# EDGAR Filing Document

**Accession Number:** 0000813900
**File Stem:** 0001410368-26-053201
**Filing Date:** 2026-5
**Character Count:** 190481
**Document Hash:** 2cf16b64db11792a331a3c2476d98462
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-053201.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-053201

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PACIFIC SELECT FUND
- **CENTRAL INDEX KEY:** 0000813900

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05141
- **FILM NUMBER:** 261024722

**BUSINESS ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 9492193233

**MAIL ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### Small-Cap Value Portfolio (Series ID: S000026006)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000078075 | Class I      |  |
| C000098948 | Class P      |  |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PACIFIC SELECT FUND

- **b. Investment Company Act file number:** 811-05141

- **c. CIK number of Registrant:** 0000813900

- **d. LEI of Registrant:** 549300KH2YJL0X2VEL27

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

  - **Street Address 1:** 700 NEWPORT CTR DR

  - **City:** NEWPORT BEACH

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** 949-219-3233

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

- **a. Name of Series:** Small-Cap Value Portfolio

- **b. EDGAR series identifier (if any):** S000026006

- **c. LEI of Series:** 549300IJAKEMI4OOVS76

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $382111881.31

**Total Liabilities:** $6241411.43

**Net Assets:** $375870469.88

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000078075 | 6.46%                | 3.19%                | -2.43%               |
| Class ID C000098948 | 6.48%                | 3.21%                | -2.41%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1400255.47              | $16722365.74                               |
| Month 2  | $2327788.59              | $7226004.02                                |
| Month 3  | $1511328.41              | $-9925274.40                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACCO Brands Corp                         | ACCO Brands Corp                         | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     66145 | NS      | $198435.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp                                | ACNB Corp                                | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1198 | NS      | $57348.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                         | AMC Networks Inc                         | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |     21407 | NS      | $145353.53    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold.com Inc                             | Gold.com Inc                             | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |     12640 | NS      | $506611.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                  | ANI Pharmaceuticals Inc                  | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      7334 | NS      | $563984.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                    | ATN International Inc                    | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      5224 | NS      | $142197.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                   | Abercrombie & Fitch Co                   | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     21808 | NS      | $1992596.96   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc            | Academy Sports & Outdoors Inc            | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |     31153 | NS      | $1758586.85   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                 | Acadia Healthcare Co Inc                 | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     19645 | NS      | $459496.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc                  | Accel Entertainment Inc                  | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25551 | NS      | $278761.41    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Acme United Corp                         | Acme United Corp                         | CUSIP: 004816104<br>LEI: 549300NVT8NN13WP8M83 | Long             | EC               | CORP              | US        |      1232 | NS      | $55329.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                   | Advance Auto Parts Inc                   | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     19414 | NS      | $1024088.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| AdvanSix Inc                             | AdvanSix Inc                             | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     16428 | NS      | $400843.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                           | Air Lease Corp                           | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     35629 | NS      | $2313747.26   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                          | Alamo Group Inc                          | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      6244 | NS      | $1030072.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                   | Alarm.com Holdings Inc                   | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     20334 | NS      | $878225.46    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                     | Alaska Air Group Inc                     | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     55711 | NS      | $2049050.58   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                | Albany International Corp                | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     12526 | NS      | $653982.46    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp                    | Alerus Financial Corp                    | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |      7383 | NS      | $175050.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                      | Allegiant Travel Co                      | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     11436 | NS      | $926773.44    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc             | Bread Financial Holdings Inc             | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     13914 | NS      | $1042019.46   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc        | Alpha Metallurgical Resources Inc        | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      4090 | NS      | $839554.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp               | Amalgamated Financial Corp               | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8693 | NS      | $337896.91    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc                      | Amerant Bancorp Inc                      | CUSIP: 023576101<br>LEI: 54930071V6LIG79MTL10 | Long             | EC               | CORP              | US        |     13368 | NS      | $294630.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dauch Corporation                        | Dauch Corporation                        | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     34134 | NS      | $202414.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc            | American Eagle Outfitters Inc            | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     80471 | NS      | $1343865.70   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| American Integrity Insurance Group Inc   | American Integrity Insurance Group Inc   | CUSIP: 026948109<br>LEI: 529900Y2VOV2LYV4OK68 | Long             | EC               | CORP              | US        |      4961 | NS      | $95648.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc            | American Public Education Inc            | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |      8874 | NS      | $504753.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                            | AMERISAFE Inc                            | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      4704 | NS      | $156784.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ames National Corp                       | Ames National Corp                       | CUSIP: 031001100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1662 | NS      | $46901.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                     | Amkor Technology Inc                     | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     34185 | NS      | $1539350.55   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc            | Amphastar Pharmaceuticals Inc            | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     19085 | NS      | $373875.15    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp                      | Amplify Energy Corp                      | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |     29324 | NS      | $182981.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                        | Andersons Inc/The                        | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     19888 | NS      | $1427560.64   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                   | Apogee Enterprises Inc                   | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      9356 | NS      | $313800.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                             | ArcBest Corp                             | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     15505 | NS      | $1525071.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                             | Archrock Inc                             | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     58975 | NS      | $2052330.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Arhaus Inc                               | Arhaus Inc                               | CUSIP: 04035M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22217 | NS      | $150631.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                    | Arrow Electronics Inc                    | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |        15 | NS      | $2151.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp                     | Arrow Financial Corp                     | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |      3792 | NS      | $127297.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                       | Aspen Aerogels Inc                       | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36277 | NS      | $124067.34    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                     | Associated Banc-Corp                     | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     61529 | NS      | $1591139.94   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                     | Astec Industries Inc                     | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      4944 | NS      | $266184.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                           | Astronics Corp                           | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |     10885 | NS      | $726356.05    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                               | Atkore Inc                               | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     21167 | NS      | $1246947.97   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp                 | Atlanticus Holdings Corp                 | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3088 | NS      | $162027.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                       | Avanos Medical Inc                       | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      5235 | NS      | $73342.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidbank Holdings Inc                    | Avidbank Holdings Inc                    | CUSIP: 05368J103<br>LEI: 54930029UJ8M0B84EE44 | Long             | EC               | CORP              | US        |      3312 | NS      | $94392.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                | Avnet Inc                                | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     33640 | NS      | $2072896.80   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                       | Axos Financial Inc                       | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     20711 | NS      | $1762298.99   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc                          | BCB Bancorp Inc                          | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      2533 | NS      | $22746.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                          | Bancorp Inc/The                          | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |     15006 | NS      | $806272.38    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                   | Banc of California Inc                   | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     47232 | NS      | $830338.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                      | Bank of Hawaii Corp                      | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     15668 | NS      | $1163349.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                 | Bank OZK                                 | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     42079 | NS      | $1931005.31   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                           | BankUnited Inc                           | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     27906 | NS      | $1260234.96   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank7 Corp                               | Bank7 Corp                               | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1056 | NS      | $42113.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                              | Banner Corp                              | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6880 | NS      | $417478.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bankwell Financial Group Inc             | Bankwell Financial Group Inc             | CUSIP: 06654A103<br>LEI: 5493004NUBQXPY84NX67 | Long             | EC               | CORP              | US        |      1226 | NS      | $59485.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                    | Bar Harbor Bankshares                    | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       123 | NS      | $3991.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                | Benchmark Electronics Inc                | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     25902 | NS      | $1452066.12   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                     | BJ's Restaurants Inc                     | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     10839 | NS      | $380448.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                      | Bloomin' Brands Inc                      | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     22382 | NS      | $120862.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                           | Blue Bird Corp                           | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |     15329 | NS      | $870533.91    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                   | Boston Beer Co Inc/The                   | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      4731 | NS      | $1090022.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp                         | Boyd Gaming Corp                         | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     22809 | NS      | $1874443.62   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc               | Bridgewater Bancshares Inc               | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      5242 | NS      | $92783.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                | Brighthouse Financial Inc                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     30693 | NS      | $1837896.84   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                        | Bristow Group Inc                        | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      9762 | NS      | $457740.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                        | Brunswick Corp/DE                        | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     27927 | NS      | $2031968.52   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                           | Buckle Inc/The                           | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     12411 | NS      | $625017.96    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc                | Build-A-Bear Workshop Inc                | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      6279 | NS      | $235148.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Burke & Herbert Financial Services Corp  | Burke & Herbert Financial Services Corp  | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5038 | NS      | $313817.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc            | Business First Bancshares Inc            | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |     11858 | NS      | $320640.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                       | Byline Bancorp Inc                       | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     10157 | NS      | $320656.49    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| C&F Financial Corp                       | C&F Financial Corp                       | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |       970 | NS      | $70751.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA                    | CNB Financial Corp/PA                    | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |     11089 | NS      | $321137.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                  | CNO Financial Group Inc                  | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     33006 | NS      | $1355226.36   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                       | CNX Resources Corp                       | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     56395 | NS      | $2174027.25   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                            | Cable One Inc                            | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      2852 | NS      | $260130.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                               | Cabot Corp                               | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     28683 | NS      | $2160116.73   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                      | Cal-Maine Foods Inc                      | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     24545 | NS      | $1942736.75   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                              | Caleres Inc                              | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     18901 | NS      | $199216.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                | California Resources Corp                | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     29747 | NS      | $2059087.34   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Callaway Golf Co                         | Callaway Golf Co                         | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     96314 | NS      | $1336838.32   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                     | Camden National Corp                     | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      3610 | NS      | $171294.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc              | Capital City Bank Group Inc              | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      4138 | NS      | $179837.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc                      | Capital Bancorp Inc                      | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |      3038 | NS      | $90350.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc            | Capitol Federal Financial Inc            | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39894 | NS      | $284444.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                               | CarMax Inc                               | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36830 | NS      | $1531391.40   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                             | Cars.com Inc                             | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     32349 | NS      | $262673.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                    | Carter Bankshares Inc                    | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5580 | NS      | $130125.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                             | Carter's Inc                             | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     15206 | NS      | $543766.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc             | Catalyst Pharmaceuticals Inc             | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     62442 | NS      | $1546063.92   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                   | Cathay General Bancorp                   | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     19766 | NS      | $985532.76    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                  | Central Garden & Pet Co                  | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      4919 | NS      | $180871.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                  | Central Garden & Pet Co                  | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     31046 | NS      | $1006511.32   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp           | Central Pacific Financial Corp           | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     10016 | NS      | $320111.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                  | Century Communities Inc                  | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     11062 | NS      | $634737.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The               | Cheesecake Factory Inc/The               | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     16406 | NS      | $898228.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                          | Chemours Co/The                          | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     73395 | NS      | $1616891.85   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ChoiceOne Financial Services Inc         | ChoiceOne Financial Services Inc         | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1754 | NS      | $49322.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc                          | Citi Trends Inc                          | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |      2607 | NS      | $112935.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Services Inc          | Citizens Financial Services Inc          | CUSIP: 174615104<br>LEI: 5493005JSTWQNVUE0825 | Long             | EC               | CORP              | US        |       620 | NS      | $37913.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                          | City Holding Co                          | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3546 | NS      | $423817.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Civeo Corp                               | Civeo Corp                               | CUSIP: 17878Y207<br>LEI: 254900H0BM0N0O4MSY43 | Long             | EC               | CORP              | CA        |      6972 | NS      | $184479.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corp                              | Clarus Corp                              | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |      5690 | NS      | $15476.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc             | Collegium Pharmaceutical Inc             | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     16979 | NS      | $561495.53    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc                      | Colony Bankcorp Inc                      | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3701 | NS      | $73908.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc              | Columbia Banking System Inc              | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |     76529 | NS      | $2099190.47   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                   | Columbia Sportswear Co                   | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      9442 | NS      | $517516.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                     | Commercial Metals Co                     | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      4604 | NS      | $282823.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Community West Bancshares                | Community West Bancshares                | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6203 | NS      | $144529.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc              | Community Trust Bancorp Inc              | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5233 | NS      | $317747.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc       | Compass Minerals International Inc       | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     22148 | NS      | $517155.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                   | Comstock Resources Inc                   | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     27575 | NS      | $581281.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                   | ConnectOne Bancorp Inc                   | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     14637 | NS      | $391832.49    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies Inc            | Core Molding Technologies Inc            | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |      3911 | NS      | $87606.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc               | Core Natural Resources Inc               | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      1521 | NS      | $159294.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                         | QuidelOrtho Corp                         | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     34861 | NS      | $572766.23    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc             | Covenant Logistics Group Inc             | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9012 | NS      | $244675.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc     | Cracker Barrel Old Country Store Inc     | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     11762 | NS      | $330629.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Credit Acceptance Corp                   | Credit Acceptance Corp                   | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1311 | NS      | $555156.06    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Cricut Inc                               | Cricut Inc                               | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |     34819 | NS      | $130223.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                | Crocs Inc                                | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     20137 | NS      | $1671773.74   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc             | Cross Country Healthcare Inc             | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      3120 | NS      | $29328.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                    | Customers Bancorp Inc                    | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     12690 | NS      | $880812.90    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                           | DMC Global Inc                           | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |      2158 | NS      | $11243.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                        | DXC Technology Co                        | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |    110267 | NS      | $1386056.19   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc                           | Daktronics Inc                           | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |     25549 | NS      | $499482.95    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                 | Dana Inc                                 | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     60542 | NS      | $2037238.30   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                      | Designer Brands Inc                      | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     22893 | NS      | $130261.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc        | Diamond Hill Investment Group Inc        | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |      1401 | NS      | $241112.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                      | Diebold Nixdorf Inc                      | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      8328 | NS      | $628264.32    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc            | Dime Community Bancshares Inc            | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9875 | NS      | $333972.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc                        | Donegal Group Inc                        | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3980 | NS      | $68376.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                             | Ducommun Inc                             | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      5007 | NS      | $610854.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                      | Eagle Materials Inc                      | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |       910 | NS      | $172399.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Co/The                           | Eastern Co/The                           | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |      1898 | NS      | $38415.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                              | Ecovyst Inc                              | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59595 | NS      | $766391.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                | Emergent BioSolutions Inc                | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     33456 | NS      | $277684.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                   | Employers Holdings Inc                   | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7076 | NS      | $291106.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                       | Enact Holdings Inc                       | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |     11251 | NS      | $459153.31    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                 | Encore Capital Group Inc                 | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      9637 | NS      | $675746.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                  | EnerSys                                  | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      8806 | NS      | $1529778.32   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                | Ennis Inc                                | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10980 | NS      | $235191.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp       | Enterprise Financial Services Corp       | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     12682 | NS      | $686223.02    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                | ePlus Inc                                | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     11651 | NS      | $876737.75    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc           | Esquire Financial Holdings Inc           | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2736 | NS      | $294120.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                | Ethan Allen Interiors Inc                | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12408 | NS      | $276202.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petroleum Corp                 | Evolution Petroleum Corp                 | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |      8487 | NS      | $38870.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc                 | F&G Annuities & Life Inc                 | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7127 | NS      | $180455.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                 | FMC Corp                                 | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     26164 | NS      | $450544.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp Inc                           | FS Bancorp Inc                           | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1455 | NS      | $56148.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp               | Farmers National Banc Corp               | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5024 | NS      | $66115.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp       | Federal Agricultural Mortgage Corp       | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |      3469 | NS      | $514626.15    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc               | Financial Institutions Inc               | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5918 | NS      | $187659.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp            | First American Financial Corp            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     38967 | NS      | $2349320.43   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                | First BanCorp/Puerto Rico                | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     50678 | NS      | $1082482.08   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank/Hamilton NJ                   | First Bank/Hamilton NJ                   | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |      5677 | NS      | $90832.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                         | First Busey Corp                         | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     25790 | NS      | $651713.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc    | First Business Financial Services Inc    | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |      3554 | NS      | $191667.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                  | First Financial Bancorp                  | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     23834 | NS      | $664491.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                     | First Financial Corp                     | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4384 | NS      | $277068.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                     | First Merchants Corp                     | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     12443 | NS      | $481917.39    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                 | First Mid Bancshares Inc                 | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7577 | NS      | $312096.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                          | 1st Source Corp                          | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6050 | NS      | $418720.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First United Corp                        | First United Corp                        | CUSIP: 33741H107<br>LEI: 549300G54QPXQLB4KN58 | Long             | EC               | CORP              | US        |      2599 | NS      | $95227.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstsun Capital Bancorp                 | Firstsun Capital Bancorp                 | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       177 | NS      | $6453.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                        | Five Star Bancorp                        | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |      6654 | NS      | $250988.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexsteel Industries Inc                 | Flexsteel Industries Inc                 | CUSIP: 339382103<br>LEI: 894500J5Y3ZZOOJXXN24 | Long             | EC               | CORP              | US        |      2986 | NS      | $134190.84    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp                  | Flushing Financial Corp                  | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9217 | NS      | $141573.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                       | Forestar Group Inc                       | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     12107 | NS      | $295895.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies Inc            | Forum Energy Technologies Inc            | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |      3497 | NS      | $205134.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc                         | Fossil Group Inc                         | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |     29391 | NS      | $126675.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Financial Services Corp         | Franklin Financial Services Corp         | CUSIP: 353525108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       800 | NS      | $40864.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Group Holdings Inc              | Frontier Group Holdings Inc              | CUSIP: 35909R108<br>LEI: 549300DT3Y2BHO6G7T02 | Long             | EC               | CORP              | US        |     46493 | NS      | $164120.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulton Financial Corp                    | Fulton Financial Corp                    | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     56376 | NS      | $1146687.84   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                          | FutureFuel Corp                          | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      7673 | NS      | $29541.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                | GATX Corp                                | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |      7295 | NS      | $1245548.30   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI Liberty Inc                          | GCI Liberty Inc                          | CUSIP: 36164V602<br>LEI: 5493003JDENERRDYFN86 | Long             | EC               | CORP              | US        |      1823 | NS      | $67177.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI Liberty Inc                          | GCI Liberty Inc                          | CUSIP: 36164V800<br>LEI: 5493003JDENERRDYFN86 | Long             | EC               | CORP              | US        |     21822 | NS      | $811996.62    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                  | G-III Apparel Group Ltd                  | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     18000 | NS      | $498600.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                              | Gentex Corp                              | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     66844 | NS      | $1460541.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                   | Genworth Financial Inc                   | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    106397 | NS      | $863943.64    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                             | Gentherm Inc                             | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     14398 | NS      | $399976.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co                     | Global Industrial Co                     | CUSIP: 37892E102<br>LEI: 5493000GO8Z3HEWCGE46 | Long             | EC               | CORP              | US        |       466 | NS      | $14688.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                           | Globalstar Inc                           | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |     13880 | NS      | $921909.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                 | Golden Entertainment Inc                 | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      8015 | NS      | $213920.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The            | Goodyear Tire & Rubber Co/The            | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    166211 | NS      | $1101978.93   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Gran Tierra Energy Inc                   | Gran Tierra Energy Inc                   | CUSIP: 38500T200<br>LEI: 549300IH2S17MAIUCM32 | Long             | EC               | CORP              | US        |     28874 | NS      | $258999.78    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                 | Granite Construction Inc                 | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |      5278 | NS      | $632726.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc              | Granite Ridge Resources Inc              | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |     33697 | NS      | $197801.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co             | Graphic Packaging Holding Co             | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33125 | NS      | $329262.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp           | Great Lakes Dredge & Dock Corp           | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     51512 | NS      | $875704.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc               | Great Southern Bancorp Inc               | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      3986 | NS      | $251636.18    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                           | Green Dot Corp                           | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25328 | NS      | $284180.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                   | Greenbrier Cos Inc/The                   | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     23024 | NS      | $1212213.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                | Greif Inc                                | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      9555 | NS      | $640853.85    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                | Greif Inc                                | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |        23 | NS      | $2013.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                     | Gulfport Energy Corp                     | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      5955 | NS      | $1259899.35   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc                        | HBT Financial Inc                        | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      4451 | NS      | $118930.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                            | HCI Group Inc                            | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      4699 | NS      | $726512.39    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                 | HNI Corp                                 | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      4186 | NS      | $139770.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Co                       | Hallador Energy Co                       | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |     16508 | NS      | $268750.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Beach Brands Holding Co         | Hamilton Beach Brands Holding Co         | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       841 | NS      | $15936.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                     | Hancock Whitney Corp                     | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     23676 | NS      | $1505556.84   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                     | Hanmi Financial Corp                     | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     10040 | NS      | $264654.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The          | Hanover Insurance Group Inc/The          | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     11251 | NS      | $1950360.85   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                      | Harley-Davidson Inc                      | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     56565 | NS      | $1143744.30   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                             | Harmonic Inc                             | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     47299 | NS      | $424745.02    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc         | Harmony Biosciences Holdings Inc         | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24637 | NS      | $690082.37    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                | Haverty Furniture Cos Inc                | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      5136 | NS      | $108780.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc            | Healthcare Services Group Inc            | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     37625 | NS      | $697943.75    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                    | Heartland Express Inc                    | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     24466 | NS      | $254446.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc         | Helix Energy Solutions Group Inc         | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     47011 | NS      | $464938.79    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                    | Helmerich & Payne Inc                    | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     34176 | NS      | $1231361.28   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                   | Heritage Commerce Corp                   | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     21228 | NS      | $264925.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc          | Heritage Insurance Holdings Inc          | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      8413 | NS      | $220841.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy Inc                      | HighPeak Energy Inc                      | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |     14932 | NS      | $103030.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Hingham Institution For Savings The      | Hingham Institution For Savings The      | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |       645 | NS      | $184366.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc                         | Home Bancorp Inc                         | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1963 | NS      | $118918.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                 | HomeTrust Bancshares Inc                 | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6327 | NS      | $269846.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                         | Hope Bancorp Inc                         | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     30432 | NS      | $339925.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp               | Horace Mann Educators Corp               | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     15974 | NS      | $681770.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc                | Hovnanian Enterprises Inc                | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |      1614 | NS      | $179008.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings Inc               | Howard Hughes Holdings Inc               | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |     16466 | NS      | $1041639.16   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                  | Hudson Technologies Inc                  | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9260 | NS      | $54448.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                            | Huntsman Corp                            | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |     97393 | NS      | $1296300.83   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc                          | Hyster-Yale Inc                          | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5422 | NS      | $176269.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                       | Crescent Energy Co                       | CUSIP: 44952J104<br>LEI: 254900FBNP5A21Q39U97 | Long             | EC               | CORP              | US        |    108597 | NS      | $1466059.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                                | IMAX Corp                                | CUSIP: 45245E109<br>LEI: 894500GS1ESLAPZCEI74 | Long             | EC               | CORP              | CA        |     11965 | NS      | $454789.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                 | Independent Bank Corp/MI                 | CUSIP: 453838609<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      7230 | NS      | $240759.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                       | Ingles Markets Inc                       | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      9821 | NS      | $882809.69    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc                | Innovex International Inc                | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     18395 | NS      | $448654.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                             | Innoviva Inc                             | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     21876 | NS      | $509710.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                            | Interface Inc                            | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     33290 | NS      | $829586.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp            | International Bancshares Corp            | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     18724 | NS      | $1259937.96   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc          | International Money Express Inc          | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13628 | NS      | $215322.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc                      | Intrepid Potash Inc                      | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      2307 | NS      | $98670.39     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Co                       | Investors Title Co                       | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       139 | NS      | $30210.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc               | Iridium Communications Inc               | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     56262 | NS      | $1560707.88   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                    | Jackson Financial Inc                    | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     21793 | NS      | $2303955.96   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Inc           | James River Group Holdings Inc           | CUSIP: 46990A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10743 | NS      | $67680.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc                        | JAKKS Pacific Inc                        | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |       612 | NS      | $12191.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferson Capital Inc                    | Jefferson Capital Inc                    | CUSIP: 47248R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11149 | NS      | $214395.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                           | Joint Corp/The                           | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1411 | NS      | $12487.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                     | Kaiser Aluminum Corp                     | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3397 | NS      | $409372.47    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging Inc                      | Karat Packaging Inc                      | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |      2484 | NS      | $69353.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                  | KB Home                                  | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     22780 | NS      | $1178865.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                 | Kearny Financial Corp/MD                 | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9146 | NS      | $69052.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                           | Kennametal Inc                           | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     39861 | NS      | $1440177.93   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Kewaunee Scientific Corp                 | Kewaunee Scientific Corp                 | CUSIP: 492854104<br>LEI: 549300Z8MHH8NUYXQ229 | Long             | EC               | CORP              | US        |      1623 | NS      | $55620.21     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                               | Kforce Inc                               | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      5972 | NS      | $174621.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                  | Kimball Electronics Inc                  | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     11718 | NS      | $277599.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimbell Royalty Partners LP              | Kimbell Royalty Partners LP              | CUSIP: 49435R102<br>LEI: 5493007FC11POVYRB841 | Long             | EC               | CORP              | US        |     33960 | NS      | $491401.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingstone Cos Inc                        | Kingstone Cos Inc                        | CUSIP: 496719105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6755 | NS      | $98420.35     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                               | Kirby Corp                               | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     21038 | NS      | $2795529.44   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services Inc                  | Kodiak Gas Services Inc                  | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27453 | NS      | $1601058.96   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                              | Kohl's Corp                              | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     66517 | NS      | $858069.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                     | Koppers Holdings Inc                     | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2035 | NS      | $78713.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                           | LCI Industries                           | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      9982 | NS      | $1227586.36   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                       | LSB Industries Inc                       | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     22138 | NS      | $329856.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                             | La-Z-Boy Inc                             | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     20310 | NS      | $652763.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                           | Lands' End Inc                           | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      5026 | NS      | $56492.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                    | Lantheus Holdings Inc                    | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     32354 | NS      | $2454050.90   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                | Lear Corp                                | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     28112 | NS      | $3403800.96   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                      | Leggett & Platt Inc                      | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     42795 | NS      | $422814.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                         | LendingClub Corp                         | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     40699 | NS      | $582809.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                       | Liberty Energy Inc                       | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Long             | EC               | CORP              | US        |     66232 | NS      | $1907481.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc             | Life Time Group Holdings Inc             | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63193 | NS      | $1702419.42   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands Inc                      | Lifetime Brands Inc                      | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |      6122 | NS      | $35140.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Educational Services Corp        | Lincoln Educational Services Corp        | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |     12384 | NS      | $503781.12    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                             | Lindsay Corp                             | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      5033 | NS      | $599279.31    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LINKBANCORP Inc                          | LINKBANCORP Inc                          | CUSIP: 53578P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4952 | NS      | $41299.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc                        | Lithia Motors Inc                        | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      8155 | NS      | $2036466.60   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                  | Live Oak Bancshares Inc                  | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12904 | NS      | $426735.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                   | Louisiana-Pacific Corp                   | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     17770 | NS      | $1292767.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                 | Lyft Inc                                 | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     89997 | NS      | $1196960.10   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                     | MGIC Investment Corp                     | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     85030 | NS      | $2232037.50   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                            | MYR Group Inc                            | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     10089 | NS      | $2848326.48   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                               | Macy's Inc                               | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    139441 | NS      | $2522487.69   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                  | Magnolia Oil & Gas Corp                  | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63637 | NS      | $2009020.09   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                         | Malibu Boats Inc                         | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8735 | NS      | $226411.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                        | ManpowerGroup Inc                        | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      6582 | NS      | $193905.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                          | Marcus Corp/The                          | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     16459 | NS      | $282601.03    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                            | MarineMax Inc                            | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      9706 | NS      | $262644.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                     | Marten Transport Ltd                     | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35023 | NS      | $459851.99    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc            | MasterCraft Boat Holdings Inc            | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |       989 | NS      | $20284.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                     | Matador Resources Co                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     23510 | NS      | $1485361.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                            | Materion Corp                            | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      7432 | NS      | $1075038.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co                        | Matrix Service Co                        | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |     11870 | NS      | $136267.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                               | Matson Inc                               | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     22247 | NS      | $3647173.18   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Medallion Financial Corp                 | Medallion Financial Corp                 | CUSIP: 583928106<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | EC               | CORP              | US        |      5800 | NS      | $49648.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                     | Mercantile Bank Corp                     | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      6134 | NS      | $309767.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc                 | Mercer International Inc                 | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |     25232 | NS      | $35829.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                     | Merchants Bancorp/IN                     | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      9284 | NS      | $398376.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                     | Mercury General Corp                     | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      9384 | NS      | $827199.60    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Corp                            | Meridian Corp                            | CUSIP: 58958P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1290 | NS      | $24458.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                   | Pathward Financial Inc                   | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      5659 | NS      | $504952.57    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                  | Methode Electronics Inc                  | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      5991 | NS      | $33070.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares Inc                 | Metrocity Bankshares Inc                 | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |      8031 | NS      | $230248.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp           | Metropolitan Bank Holding Corp           | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2468 | NS      | $205559.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc                     | Mid Penn Bancorp Inc                     | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2052 | NS      | $65992.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc               | Midland States Bancorp Inc               | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      9588 | NS      | $213908.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                 | Miller Industries Inc/TN                 | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      3517 | NS      | $160199.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc                      | Mission Produce Inc                      | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |     19262 | NS      | $265045.12    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                    | Mohawk Industries Inc                    | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     23318 | NS      | $2295890.28   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc              | Monarch Casino & Resort Inc              | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      5252 | NS      | $502091.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc              | Monte Rosa Therapeutics Inc              | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48859 | NS      | $803730.55    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Life U.S. Government Fund Direct | Pacific Life U.S. Government Fund Direct | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    713500 | NS      | $713500.34    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc            | Motorcar Parts of America Inc            | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      4371 | NS      | $48343.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                         | Movado Group Inc                         | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      8690 | NS      | $212209.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc               | Mueller Water Products Inc               | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     44522 | NS      | $1223909.78   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                          | Murphy Oil Corp                          | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     63442 | NS      | $2616982.50   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                         | NMI Holdings Inc                         | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     25563 | NS      | $958868.13    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                  | NOV Inc                                  | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    149717 | NS      | $2816176.77   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp              | National Bank Holdings Corp              | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10774 | NS      | $421909.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                 | National HealthCare Corp                 | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |      2705 | NS      | $431988.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Gas Services Group Inc           | Natural Gas Services Group Inc           | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4355 | NS      | $164357.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc   | Natural Grocers by Vitamin Cottage Inc   | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |      9792 | NS      | $253123.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc           | Nature's Sunshine Products Inc           | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4719 | NS      | $113208.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                             | Navient Corp                             | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     21274 | NS      | $174021.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NB Bancorp Inc                           | NB Bancorp Inc                           | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1424 | NS      | $30003.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                               | Nelnet Inc                               | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      4687 | NS      | $604435.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc               | Atlas Energy Solutions Inc               | CUSIP: 642045108<br>LEI: 254900IYAISQ4C8AVO27 | Long             | EC               | CORP              | US        |     17569 | NS      | $230505.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                           | NewMarket Corp                           | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      3519 | NS      | $2255503.05   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc                    | NPK International Inc                    | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     43989 | NS      | $637400.61    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR Infrastructure LP                   | XPLR Infrastructure LP                   | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |     39866 | NS      | $423376.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                           | Northeast Bank                           | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      3003 | NS      | $337447.11    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas Inc                   | Northern Oil & Gas Inc                   | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     38820 | NS      | $1134708.60   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc                   | Northfield Bancorp Inc                   | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9490 | NS      | $128494.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northpointe Bancshares Inc               | Northpointe Bancshares Inc               | CUSIP: 66661N886<br>LEI: 549300EYMKMD4WKEKP72 | Long             | EC               | CORP              | US        |      9038 | NS      | $155995.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc                     | Northrim BanCorp Inc                     | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      8596 | NS      | $196676.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                 | Northwest Bancshares Inc                 | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18586 | NS      | $235856.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX Infrastructure Inc                  | NWPX Infrastructure Inc                  | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      3310 | NS      | $257716.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                          | Gen Digital Inc                          | CUSIP: 668771116<br>LEI: YF6ZV0M6AU4FY94MK914 | N/A              | DE               |  | US        |      1685 | NS      | $813.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                  | Nu Skin Enterprises Inc                  | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     22510 | NS      | $163872.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc                         | Nutex Health Inc                         | CUSIP: 67079U306<br>LEI: 254900RSD2OET3HENJ50 | Long             | EC               | CORP              | US        |      3394 | NS      | $322565.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| OFG Bancorp                              | OFG Bancorp                              | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     16455 | NS      | $665769.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Valley Bancorp                       | Oak Valley Bancorp                       | CUSIP: 671807105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       843 | NS      | $27338.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc            | Oceaneering International Inc            | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     35514 | NS      | $1259681.58   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                | OceanFirst Financial Corp                | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17390 | NS      | $313715.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Onity Group Inc                          | Onity Group Inc                          | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |      3541 | NS      | $139055.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corp of America                  | Oil-Dri Corp of America                  | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |      6526 | NS      | $424777.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc             | Oil States International Inc             | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     16993 | NS      | $197798.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc                   | Old Second Bancorp Inc                   | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     17342 | NS      | $349614.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                     | OneMain Holdings Inc                     | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     14373 | NS      | $768811.77    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc                | Opendoor Technologies Inc                | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |    121388 | NS      | $568095.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc                | Opendoor Technologies Inc                | CUSIP: 683712129<br>LEI: 254900KX11YZ4HV5BQ47 | N/A              | DE               |  | US        |      4046 | NS      | $2455.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc                 | Oppenheimer Holdings Inc                 | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3937 | NS      | $351141.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange County Bancorp Inc                | Orange County Bancorp Inc                | CUSIP: 68417L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3768 | NS      | $120500.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                       | Origin Bancorp Inc                       | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      7224 | NS      | $299507.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services Inc          | Orrstown Financial Services Inc          | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      7749 | NS      | $279583.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                         | Oscar Health Inc                         | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | EC               | CORP              | US        |     69728 | NS      | $799780.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                    | Oxford Industries Inc                    | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      6713 | NS      | $258517.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| PCB Bancorp                              | PCB Bancorp                              | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |       848 | NS      | $19071.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                            | PRA Group Inc                            | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     12942 | NS      | $226485.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                 | PVH Corp                                 | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     15685 | NS      | $1094185.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PACS Group Inc                           | PACS Group Inc                           | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31525 | NS      | $1012583.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                   | Pacira BioSciences Inc                   | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3108 | NS      | $70240.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                     | Palomar Holdings Inc                     | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      8271 | NS      | $988384.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                 | Par Pacific Holdings Inc                 | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     19000 | NS      | $1190160.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Park-Ohio Holdings Corp                  | Park-Ohio Holdings Corp                  | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1684 | NS      | $40483.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Parke Bancorp Inc                        | Parke Bancorp Inc                        | CUSIP: 700885106<br>LEI: 5493000JF1TWXVD0CR78 | Long             | EC               | CORP              | US        |      3336 | NS      | $94742.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                 | Patterson-UTI Energy Inc                 | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    139501 | NS      | $1510795.83   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                      | Payoneer Global Inc                      | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |     83275 | NS      | $402218.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                      | Peabody Energy Corp                      | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     49245 | NS      | $1622622.75   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp         | Peapack-Gladstone Financial Corp         | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      2958 | NS      | $104151.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc          | PennyMac Financial Services Inc          | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      6842 | NS      | $597990.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                   | Peoples Bancorp Inc/OH                   | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11716 | NS      | $385104.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp of North Carolina Inc    | Peoples Bancorp of North Carolina Inc    | CUSIP: 710577107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1523 | NS      | $59640.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Financial Services Corp          | Peoples Financial Services Corp          | CUSIP: 711040105<br>LEI: 254900HXI30XMTDCGJ18 | Long             | EC               | CORP              | US        |      2458 | NS      | $131085.14    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                  | Perdoceo Education Corp                  | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     26426 | NS      | $983311.46    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                               | Phinia Inc                               | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     14664 | NS      | $1003604.16   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                           | Photronics Inc                           | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     40634 | NS      | $1642019.94   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                              | Plexus Corp                              | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     11439 | NS      | $2316855.06   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Plumas Bancorp                           | Plumas Bancorp                           | CUSIP: 729273102<br>LEI: 549300O5TKTXYTYP4G59 | Long             | EC               | CORP              | US        |      1518 | NS      | $74108.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                              | Polaris Inc                              | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     20091 | NS      | $1094959.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA            | Preferred Bank/Los Angeles CA            | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      4398 | NS      | $398854.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                           | PriceSmart Inc                           | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     13289 | NS      | $1999994.50   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                        | ProAssurance Corp                        | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      6630 | NS      | $163893.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ProFrac Holding Corp                     | ProFrac Holding Corp                     | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9747 | NS      | $60431.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                        | PROG Holdings Inc                        | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     16772 | NS      | $481188.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                    | ProPetro Holding Corp                    | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40304 | NS      | $580780.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc         | Provident Financial Services Inc         | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     44303 | NS      | $937451.48    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc                   | Puma Biotechnology Inc                   | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15714 | NS      | $100412.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                         | QCR Holdings Inc                         | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      5375 | NS      | $459293.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp            | Quanex Building Products Corp            | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     34888 | NS      | $626937.36    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                              | RBB Bancorp                              | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |      5413 | NS      | $115675.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc             | RCI Hospitality Holdings Inc             | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |      5957 | NS      | $135879.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                  | RPC Inc                                  | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48913 | NS      | $346304.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                         | Radian Group Inc                         | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     56089 | NS      | $1855424.12   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services Inc               | Ranger Energy Services Inc               | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |      6957 | NS      | $119242.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc          | Rayonier Advanced Materials Inc          | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     46250 | NS      | $511987.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares Inc                 | Red River Bancshares Inc                 | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |      1880 | NS      | $170027.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                 | Regional Management Corp                 | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      2835 | NS      | $91428.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                        | Upbound Group Inc                        | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     18597 | NS      | $335675.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                  | Republic Bancorp Inc/KY                  | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3173 | NS      | $223855.15    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                | Rigel Pharmaceuticals Inc                | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |     11568 | NS      | $312798.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc            | Riley Exploration Permian Inc            | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |      7736 | NS      | $281977.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc                         | Rocky Brands Inc                         | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |      1734 | NS      | $67140.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                     | Rush Enterprises Inc                     | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     35393 | NS      | $2339831.23   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                     | Rush Enterprises Inc                     | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      2551 | NS      | $164156.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                         | Ryder System Inc                         | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     15791 | NS      | $3232575.61   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                     | Ryerson Holding Corp                     | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     18691 | NS      | $420173.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                          | S&T Bancorp Inc                          | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8906 | NS      | $372537.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                 | SLM Corp                                 | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76617 | NS      | $1640369.97   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                             | SM Energy Co                             | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     95319 | NS      | $2972046.42   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc               | Safety Insurance Group Inc               | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      2907 | NS      | $211164.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                | Sally Beauty Holdings Inc                | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     39346 | NS      | $544942.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc                     | SandRidge Energy Inc                     | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |     18910 | NS      | $308422.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc              | John B Sanfilippo & Son Inc              | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      2436 | NS      | $193247.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                   | Schneider National Inc                   | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     22582 | NS      | $595261.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                          | Scholastic Corp                          | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12172 | NS      | $475438.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                       | Mativ Holdings Inc                       | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     42369 | NS      | $368610.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp                            | Seaboard Corp                            | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |       106 | NS      | $599326.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Water Solutions Inc               | Select Water Solutions Inc               | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     39798 | NS      | $608909.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc            | Selective Insurance Group Inc            | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     21796 | NS      | $1643200.44   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                        | Seneca Foods Corp                        | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3728 | NS      | $563375.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc               | ServisFirst Bancshares Inc               | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15799 | NS      | $1150641.17   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co         | Shenandoah Telecommunications Co         | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     12432 | NS      | $191701.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                        | Shoe Carnival Inc                        | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12865 | NS      | $200565.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                     | Shore Bancshares Inc                     | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13122 | NS      | $245118.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                           | Sierra Bancorp                           | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3971 | NS      | $134696.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                    | SIGA Technologies Inc                    | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8273 | NS      | $44260.55     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                              | SkyWest Inc                              | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     23479 | NS      | $2156076.57   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc                  | SkyWater Technology Inc                  | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20499 | NS      | $561877.59    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyward Specialty Insurance Group Inc    | Skyward Specialty Insurance Group Inc    | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |     14309 | NS      | $625017.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Slide Insurance Holdings Inc             | Slide Insurance Holdings Inc             | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Long             | EC               | CORP              | US        |     30706 | NS      | $552708.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc                       | SmartFinancial Inc                       | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2011 | NS      | $78589.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smart Sand Inc                           | Smart Sand Inc                           | CUSIP: 83191H107<br>LEI: 549300JISW1T66DVOK23 | Long             | EC               | CORP              | US        |      8700 | NS      | $44544.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc               | SolarEdge Technologies Inc               | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |     34500 | NS      | $1761225.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                     | Sonic Automotive Inc                     | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      3568 | NS      | $244657.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc               | South Plains Financial Inc               | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      5686 | NS      | $238243.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| California BanCorp                       | California BanCorp                       | CUSIP: 84252A106<br>LEI: 549300Z6CP542EI9L684 | Long             | EC               | CORP              | US        |      9345 | NS      | $165593.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc            | Southern Missouri Bancorp Inc            | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4057 | NS      | $259404.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                 | Southside Bancshares Inc                 | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      5000 | NS      | $155450.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc             | Spectrum Brands Holdings Inc             | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     17034 | NS      | $1255405.80   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                | Stepan Co                                | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     10196 | NS      | $509596.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                           | Stoneridge Inc                           | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      4459 | NS      | $21536.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                         | StoneX Group Inc                         | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     30264 | NS      | $2440791.60   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corp                   | Strattec Security Corp                   | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |      2186 | NS      | $171251.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Midstream Corp                    | Summit Midstream Corp                    | CUSIP: 86614G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2412 | NS      | $72938.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc        | Sun Country Airlines Holdings Inc        | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     27242 | NS      | $450037.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                       | SunCoke Energy Inc                       | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     46985 | NS      | $305872.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Cos Inc                | Superior Group of Cos Inc                | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |      5735 | NS      | $58267.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                             | Sylvamo Corp                             | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     16098 | NS      | $679979.52    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                     | Tri Pointe Homes Inc                     | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25569 | NS      | $1194839.37   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc           | Tactile Systems Technology Inc           | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |      5993 | NS      | $156597.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                         | Talos Energy Inc                         | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     54547 | NS      | $859660.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                  | Target Hospitality Corp                  | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16369 | NS      | $151904.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                | Taylor Morrison Home Corp                | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     38914 | NS      | $2266351.36   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                       | Teladoc Health Inc                       | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     65190 | NS      | $355285.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc           | Telephone and Data Systems Inc           | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |     61258 | NS      | $2578961.80   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                               | Tennant Co                               | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      7048 | NS      | $467987.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                               | Terex Corp                               | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     49151 | NS      | $2904824.10   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc                   | TETRA Technologies Inc                   | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |     53823 | NS      | $458571.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc             | Texas Capital Bancshares Inc             | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     15340 | NS      | $1455459.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc               | Third Coast Bancshares Inc               | CUSIP: 88422P109<br>LEI: 254900LW0YOTBYSQCK19 | Long             | EC               | CORP              | US        |      5213 | NS      | $197207.79    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                            | Tidewater Inc                            | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     16013 | NS      | $1337886.15   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Tile Shop Holdings Inc                   | Tile Shop Holdings Inc                   | CUSIP: 88677Q208<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               | CORP              | US        |      4274 | NS      | $12937.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Timberland Bancorp Inc/WA                | Timberland Bancorp Inc/WA                | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1010 | NS      | $39824.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc                             | Metallus Inc                             | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     20095 | NS      | $328352.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc                              | Tiptree Inc                              | CUSIP: 88822Q103<br>LEI: 254900EH52HA4YXENT37 | Long             | EC               | CORP              | US        |      5747 | NS      | $97239.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                      | Titan Machinery Inc                      | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      6705 | NS      | $112107.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                  | Tompkins Financial Corp                  | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      5820 | NS      | $458848.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                              | Trex Co Inc                              | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39895 | NS      | $1452975.90   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                         | TriCo Bancshares                         | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9149 | NS      | $434943.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                              | TriMas Corp                              | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |     20159 | NS      | $724514.46    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                   | Trinity Industries Inc                   | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     54497 | NS      | $1753713.46   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                             | TrueBlue Inc                             | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5446 | NS      | $21293.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                     | TrustCo Bank Corp NY                     | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6784 | NS      | $297003.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                           | Trustmark Corp                           | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     21510 | NS      | $906431.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                        | Tutor Perini Corp                        | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     27873 | NS      | $2151516.87   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| USCB Financial Holdings Inc              | USCB Financial Holdings Inc              | CUSIP: 90355N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1742 | NS      | $32296.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                    | United Fire Group Inc                    | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9154 | NS      | $339247.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Coastal Insurance Corp          | American Coastal Insurance Corp          | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |     10120 | NS      | $113850.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                 | United Natural Foods Inc                 | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     41117 | NS      | $1852732.02   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Digital Infrastructure Inc         | Array Digital Infrastructure Inc         | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      8721 | NS      | $402386.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc                        | Unity Bancorp Inc                        | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      3590 | NS      | $186069.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc                | Universal Electronics Inc                | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      3090 | NS      | $12730.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc         | Universal Insurance Holdings Inc         | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     11010 | NS      | $376101.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc         | Universal Logistics Holdings Inc         | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4358 | NS      | $92128.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc        | Universal Technical Institute Inc        | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |     12491 | NS      | $450925.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                   | Univest Financial Corp                   | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      9267 | NS      | $317487.42    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                               | Upwork Inc                               | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     56189 | NS      | $615831.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Urban Outfitters Inc                     | Urban Outfitters Inc                     | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     26269 | NS      | $1664141.15   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                  | VF Corp                                  | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    110899 | NS      | $1884174.01   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                        | VAALCO Energy Inc                        | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     66997 | NS      | $424760.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                  | Valley National Bancorp                  | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    107511 | NS      | $1320235.08   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc                   | Velocity Financial Inc                   | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4538 | NS      | $82092.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Bradley Inc                         | Vera Bradley Inc                         | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |      5609 | NS      | $17724.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group Inc                  | Versant Media Group Inc                  | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |     87132 | NS      | $3225626.64   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospitality Inc  | Pursuit Attractions and Hospitality Inc  | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      9619 | NS      | $352343.97    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                               | Viasat Inc                               | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     78406 | NS      | $3590994.80   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                   | Victoria's Secret & Co                   | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     28846 | NS      | $1337300.56   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc             | Victory Capital Holdings Inc             | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     18122 | NS      | $1186628.56   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                 | Village Super Market Inc                 | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |      5567 | NS      | $235094.41    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Virco Mfg. Corp                          | Virco Mfg. Corp                          | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6537 | NS      | $40006.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc           | Virtus Investment Partners Inc           | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      2402 | NS      | $322708.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc               | Vishay Intertechnology Inc               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     49831 | NS      | $896958.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                             | Visteon Corp                             | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     10768 | NS      | $981072.48    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy Inc                       | Vitesse Energy Inc                       | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11998 | NS      | $217883.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                     | Wabash National Corp                     | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      3714 | NS      | $32014.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                 | WaFd Inc                                 | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20866 | NS      | $655192.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Trust Bancorp Inc             | Washington Trust Bancorp Inc             | CUSIP: 940610108<br>LEI: J66MZFCNJPP3PERHZW54 | Long             | EC               | CORP              | US        |      6250 | NS      | $209125.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                 | Waterstone Financial Inc                 | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      3999 | NS      | $72101.97     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                         | Weis Markets Inc                         | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7541 | NS      | $515728.99    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                   | Werner Enterprises Inc                   | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     32249 | NS      | $948443.09    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| West BanCorp Inc                         | West BanCorp Inc                         | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |      3268 | NS      | $77745.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                      | Westamerica BanCorp                      | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |      9933 | NS      | $518005.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                           | WisdomTree Inc                           | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      6530 | NS      | $95076.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                    | World Acceptance Corp                    | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1203 | NS      | $162453.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                        | World Kinect Corp                        | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     13391 | NS      | $308930.37    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                 | Yelp Inc                                 | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     15778 | NS      | $390347.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                        | YETI Holdings Inc                        | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     30384 | NS      | $1111750.56   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez Inc                               | Zumiez Inc                               | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      6334 | NS      | $140361.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                             | Alkermes PLC                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     31479 | NS      | $1113097.44   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                     | Assured Guaranty Ltd                     | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     13330 | NS      | $1086128.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                | Axis Capital Holdings Ltd                | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |     25742 | NS      | $2610496.22   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The     | Bank of NT Butterfield & Son Ltd/The     | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |     17959 | NS      | $942488.32    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Mining Corp PLC                | Caledonia Mining Corp PLC                | CUSIP: 000000000<br>LEI: 21380093ZBI4BFM75Y51 | Long             | EC               | CORP              | JE        |      4029 | NS      | $91015.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                            | Clarivate PLC                            | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |    149458 | NS      | $378128.74    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole PLC                                 | Dole PLC                                 | CUSIP: 000000000<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               | CORP              | IE        |     37617 | NS      | $537546.93    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                         | Essent Group Ltd                         | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     33672 | NS      | $1967791.68   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferroglobe PLC                           | Ferroglobe PLC                           | CUSIP: 000000000<br>LEI: 2138005GCFJACFTZUD90 | Long             | EC               | CORP              | GB        |     18906 | NS      | $77892.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd           | Fidelis Insurance Holdings Ltd           | CUSIP: 000000000<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | EC               | CORP              | BM        |     16224 | NS      | $310040.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc              | Fresh Del Monte Produce Inc              | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |     23442 | NS      | $943774.92    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaCloud Technology Inc                 | GigaCloud Technology Inc                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12200 | NS      | $553636.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Gambling.com Group Ltd                   | Gambling.com Group Ltd                   | CUSIP: 000000000<br>LEI: 254900PUNXQ3N26IMU63 | Long             | EC               | CORP              | JE        |      2422 | NS      | $9397.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd                | Greenlight Capital Re Ltd                | CUSIP: 000000000<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |      6623 | NS      | $114511.67    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                        | IBEX Holdings Ltd                        | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |      8862 | NS      | $237678.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC            | Weatherford International PLC            | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     27660 | NS      | $2616082.80   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                             | LivaNova PLC                             | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     27422 | NS      | $1742942.32   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                      | Luxfer Holdings PLC                      | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |     13490 | NS      | $164308.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd                       | Liberty Global Ltd                       | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |     72858 | NS      | $880853.22    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd                       | Liberty Global Ltd                       | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |     65313 | NS      | $766121.49    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                    | Nabors Industries Ltd                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      7559 | NS      | $650527.54    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                           | Noble Corp PLC                           | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |     52728 | NS      | $2587362.96   | 0.69%             |  |  |  | No            |                  1 | On Loan: —       |
| Novocure Ltd                             | Novocure Ltd                             | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |     20959 | NS      | $228453.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                             | SFL Corp Ltd                             | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |     50027 | NS      | $539791.33    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Seadrill Ltd                             | Seadrill Ltd                             | CUSIP: 000000000<br>LEI: 213800EQ6L456U2JCO89 | Long             | EC               | CORP              | BM        |     20606 | NS      | $937573.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                      | Signet Jewelers Ltd                      | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |     17380 | NS      | $1471043.20   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                          | SiriusPoint Ltd                          | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     48653 | NS      | $1047985.62   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Group SGHC Ltd                     | Super Group SGHC Ltd                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |     53388 | NS      | $576590.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc                           | Tecnoglass Inc                           | CUSIP: 000000000<br>LEI: 529900YRWTPOC2E6IO67 | Long             | EC               | CORP              | KY        |     10561 | NS      | $470492.55    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp Ltd                          | Teekay Corp Ltd                          | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |     25223 | NS      | $307972.83    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                       | Teekay Tankers Ltd                       | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |      8704 | NS      | $638177.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                      | Tronox Holdings PLC                      | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |     38626 | NS      | $377376.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                              | Valaris Ltd                              | CUSIP: 000000000<br>LEI: 5299008BQ9IREYWBTS30 | Long             | EC               | CORP              | BM        |     21425 | NS      | $2100507.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd      | White Mountains Insurance Group Ltd      | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |       737 | NS      | $1619159.52   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                           | Transocean Ltd                           | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |    329572 | NS      | $2185062.36   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion SA                                 | Orion SA                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     33177 | NS      | $215650.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd                  | Pagaya Technologies Ltd                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      9549 | NS      | $111245.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ermenegildo Zegna NV                     | Ermenegildo Zegna NV                     | CUSIP: 000000000<br>LEI: 8156003760472AA7E269 | Long             | EC               | CORP              | NL        |     32046 | NS      | $333919.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                  | Expro Group Holdings NV                  | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |     41864 | NS      | $728852.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR STREET                             | CLEAR STREET                             | CUSIP: 000000000<br>LEI: 549300KNQS43Y7TO3X67 | Long             | RA               | CORP              | US        |   3570573 | PA      | $3570572.73   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| SWIB                                     | SWIB                                     | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |   1634222 | PA      | $1634221.61   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                    | Ardmore Shipping Corp                    | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |     19664 | NS      | $299876.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                            | Costamare Inc                            | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |     27328 | NS      | $461843.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Bulkers Holdings Ltd           | Costamare Bulkers Holdings Ltd           | CUSIP: 000000000<br>LEI: 529900XOR3ESNE5WKB78 | Long             | EC               | CORP              | MH        |      5465 | NS      | $84543.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                           | Dorian LPG Ltd                           | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |     14005 | NS      | $478971.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd             | Genco Shipping & Trading Ltd             | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |     17387 | NS      | $392076.85    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                | International Seaways Inc                | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |     19231 | NS      | $1401555.28   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc                         | Safe Bulkers Inc                         | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MH        |     17243 | NS      | $109148.19    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                      | Scorpio Tankers Inc                      | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |     19957 | NS      | $1489989.62   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** PACIFIC SELECT FUND

**Signature:** Trevor Smith

**Name of Signer:** Trevor Smith

**Title:** Assistant Vice President