                                     | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |      2097 | NS      | $126973.35    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                        | Olympic Steel Inc                                                           | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      1204 | NS      | $57900.36     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc               | One Liberty Properties Inc                                                  | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               |  | US        |       800 | NS      | $17240.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                              | OneSpan Inc                                                                 | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |      3628 | NS      | $42737.84     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc                 | Oppenheimer Holdings Inc                                                    | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       864 | NS      | $72601.92     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                             | Organon & Co                                                                | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     23644 | NS      | $201919.76    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                          | Otter Tail Corp                                                             | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1140 | NS      | $101642.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                       | Outfront Media Inc                                                          | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |      8254 | NS      | $200737.28    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                    | Oxford Industries Inc                                                       | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      1680 | NS      | $61908.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| PC Connection Inc                        | PC Connection Inc                                                           | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      2613 | NS      | $153670.53    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                     | PTC Therapeutics Inc                                                        | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      6551 | NS      | $494797.03    | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                   | Pacira BioSciences Inc                                                      | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       694 | NS      | $14254.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                | Park Hotels & Resorts Inc                                                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |     12981 | NS      | $141882.33    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                   | Patrick Industries Inc                                                      | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      1250 | NS      | $157712.50    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                      | Peabody Energy Corp                                                         | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      4845 | NS      | $170834.70    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc              | Penske Automotive Group Inc                                                 | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |       159 | NS      | $24929.61     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                   | Peoples Bancorp Inc/OH                                                      | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3288 | NS      | $106925.76    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                  | Perdoceo Education Corp                                                     | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     10431 | NS      | $334104.93    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                | Phibro Animal Health Corp                                                   | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      7088 | NS      | $284583.20    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                               | Phinia Inc                                                                  | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |      3760 | NS      | $267599.20    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                           | Photronics Inc                                                              | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      2577 | NS      | $89086.89     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                     | Pilgrim's Pride Corp                                                        | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      2962 | NS      | $128461.94    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                         | Pitney Bowes Inc                                                            | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      3073 | NS      | $32051.39     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                              | Plexus Corp                                                                 | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       570 | NS      | $113618.10    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA            | Preferred Bank/Los Angeles CA                                               | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      2626 | NS      | $225232.02    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co               | Preformed Line Products Co                                                  | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       777 | NS      | $194980.38    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc         | Prestige Consumer Healthcare Inc                                            | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       985 | NS      | $63502.95     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                           | PriceSmart Inc                                                              | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      1747 | NS      | $248440.87    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| PrimeEnergy Resources Corp               | PrimeEnergy Resources Corp                                                  | CUSIP: 74158E104<br>LEI: 9QMD37QNHRX1B7685Y44 | Long             | EC               | CORP              | US        |       862 | NS      | $157823.58    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro-Dex Inc                              | Pro-Dex Inc                                                                 | CUSIP: 74265M205<br>LEI: 529900EB2AJA079NT411 | Long             | EC               | CORP              | US        |      3247 | NS      | $127379.81    | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| ProAssurance Corp                        | ProAssurance Corp                                                           | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |       303 | NS      | $7338.66      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                   | Progress Software Corp                                                      | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      1241 | NS      | $50781.72     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc             | Protagonist Therapeutics Inc                                                | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1065 | NS      | $87117.00     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc                   | Puma Biotechnology Inc                                                      | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15439 | NS      | $100044.72    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                            | REV Group Inc                                                               | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      5836 | NS      | $372920.40    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                        | RLJ Lodging Trust                                                           | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |      6010 | NS      | $44654.30     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                        | RMR Group Inc/The                                                           | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      6905 | NS      | $104610.75    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                     | Ramaco Resources Inc                                                        | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |      1479 | NS      | $28855.29     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services Inc               | Ranger Energy Services Inc                                                  | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |      4460 | NS      | $68773.20     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                             | Rayonier Inc                                                                | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |      4704 | NS      | $106968.96    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                            | Renasant Corp                                                               | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      2750 | NS      | $103702.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                        | Upbound Group Inc                                                           | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      7002 | NS      | $132337.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc            | Riley Exploration Permian Inc                                               | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |       850 | NS      | $23842.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street Inc                        | Rimini Street Inc                                                           | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |     19183 | NS      | $66181.35     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc                          | Robert Half Inc                                                             | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |      2029 | NS      | $70223.69     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                     | Rush Enterprises Inc                                                        | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      5608 | NS      | $359977.52    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                          | S&T Bancorp Inc                                                             | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2816 | NS      | $120074.24    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc               | Safety Insurance Group Inc                                                  | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      1047 | NS      | $82398.90     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc              | John B Sanfilippo & Son Inc                                                 | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      1038 | NS      | $83974.20     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                           | ScanSource Inc                                                              | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       647 | NS      | $27814.53     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                   | Schneider National Inc                                                      | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      4433 | NS      | $118981.72    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                          | Scholastic Corp                                                             | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4584 | NS      | $160302.48    | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Select Medical Holdings Corp             | Select Medical Holdings Corp                                                | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8673 | NS      | $130528.65    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp               | Sensient Technologies Corp                                                  | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |       879 | NS      | $83083.08     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                        | Shoe Carnival Inc                                                           | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       360 | NS      | $6861.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                     | Shore Bancshares Inc                                                        | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6234 | NS      | $118258.98    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                         | Shutterstock Inc                                                            | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      3149 | NS      | $62507.65     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                    | SIGA Technologies Inc                                                       | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22006 | NS      | $147440.20    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp              | Simmons First National Corp                                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |       774 | NS      | $15735.