# EDGAR Filing Document

**Accession Number:** 0000742212
**File Stem:** 0001410368-25-029483
**Filing Date:** 2025-11
**Character Count:** 246231
**Document Hash:** b21b8e45c196e8f0feb948dea23b0224
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-029483.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0001410368-25-029483

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03990
- **FILM NUMBER:** 251511993

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

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

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

## Series and Classes Contracts Data

### Index 600 Stock Portfolio (Series ID: S000018231)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000050279 | Index 600 Stock Portfolio |  |

## Nport-Ex

Index 600 Stock Portfolio

SCHEDULE OF INVESTMENTS

**September 30, 2025 (unaudited)** 

---

| | | |
|:---|:---|:---|
| Common Stocks<br> (99.2%) | Shares/<br> Par <sup>+</sup> | Value <br> $(000's)  |
|  **Communication Services (2.9%)** | **Communication Services (2.9%)** | **Communication Services (2.9%)** |
|  Angi, Inc. \* | 12670 | 206 |
|  Cable One, Inc. | 1589 | 281 |
|  CarGurus, Inc. \* | 29082 | 1083 |
|  Cars.com, Inc. \* | 19672 | 240 |
|  Cinemark Holdings, Inc. | 35063 | 983 |
|  Cogent Communications Holdings, Inc. | 16358 | 627 |
|  DoubleVerify Holdings, Inc. \* | 46751 | 560 |
|  Gogo, Inc. \* | 25692 | 221 |
|  IAC, Inc. \* | 23129 | 788 |
|  John Wiley & Sons, Inc. - Class A | 14110 | 571 |
|  Lumen Technologies, Inc. \* | 323542 | 1980 |
|  Madison Square Garden Sports Corp. \* | 6137 | 1393 |
|  QuinStreet, Inc. \* | 19605 | 303 |
|  Scholastic Corp. | 7770 | 213 |
|  Shenandoah Telecommunications Co. | 15683 | 211 |
|  Shutterstock, Inc. | 8304 | 173 |
|  TEGNA, Inc. | 55079 | 1120 |
|  Telephone and Data Systems, Inc. | 33630 | 1320 |
|  Thryv Holdings, Inc. \* | 14215 | 171 |
|  TripAdvisor, Inc. \* | 39977 | 650 |
|  Uniti Group, Inc. \* | 61595 | 377 |
|  Yelp, Inc. \* | 20452 | 638 |
|  Ziff Davis, Inc. \* | 14115 | 538 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **14647** |
|  **Consumer Discretionary (13.5%)** | **Consumer Discretionary (13.5%)** | **Consumer Discretionary (13.5%)** |
|  Academy Sports & Outdoors, Inc. | 22761 | 1139 |
|  Acushnet Holdings Corp. | 9492 | 745 |
|  Adient PLC \* | 27765 | 669 |
|  Adtalem Global Education, Inc. \* | 12317 | 1902 |
|  Advance Auto Parts, Inc. | 20556 | 1262 |
|  American Axle & Manufacturing Holdings, Inc. \* | 40222 | 242 |
|  American Eagle Outfitters, Inc. | 55466 | 949 |
|  Asbury Automotive Group, Inc. \* | 6732 | 1646 |
|  BJ's Restaurants, Inc. \* | 7618 | 233 |
|  Bloomin' Brands, Inc. | 26582 | 191 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br> (99.2%) | Shares/<br> Par <sup>+</sup> | Value <br> $(000's)  |
|  **Consumer Discretionary continued** | **Consumer Discretionary continued** | **Consumer Discretionary continued** |
|  Boot Barn Holdings, Inc. \* | 10470 | 1735 |
|  BorgWarner, Inc. | 74200 | 3262 |
|  Brinker International, Inc. \* | 15235 | 1930 |
|  The Buckle, Inc. | 10366 | 608 |
|  Caesars Entertainment, Inc. \* | 71275 | 1926 |
|  Caleres, Inc. | 11558 | 151 |
|  Carter's, Inc. | 12542 | 354 |
|  Cavco Industries, Inc. \* | 2714 | 1576 |
|  Century Communities, Inc. | 8808 | 558 |
|  Champion Homes, Inc. \* | 19372 | 1479 |
|  The Cheesecake Factory, Inc. | 15665 | 856 |
|  Cracker Barrel Old Country Store, Inc. | 7665 | 338 |
|  Dana, Inc. | 44895 | 900 |
|  Dave & Buster's Entertainment, Inc. \* | 9284 | 169 |
|  Dick's Sporting Goods, Inc. |  | –π |
|  Dorman Products, Inc. \* | 9549 | 1489 |
|  Dream Finders Homes, Inc. - Class A \* | 9922 | 257 |
|  Ethan Allen Interiors, Inc. | 7937 | 234 |
|  Etsy, Inc. \* | 33972 | 2255 |
|  Fox Factory Holding Corp. \* | 14393 | 350 |
|  Frontdoor, Inc. \* | 24968 | 1680 |
|  Gentherm, Inc. \* | 10512 | 358 |
|  G-III Apparel Group, Ltd. \* | 13122 | 349 |
|  Golden Entertainment, Inc. | 6757 | 159 |
|  Green Brick Partners, Inc. \* | 10496 | 775 |
|  Group 1 Automotive, Inc. | 4343 | 1900 |
|  Guess?, Inc. | 10561 | 176 |
|  Hanesbrands, Inc. \* | 121775 | 802 |
|  Helen of Troy, Ltd. \* | 7848 | 198 |
|  Installed Building Products, Inc. | 7822 | 1929 |
|  Kohl's Corp. | 38565 | 593 |
|  Kontoor Brands, Inc. | 17513 | 1397 |
|  La-Z-Boy, Inc. | 14023 | 481 |
|  LCI Industries | 8295 | 773 |
|  Leggett & Platt, Inc. | 46589 | 414 |
|  LGI Homes, Inc. \* | 6893 | 356 |
|  M/I Homes, Inc. \* | 9040 | 1306 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br> (99.2%) | Shares/<br> Par <sup>+</sup> | Value <br> $(000's)  |
|  **Consumer Discretionary continued** | **Consumer Discretionary continued** | **Consumer Discretionary continued** |
|  MarineMax, Inc. \* | 6502 | 165 |
|  Matthews International Corp. | 10596 | 257 |
|  Meritage Homes Corp. | 24385 | 1766 |
|  Mister Car Wash, Inc. \* | 33825 | 180 |
|  Monarch Casino & Resort, Inc. | 4277 | 453 |
|  Monro, Inc. | 10320 | 185 |
|  National Vision Holdings, Inc. \* | 27087 | 791 |
|  Newell Brands, Inc. | 143344 | 751 |
|  Oxford Industries, Inc. | 4835 | 196 |
|  Papa John's International, Inc. | 11275 | 543 |
|  Patrick Industries, Inc. | 11394 | 1178 |
|  Penn Entertainment, Inc. \* | 48082 | 926 |
|  Perdoceo Education Corp. | 20880 | 786 |
|  PHINIA, Inc. | 13308 | 765 |
|  Pursuit Attractions and Hospitality, Inc. \* | 7387 | 267 |
|  Sabre Corp. \* | 136309 | 249 |
|  Sally Beauty Holdings, Inc. \* | 34057 | 554 |
|  Shake Shack, Inc. - Class A \* | 13788 | 1291 |
|  Shoe Carnival, Inc. | 6072 | 126 |
|  Signet Jewelers, Ltd. | 14097 | 1352 |
|  Six Flags Entertainment Corp. \* | 34639 | 787 |
|  Sonic Automotive, Inc. - Class A | 5053 | 384 |
|  Sonos, Inc. \* | 41280 | 652 |
|  Standard Motor Products, Inc. | 7193 | 294 |
|  Steven Madden, Ltd. | 24845 | 832 |
|  Strategic Education, Inc. | 8084 | 695 |
|  Stride, Inc. \* | 14757 | 2198 |
|  Sturm, Ruger & Co., Inc. | 5567 | 242 |
|  Topgolf Callaway Brands Corp. \* | 48103 | 457 |
|  TRI Pointe Homes, Inc. \* | 29970 | 1018 |
|  United Parks & Resorts, Inc. \* | 9470 | 490 |
|  Upbound Group, Inc. | 17932 | 424 |
|  Urban Outfitters, Inc. \* | 18426 | 1316 |
|  Victoria's Secret & Co. \* | 27487 | 746 |
|  The Wendy's Co. | 53901 | 494 |
|  Winnebago Industries, Inc. | 9505 | 318 |

---

**1** 

------

Index 600 Stock Portfolio

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

---

| | | |
|:---|:---|:---|
| Common Stocks<br> (99.2%) | Shares/<br> Par <sup>+</sup> | Value <br> $(000's)  |
|  **Consumer Discretionary continued** | **Consumer Discretionary continued** | **Consumer Discretionary continued** |
|  Wolverine World Wide, Inc. | 27969 | 767 |
|  Worthington Enterprises, Inc. | 10804 | 600 |
|  XPEL, Inc. \* | 8671 | 287 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **68833** |
|  **Consumer Staples (2.5%)** | **Consumer Staples (2.5%)** | **Consumer Staples (2.5%)** |
|  The Andersons, Inc. | 11565 | 460 |
|  Cal-Maine Foods, Inc. | 15628 | 1471 |
|  Central Garden & Pet Co. \* | 2791 | 91 |
|  Central Garden & Pet Co. - Class A \* | 17603 | 520 |
|  The Chefs' Warehouse, Inc. \* | 12450 | 726 |
|  Edgewell Personal Care Co. | 15995 | 326 |
|  Energizer Holdings, Inc. | 20912 | 521 |
|  Fresh Del Monte Produce, Inc. | 11394 | 396 |
|  Freshpet, Inc. \* | 16691 | 920 |
|  Grocery Outlet Holding Corp. \* | 33773 | 542 |
|  Interparfums, Inc. | 6302 | 620 |
|  J & J Snack Foods Corp. | 5310 | 510 |
|  John B. Sanfilippo & Son, Inc. | 3154 | 203 |
|  MGP Ingredients, Inc. | 4793 | 116 |
|  National Beverage Corp. \* | 8063 | 298 |
|  PriceSmart, Inc. | 8610 | 1043 |
|  Reynolds Consumer Products, Inc. | 18824 | 461 |
|  The Simply Good Foods Co. \* | 31644 | 785 |
|  Tootsie Roll Industries, Inc. | 6762 | 283 |
|  TreeHouse Foods, Inc. \* | 15299 | 309 |
|  United Natural Foods, Inc. \* | 20849 | 784 |
|  Universal Corp. | 8567 | 479 |
|  USANA Health Sciences,<br>Inc. \* | 3713 | 102 |
|  WD-40 Co. | 4629 | 915 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **12881** |
|  **Energy (4.4%)** |  |  |
|  Archrock, Inc. | 60256 | 1585 |
|  Atlas Energy Solutions, Inc. | 26411 | 300 |
|  Bristow Group, Inc. \* | 8630 | 311 |
|  Cactus, Inc. - Class A | 23448 | 925 |
|  California Resources Corp. | 24942 | 1326 |
|  Comstock Resources, Inc. \* | 27237 | 540 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br> (99.2%) | Shares/<br> Par <sup>+</sup> | Value <br> $(000's)  |
|  **Energy continued** | **Energy continued** | **Energy continued** |
|  Core Laboratories, Inc. | 16066 | 199 |
|  Core Natural Resources, Inc. | 17641 | 1473 |
|  Crescent Energy Co. | 63982 | 571 |
|  CVR Energy, Inc. \* | 10380 | 379 |
|  Dorian LPG, Ltd. | 12595 | 375 |
|  Helix Energy Solutions Group,<br>Inc. \* | 47088 | 309 |
|  Helmerich & Payne, Inc. | 34008 | 751 |
|  Innovex International, Inc. \* | 13267 | 246 |
|  International Seaways, Inc. | 13935 | 642 |
|  Kinetik Holdings, Inc. | 14918 | 638 |
|  Kodiak Gas Services, Inc. | 22656 | 838 |
|  Liberty Energy, Inc. | 55762 | 688 |
|  Magnolia Oil & Gas Corp. - Class A | 63482 | 1515 |
|  Noble Corp. PLC | 42994 | 1216 |
|  Northern Oil and Gas, Inc. | 33223 | 824 |
|  Oceaneering International, Inc. \* | 34223 | 848 |
|  Par Pacific Holdings, Inc. \* | 17491 | 620 |
|  Patterson-UTI Energy, Inc. | 119450 | 619 |
|  Peabody Energy Corp. | 41665 | 1105 |
|  REX American Resources Corp. \* | 9752 | 299 |
|  RPC, Inc. | 30036 | 143 |
|  SM Energy Co. | 39335 | 982 |
|  Talos Energy, Inc. \* | 43994 | 422 |
|  Tidewater, Inc. \* | 15845 | 845 |
|  Vital Energy, Inc. \* | 10020 | 169 |
|  World Kinect Corp. | 19121 | 496 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **22199** |
|  **Financials (18.8%)** |  |  |
|  Acadian Asset Management, Inc. | 9121 | 439 |
|  Adamas Trust, Inc. | 28907 | 201 |
|  Ameris Bancorp | 22039 | 1616 |
|  AMERISAFE, Inc. | 6435 | 282 |
|  Apollo Commercial Real Estate Finance, Inc. | 44796 | 454 |
|  Arbor Realty Trust, Inc. | 65783 | 803 |
|  ARMOUR Residential REIT, Inc. | 38380 | 573 |
|  Artisan Partners Asset Management, Inc. - Class A | 24111 | 1046 |
|  Assured Guaranty, Ltd. | 15307 | 1296 |
|  Atlantic Union Bankshares Co. | 48837 | 1723 |
|  Axos Financial, Inc. \* | 19330 | 1636 |
|  Banc of California, Inc. | 44783 | 741 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br> (99.2%) | Shares/<br> Par <sup>+</sup> | Value <br> $(000's)  |
|  **Financials continued** |  |  |
|  BancFirst Corp. | 7108 | 899 |
|  The Bancorp, Inc. \* | 15783 | 1182 |
|  Bank of Hawaii Corp. | 13685 | 898 |
|  BankUnited, Inc. | 25719 | 981 |
|  Banner Corp. | 11828 | 775 |
|  Beacon Financial Corp. | 28399 | 673 |
|  BGC Group, Inc. - Class A | 125024 | 1183 |
|  Blackstone Mortgage Trust, Inc. | 54573 | 1005 |
|  Capitol Federal Financial, Inc. | 42032 | 267 |
|  Cathay General Bancorp | 23679 | 1137 |
|  Central Pacific Financial Corp. | 9283 | 282 |
|  City Holding Co. | 4989 | 618 |
|  Cohen & Steers, Inc. | 9481 | 622 |
|  Community Financial System, Inc. | 18109 | 1062 |
|  Customers Bancorp, Inc. \* | 10123 | 662 |
|  CVB Financial Corp. | 44334 | 838 |
|  Dime Community Bancshares, Inc. | 13898 | 415 |
|  Donnelley Financial Solutions, Inc. \* | 9464 | 487 |
|  Eagle Bancorp, Inc. | 9511 | 192 |
|  Ellington Financial, Inc. | 34393 | 446 |
|  Employers Holdings, Inc. | 8084 | 343 |
|  Enact Holdings, Inc. | 10187 | 391 |
|  Encore Capital Group, Inc. \* | 7920 | 331 |
|  Enova International, Inc. \* | 8565 | 986 |
|  EVERTEC, Inc. | 22025 | 744 |
|  EZCORP, Inc. - Class A \* | 19940 | 380 |
|  FB Financial Corp. | 14359 | 800 |
|  First Bancorp | 68817 | 1955 |
|  First Commonwealth Financial Corp. | 35579 | 607 |
|  First Financial Bancorp | 32689 | 825 |
|  First Hawaiian, Inc. | 42664 | 1059 |
|  Franklin BSP Realty Trust, Inc. | 28339 | 308 |
|  Fulton Financial Corp. | 62375 | 1162 |
|  Genworth Financial, Inc. \* | 140538 | 1251 |
|  Goosehead Insurance, Inc. - Class A | 8725 | 649 |
|  HA Sustainable Infrastructure Capital, Inc. | 42440 | 1303 |
|  Hanmi Financial Corp. | 10281 | 254 |
|  HCI Group, Inc. | 3696 | 709 |
|  Heritage Financial Corp. | 11683 | 283 |

---

**2** 

------

Index 600 Stock Portfolio

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

---

| | | |
|:---|:---|:---|
| Common Stocks<br> (99.2%) | Shares/<br> Par <sup>+</sup> | Value <br> $(000's)  |
|  **Financials continued** | **Financials continued** | **Financials continued** |
|  Hilltop Holdings, Inc. | 15178 | 507 |
|  Hope Bancorp, Inc. | 43657 | 470 |
|  Horace Mann Educators Corp. | 13997 | 632 |
|  Independent Bank Corp. | 17088 | 1182 |
|  Jackson Financial, Inc. | 23867 | 2416 |
|  KKR Real Estate Finance Trust, Inc. | 18772 | 169 |
|  Lakeland Financial Corp. | 8787 | 564 |
|  Lincoln National Corp. | 57842 | 2333 |
|  MarketAxess Holdings, Inc. | 12811 | 2232 |
|  Mercury General Corp. | 9149 | 776 |
|  Moelis & Co. - Class A | 25420 | 1813 |
|  Mr. Cooper Group, Inc. | 21939 | 4625 |
|  National Bank Holding Corp. | 12971 | 501 |
|  Navient Corp. | 23607 | 310 |
|  NBT Bancorp, Inc. | 17918 | 748 |
|  NCR Atleos Corp. \* | 25202 | 991 |
|  NMI Holdings, Inc. \* | 26521 | 1017 |
|  Northwest Bancshares, Inc. | 50320 | 623 |
|  OFG Bancorp | 15327 | 667 |
|  Palomar Holdings, Inc. \* | 9165 | 1070 |
|  Park National Corp. | 4893 | 795 |
|  Pathward Financial, Inc. | 7903 | 585 |
|  Payoneer Global, Inc. | 99694 | 603 |
|  PennyMac Mortgage Investment Trust | 29966 | 367 |
|  Piper Sandler Cos. | 5697 | 1977 |
|  PJT Partners, Inc. - Class A | 8332 | 1481 |
|  PRA Group, Inc. \* | 13449 | 208 |
|  Preferred Bank - Los Angeles | 3963 | 358 |
|  ProAssurance Corp. \* | 17696 | 425 |
|  PROG Holdings, Inc. | 13612 | 440 |
|  Provident Financial Services, Inc. | 44646 | 861 |
|  Radian Group, Inc. | 46486 | 1684 |
|  Ready Capital Corp. | 53172 | 206 |
|  Redwood Trust, Inc. | 44493 | 258 |
|  Renasant Corp. | 32563 | 1201 |
|  S&T Bancorp, Inc. | 13200 | 496 |
|  Safety Insurance Group, Inc. | 5121 | 362 |
|  Seacoast Banking Corp. of Florida | 29609 | 901 |
|  ServisFirst Bancshares, Inc. | 17225 | 1387 |
|  Simmons First National Corp. | 49445 | 948 |
|  SiriusPoint, Ltd. \* | 35759 | 647 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br> (99.2%) | Shares/<br> Par <sup>+</sup> | Value <br> $(000's)  |
|  **Financials continued** |  |  |
|  Southside Bancshares, Inc. | 9733 | 275 |
|  Stellar Bancorp, Inc. | 15841 | 481 |
|  StepStone Group, Inc. - Class A | 24760 | 1617 |
|  Stewart Information Services Corp. | 9635 | 706 |
|  StoneX Group, Inc. \* | 15917 | 1606 |
|  Tompkins Financial Corp. | 4370 | 289 |
|  Triumph Financial, Inc. \* | 7761 | 388 |
|  Trupanion, Inc. \* | 11543 | 500 |
|  TrustCo Bank Corp. | 6484 | 235 |
|  Trustmark Corp. | 20776 | 823 |
|  Two Harbors Investment Corp. | 35875 | 354 |
|  United Community Banks, Inc. | 41552 | 1303 |
|  United Fire Group, Inc. | 7508 | 228 |
|  Veritex Holdings, Inc. | 18843 | 632 |
|  Victory Capital Holdings, Inc. | 16925 | 1096 |
|  Virtu Financial, Inc. - Class A | 27366 | 972 |
|  Virtus Investment Partners, Inc. | 2157 | 410 |
|  WaFd, Inc. | 26960 | 817 |
|  Walker & Dunlop, Inc. | 11666 | 976 |
|  Westamerica Bancorporation | 8770 | 438 |
|  WisdomTree, Inc. | 41040 | 570 |
|  World Acceptance Corp. \* | 1074 | 182 |
|  WSFS Financial Corp. | 19178 | 1034 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **95542** |
|  **Health Care (10.5%)** |  |  |
|  Acadia Healthcare Co., Inc. \* | 31587 | 782 |
|  Acadia Pharmaceuticals, Inc. \* | 42975 | 917 |
|  AdaptHealth Corp. \* | 36910 | 330 |
|  Addus HomeCare Corp. \* | 6210 | 733 |
|  ADMA Biologics, Inc. \* | 81787 | 1199 |
|  Alkermes PLC \* | 56572 | 1697 |
|  AMN Healthcare Services, Inc. \* | 13191 | 255 |
|  Amphastar Pharmaceuticals, Inc. \* | 12320 | 328 |
|  ANI Pharmaceuticals, Inc. \* | 5908 | 541 |
|  Arcus Biosciences, Inc. \* | 23548 | 320 |
|  Arrowhead Pharmaceuticals, Inc. \* | 47381 | 1634 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br> (99.2%) | Shares/<br> Par <sup>+</sup> | Value <br> $(000's)  |
|  **Health Care continued** |  |  |
|  Artivion, Inc. \* | 14293 | 605 |
|  Astrana Health, Inc. \* | 14781 | 419 |
|  Avanos Medical, Inc. \* | 15978 | 185 |
|  Azenta, Inc. \* | 14044 | 403 |
|  BioLife Solutions, Inc. \* | 13358 | 341 |
|  Catalyst Pharmaceuticals, Inc. \* | 39348 | 775 |
|  Certara, Inc. \* | 41468 | 507 |
|  Collegium Pharmaceutical, Inc. \* | 10837 | 379 |
|  Concentra Group Holdings Parent, Inc. | 40789 | 854 |
|  CONMED Corp. | 10554 | 496 |
|  Corcept Therapeutics, Inc. \* | 32146 | 2672 |
|  CorVel Corp. \* | 10713 | 829 |
|  Cytek Biosciences, Inc. \* | 37670 | 131 |
|  Dynavax Technologies Corp. \* | 34315 | 341 |
|  Embecta Corp. | 20063 | 283 |
|  Enovis Corp. \* | 19517 | 592 |
|  Fortrea Holdings, Inc. \* | 31347 | 264 |
|  Glaukos Corp. \* | 19650 | 1603 |
|  Harmony Biosciences Holdings, Inc. \* | 13653 | 376 |
|  HealthStream, Inc. | 8161 | 231 |
|  ICU Medical, Inc. \* | 8456 | 1014 |
|  Innoviva, Inc. \* | 20586 | 376 |
|  Inspire Medical Systems, Inc. \* | 9264 | 687 |
|  Integer Holdings Corp. \* | 11996 | 1240 |
|  Integra LifeSciences Holdings Corp. \* | 23064 | 331 |
|  Krystal Biotech, Inc. \* | 8826 | 1558 |
|  LeMaitre Vascular, Inc. | 7161 | 627 |
|  Ligand Pharmaceuticals, Inc. \* | 6709 | 1189 |
|  Merit Medical Systems, Inc. \* | 20303 | 1690 |
|  Myriad Genetics, Inc. \* | 32027 | 232 |
|  National HealthCare Corp. | 4229 | 514 |
|  Neogen Corp. \* | 74770 | 427 |
|  NeoGenomics, Inc. \* | 44466 | 343 |
|  OmniAb, Inc. - 12.50 Earnout Consideration \*,Æ | 2585 |  |
|  OmniAb, Inc. - 15.00 Earnout Consideration \*,Æ | 2585 |  |
|  Omnicell, Inc. \* | 15813 | 482 |
|  Organon & Co. | 88984 | 950 |
|  Pacira Biosciences, Inc. \* | 15462 | 399 |

---

**3** 

------

Index 600 Stock Portfolio

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

---

| | | |
|:---|:---|:---|
| Common Stocks<br> (99.2%) | Shares/<br> Par <sup>+</sup> | Value <br> $(000's)  |
|  **Health Care continued** |  |  |
|  Pediatrix Medical Group, Inc. \* | 29392 | 492 |
|  Phibro Animal Health Corp. - Class A | 6963 | 282 |
|  Premier, Inc. | 28163 | 783 |
|  Prestige Consumer Healthcare, Inc. \* | 16857 | 1052 |
|  Privia Health Group, Inc. \* | 39453 | 982 |
|  Progyny, Inc. \* | 27525 | 592 |
|  Protagonist Therapeutics,<br>Inc. \* | 20042 | 1331 |
|  QuidelOrtho Corp. \* | 23186 | 683 |
|  RadNet, Inc. \* | 23727 | 1808 |
|  Sarepta Therapeutics, Inc. \* | 33635 | 648 |
|  Schrodinger, Inc. \* | 19299 | 387 |
|  Select Medical Holdings Corp. | 37987 | 488 |
|  STAAR Surgical Co. \* | 17058 | 458 |
|  Supernus Pharmaceuticals, Inc. \* | 19195 | 917 |
|  Tandem Diabetes Care, Inc. \* | 23259 | 282 |
|  Teleflex, Inc. | 15146 | 1853 |
|  TG Therapeutics, Inc. \* | 46507 | 1680 |
|  TransMedics Group, Inc. \* | 11684 | 1311 |
|  UFP Technologies, Inc. \* | 2629 | 525 |
|  US Physical Therapy, Inc. | 5235 | 445 |
|  Veracyte, Inc. \* | 26927 | 924 |
|  Vericel Corp. \* | 17206 | 542 |
|  Vir Biotechnology, Inc. \* | 32823 | 187 |
|  Waystar Holding Corp. \* | 39428 | 1495 |
|  Xencor, Inc. \* | 24549 | 288 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **53516** |
|  **Industrials (17.5%)** |  |  |
|  AAR Corp. \* | 12132 | 1088 |
|  ABM Industries, Inc. | 21293 | 982 |
|  Air Lease Corp. | 36011 | 2292 |
|  Alamo Group, Inc. | 3711 | 708 |
|  Albany International Corp. | 10156 | 541 |
|  Allegiant Travel Co. \* | 4641 | 282 |
|  Amentum Holdings, Inc. \* | 52521 | 1258 |
|  American Woodmark Corp. \* | 5013 | 335 |
|  Apogee Enterprises, Inc. | 7412 | 323 |
|  ArcBest Corp. | 7752 | 542 |
|  Arcosa, Inc. | 16796 | 1574 |
|  Armstrong World Industries, Inc. | 14828 | 2906 |
|  Astec Industries, Inc. | 7874 | 379 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br> (99.2%) | Shares/<br> Par <sup>+</sup> | Value <br> $(000's)  |
|  **Industrials continued** |  |  |
|  AZZ, Inc. | 10270 | 1121 |
|  Boise Cascade Co. | 12778 | 988 |
|  Brady Corp. - Class A | 14988 | 1170 |
|  CoreCivic, Inc. \* | 36852 | 750 |
|  CSG Systems International, Inc. | 9434 | 607 |
|  CSW Industrials, Inc. | 5754 | 1397 |
|  Deluxe Corp. | 15448 | 299 |
|  DNOW, Inc. \* | 36872 | 562 |
|  DXP Enterprises, Inc. \* | 4376 | 521 |
|  Dycom Industries, Inc. \* | 9915 | 2893 |
|  Enerpac Tool Group Corp. | 18566 | 761 |
|  EnPro, Inc. | 7210 | 1629 |
|  Enviri Corp. \* | 27756 | 352 |
|  ESCO Technologies, Inc. | 8853 | 1869 |
|  Everus Construction Group, Inc. \* | 17482 | 1499 |
|  Federal Signal Corp. | 20839 | 2480 |
|  Forward Air Corp. \* | 7555 | 194 |
|  Franklin Electric Co., Inc. | 13093 | 1246 |
|  Gates Industrial Corp. PLC \* | 88273 | 2191 |
|  The GEO Group, Inc. \* | 47548 | 974 |
|  Gibraltar Industries, Inc. \* | 10160 | 638 |
|  Granite Construction, Inc. | 15002 | 1645 |
|  The Greenbrier Cos., Inc. | 10631 | 491 |
|  Griffon Corp. | 13391 | 1020 |
|  Hayward Holdings, Inc. \* | 68195 | 1031 |
|  Healthcare Services Group, Inc. \* | 24926 | 419 |
|  Heartland Express, Inc. | 15720 | 132 |
|  Heidrick & Struggles International, Inc. | 7137 | 355 |
|  Hertz Global Holdings, Inc. \* | 42786 | 291 |
|  Hillenbrand, Inc. | 24259 | 656 |
|  HNI Corp. | 15778 | 739 |
|  Hub Group, Inc. - Class A | 20676 | 712 |
|  Insteel Industries, Inc. | 6682 | 256 |
|  Interface, Inc. | 20089 | 581 |
|  JBT Marel Corp. | 17812 | 2502 |
|  JetBlue Airways Corp. \* | 100138 | 493 |
|  Kadant, Inc. | 4033 | 1200 |
|  Kennametal, Inc. | 26169 | 548 |
|  Korn Ferry | 17910 | 1253 |
|  Lindsay Corp. | 3700 | 520 |
|  Liquidity Services, Inc. \* | 8172 | 224 |
|  ManpowerGroup, Inc. | 15934 | 604 |
|  Marten Transport, Ltd. | 19930 | 212 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br> (99.2%) | Shares/<br> Par <sup>+</sup> | Value <br> $(000's)  |
|  **Industrials continued** |  |  |
|  Masterbrand, Inc. \* | 43630 | 575 |
|  Matson, Inc. | 10888 | 1073 |
|  Mercury Systems, Inc. \* | 18068 | 1398 |
|  MillerKnoll, Inc. | 23339 | 414 |
|  Moog, Inc. - Class A | 9743 | 2023 |
|  Mueller Water Products, Inc. | 53551 | 1367 |
|  MYR Group, Inc. \* | 5316 | 1106 |
|  National Presto Industries, Inc. | 1820 | 204 |
|  OPENLANE, Inc. \* | 36383 | 1047 |
|  Pitney Bowes, Inc. | 54087 | 617 |
|  Powell Industries, Inc. | 3240 | 988 |
|  Proto Labs, Inc. \* | 8219 | 411 |
|  Quanex Building Products Corp. | 15740 | 224 |
|  Resideo Technologies, Inc. \* | 46903 | 2025 |
|  Robert Half, Inc. | 34224 | 1163 |
|  Rush Enterprises, Inc. - Class A | 20950 | 1120 |
|  RXO, Inc. \* | 56102 | 863 |
|  Schneider National, Inc. -<br>Class B | 17142 | 363 |
|  SkyWest, Inc. \* | 13812 | 1390 |
|  SPX Technologies, Inc. \* | 16933 | 3163 |
|  Standex International Corp. | 4129 | 875 |
|  Sterling Infrastructure, Inc. \* | 10428 | 3542 |
|  Sun Country Airlines Holdings, Inc. \* | 18353 | 217 |
|  Sunrun, Inc. \* | 79074 | 1367 |
|  Tennant Co. | 6292 | 510 |
|  Titan International, Inc. \* | 16474 | 125 |
|  Trinity Industries, Inc. | 27643 | 775 |
|  UniFirst Corp. | 5161 | 863 |
|  Verra Mobility Corp. \* | 54646 | 1350 |
|  Vestis Corp. | 38583 | 175 |
|  Vicor Corp. \* | 7881 | 392 |
|  Werner Enterprises, Inc. | 20591 | 542 |
|  WillScot Holdings Corp. | 62371 | 1317 |
|  Zurn Elkay Water Solutions Corp. | 51109 | 2404 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **89223** |
|  **Information Technology (15.0%)** | **Information Technology (15.0%)** | **Information Technology (15.0%)** |
|  A10 Networks, Inc. | 24832 | 451 |
|  ACI Worldwide, Inc. \* | 35374 | 1867 |
|  ACM Research, Inc. - Class A \* | 18099 | 708 |
|  Adeia, Inc. | 37645 | 632 |
|  Advanced Energy Industries, Inc. | 12904 | 2195 |
|  Agilysys, Inc. \* | 8733 | 919 |

---

**4** 

------

Index 600 Stock Portfolio

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

---

| | | |
|:---|:---|:---|
| Common Stocks<br> (99.2%) | Shares/<br> Par <sup>+</sup> | Value <br> $(000's)  |
|  **Information Technology continued** | **Information Technology continued** | **Information Technology continued** |
|  Alarm.com Holdings, Inc. \* | 17060 | 906 |
|  Alpha & Omega Semiconductor, Ltd. \* | 8507 | 238 |
|  Arlo Technologies, Inc. \* | 35927 | 609 |
|  Axcelis Technologies, Inc. \* | 10758 | 1050 |
|  Badger Meter, Inc. | 10104 | 1804 |
|  Benchmark Electronics, Inc. | 12364 | 477 |
|  BlackLine, Inc. \* | 17797 | 945 |
|  Box, Inc. \* | 49633 | 1602 |
|  Bread Financial Holdings, Inc. | 15964 | 890 |
|  Calix, Inc. \* | 20345 | 1249 |
|  CEVA, Inc. \* | 8137 | 215 |
|  CleanSpark, Inc. \* | 96330 | 1397 |
|  Clear Secure, Inc. - Class A | 29861 | 997 |
|  Cohu, Inc. \* | 16094 | 327 |
|  Corsair Gaming, Inc. \* | 16186 | 144 |
|  CTS Corp. | 10154 | 406 |
|  Digi International, Inc. \* | 12780 | 466 |
|  DigitalOcean Holdings, Inc. \* | 23363 | 798 |
|  Diodes, Inc. \* | 15888 | 845 |
|  DXC Technology Co. \* | 61205 | 834 |
|  Enphase Energy, Inc. \* | 44818 | 1586 |
|  ePlus, Inc. | 9006 | 639 |
|  Extreme Networks, Inc. \* | 45199 | 933 |
|  FormFactor, Inc. \* | 26415 | 962 |
|  Grid Dynamics Holdings,<br>Inc. \* | 22738 | 175 |
|  Harmonic, Inc. \* | 39163 | 399 |
|  Ichor Holdings, Ltd. \* | 11679 | 205 |
|  Impinj, Inc. \* | 8875 | 1604 |
|  Insight Enterprises, Inc. \* | 10782 | 1223 |
|  InterDigital, Inc. | 8846 | 3054 |
|  Itron, Inc. \* | 15675 | 1952 |
|  Knowles Corp. \* | 29354 | 684 |
|  Kulicke and Soffa Industries, Inc. | 17825 | 724 |
|  LiveRamp Holdings, Inc. \* | 22582 | 613 |
|  MARA Holdings, Inc. \* | 126982 | 2319 |
|  MaxLinear, Inc. \* | 27905 | 449 |
|  Mirion Technologies, Inc. \* | 84069 | 1955 |
|  N-able, Inc. \* | 25259 | 197 |
|  NCR Voyix Corp. \* | 47194 | 592 |
|  NetScout Systems, Inc. \* | 23309 | 602 |
|  OSI Systems, Inc. \* | 5409 | 1348 |
|  PC Connection, Inc. | 3933 | 244 |
|  PDF Solutions, Inc. \* | 11028 | 285 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br> (99.2%) | Shares/<br> Par <sup>+</sup> | Value <br> $(000's)  |
|  **Information Technology continued** | **Information Technology continued** | **Information Technology continued** |
|  Penguin Solutions, Inc. \* | 16412 | 431 |
|  Photronics, Inc. \* | 20734 | 476 |
|  Plexus Corp. \* | 9250 | 1338 |
|  Progress Software Corp. \* | 14838 | 652 |
|  Q2 Holdings, Inc. \* | 21391 | 1548 |
|  Qorvo, Inc. \* | 28907 | 2633 |
|  Ralliant Corp. | 38639 | 1690 |
|  Rogers Corp. \* | 5744 | 462 |
|  Sandisk Corp. \* | 47323 | 5310 |
|  Sanmina Corp. \* | 18270 | 2103 |
|  ScanSource, Inc. \* | 7156 | 315 |
|  Semtech Corp. \* | 29698 | 2122 |
|  SiTime Corp. \* | 7487 | 2256 |
|  SolarEdge Technologies, Inc. \* | 20440 | 756 |
|  Sprinklr, Inc. - Class A \* | 41791 | 323 |
|  SPS Commerce, Inc. \* | 12984 | 1352 |
|  Teradata Corp. \* | 32304 | 695 |
|  TTM Technologies, Inc. \* | 35413 | 2040 |
|  Ultra Clean Holdings, Inc. \* | 15618 | 426 |
|  Veeco Instruments, Inc. \* | 20727 | 631 |
|  ViaSat, Inc. \* | 46013 | 1348 |
|  Viavi Solutions, Inc. \* | 76439 | 970 |
|  Vishay Intertechnology, Inc. | 42200 | 646 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **76238** |
|  **Materials (4.8%)** |  |  |
|  AdvanSix, Inc. | 9237 | 179 |
|  Alpha Metallurgical Resources, Inc. \* | 3775 | 619 |
|  Balchem Corp. | 11132 | 1670 |
|  Celanese Corp. | 37529 | 1579 |
|  Century Aluminum Co. \* | 18315 | 538 |
|  The Chemours Co. | 51215 | 811 |
|  Element Solutions, Inc. | 77865 | 1960 |
|  FMC Corp. | 42820 | 1440 |
|  H.B. Fuller Co. | 18479 | 1095 |
|  Hawkins, Inc. | 7154 | 1307 |
|  Hecla Mining Co. | 226688 | 2743 |
|  Ingevity Corp. \* | 12551 | 693 |
|  Innospec, Inc. | 8478 | 654 |
|  Kaiser Aluminum Corp. | 5517 | 426 |
|  Koppers Holdings, Inc. | 6786 | 190 |
|  Materion Corp. | 7093 | 857 |
|  Metallus, Inc. \* | 12385 | 205 |
|  Minerals Technologies, Inc. | 10717 | 666 |
|  O-I Glass, Inc. \* | 52655 | 683 |
|  Quaker Chemical Corp. | 4699 | 619 |
|  Sealed Air Corp. | 50410 | 1782 |
|  Sensient Technologies Corp. | 14557 | 1366 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br> (99.2%) | Shares/<br> Par <sup>+</sup> | Value <br> $(000's)  |
|  **Materials continued** |  |  |
|  Stepan Co. | 7394 | 353 |
|  SunCoke Energy, Inc. | 29149 | 238 |
|  Sylvamo Corp. | 11556 | 511 |
|  Warrior Met Coal, Inc. | 18016 | 1146 |
|  Worthington Steel, Inc. | 11207 | 341 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **24671** |
|  **Real Estate (7.2%)** |  |  |
|  Acadia Realty Trust | 44796 | 903 |
|  Alexander & Baldwin, Inc. | 25054 | 456 |
|  American Assets Trust, Inc. | 16009 | 325 |
|  Apple Hospitality REIT, Inc. | 75868 | 911 |
|  Armada Hoffler Properties, Inc. | 27303 | 191 |
|  Brandywine Realty Trust | 59020 | 246 |
|  CareTrust REIT, Inc. | 75564 | 2621 |
|  Centerspace | 5768 | 340 |
|  Curbline Properties Corp. | 33336 | 743 |
|  Cushman & Wakefield PLC \* | 79328 | 1263 |
|  DiamondRock Hospitality Co. | 69932 | 557 |
|  Douglas Emmett, Inc. | 57298 | 892 |
|  Easterly Government Properties, Inc. | 14815 | 340 |
|  Elme Communities | 30350 | 512 |
|  Essential Properties Realty Trust, Inc. | 68045 | 2025 |
|  eXp World Holdings, Inc. | 30850 | 329 |
|  Four Corners Property Trust, Inc. | 35963 | 878 |
|  Getty Realty Corp. | 17751 | 476 |
|  Global Net Lease, Inc. | 67761 | 551 |
|  Highwoods Properties, Inc. | 37029 | 1178 |
|  Innovative Industrial Properties, Inc. | 9646 | 517 |
|  JBG SMITH Properties | 21244 | 473 |
|  Kennedy-Wilson Holdings, Inc. | 41282 | 343 |
|  LTC Properties, Inc. | 15814 | 583 |
|  LXP Industrial Trust | 101263 | 907 |
|  The Macerich Co. | 86546 | 1575 |
|  Marcus & Millichap, Inc. | 8323 | 244 |
|  Medical Properties Trust, Inc. | 169655 | 860 |
|  Millrose Properties, Inc. - Class A | 41240 | 1386 |
|  NexPoint Residential Trust, Inc. | 7505 | 242 |
|  OUTFRONT Media, Inc. | 49788 | 912 |

---

**5** 

------

Index 600 Stock Portfolio

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

---

| | | |
|:---|:---|:---|
| Common Stocks<br> (99.2%) | Shares/<br> Par <sup>+</sup> | Value <br> $(000's)  |
|  **Real Estate continued** |  |  |
|  Pebblebrook Hotel Trust | 40377 | 460 |
|  Phillips Edison & Co., Inc. | 43089 | 1479 |
|  Ryman Hospitality Properties, Inc. | 21613 | 1936 |
|  Safehold, Inc. | 15645 | 242 |
|  Saul Centers, Inc. | 4291 | 137 |
|  SITE Centers Corp. | 18055 | 163 |
|  SL Green Realty Corp. | 24329 | 1455 |
|  The St. Joe Co. | 13654 | 676 |
|  Summit Hotel Properties, Inc. | 36445 | 200 |
|  Sunstone Hotel Investors, Inc. | 64878 | 608 |
|  Tanger, Inc. | 38780 | 1312 |
|  Terreno Realty Corp. | 35444 | 2011 |
|  Universal Health Realty Income Trust | 4391 | 172 |
|  Urban Edge Properties | 43048 | 881 |
|  Veris Residential, Inc. | 27622 | 420 |
|  Whitestone REIT | 15456 | 190 |
|  Xenia Hotels & Resorts, Inc. | 32619 | 448 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **36569** |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br> (99.2%) | Shares/<br> Par <sup>+</sup> | Value <br> $(000's)  |
|  **Utilities (2.1%)** |  |  |
|  American States Water Co. | 13186 | 967 |
|  Avista Corp. | 27782 | 1051 |
|  California Water Service Group | 20399 | 936 |
|  Chesapeake Utilities Corp. | 8067 | 1087 |
|  Clearway Energy, Inc. - Class A | 11897 | 320 |
|  Clearway Energy, Inc. - Class C | 28502 | 805 |
|  H2O America | 11297 | 550 |
|  MDU Resources Group, Inc. | 70024 | 1247 |
|  MGE Energy, Inc. | 12514 | 1053 |
|  Middlesex Water Co. | 6203 | 336 |
|  Northwest Natural Holding Co. | 14090 | 633 |
|  Otter Trail Corp. | 14361 | 1177 |
|  Unitil Corp. | 6092 | 292 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **10454** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Common Stocks<br>(Cost: $418,250)** | &nbsp;&nbsp;&nbsp;&nbsp; **Total Common Stocks<br>(Cost: $418,250)** | **504773** |

---

---

| | | |
|:---|:---|:---|
| Short-Term<br> Investments (0.1%) | Shares/<br>Par <sup>+</sup> | Value <br> $(000's)  |
|  **Governments (0.1%)** | **Governments (0.1%)** | **Governments (0.1%)** |
|  US Treasury<br>0.000%, 11/28/25 ß | 282000 | 280 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **280** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Short-Term Investments<br>(Cost: $280)** | &nbsp;&nbsp;&nbsp;&nbsp; **Total Short-Term Investments<br>(Cost: $280)** | **280** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Investments (99.3%)<br>(Cost: $418,530)<sup>@</sup>** | &nbsp;&nbsp;&nbsp;&nbsp; **Total Investments (99.3%)<br>(Cost: $418,530)<sup>@</sup>** | **505053** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Other Assets, Less<br>Liabilities (0.7%)** | &nbsp;&nbsp;&nbsp;&nbsp; **Other Assets, Less<br>Liabilities (0.7%)** | **3777** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Assets (100.0%)** | &nbsp;&nbsp;&nbsp;&nbsp; **Net Assets (100.0%)** | **508830** |

---

**Exchange Traded or Centrally Cleared Derivatives** 

**Futures** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Issuer | Long/<br> Short | Currency | Notional Par<br>(000's) | Number<br>of<br>Contracts | Expiration<br>Date | Notional Value<br>(000's) | Unrealized<br>Appreciation/<br>(Depreciation)<br>(000's) | Variation Margin<br>(000's) |
|  E-mini Russell 2000 Index Futures | Long | USD | 1 | 25 | 12/25 | $3069 | $21 | $3 |
|  E-Mini S&P MidCap 400 Future | Long | USD | 1 | 4 | 12/25 | 1315 | 1 | 2 |
|  |  |  |  |  |  |  | $22 | $5 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities |
|  | Variation Margin (000's) | Variation Margin (000's) | Variation Margin (000's) | Variation Margin (000's) | Variation Margin (000's) | Variation Margin (000's) | Market Value<br>(000's) |
|  | Swaps | Futures | Total | Swaps | Futures | Total | Options |
|  Total Exchange-Traded or<br> Centrally Cleared Derivatives | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;– | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;– | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;– | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;– | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;– |

---

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

\* Non income producing

---

| | |
|:---|:---|
| π | Amount is less than one thousand.  |

---

Æ Security valued using significant unobservable inputs.

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

---

| | |
|:---|:---|
| @ | At September 30, 2025, the aggregate cost of investments, including derivatives, for federal tax purposes (in thousands) was $418,530 and the net unrealized appreciation of investments based on that cost was $86,545 which is comprised of $142,241 aggregate gross unrealized appreciation and $55,696 aggregate gross unrealized depreciation. Because tax adjustments are calculated annually, these amounts do not reflect tax adjustments. For the previous fiscal year's federal income tax information, please refer to the Notes to the Financial Statements section in the Portfolio's most recent annual report.  |

---

**6** 

------

Index 600 Stock Portfolio

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

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

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

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

Level 3 - fair value is determined by significant unobservable inputs

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

The following is a summary of the inputs used in valuing the Portfolio's Investments at September 30, 2025.

---

| | | | |
|:---|:---|:---|:---|
|  | Valuation Inputs | Valuation Inputs | Valuation Inputs |
| **Description** | **Level 1 - Quoted<br>Prices** | **Level 2 - Other<br>Significant<br>Observable Inputs** | **Level 3**<br> **- Significant**<br> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Unobservable** <br> **Inputs** |
|  | *(Amounts in thousands)* | *(Amounts in thousands)* |  |
|  Assets: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | $504773 | $— | $— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Investments |  | 280 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Financial Instruments^ |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 22 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets: | $504795 | $280 | $&nbsp;&nbsp;&nbsp;&nbsp;— |

---

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

Management has determined that the amount of Level 3 securities compared to total net assets is not material; therefore, the reconciliation of Level 3 securities and assumptions is not shown for the period ended September 30, 2025.

**7** 

------

Abbreviations (unaudited)

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

---

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

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

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

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

- **a. Name of Series:** Index 600 Stock Portfolio

- **b. EDGAR series identifier (if any):** S000018231

- **c. LEI of Series:** H4V7XOKHREX82GREV795

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $513160723.76

**Total Liabilities:** $3965942.49

**Net Assets:** $509194781.27

**Cash Not Reported:** $3679564.24

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050279 | 0.92%                | 7.02%                | 0.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2433353.23              | $1603734.48                                |
| Month 2  | $379685.43               | $32235333.17                               |
| Month 3  | $7198976.33              | $-3179909.08                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FMC Corp                                   | FMC Corp                                   | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     42820 | NS      | $1440036.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc              | Dime Community Bancshares Inc              | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13898 | NS      | $414577.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc                               | OPENLANE Inc                               | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     36383 | NS      | $1047102.74   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                 | Ligand Pharmaceuticals Inc                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      6709 | NS      | $1188432.26   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                               | AdvanSix Inc                               | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      9237 | NS      | $179013.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                    | US Physical Therapy Inc                    | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      5235 | NS      | $444713.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                        | Peabody Energy Corp                        | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     41665 | NS      | $1104955.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                  | First BanCorp/Puerto Rico                  | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     54644 | NS      | $1204900.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                           | A10 Networks Inc                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     24832 | NS      | $450700.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                     | Victoria's Secret & Co                     | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     27487 | NS      | $745997.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                 | Sensient Technologies Corp                 | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     14557 | NS      | $1366174.45   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                             | BancFirst Corp                             | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      7108 | NS      | $898806.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                | Plexus Corp                                | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      9250 | NS      | $1338382.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                        | Clearway Energy Inc                        | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     11897 | NS      | $320386.21    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                       | BJ's Restaurants Inc                       | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      7618 | NS      | $232577.54    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                     | Penn Entertainment Inc                     | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48082 | NS      | $926059.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                  | Sonos Inc                                  | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     41280 | NS      | $652224.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                        | Viavi Solutions Inc                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     76439 | NS      | $970010.91    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                | E-MINI RUSS 2000 DEC25                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        21 | NC      | $20307.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                       | TTM Technologies Inc                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     35413 | NS      | $2039788.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc                           | Interparfums Inc                           | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6302 | NS      | $619990.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospitality Inc    | Pursuit Attractions and Hospitality Inc    | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      7387 | NS      | $267261.66    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                | Neogen Corp                                | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     74770 | NS      | $426936.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                          | Piper Sandler Cos                          | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      5697 | NS      | $1976802.03   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc              | Arrowhead Pharmaceuticals Inc              | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     47381 | NS      | $1634170.69   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                       | Hanmi Financial Corp                       | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     10281 | NS      | $253837.89    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc                         | Champion Homes Inc                         | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19372 | NS      | $1479439.64   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                               | HB Fuller Co                               | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     18479 | NS      | $1095435.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                 | Viasat Inc                                 | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     46013 | NS      | $1348180.90   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                  | DigitalOcean Holdings Inc                  | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     23363 | NS      | $798080.08    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                       | NetScout Systems Inc                       | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     23309 | NS      | $602071.47    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                | Simmons First National Corp                | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     49445 | NS      | $947860.65    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc               | Protagonist Therapeutics Inc               | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20042 | NS      | $1331390.06   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                               | Navient Corp                               | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     23607 | NS      | $310432.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                 | Safety Insurance Group Inc                 | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      5121 | NS      | $362003.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                          | Universal Corp/VA                          | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      8567 | NS      | $478638.29    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                  | DoubleVerify Holdings Inc                  | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46751 | NS      | $560076.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp                       | Waystar Holding Corp                       | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39428 | NS      | $1495109.76   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                        | Meritage Homes Corp                        | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     24385 | NS      | $1766205.55   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                 | ServisFirst Bancshares Inc                 | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17225 | NS      | $1387129.25   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc             | Kulicke & Soffa Industries Inc             | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     17825 | NS      | $724408.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                | Rogers Corp                                | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      5744 | NS      | $462162.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                     | DXP Enterprises Inc/TX                     | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4376 | NS      | $521050.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                           | ACM Research Inc                           | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     18099 | NS      | $708213.87    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                    | Mirion Technologies Inc                    | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     84069 | NS      | $1955444.94   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                | AMN Healthcare Services Inc                | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     13191 | NS      | $255377.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                        | Payoneer Global Inc                        | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |     99694 | NS      | $603148.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp                | REX American Resources Corp                | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9752 | NS      | $298606.24    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                    | Central Garden & Pet Co                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     17603 | NS      | $519816.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                 | Tanger Inc                                 | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |     38780 | NS      | $1312315.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                         | Kontoor Brands Inc                         | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     17513 | NS      | $1397012.01   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                  | Adeia Inc                                  | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37645 | NS      | $632436.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                      | Jackson Financial Inc                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     23867 | NS      | $2416056.41   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                       | Mercury General Corp                       | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      9149 | NS      | $775652.22    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                   | Highwoods Properties Inc                   | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |     37029 | NS      | $1178262.78   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc               | Acadian Asset Management Inc               | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      9121 | NS      | $439267.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc              | Franklin BSP Realty Trust Inc              | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               |  | US        |     28339 | NS      | $307761.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc                               | Metallus Inc                               | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     12385 | NS      | $204724.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                     | Pathward Financial Inc                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      7903 | NS      | $584901.03    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                        | Virtu Financial Inc                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     27366 | NS      | $971493.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                               | Omnicell Inc                               | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     15813 | NS      | $481505.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks & Resorts Inc                 | United Parks & Resorts Inc                 | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      9470 | NS      | $489599.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc           | Prestige Consumer Healthcare Inc           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16857 | NS      | $1051876.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc                 | Core Natural Resources Inc                 | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     17641 | NS      | $1472670.68   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                   | Gibraltar Industries Inc                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10160 | NS      | $638048.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                     | National Beverage Corp                     | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      8063 | NS      | $297685.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc              | Oceaneering International Inc              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     34223 | NS      | $848045.94    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                              | AMERISAFE Inc                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      6435 | NS      | $282110.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc      | Essential Properties Realty Trust Inc      | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |     68045 | NS      | $2025019.20   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                         | Outfront Media Inc                         | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |     49788 | NS      | $912116.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                            | NBT Bancorp Inc                            | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17918 | NS      | $748255.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                   | Yelp Inc                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     20452 | NS      | $638102.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                      | BioLife Solutions Inc                      | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     13358 | NS      | $340762.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inc                                  | Enpro Inc                                  | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      7210 | NS      | $1629460.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                          | ManpowerGroup Inc                          | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     15934 | NS      | $603898.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                    | RXO Inc                                    | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     56102 | NS      | $862848.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                     | Pacira BioSciences Inc                     | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15462 | NS      | $398455.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc            | Four Corners Property Trust Inc            | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |     35963 | NS      | $877497.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                               | Semtech Corp                               | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     29698 | NS      | $2121922.10   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                   | MarketAxess Holdings Inc                   | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     12811 | NS      | $2232316.75   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                        | Walker & Dunlop Inc                        | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11666 | NS      | $975510.92    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                      | Cinemark Holdings Inc                      | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     35063 | NS      | $982465.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                       | JetBlue Airways Corp                       | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    100138 | NS      | $492678.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc               | Catalyst Pharmaceuticals Inc               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     39348 | NS      | $775155.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc                       | UFP Technologies Inc                       | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      2629 | NS      | $524748.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                          | Redwood Trust Inc                          | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |     44493 | NS      | $257614.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                          | SITE Centers Corp                          | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |     18055 | NS      | $162675.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                           | Talos Energy Inc                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     43994 | NS      | $421902.46    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                      | Customers Bancorp Inc                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     10123 | NS      | $661740.51    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                        | Myriad Genetics Inc                        | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     32027 | NS      | $231555.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                | OFG Bancorp                                | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     15327 | NS      | $666571.23    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                               | Harmonic Inc                               | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     39163 | NS      | $398679.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                    | Cushman & Wakefield PLC                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     79328 | NS      | $1262901.76   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corp                                | Vestis Corp                                | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |     38583 | NS      | $174780.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc      | Artisan Partners Asset Management Inc      | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     24111 | NS      | $1046417.40   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ready Capital Corp                         | Ready Capital Corp                         | CUSIP: 75574U101<br>LEI: 549300MYWGZUG7ZUYO87 | Long             | EC               |  | US        |     53172 | NS      | $205775.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                      | LiveRamp Holdings Inc                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     22582 | NS      | $612875.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                     | U.S. Treasury Bills                        | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    307000 | PA      | $305021.80    | 0.06%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CEVA Inc                                   | CEVA Inc                                   | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |      8137 | NS      | $214898.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                         | Crescent Energy Co                         | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63982 | NS      | $570719.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp                                 | Vicor Corp                                 | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      7881 | NS      | $391843.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                              | MaxLinear Inc                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     27905 | NS      | $448712.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                         | Park National Corp                         | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |      4893 | NS      | $795259.29    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR Real Estate Finance Trust Inc          | KKR Real Estate Finance Trust Inc          | CUSIP: 48251K100<br>LEI: 549300K23AYZDZ2REL62 | Long             | EC               |  | US        |     18772 | NS      | $168948.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc         | Easterly Government Properties Inc         | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |     14815 | NS      | $339707.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                        | WSFS Financial Corp                        | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     19178 | NS      | $1034269.54   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                  | Merit Medical Systems Inc                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     20303 | NS      | $1689818.69   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                             | CVR Energy Inc                             | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     10380 | NS      | $378662.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                              | Hub Group Inc                              | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20676 | NS      | $712081.44    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                       | Global Net Lease Inc                       | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |     67761 | NS      | $550896.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                                | Hawkins Inc                                | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      7154 | NS      | $1307178.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                         | Cohen & Steers Inc                         | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      9481 | NS      | $622048.41    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                   | Tandem Diabetes Care Inc                   | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     23259 | NS      | $282364.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                               | Gentherm Inc                               | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     10512 | NS      | $358038.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                  | Caesars Entertainment Inc                  | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     71275 | NS      | $1926206.88   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc               | Bread Financial Holdings Inc               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     15964 | NS      | $890312.28    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                 | OMNIAB INC                                 | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2585 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MillerKnoll Inc                            | MillerKnoll Inc                            | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     23339 | NS      | $414033.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                   | Cohu Inc                                   | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     16094 | NS      | $327191.02    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                     | Greenbrier Cos Inc/The                     | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     10631 | NS      | $490833.27    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy Inc                           | Vital Energy Inc                           | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |     10020 | NS      | $169237.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                          | Helen of Troy Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      7848 | NS      | $197769.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp               | Select Medical Holdings Corp               | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37987 | NS      | $487753.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                   | Franklin Electric Co Inc                   | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     13093 | NS      | $1246453.60   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                           | Saul Centers Inc                           | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |      4291 | NS      | $136754.17    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                  | Qorvo Inc                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     28907 | NS      | $2632849.56   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc                | Tootsie Roll Industries Inc                | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      6762 | NS      | $283463.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                              | Celanese Corp                              | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     37529 | NS      | $1579220.32   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                   | Granite Construction Inc                   | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     15002 | NS      | $1644969.30   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                       | Kaiser Aluminum Corp                       | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5517 | NS      | $425691.72    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                               | Sprinklr Inc                               | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |     41791 | NS      | $322626.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                               | Balchem Corp                               | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     11132 | NS      | $1670467.92   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc               | National Vision Holdings Inc               | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     27087 | NS      | $790669.53    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                | Worthington Enterprises Inc                | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     10804 | NS      | $599513.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                            | Whitestone REIT                            | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |     15456 | NS      | $189799.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust       | Universal Health Realty Income Trust       | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               |  | US        |      4391 | NS      | $171995.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                           | InterDigital Inc                           | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8846 | NS      | $3053904.58   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                             | Buckle Inc/The                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     10366 | NS      | $608069.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                             | QuinStreet Inc                             | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     19605 | NS      | $303289.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                          | Bristow Group Inc                          | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      8630 | NS      | $311370.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                              | BGC Group Inc                              | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |    125024 | NS      | $1182727.04   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc               | Collegium Pharmaceutical Inc               | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     10837 | NS      | $379186.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc               | Supernus Pharmaceuticals Inc               | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     19195 | NS      | $917329.05    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                             | Air Lease Corp                             | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     36011 | NS      | $2292100.15   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                                | Centerspace                                | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |      5768 | NS      | $339735.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                   | Winnebago Industries Inc                   | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      9505 | NS      | $317847.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc             | Telephone and Data Systems Inc             | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33630 | NS      | $1319641.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                  | California Resources Corp                  | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     24942 | NS      | $1326415.56   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp          | Madison Square Garden Sports Corp          | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6137 | NS      | $1393099.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                           | Hope Bancorp Inc                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     43657 | NS      | $470185.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                      | Triumph Financial Inc                      | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      7761 | NS      | $388360.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc             | Advanced Energy Industries Inc             | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     12904 | NS      | $2195486.56   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc                            | Hanesbrands Inc                            | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |    121775 | NS      | $802497.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                         | Enphase Energy Inc                         | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     44818 | NS      | $1586109.02   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                   | Southside Bancshares Inc                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      9733 | NS      | $274957.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                  | Gates Industrial Corp PLC                  | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |     88273 | NS      | $2190935.86   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp                     | WillScot Holdings Corp                     | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     62371 | NS      | $1316651.81   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp          | First Commonwealth Financial Corp          | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     35579 | NS      | $606621.95    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                              | Frontdoor Inc                              | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     24968 | NS      | $1680096.72   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                      | World Acceptance Corp                      | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1074 | NS      | $181656.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                     | Energizer Holdings Inc                     | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     20912 | NS      | $520499.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc               | Victory Capital Holdings Inc               | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     16925 | NS      | $1096063.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System Inc             | Community Financial System Inc             | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     18109 | NS      | $1061911.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                       | Tri Pointe Homes Inc                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29970 | NS      | $1018080.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                   | Fox Factory Holding Corp                   | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     14393 | NS      | $349605.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                     | Lumen Technologies Inc                     | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    323542 | NS      | $1980077.04   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                        | MGP Ingredients Inc                        | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      4793 | NS      | $115942.67    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                             | Trustmark Corp                             | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     20776 | NS      | $822729.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                             | Ameris Bancorp                             | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     22039 | NS      | $1615679.09   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                      | Lincoln National Corp                      | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     57842 | NS      | $2332767.86   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                        | Clearway Energy Inc                        | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     28502 | NS      | $805181.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                   | Phillips Edison & Co Inc                   | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |     43089 | NS      | $1479245.37   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                | Premier Inc                                | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28163 | NS      | $782931.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                | Asbury Automotive Group Inc                | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      6732 | NS      | $1645637.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                       | TrustCo Bank Corp NY                       | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6484 | NS      | $235369.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc                  | USANA Health Sciences Inc                  | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      3713 | NS      | $102293.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                     | Group 1 Automotive Inc                     | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      4343 | NS      | $1900105.93   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                         | Axos Financial Inc                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     19330 | NS      | $1636284.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                             | Dorian LPG Ltd                             | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |     12595 | NS      | $375331.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                    | Dream Finders Homes Inc                    | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9922 | NS      | $257178.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc              | Papa John's International Inc              | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     11275 | NS      | $542891.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                 | Cheesecake Factory Inc/The                 | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     15665 | NS      | $855935.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                      | Oxford Industries Inc                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      4835 | NS      | $196010.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                            | TripAdvisor Inc                            | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     39977 | NS      | $650026.02    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                                | CONMED Corp                                | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     10554 | NS      | $496354.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                | Pediatrix Medical Group Inc                | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29392 | NS      | $492316.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc       | Innovative Industrial Properties Inc       | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |      9646 | NS      | $516832.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                     | Boot Barn Holdings Inc                     | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     10470 | NS      | $1735088.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                   | Gogo Inc                                   | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     25692 | NS      | $220694.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc              | American Eagle Outfitters Inc              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     55466 | NS      | $949023.26    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                 | Kadant Inc                                 | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      4033 | NS      | $1200140.14   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                           | StoneX Group Inc                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     15917 | NS      | $1606343.64   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                | Kennedy-Wilson Holdings Inc                | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     41282 | NS      | $343466.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                    | First Financial Bancorp                    | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     32689 | NS      | $825397.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                 | DiamondRock Hospitality Co                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |     69932 | NS      | $556658.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                        | Dorman Products Inc                        | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |      9549 | NS      | $1488498.12   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                         | First Hawaiian Inc                         | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     42664 | NS      | $1059347.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                   | Patterson-UTI Energy Inc                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    119450 | NS      | $618751.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                               | Lindsay Corp                               | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      3700 | NS      | $520072.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                        | Acadia Realty Trust                        | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               |  | US        |     44796 | NS      | $902639.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                               | Knowles Corp                               | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     29354 | NS      | $684241.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc                | Inspire Medical Systems Inc                | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      9264 | NS      | $687388.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                        | Terreno Realty Corp                        | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |     35444 | NS      | $2011447.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                          | Shoe Carnival Inc                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6072 | NS      | $126236.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                     | Banc of California Inc                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     44783 | NS      | $741158.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                            | Chemours Co/The                            | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     51215 | NS      | $811245.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                           | AdaptHealth Corp                           | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36910 | NS      | $330344.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                               | Safehold Inc                               | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |     15645 | NS      | $242341.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                   | CTS Corp                                   | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |     10154 | NS      | $405550.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Adamas Trust Inc                           | Adamas Trust Inc                           | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               |  | US        |     28907 | NS      | $201481.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                 | Sunrun Inc                                 | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     79074 | NS      | $1367189.46   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                   | Green Brick Partners Inc                   | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     10496 | NS      | $775234.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                          | MARA Holdings Inc                          | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |    126982 | NS      | $2318691.32   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc             | Armstrong World Industries Inc             | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     14828 | NS      | $2906436.28   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                               | Archrock Inc                               | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     60256 | NS      | $1585335.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                 | ACADIA Pharmaceuticals Inc                 | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     42975 | NS      | $917086.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                    | AZZ Inc                                    | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     10270 | NS      | $1120765.10   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                          | Upbound Group Inc                          | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     17932 | NS      | $423733.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                                 | Phinia Inc                                 | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     13308 | NS      | $764943.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                   | Chefs' Warehouse Inc/The                   | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     12450 | NS      | $726208.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                 | Xenia Hotels & Resorts Inc                 | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |     32619 | NS      | $447532.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                            | Sealed Air Corp                            | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     50410 | NS      | $1781993.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                        | Addus HomeCare Corp                        | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      6210 | NS      | $732717.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc/US                              | N-able Inc/US                              | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25259 | NS      | $197020.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                    | ANI Pharmaceuticals Inc                    | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      5908 | NS      | $541172.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                | Kohl's Corp                                | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     38565 | NS      | $592744.05    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                 | EZCORP Inc                                 | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     19940 | NS      | $379657.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                 | Arcosa Inc                                 | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     16796 | NS      | $1573953.16   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                    | Century Communities Inc                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      8808 | NS      | $558162.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc                      | Worthington Steel Inc                      | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |     11207 | NS      | $340580.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                 | Cactus Inc                                 | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     23448 | NS      | $925492.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                              | Materion Corp                              | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      7093 | NS      | $856905.33    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc              | Amphastar Pharmaceuticals Inc              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     12320 | NS      | $328328.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corp                                | Enviri Corp                                | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     27756 | NS      | $352223.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                   | American States Water Co                   | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     13186 | NS      | $966797.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                 | Grid Dynamics Holdings Inc                 | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |     22738 | NS      | $175309.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                             | Wendy's Co/The                             | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     53901 | NS      | $493733.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                 | Standex International Corp                 | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      4129 | NS      | $874935.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                    | Brandywine Realty Trust                    | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |     59020 | NS      | $246113.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc           | Ryman Hospitality Properties Inc           | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |     21613 | NS      | $1936308.67   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                          | STAAR Surgical Co                          | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     17058 | NS      | $458348.46    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                     | Marcus & Millichap Inc                     | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      8323 | NS      | $244280.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                    | Lakeland Financial Corp                    | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8787 | NS      | $564125.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                               | La-Z-Boy Inc                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     14023 | NS      | $481269.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                         | Avanos Medical Inc                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     15978 | NS      | $184705.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                              | Teradata Corp                              | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     32304 | NS      | $694859.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                             | BankUnited Inc                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     25719 | NS      | $981437.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                            | Shake Shack Inc                            | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     13788 | NS      | $1290694.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                   | Simply Good Foods Co/The                   | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31644 | NS      | $785404.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                       | JBG SMITH Properties                       | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |     21244 | NS      | $472679.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc  | Apollo Commercial Real Estate Finance Inc  | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               |  | US        |     44796 | NS      | $453783.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                             | Kennametal Inc                             | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     26169 | NS      | $547717.17    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc                              | BlackLine Inc                              | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     17797 | NS      | $945020.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC            | First Bancorp/Southern Pines NC            | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14173 | NS      | $749609.97    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                      | Helmerich & Payne Inc                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     34008 | NS      | $751236.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                  | American Assets Trust Inc                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |     16009 | NS      | $325302.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                   | Resideo Technologies Inc                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     46903 | NS      | $2025271.54   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                         | Middlesex Water Co                         | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6203 | NS      | $335706.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                       | Cavco Industries Inc                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2714 | NS      | $1576101.22   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp         | Integra LifeSciences Holdings Corp         | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     23064 | NS      | $330507.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                     | Insteel Industries Inc                     | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      6682 | NS      | $256187.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd            | Alpha & Omega Semiconductor Ltd            | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |      8507 | NS      | $237855.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc                  | Innovex International Inc                  | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     13267 | NS      | $245970.18    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                     | Patrick Industries Inc                     | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     11394 | NS      | $1178481.42   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp            | Zurn Elkay Water Solutions Corp            | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     51109 | NS      | $2403656.27   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                 | Horace Mann Educators Corp                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     13997 | NS      | $632244.49    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                      | John Wiley & Sons Inc                      | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     14110 | NS      | $571031.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc              | CSG Systems International Inc              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      9434 | NS      | $607360.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                      | Penguin Solutions Inc                      | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |     16412 | NS      | $431307.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                        | Signet Jewelers Ltd                        | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |     14097 | NS      | $1352184.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc                  | Dick's Sporting Goods Inc                  | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |         0 | NS      | $26.67        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                   | Ultra Clean Holdings Inc                   | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     15618 | NS      | $425590.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                      | Cytek Biosciences Inc                      | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |     37670 | NS      | $130714.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                            | Bancorp Inc/The                            | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |     15783 | NS      | $1181988.87   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                        | Mister Car Wash Inc                        | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33825 | NS      | $180287.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                    | Box Inc                                    | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     49633 | NS      | $1601656.91   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                         | LTC Properties Inc                         | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |     15814 | NS      | $582904.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                             | WisdomTree Inc                             | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     41040 | NS      | $570456.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                  | Calix Inc                                  | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     20345 | NS      | $1248572.65   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc                            | Robert Half Inc                            | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     34224 | NS      | $1162931.52   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                             | Cleanspark Inc                             | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |     96330 | NS      | $1396785.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp                | Two Harbors Investment Corp                | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |     35875 | NS      | $354086.25    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                   | DNOW Inc                                   | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     36872 | NS      | $562298.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc               | Adtalem Global Education Inc               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     12317 | NS      | $1902360.65   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                              | MYR Group Inc                              | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      5316 | NS      | $1105887.48   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                   | Golden Entertainment Inc                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      6757 | NS      | $159330.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc                    | Millrose Properties Inc                    | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               |  | US        |     41240 | NS      | $1386076.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                            | Uniti Group Inc                            | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               |  | US        |     61595 | NS      | $376961.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                  | Benchmark Electronics Inc                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     12364 | NS      | $476632.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                      | TransMedics Group Inc                      | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |     11684 | NS      | $1310944.80   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                          | Newell Brands Inc                          | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    143344 | NS      | $751122.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                   | Etsy Inc                                   | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     33972 | NS      | $2255401.08   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                            | Sandisk Corp/DE                            | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47323 | NS      | $5309640.60   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                    | Titan International Inc                    | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     16474 | NS      | $124543.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                            | Scholastic Corp                            | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7770 | NS      | $212742.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                               | Sanmina Corp                               | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     18270 | NS      | $2103059.70   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                               | SM Energy Co                               | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     39335 | NS      | $982194.95    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                  | International Seaways Inc                  | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |     13935 | NS      | $642124.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                       | Hilltop Holdings Inc                       | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     15178 | NS      | $507248.76    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp                | Grocery Outlet Holding Corp                | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33773 | NS      | $542056.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc                       | Amentum Holdings Inc                       | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |     52521 | NS      | $1257877.95   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                           | PJT Partners Inc                           | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      8332 | NS      | $1480846.36   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                  | Hertz Global Holdings Inc                  | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     42786 | NS      | $290944.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc               | Sunstone Hotel Investors Inc               | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |     64878 | NS      | $607906.86    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                       | Assured Guaranty Ltd                       | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     15307 | NS      | $1295737.55   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                              | Ralliant Corp                              | CUSIP: 750940108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38639 | NS      | $1689683.47   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust         | PennyMac Mortgage Investment Trust         | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |     29966 | NS      | $367383.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                  | ePlus Inc                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      9006 | NS      | $639516.06    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                          | FB Financial Corp                          | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     14359 | NS      | $800370.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc          | Sun Country Airlines Holdings Inc          | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     18353 | NS      | $216748.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                         | Douglas Emmett Inc                         | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |     57298 | NS      | $892129.86    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                         | Thryv Holdings Inc                         | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14215 | NS      | $171432.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                      | Heartland Express Inc                      | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     15720 | NS      | $131733.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                | Deluxe Corp                                | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     15448 | NS      | $299073.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                              | HCI Group Inc                              | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      3696 | NS      | $709373.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                             | ScanSource Inc                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      7156 | NS      | $314792.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                           | Elme Communities                           | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |     30350 | NS      | $511701.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                        | Krystal Biotech Inc                        | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      8826 | NS      | $1558053.78   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                 | Vishay Intertechnology Inc                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     42200 | NS      | $645660.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                      | ESCO Technologies Inc                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      8853 | NS      | $1868956.83   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co               | Northwest Natural Holding Co               | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     14090 | NS      | $633063.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                       | SPX Technologies Inc                       | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     16933 | NS      | $3162745.74   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                 | Diodes Inc                                 | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     15888 | NS      | $845400.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp               | Topgolf Callaway Brands Corp               | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     48103 | NS      | $456978.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                           | Badger Meter Inc                           | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     10104 | NS      | $1804372.32   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                         | ADMA Biologics Inc                         | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81787 | NS      | $1198997.42   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                    | Pebblebrook Hotel Trust                    | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |     40377 | NS      | $459894.03    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                    | Tompkins Financial Corp                    | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      4370 | NS      | $289337.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                    | Alexander & Baldwin Inc                    | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |     25054 | NS      | $455732.26    | 0.09%             |  |  |  | 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        |      7665 | NS      | $337719.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                       | Dycom Industries Inc                       | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      9915 | NS      | $2892800.40   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                   | Axcelis Technologies Inc                   | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     10758 | NS      | $1050411.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                    | Ellington Financial Inc                    | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |     34393 | NS      | $446421.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                 | Matson Inc                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     10888 | NS      | $1073447.92   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                            | SiriusPoint Ltd                            | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     35759 | NS      | $646880.31    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc                      | Core Laboratories Inc                      | CUSIP: 21867A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16066 | NS      | $198575.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                               | Cargurus Inc                               | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     29082 | NS      | $1082722.86   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                              | Tidewater Inc                              | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     15845 | NS      | $845013.85    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc              | Academy Sports & Outdoors Inc              | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22761 | NS      | $1138505.22   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                     | Comstock Resources Inc                     | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     27237 | NS      | $540109.71    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                           | Forward Air Corp                           | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7555 | NS      | $193710.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                              | LGI Homes Inc                              | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      6893 | NS      | $356437.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                          | DXC Technology Co                          | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     61205 | NS      | $834224.15    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                     | Schneider National Inc                     | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     17142 | NS      | $362724.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                 | SolarEdge Technologies Inc                 | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |     20440 | NS      | $756280.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                       | Veritex Holdings Inc                       | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     18843 | NS      | $631805.79    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                          | PC Connection Inc                          | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      3933 | NS      | $243806.67    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                | S+P MID 400 EMINI DEC25                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         4 | NC      | $1233.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                          | Eagle Bancorp Inc                          | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      9511 | NS      | $192312.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                 | Heritage Financial Corp/WA                 | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11683 | NS      | $282611.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                           | NMI Holdings Inc                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     26521 | NS      | $1016815.14   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                 | Mueller Water Products Inc                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     53551 | NS      | $1366621.52   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA              | United Community Banks Inc/GA              | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     41552 | NS      | $1302655.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                   | WD-40 Co                                   | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      4629 | NS      | $914690.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                   | National HealthCare Corp                   | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |      4229 | NS      | $513865.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                               | Griffon Corp                               | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     13391 | NS      | $1019724.65   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                               | Innospec Inc                               | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      8478 | NS      | $654162.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                             | MGE Energy Inc                             | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12514 | NS      | $1053428.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp          | Stewart Information Services Corp          | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      9635 | NS      | $706438.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                             | Noble Corp PLC                             | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |     42994 | NS      | $1215870.32   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas Inc                     | Northern Oil & Gas Inc                     | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     33223 | NS      | $823930.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                            | OSI Systems Inc                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      5409 | NS      | $1348139.16   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc           | Helix Energy Solutions Group Inc           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     47088 | NS      | $308897.28    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                | Banner Corp                                | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11828 | NS      | $774734.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                                | CorVel Corp                                | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10713 | NS      | $829400.46    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                    | Central Garden & Pet Co                    | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      2791 | NS      | $91126.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                       | Rush Enterprises Inc                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     20950 | NS      | $1120196.50   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                          | GEO Group Inc/The                          | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     47548 | NS      | $974258.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                           | Radian Group Inc                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     46486 | NS      | $1683722.92   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                             | BorgWarner Inc                             | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     74200 | NS      | $3261832.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp                   | Curbline Properties Corp                   | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               |  | US        |     33336 | NS      | $743392.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                               | Veracyte Inc                               | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     26927 | NS      | $924403.91    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                               | Organon & Co                               | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     88984 | NS      | $950349.12    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                | H2O America                                | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11297 | NS      | $550163.90    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                    | Privia Health Group Inc                    | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39453 | NS      | $982379.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                            | City Holding Co                            | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4989 | NS      | $617987.43    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                             | Ziff Davis Inc                             | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     14115 | NS      | $537781.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                   | AAR Corp                                   | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     12132 | NS      | $1087876.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                               | Innoviva Inc                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     20586 | NS      | $375694.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                            | Masterbrand Inc                            | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     43630 | NS      | $574607.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                     | Employers Holdings Inc                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8084 | NS      | $343408.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                            | Macerich Co/The                            | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |     86546 | NS      | $1575137.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                  | Albany International Corp                  | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     10156 | NS      | $541314.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                     | Werner Enterprises Inc                     | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     20591 | NS      | $541955.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                            | Hillenbrand Inc                            | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     24259 | NS      | $655963.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                     | Progress Software Corp                     | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     14838 | NS      | $651833.34    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                | Summit Hotel Properties Inc                | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |     36445 | NS      | $200083.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                | Sterling Infrastructure Inc                | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     10428 | NS      | $3542183.04   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                 | Guess? Inc                                 | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |     10561 | NS      | $176474.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp                        | Verra Mobility Corp                        | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     54646 | NS      | $1349756.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                        | Cal-Maine Foods Inc                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     15628 | NS      | $1470594.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                             | FormFactor Inc                             | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     26415 | NS      | $962034.30    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                 | Korn Ferry                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     17910 | NS      | $1253341.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                              | Cable One Inc                              | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      1589 | NS      | $281332.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                         | ABM Industries Inc                         | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     21293 | NS      | $982033.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA              | Preferred Bank/Los Angeles CA              | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      3963 | NS      | $358215.57    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc             | National Presto Industries Inc             | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1820 | NS      | $204113.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                    | Goosehead Insurance Inc                    | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      8725 | NS      | $649314.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                    | RPC Inc                                    | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30036 | NS      | $142971.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                          | Getty Realty Corp                          | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |     17751 | NS      | $476259.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                        | Stellar Bancorp Inc                        | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     15841 | NS      | $480615.94    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                     | eXp World Holdings Inc                     | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |     30850 | NS      | $328861.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                       | Marten Transport Ltd                       | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19930 | NS      | $212453.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                             | Photronics Inc                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     20734 | NS      | $475845.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                     | Cathay General Bancorp                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     23679 | NS      | $1136828.79   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                      | Urban Edge Properties                      | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |     43048 | NS      | $881192.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp             | Atlantic Union Bankshares Corp             | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48837 | NS      | $1723457.73   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                     | Trinity Industries Inc                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     27643 | NS      | $775109.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp                  | Dynavax Technologies Corp                  | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     34315 | NS      | $340747.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                               | Agilysys Inc                               | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      8733 | NS      | $919148.25    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                    | G-III Apparel Group Ltd                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     13122 | NS      | $349176.42    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                              | CoreCivic Inc                              | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     36852 | NS      | $749938.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                    | Insight Enterprises Inc                    | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     10782 | NS      | $1222786.62   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                       | Sonic Automotive Inc                       | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      5053 | NS      | $384482.77    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                       | Hayward Holdings Inc                       | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68195 | NS      | $1031108.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                 | Apple Hospitality REIT Inc                 | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |     75868 | NS      | $911174.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida           | Seacoast Banking Corp of Florida           | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     29609 | NS      | $901001.87    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                      | Veeco Instruments Inc                      | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     20727 | NS      | $630722.61    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                   | Northwest Bancshares Inc                   | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50320 | NS      | $623464.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                    | Perdoceo Education Corp                    | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     20880 | NS      | $786340.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                   | Par Pacific Holdings Inc                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     17491 | NS      | $619531.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                        | TG Therapeutics Inc                        | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |     46507 | NS      | $1680065.38   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                   | Sarepta Therapeutics Inc                   | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     33635 | NS      | $648146.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                               | ArcBest Corp                               | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      7752 | NS      | $541632.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                               | Carter's Inc                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     12542 | NS      | $353935.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc                | ARMOUR Residential REIT Inc                | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               |  | US        |     38380 | NS      | $573397.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                      | Arlo Technologies Inc                      | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     35927 | NS      | $608962.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                | National Bank Holdings Corp                | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12971 | NS      | $501199.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                         | Ichor Holdings Ltd                         | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |     11679 | NS      | $204616.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                   | WaFd Inc                                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26960 | NS      | $816618.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp             | Central Pacific Financial Corp             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      9283 | NS      | $281646.22    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                             | LCI Industries                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      8295 | NS      | $772679.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                        | Bloomin' Brands Inc                        | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     26582 | NS      | $190592.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                        | Century Aluminum Co                        | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     18315 | NS      | $537728.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                             | Proto Labs Inc                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      8219 | NS      | $411196.57    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                                | Progyny Inc                                | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27525 | NS      | $592338.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                       | Palomar Holdings Inc                       | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      9165 | NS      | $1070013.75   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group             | California Water Service Group             | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     20399 | NS      | $936110.11    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc                 | Atlas Energy Solutions Inc                 | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26411 | NS      | $300293.07    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                     | Advance Auto Parts Inc                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     20556 | NS      | $1262138.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                              | Renasant Corp                              | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     32563 | NS      | $1201249.07   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                | Unitil Corp                                | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6092 | NS      | $291563.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                        | Mr Cooper Group Inc                        | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     21939 | NS      | $4624521.81   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                            | S&T Bancorp Inc                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13200 | NS      | $496188.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                      | LeMaitre Vascular Inc                      | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      7161 | NS      | $626659.11    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                               | Embecta Corp                               | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     20063 | NS      | $283088.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                            | NeoGenomics Inc                            | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44466 | NS      | $343277.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                 | OMNIAB INC                                 | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2585 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Magnolia Oil & Gas Corp                    | Magnolia Oil & Gas Corp                    | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63482 | NS      | $1515315.34   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc/United States              | Schrodinger Inc/United States              | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |     19299 | NS      | $387137.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                           | Pitney Bowes Inc                           | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     54087 | NS      | $617132.67    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                            | Alamo Group Inc                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      3711 | NS      | $708429.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                  | Itron Inc                                  | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     15675 | NS      | $1952478.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                       | Sturm Ruger & Co Inc                       | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      5567 | NS      | $241997.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                     | J & J Snack Foods Corp                     | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |      5310 | NS      | $510237.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                   | United Natural Foods Inc                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     20849 | NS      | $784339.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                              | St Joe Co/The                              | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     13654 | NS      | $675599.92    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                 | Tennant Co                                 | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      6292 | NS      | $510029.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                          | ACI Worldwide Inc                          | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     35374 | NS      | $1866685.98   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                 | Impinj Inc                                 | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      8875 | NS      | $1604156.25   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                          | Andersons Inc/The                          | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     11565 | NS      | $460402.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                          | PDF Solutions Inc                          | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     11028 | NS      | $284742.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                        | Allegiant Travel Co                        | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      4641 | NS      | $282033.57    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                      | Arcus Biosciences Inc                      | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23548 | NS      | $320252.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                              | PRA Group Inc                              | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     13449 | NS      | $207652.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc                       | Kinetik Holdings Inc                       | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14918 | NS      | $637595.32    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                   | Acadia Healthcare Co Inc                   | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     31587 | NS      | $782094.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                    | MDU Resources Group Inc                    | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70024 | NS      | $1247127.44   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                 | Sabre Corp                                 | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    136309 | NS      | $249445.47    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                      | Vir Biotechnology Inc                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32823 | NS      | $187419.33    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp                             | NCR Voyix Corp                             | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     47194 | NS      | $592284.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                               | Vericel Corp                               | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     17206 | NS      | $541472.82    | 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        |     13653 | NS      | $376276.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                  | Sally Beauty Holdings Inc                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     34057 | NS      | $554447.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co           | Shenandoah Telecommunications Co           | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     15683 | NS      | $210465.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                          | PROG Holdings Inc                          | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     13612 | NS      | $440484.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                      | Fulton Financial Corp                      | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     62375 | NS      | $1162046.25   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                 | RadNet Inc                                 | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     23727 | NS      | $1808234.67   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                   | Moog Inc                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      9743 | NS      | $2023328.81   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                      | Powell Industries Inc                      | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      3240 | NS      | $987584.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp               | Six Flags Entertainment Corp               | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |     34639 | NS      | $786998.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                 | Azenta Inc                                 | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     14044 | NS      | $403343.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                           | HealthStream Inc                           | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      8161 | NS      | $230466.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc                                   | Angi Inc                                   | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |     12670 | NS      | $206014.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                | John B Sanfilippo & Son Inc                | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      3154 | NS      | $202739.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                           | Shutterstock Inc                           | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      8304 | NS      | $173138.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                | Fresh Del Monte Produce Inc                | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |     11394 | NS      | $395599.68    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                       | Quaker Chemical Corp                       | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      4699 | NS      | $619093.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                       | LXP Industrial Trust                       | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |    101263 | NS      | $907316.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc             | Virtus Investment Partners Inc             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      2157 | NS      | $409894.71    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hecla Mining Co                            | Hecla Mining Co                            | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |    226688 | NS      | $2742924.80   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc  | HA Sustainable Infrastructure Capital Inc  | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |     42440 | NS      | $1302908.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services Inc                    | Kodiak Gas Services Inc                    | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22656 | NS      | $837592.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                     | Arbor Realty Trust Inc                     | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               |  | US        |     65783 | NS      | $803210.43    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                  | Chesapeake Utilities Corp                  | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      8067 | NS      | $1086544.23   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc              | Blackstone Mortgage Trust Inc              | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               |  | US        |     54573 | NS      | $1004688.93   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                  | Ethan Allen Interiors Inc                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7937 | NS      | $233824.02    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                | SiTime Corp                                | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7487 | NS      | $2255907.97   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                        | Leggett & Platt Inc                        | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     46589 | NS      | $413710.32    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                       | Koppers Holdings Inc                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6786 | NS      | $190008.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp              | Quanex Building Products Corp              | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     15740 | NS      | $223822.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                     | Liquidity Services Inc                     | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |      8172 | NS      | $224157.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc              | Armada Hoffler Properties Inc              | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               |  | US        |     27303 | NS      | $191394.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Financial Corp                      | Beacon Financial Corp                      | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     28399 | NS      | $673340.29    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc             | NexPoint Residential Trust Inc             | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |      7505 | NS      | $241811.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc                       | Fortrea Holdings Inc                       | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |     31347 | NS      | $263941.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                       | Warrior Met Coal Inc                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     18016 | NS      | $1146538.24   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                | Certara Inc                                | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41468 | NS      | $506738.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp                            | NCR Atleos Corp                            | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |     25202 | NS      | $990690.62    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                             | PriceSmart Inc                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      8610 | NS      | $1043445.90   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc         | Cogent Communications Holdings Inc         | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16358 | NS      | $627329.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                                | EVERTEC Inc                                | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     22025 | NS      | $744004.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                     | Digi International Inc                     | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     12780 | NS      | $465958.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc                         | Astrana Health Inc                         | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     14781 | NS      | $419041.35    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                | Monarch Casino & Resort Inc                | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      4277 | NS      | $452677.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                | Moelis & Co                                | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     25420 | NS      | $1812954.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                  | Minerals Technologies Inc                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     10717 | NS      | $665740.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc          | Donnelley Financial Solutions Inc          | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      9464 | NS      | $486733.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                  | TEGNA Inc                                  | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     55079 | NS      | $1119756.07   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent Inc        | Concentra Group Holdings Parent Inc        | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40789 | NS      | $853713.77    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                    | Strategic Education Inc                    | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |      8084 | NS      | $695304.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                           | UniFirst Corp/MA                           | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      5161 | NS      | $862867.59    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                              | Interface Inc                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     20089 | NS      | $581375.66    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                              | MarineMax Inc                              | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      6502 | NS      | $164695.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                            | ICU Medical Inc                            | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      8456 | NS      | $1014381.76   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                | SkyWest Inc                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     13812 | NS      | $1389763.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                      | Integer Holdings Corp                      | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     11996 | NS      | $1239546.68   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc               | Medical Properties Trust Inc               | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |    169655 | NS      | $860150.85    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                               | Teleflex Inc                               | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     15146 | NS      | $1853264.56   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc              | Healthcare Services Group Inc              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     24926 | NS      | $419504.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                   | Encore Capital Group Inc                   | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      7920 | NS      | $330580.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                | Enovis Corp                                | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     19517 | NS      | $592145.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                    | IAC Inc                                    | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |     23129 | NS      | $788005.03    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                                | Avista Corp                                | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     27782 | NS      | $1050437.42   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp                             | JBT Marel Corp                             | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     17812 | NS      | $2501695.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                     | Apogee Enterprises Inc                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      7412 | NS      | $322940.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                      | Veris Residential Inc                      | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               |  | US        |     27622 | NS      | $419854.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                               | Glaukos Corp                               | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     19650 | NS      | $1602457.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                    | Enova International Inc                    | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      8565 | NS      | $985745.85    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                 | Brady Corp                                 | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     14988 | NS      | $1169513.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                        | Federal Signal Corp                        | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     20839 | NS      | $2479632.61   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                    | Enerpac Tool Group Corp                    | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     18566 | NS      | $761206.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp                | Matthews International Corp                | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     10596 | NS      | $257270.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                        | Westamerica BanCorp                        | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |      8770 | NS      | $438412.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                              | Trupanion Inc                              | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     11543 | NS      | $499581.04    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                       | Urban Outfitters Inc                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     18426 | NS      | $1316169.18   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                              | O-I Glass Inc                              | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52655 | NS      | $682935.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc            | Installed Building Products Inc            | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      7822 | NS      | $1929374.52   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                               | Artivion Inc                               | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     14293 | NS      | $605165.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                           | QuidelOrtho Corp                           | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     23186 | NS      | $682827.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                         | Enact Holdings Inc                         | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |     10187 | NS      | $390569.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                       | Astec Industries Inc                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      7874 | NS      | $378975.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                               | Sylvamo Corp                               | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     11556 | NS      | $511006.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                   | Wolverine World Wide Inc                   | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     27969 | NS      | $767469.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                  | Phibro Animal Health Corp                  | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      6963 | NS      | $281722.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                       | SL Green Realty Corp                       | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |     24329 | NS      | $1455117.49   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                               | Freshpet Inc                               | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     16691 | NS      | $919841.01    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                         | Liberty Energy Inc                         | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55762 | NS      | $688103.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                       | Extreme Networks Inc                       | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     45199 | NS      | $933359.35    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc          | Alpha Metallurgical Resources Inc          | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      3775 | NS      | $619439.75    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                         | SunCoke Energy Inc                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     29149 | NS      | $237855.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                               | Alkermes PLC                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     56572 | NS      | $1697160.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                 | Adient PLC                                 | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |     27765 | NS      | $668581.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                | Standard Motor Products Inc                | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      7193 | NS      | $293618.26    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                      | United Fire Group Inc                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7508 | NS      | $228393.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                     | Acushnet Holdings Corp                     | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      9492 | NS      | $745027.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                   | XPEL Inc                                   | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      8671 | NS      | $286749.97    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                        | Mercury Systems Inc                        | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     18068 | NS      | $1398463.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group Inc              | Everus Construction Group Inc              | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |     17482 | NS      | $1499081.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                  | Edgewell Personal Care Co                  | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     15995 | NS      | $325658.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                          | Steven Madden Ltd                          | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     24845 | NS      | $831810.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                        | StepStone Group Inc                        | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24760 | NS      | $1617075.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                        | Bank of Hawaii Corp                        | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     13685 | NS      | $898283.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave & Buster's Entertainment Inc          | Dave & Buster's Entertainment Inc          | CUSIP: 238337109<br>LEI: 529900WTVU85QZLYHR86 | Long             | EC               | CORP              | US        |      9284 | NS      | $168597.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc | American Axle & Manufacturing Holdings Inc | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     40222 | NS      | $241734.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                      | Independent Bank Corp                      | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     17088 | NS      | $1181976.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                        | TreeHouse Foods Inc                        | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     15299 | NS      | $309192.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                          | ProAssurance Corp                          | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     17696 | NS      | $424527.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                     | Genworth Financial Inc                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    140538 | NS      | $1250788.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                          | World Kinect Corp                          | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     19121 | NS      | $496189.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc                         | CareTrust REIT Inc                         | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               |  | US        |     75564 | NS      | $2620559.52   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                     | American Woodmark Corp                     | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      5013 | NS      | $334667.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                            | Q2 Holdings Inc                            | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     21391 | NS      | $1548494.49   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                   | Dana Inc                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     44895 | NS      | $899695.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                | Caleres Inc                                | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     11558 | NS      | $150716.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                           | Boise Cascade Co                           | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     12778 | NS      | $987994.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc              | Capitol Federal Financial Inc              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42032 | NS      | $266903.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                   | HNI Corp                                   | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     15778 | NS      | $739199.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                              | M/I Homes Inc                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      9040 | NS      | $1305737.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                   | Corcept Therapeutics Inc                   | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     32146 | NS      | $2671654.06   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                 | Stride Inc                                 | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     14757 | NS      | $2197907.58   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                     | Alarm.com Holdings Inc                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     17060 | NS      | $905544.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                  | Stepan Co                                  | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      7394 | NS      | $352693.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                  | Monro Inc                                  | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10320 | NS      | $185450.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                           | Clear Secure Inc                           | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29861 | NS      | $996760.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                 | Xencor Inc                                 | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     24549 | NS      | $287959.77    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                              | Ingevity Corp                              | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     12551 | NS      | $692689.69    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                      | Element Solutions Inc                      | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     77865 | NS      | $1959862.05   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc     | Heidrick & Struggles International Inc     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      7137 | NS      | $355208.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc             | Reynolds Consumer Products Inc             | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               | CORP              | US        |     18824 | NS      | $460623.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                            | Otter Tail Corp                            | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14361 | NS      | $1177171.17   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                         | Corsair Gaming Inc                         | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     16186 | NS      | $144379.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                         | CVB Financial Corp                         | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44334 | NS      | $838355.94    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc           | Provident Financial Services Inc           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     44646 | NS      | $860774.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                        | CSW Industrials Inc                        | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      5754 | NS      | $1396783.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                           | SPS Commerce Inc                           | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     12984 | NS      | $1352153.76   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                               | Cars.com Inc                               | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |     19672 | NS      | $240391.84    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                  | Brinker International Inc                  | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     15235 | NS      | $1929969.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-28

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

**Signature:** Linda Wisniewski

**Name of Signer:** Linda Wisniewski

**Title:** Controller and Chief Accounting Officer