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Inc                             | Sinclair Inc                                                                | CUSIP: 829242106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5324 | NS      | $77251.24     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                        | SITE Centers Corp                                                           | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |      3569 | NS      | $21842.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Smith & Wesson Brands Inc                | Smith & Wesson Brands Inc                                                   | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      2167 | NS      | $23663.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                     | Sonic Automotive Inc                                                        | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |       444 | NS      | $26622.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc               | South Plains Financial Inc                                                  | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      1223 | NS      | $50950.18     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc                        | Spok Holdings Inc                                                           | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |      7715 | NS      | $106235.55    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc              | Standard Motor Products Inc                                                 | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      5405 | NS      | $215821.65    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                      | Stellar Bancorp Inc                                                         | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      1769 | NS      | $65700.66     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp        | Stewart Information Services Corp                                           | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |        50 | NS      | $3371.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                  | Strategic Education Inc                                                     | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |       410 | NS      | $34858.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corp                   | Strattec Security Corp                                                      | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |      1693 | NS      | $133950.16    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                     | Sturm Ruger & Co Inc                                                        | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      1329 | NS      | $48761.01     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                       | SunCoke Energy Inc                                                          | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     17426 | NS      | $136968.36    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc             | Sunstone Hotel Investors Inc                                                | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |      7143 | NS      | $62644.11     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc             | Supernus Pharmaceuticals Inc                                                | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      7564 | NS      | $364282.24    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                             | Sylvamo Corp                                                                | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      3577 | NS      | $175058.38    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc           | Tactile Systems Technology Inc                                              | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     12303 | NS      | $355064.58    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                | TEGNA Inc                                                                   | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     16123 | NS      | $308916.68    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                               | Tennant Co                                                                  | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      1044 | NS      | $79437.96     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                            | Teradata Corp                                                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      5846 | NS      | $166727.92    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc               | Third Coast Bancshares Inc                                                  | CUSIP: 88422P109<br>LEI: 254900LW0YOTBYSQCK19 | Long             | EC               | CORP              | US        |       153 | NS      | $6205.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                 | Towne Bank/Portsmouth VA                                                    | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      3977 | NS      | $139195.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                      | Travel + Leisure Co                                                         | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      1133 | NS      | $78788.82     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelzoo                                | Travelzoo                                                                   | CUSIP: 89421Q205<br>LEI: 5493003SM75HBCOOU310 | Long             | EC               | CORP              | US        |      1756 | NS      | $10272.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                         | TriCo Bancshares                                                            | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       823 | NS      | $41001.86     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                     | TrustCo Bank Corp NY                                                        | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4397 | NS      | $190829.80    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                         | UniFirst Corp/MA                                                            | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       332 | NS      | $71380.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                    | United Fire Group Inc                                                       | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6665 | NS      | $239540.10    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                              | Unitil Corp                                                                 | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       848 | NS      | $43171.68     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                        | Universal Corp/VA                                                           | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      3954 | NS      | $223756.86    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc         | Universal Insurance Holdings Inc                                            | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      6498 | NS      | $197864.10    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                   | Univest Financial Corp                                                      | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      2860 | NS      | $94780.40     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                    | Urban Edge Properties                                                       | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |      4326 | NS      | $84054.18     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                        | VAALCO Energy Inc                                                           | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     37062 | NS      | $190498.68    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc                    | Viemed Healthcare Inc                                                       | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10018 | NS      | $76838.06     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                 | Village Super Market Inc                                                    | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |      3296 | NS      | $117535.36    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc               | Vishay Precision Group Inc                                                  | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       479 | NS      | $23988.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                             | Visteon Corp                                                                | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |       536 | NS      | $48700.96     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                     | Warrior Met Coal Inc                                                        | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |       301 | NS      | $26879.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                 | WaFd Inc                                                                    | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       257 | NS      | $8383.34      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                         | Weis Markets Inc                                                            | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3602 | NS      | $256282.30    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                   | Werner Enterprises Inc                                                      | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |       221 | NS      | $7569.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                          | Whitestone REIT                                                             | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |      1867 | NS      | $26586.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                    | John Wiley & Sons Inc                                                       | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      2912 | NS      | $90941.76     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                        | World Kinect Corp                                                           | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      1970 | NS      | $53012.70     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                 | Yelp Inc                                                                    | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      5228 | NS      | $143142.64    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange              | E-MINI RUSS 2000 MAR26                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         1 | NC      | $2549.23      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors             | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    759797 | NS      | $759796.75    | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                     | Assured Guaranty Ltd                                                        | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |       530 | NS      | $44970.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd                | Consolidated Water Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |      2462 | NS      | $93260.56     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc              | Fresh Del Monte Produce Inc                                                 | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |      3890 | NS      | $154277.40    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd                | Greenlight Capital Re Ltd                                                   | CUSIP: 000000000<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |      1435 | NS      | $19903.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd             | Hamilton Insurance Group Ltd                                                | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |      4269 | NS      | $118464.75    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                        | IBEX Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |      8001 | NS      | $297637.20    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                      | Luxfer Holdings PLC                                                         | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |      2411 | NS      | $36502.54     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                           | Noble Corp PLC                                                              | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |       908 | NS      | $32342.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                      | Signet Jewelers Ltd                                                         | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |       742 | NS      | $68464.34     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                          | SiriusPoint Ltd                                                             | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      8237 | NS      | $168117.17    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                           | Perrigo Co PLC                                                              | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |      1460 | NS      | $20746.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd             | Genco Shipping & Trading Ltd                                                | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |      3234 | NS      | $67590.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                | International Seaways Inc                                                   | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |      2961 | NS      | $176623.65    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-19

**Name of Applicant:** Lattice Strategies Trust

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer