# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-25-019470
**Filing Date:** 2025-10
**Character Count:** 92885
**Document Hash:** 6cc86ccaa80be5acc177309f46efdbaf
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-019470.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001410368-25-019470

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260228

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GMO TRUST
- **CENTRAL INDEX KEY:** 0000772129

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04347
- **FILM NUMBER:** 251428499

**BUSINESS ADDRESS:**
- **STREET 1:** 53 STATE STREET
- **STREET 2:** FLOOR 33
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 6173467646

**MAIL ADDRESS:**
- **STREET 1:** 53 STATE STREET
- **STREET 2:** FLOOR 33
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GMO CORE TRUST
- **DATE OF NAME CHANGE:** 19900927

## Series and Classes Contracts Data

### GMO U.S. Small Cap Value Fund (Series ID: S000065871)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000212810 | Class VI     | GCAVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GMO TRUST

- **b. Investment Company Act file number:** 811-04347

- **c. CIK number of Registrant:** 0000772129

- **d. LEI of Registrant:** 549300Y2Q6TQD4HU5C66

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

  - **Street Address 1:** 53 State Street, 33rd Floor

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-346-7646

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

- **a. Name of Series:** GMO U.S. Small Cap Value Fund

- **b. EDGAR series identifier (if any):** S000065871

- **c. LEI of Series:** 549300326MS588AE2709

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

- **a. Date of fiscal year-end:** 2026-02-28

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $39286983.68

**Total Liabilities:** $75040.48

**Net Assets:** $39211943.20

**Cash Not Reported:** $16.42

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000212810 | 3.29%                | 1.15%                | 8.97%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $90253.94                | $973757.75                                 |
| Month 2  | $155133.60               | $218142.66                                 |
| Month 3  | $233447.70               | $2919937.84                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AdvanSix Inc                               | AdvanSix Inc                                          | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      1514 | NS      | $32490.44     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                  | First BanCorp/Puerto Rico                             | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     11347 | NS      | $252243.81    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                           | A10 Networks Inc                                      | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |      1155 | NS      | $20455.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                     | Victoria's Secret & Co                                | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |       222 | NS      | $5110.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                     | Primoris Services Corp                                | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      3226 | NS      | $382442.30    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                  | Sonos Inc                                             | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      8381 | NS      | $116663.52    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                       | TTM Technologies Inc                                  | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      9675 | NS      | $431214.75    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                            | FutureFuel Corp                                       | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      9097 | NS      | $35296.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                       | Hanmi Financial Corp                                  | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      7556 | NS      | $190108.96    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                 | Upwork Inc                                            | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      8753 | NS      | $134708.67    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc                  | Universal Electronics Inc                             | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      1681 | NS      | $8161.26      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp                | Simmons First National Corp                           | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      1715 | NS      | $35637.70     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                               | Navient Corp                                          | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      8832 | NS      | $121086.72    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                              | Steelcase Inc                                         | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     16536 | NS      | $276812.64    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                          | Universal Corp/VA                                     | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      5353 | NS      | $299500.35    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Idaho Strategic Resources Inc              | Idaho Strategic Resources Inc                         | CUSIP: 645827205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2323 | NS      | $65369.22     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                        | Meritage Homes Corp                                   | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |       423 | NS      | $32862.87     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                     | DXP Enterprises Inc/TX                                | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       780 | NS      | $97406.40     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                           | ACM Research Inc                                      | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |      3754 | NS      | $105937.88    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                | AMN Healthcare Services Inc                           | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      3963 | NS      | $82351.14     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                      | Jackson Financial Inc                                 | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      2047 | NS      | $202243.60    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                    | EnerSys                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |       516 | NS      | $52967.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                      | Excelerate Energy Inc                                 | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2292 | NS      | $55970.64     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                 | Preformed Line Products Co                            | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       718 | NS      | $137188.26    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                    | Old National Bancorp/IN                               | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     11806 | NS      | $270239.34    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                        | Virtu Financial Inc                                   | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |      4425 | NS      | $185496.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                         | Kelly Services Inc                                    | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |      5257 | NS      | $74807.11     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                         | Outfront Media Inc                                    | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |     21306 | NS      | $397996.08    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                   | Yelp Inc                                              | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     11928 | NS      | $377163.36    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                          | ManpowerGroup Inc                                     | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      2765 | NS      | $117236.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MBX Biosciences Inc                        | MBX Biosciences Inc                                   | CUSIP: 55287L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1734 | NS      | $26166.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                   | Miller Industries Inc/TN                              | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      1340 | NS      | $56400.60     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                 | Terex Corp                                            | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     10996 | NS      | $549140.24    | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                      | Customers Bancorp Inc                                 | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      2420 | NS      | $173489.80    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                | OFG Bancorp                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      3609 | NS      | $161502.75    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc                          | Legalzoom.com Inc                                     | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |      2187 | NS      | $24231.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                   | Resources Connection Inc                              | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10690 | NS      | $54625.90     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc           | Universal Insurance Holdings Inc                      | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      2723 | NS      | $66413.97     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hooker Furnishings Corp                    | Hooker Furnishings Corp                               | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1368 | NS      | $13666.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                   | OraSure Technologies Inc                              | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     12331 | NS      | $40815.61     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                    | Methode Electronics Inc                               | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      3673 | NS      | $28392.29     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                  | OceanFirst Financial Corp                             | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2032 | NS      | $37368.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                           | Movado Group Inc                                      | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |       874 | NS      | $15967.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                | Polaris Inc                                           | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      7936 | NS      | $449018.88    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                       | Associated Banc-Corp                                  | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     15540 | NS      | $419113.80    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                           | Cirrus Logic Inc                                      | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      3552 | NS      | $405602.88    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc               | Bread Financial Holdings Inc                          | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      4790 | NS      | $317050.10    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                          | Helen of Troy Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |       926 | NS      | $22733.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                              | Mosaic Co/The                                         | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |      7076 | NS      | $236338.40    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                | Invesco Ltd                                           | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      6865 | NS      | $150274.85    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                  | Vanda Pharmaceuticals Inc                             | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |      8641 | NS      | $40871.93     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc                | Worthington Enterprises Inc                           | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      3811 | NS      | $250763.80    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                  | AGCO Corp                                             | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |       864 | NS      | $93476.16     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                            | Whitestone REIT                                       | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |      2995 | NS      | $39414.20     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc               | Supernus Pharmaceuticals Inc                          | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      3520 | NS      | $158822.40    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                  | Lear Corp                                             | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      2281 | NS      | $250910.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                 | Amalgamated Financial Corp                            | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4458 | NS      | $128791.62    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                  | Gates Industrial Corp PLC                             | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |     12961 | NS      | $331283.16    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                       | MGIC Investment Corp                                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     25877 | NS      | $720156.91    | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                       | Tri Pointe Homes Inc                                  | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3968 | NS      | $140189.44    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                       | JELD-WEN Holding Inc                                  | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |      7363 | NS      | $47049.57     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                     | Synovus Financial Corp                                | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      1390 | NS      | $71737.90     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                    | CNO Financial Group Inc                               | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      7796 | NS      | $307708.12    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                             | Trustmark Corp                                        | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |      1571 | NS      | $63264.17     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                      | Lincoln National Corp                                 | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     14972 | NS      | $642747.96    | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                                | Premier Inc                                           | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19659 | NS      | $509168.10    | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                     | Group 1 Automotive Inc                                | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |        81 | NS      | $37647.18     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                    | Dream Finders Homes Inc                               | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1198 | NS      | $33292.42     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                               | Vontier Corp                                          | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |      2246 | NS      | $96375.86     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc       | Innovative Industrial Properties Inc                  | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |       415 | NS      | $23513.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc              | Empire State Realty Trust Inc                         | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               |  | US        |     13473 | NS      | $103068.45    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                          | Shoe Carnival Inc                                     | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2906 | NS      | $60735.40     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                     | Horizon Bancorp Inc/IN                                | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      1090 | NS      | $18377.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                               | Safehold Inc                                          | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |      1113 | NS      | $18319.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                          | IBEX Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |      2472 | NS      | $72998.16     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                          | Upbound Group Inc                                     | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      3182 | NS      | $80854.62     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                                 | Phinia Inc                                            | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |      2983 | NS      | $174445.84    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                 | Xenia Hotels & Resorts Inc                            | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |      2028 | NS      | $28655.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                            | Sealed Air Corp                                       | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      1959 | NS      | $63608.73     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc/US                              | N-able Inc/US                                         | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3338 | NS      | $26904.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Olo Inc                                    | Olo Inc                                               | CUSIP: 68134L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8167 | NS      | $83711.75     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                   | Independent Bank Corp/MI                              | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3074 | NS      | $101103.86    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TruBridge Inc                              | TruBridge Inc                                         | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      1739 | NS      | $34710.44     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                | Kohl's Corp                                           | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     24781 | NS      | $373201.86    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                 | EZCORP Inc                                            | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      4253 | NS      | $70897.51     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                    | Century Communities Inc                               | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      2966 | NS      | $195400.08    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corp                     | Strattec Security Corp                                | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |       279 | NS      | $18377.73     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                    | Brandywine Realty Trust                               | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               |  | US        |      5273 | NS      | $22462.98     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                               | La-Z-Boy Inc                                          | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      3956 | NS      | $146253.32    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Diversified Healthcare Trust               | Diversified Healthcare Trust                          | CUSIP: 25525P107<br>LEI: N/A                  | Long             | EC               |  | US        |     10644 | NS      | $40553.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc                       | Northrim BanCorp Inc                                  | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |       221 | NS      | $20780.63     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                             | BankUnited Inc                                        | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     10685 | NS      | $418745.15    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                             | Kennametal Inc                                        | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     20148 | NS      | $431771.64    | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                  | American Assets Trust Inc                             | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |      4094 | NS      | $85564.60     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                   | Resideo Technologies Inc                              | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     15047 | NS      | $512350.35    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Westwood Holdings Group Inc                | Westwood Holdings Group Inc                           | CUSIP: 961765104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       588 | NS      | $10442.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                               | TrueBlue Inc                                          | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5005 | NS      | $29879.85     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc              | CSG Systems International Inc                         | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      2613 | NS      | $167650.08    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                         | LTC Properties Inc                                    | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |      2702 | NS      | $98623.00     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                         | Ingles Markets Inc                                    | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      1709 | NS      | $115682.21    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc               | Adtalem Global Education Inc                          | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      4426 | NS      | $579584.70    | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                              | REV Group Inc                                         | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      2520 | NS      | $134089.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                  | Benchmark Electronics Inc                             | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      1580 | NS      | $64132.20     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                     | Franklin Resources Inc                                | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       786 | NS      | $20168.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandisk Corp/DE                            | Sandisk Corp/DE                                       | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5775 | NS      | $303014.25    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                   | Regional Management Corp                              | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      1499 | NS      | $65716.16     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                   | ASGN Inc                                              | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |       941 | NS      | $51049.25     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                               | Sanmina Corp                                          | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |       693 | NS      | $81441.36     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                      | BlueLinx Holdings Inc                                 | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |       511 | NS      | $42213.71     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                              | EverQuote Inc                                         | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2501 | NS      | $58148.25     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Terns Pharmaceuticals Inc                  | Terns Pharmaceuticals Inc                             | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |      3960 | NS      | $27561.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc                             | Eventbrite Inc                                        | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |     14785 | NS      | $39180.25     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc               | Sunstone Hotel Investors Inc                          | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |      4648 | NS      | $44063.04     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                             | EPR Properties                                        | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |      1954 | NS      | $106004.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                   | Broadstone Net Lease Inc                              | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |      1973 | NS      | $36678.07     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc          | Sun Country Airlines Holdings Inc                     | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      3619 | NS      | $47951.75     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                | Deluxe Corp                                           | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     10995 | NS      | $216161.70    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                                | NETGEAR Inc                                           | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      2537 | NS      | $68930.29     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                 | Vishay Intertechnology Inc                            | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      1784 | NS      | $27580.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co               | Northwest Natural Holding Co                          | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      1004 | NS      | $41696.12     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nathan's Famous Inc                        | Nathan's Famous Inc                                   | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |       261 | NS      | $27326.70     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                 | Diodes Inc                                            | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      1997 | NS      | $108706.70    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| WK Kellogg Co                              | WK Kellogg Co                                         | CUSIP: 92942W107<br>LEI: 529900SWC935GFWUJ804 | Long             | EC               | CORP              | US        |       256 | NS      | $5867.52      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                   | Turning Point Brands Inc                              | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      2417 | NS      | $240491.50    | 0.61%             |  |  |  | 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        |      1137 | NS      | $68015.34     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                   | Axcelis Technologies Inc                              | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      2370 | NS      | $189694.80    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                 | Matson Inc                                            | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1459 | NS      | $151808.95    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                | Popular Inc                                           | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      1226 | NS      | $154034.64    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                 | Unum Group                                            | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      6402 | NS      | $447243.72    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                | Community Trust Bancorp Inc                           | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2069 | NS      | $120870.98    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                          | Eagle Bancorp Inc                                     | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      1205 | NS      | $23401.10     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                           | NMI Holdings Inc                                      | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      7233 | NS      | $284618.55    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp                       | Arrow Financial Corp                                  | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |      1366 | NS      | $40611.18     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp          | Stewart Information Services Corp                     | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      1228 | NS      | $89447.52     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                    | Nu Skin Enterprises Inc                               | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      6813 | NS      | $82914.21     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp         | Enterprise Financial Services Corp                    | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      1228 | NS      | $75202.72     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                   | Waterstone Financial Inc                              | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      2039 | NS      | $30564.61     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                | Genesco Inc                                           | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      1027 | NS      | $32843.46     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co                          | Matrix Service Co                                     | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |      1621 | NS      | $24525.73     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                                 | Mattel Inc                                            | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     12648 | NS      | $231458.40    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                           | Radian Group Inc                                      | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     19944 | NS      | $695646.72    | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                             | BorgWarner Inc                                        | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     28442 | NS      | $1216179.92   | 3.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Park-Ohio Holdings Corp                    | Park-Ohio Holdings Corp                               | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1152 | NS      | $23270.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                      | East West Bancorp Inc                                 | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |       525 | NS      | $55198.50     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                             | Ziff Davis Inc                                        | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      5576 | NS      | $213058.96    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                            | Masterbrand Inc                                       | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     16589 | NS      | $210846.19    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                     | Employers Holdings Inc                                | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       695 | NS      | $30065.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                            | Match Group Inc                                       | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     14616 | NS      | $545761.44    | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                     | Progress Software Corp                                | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      3082 | NS      | $142665.78    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc                | Summit Hotel Properties Inc                           | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               |  | US        |      5027 | NS      | $27547.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                          | Newmark Group Inc                                     | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23236 | NS      | $423127.56    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                   | SLM Corp                                              | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17042 | NS      | $533073.76    | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                 | Guess? Inc                                            | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      1398 | NS      | $23500.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                           | Weis Markets Inc                                      | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       838 | NS      | $60042.70     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                        | Cal-Maine Foods Inc                                   | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      5338 | NS      | $617286.32    | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc                  | Piedmont Realty Trust Inc                             | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |     27400 | NS      | $232078.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                         | ABM Industries Inc                                    | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      4981 | NS      | $244915.77    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd               | Genco Shipping & Trading Ltd                          | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |      1506 | NS      | $25361.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                 | Macy's Inc                                            | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     25087 | NS      | $331901.01    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp                          | Turtle Beach Corp                                     | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |      2695 | NS      | $42634.90     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                        | Douglas Elliman Inc                                   | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     12743 | NS      | $34660.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                             | Photronics Inc                                        | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      6811 | NS      | $154405.37    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                    | G-III Apparel Group Ltd                               | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      7622 | NS      | $205794.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                          | YETI Holdings Inc                                     | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |       916 | NS      | $32206.56     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Community West Bancshares                  | Community West Bancshares                             | CUSIP: 203937107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $19188.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                    | Kimball Electronics Inc                               | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      2139 | NS      | $61752.93     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp/The                              | Cato Corp/The                                         | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |      2190 | NS      | $9000.90      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                    | BrightView Holdings Inc                               | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |      5361 | NS      | $77198.40     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                 | Apple Hospitality REIT Inc                            | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |      6221 | NS      | $81246.26     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                      | Veeco Instruments Inc                                 | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      1867 | NS      | $45778.84     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                  | Taylor Morrison Home Corp                             | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      2159 | NS      | $145451.83    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                         | Graham Holdings Co                                    | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       379 | NS      | $411612.95    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                    | Perdoceo Education Corp                               | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     16861 | NS      | $552029.14    | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                   | Jazz Pharmaceuticals PLC                              | CUSIP: 000000000<br>LEI: 635400GAUMJCLEZRRV50 | Long             | EC               | CORP              | IE        |       900 | NS      | $114975.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                  | Avnet Inc                                             | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      9075 | NS      | $495222.75    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc                | Capital City Bank Group Inc                           | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |       600 | NS      | $26316.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                               | ArcBest Corp                                          | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      3658 | NS      | $269814.08    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                               | Carter's Inc                                          | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      5802 | NS      | $165705.12    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust      | Industrial Logistics Properties Trust                 | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |     13716 | NS      | $84490.56     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                             | Globe Life Inc                                        | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       528 | NS      | $73893.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp             | Central Pacific Financial Corp                        | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      3623 | NS      | $113472.36    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc                        | RE/MAX Holdings Inc                                   | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |      1889 | NS      | $17794.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                        | Bloomin' Brands Inc                                   | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      1896 | NS      | $13935.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd                              | Herbalife Ltd                                         | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |      8391 | NS      | $82063.98     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc                            | Hyster-Yale Inc                                       | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1159 | NS      | $43462.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc              | American Public Education Inc                         | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |      1741 | NS      | $52543.38     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                     | Mueller Industries Inc                                | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |       309 | NS      | $29645.46     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc                       | Viant Technology Inc                                  | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2360 | NS      | $24544.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                     | Oportun Financial Corp                                | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |      3139 | NS      | $20748.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                       | Federated Hermes Inc                                  | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |       516 | NS      | $27399.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc                        | Mr Cooper Group Inc                                   | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      1333 | NS      | $251310.49    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Group Inc                        | Paramount Group Inc                                   | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               |  | US        |      7468 | NS      | $53769.60     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                     | Skyworks Solutions Inc                                | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      6070 | NS      | $454885.80    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                       | Beazer Homes USA Inc                                  | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      1982 | NS      | $49867.12     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                           | Pitney Bowes Inc                                      | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     24468 | NS      | $296552.16    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                            | Concentrix Corp                                       | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      2956 | NS      | $155958.56    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                   | United Natural Foods Inc                              | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     12262 | NS      | $346769.36    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                 | Tennant Co                                            | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      1820 | NS      | $149312.80    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                          | Seneca Foods Corp                                     | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       953 | NS      | $107879.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc                         | Garrett Motion Inc                                    | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |     15262 | NS      | $198253.38    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                    | MDU Resources Group Inc                               | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2266 | NS      | $36913.14     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                  | Sally Beauty Holdings Inc                             | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     14989 | NS      | $207747.54    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                               | Cimpress PLC                                          | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |      2398 | NS      | $151349.77    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                          | PROG Holdings Inc                                     | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      6962 | NS      | $245340.88    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                    | Republic Bancorp Inc/KY                               | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       290 | NS      | $22254.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc                                   | Angi Inc                                              | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      1376 | NS      | $24382.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                           | Shutterstock Inc                                      | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      5832 | NS      | $122063.76    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                | Fresh Del Monte Produce Inc                           | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |      5796 | NS      | $210278.88    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                            | 1st Source Corp                                       | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       539 | NS      | $34722.38     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                   | UGI Corp                                              | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     15077 | NS      | $522267.28    | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dine Brands Global Inc                     | Dine Brands Global Inc                                | CUSIP: 254423106<br>LEI: 529900HKM8OWSHLKJY75 | Long             | EC               | CORP              | US        |       762 | NS      | $18249.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Backblaze Inc                              | Backblaze Inc                                         | CUSIP: 05637B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3239 | NS      | $27045.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                  | Ethan Allen Interiors Inc                             | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5911 | NS      | $174433.61    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc                             | Gray Media Inc                                        | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |      6121 | NS      | $37521.73     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                       | Koppers Holdings Inc                                  | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3519 | NS      | $101980.62    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                       | Commercial Metals Co                                  | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      2749 | NS      | $158534.83    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                       | Warrior Met Coal Inc                                  | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      1764 | NS      | $107850.96    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| First Community Bankshares Inc             | First Community Bankshares Inc                        | CUSIP: 31983A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1441 | NS      | $54729.18     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                              | Interface Inc                                         | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      7222 | NS      | $192971.84    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                   | Village Super Market Inc                              | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |      1140 | NS      | $41359.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                       | First Financial Corp                                  | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2252 | NS      | $132868.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc                    | Postal Realty Trust Inc                               | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               |  | US        |      1299 | NS      | $20576.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc                          | Spok Holdings Inc                                     | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |      5621 | NS      | $102077.36    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                     | Apogee Enterprises Inc                                | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      3735 | NS      | $164246.63    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                    | Enova International Inc                               | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      6323 | NS      | $766979.90    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                 | Brady Corp                                            | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      2948 | NS      | $230179.84    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors               | State Street Institutional Treasury Money Market Fund | CUSIP: 857492870<br>LEI: 549300Q3FHSMZ70NLT76 | Long             | STIV             | RF                | US        |    139323 | NS      | $139322.65    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                       | Urban Outfitters Inc                                  | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      1888 | NS      | $126647.04    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc            | Heritage Insurance Holdings Inc                       | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      1249 | NS      | $28439.73     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                         | Enact Holdings Inc                                    | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |      3771 | NS      | $141978.15    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                               | Sylvamo Corp                                          | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      1818 | NS      | $83864.34     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc                   | Oppenheimer Holdings Inc                              | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1054 | NS      | $76488.78     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                  | Phibro Animal Health Corp                             | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       700 | NS      | $25949.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc          | Alpha Metallurgical Resources Inc                     | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       457 | NS      | $68179.83     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                         | SunCoke Energy Inc                                    | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |      3789 | NS      | $29251.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                 | Adient PLC                                            | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |      4916 | NS      | $121916.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                  | Edgewell Personal Care Co                             | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      5816 | NS      | $139700.32    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                          | Steven Madden Ltd                                     | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      2065 | NS      | $59967.60     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc | American Axle & Manufacturing Holdings Inc            | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     11526 | NS      | $67081.32     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                               | Oshkosh Corp                                          | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      2488 | NS      | $346752.56    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Whirlpool Corp                             | Whirlpool Corp                                        | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      2981 | NS      | $277680.15    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                          | World Kinect Corp                                     | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      3722 | NS      | $99786.82     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                 | Atkore Inc                                            | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      5029 | NS      | $292637.51    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                           | ACCO Brands Corp                                      | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     27604 | NS      | $110968.08    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                             | MRC Global Inc                                        | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |      4224 | NS      | $63697.92     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc                 | Financial Institutions Inc                            | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       179 | NS      | $4952.93      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                   | Dana Inc                                              | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     13073 | NS      | $263551.68    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                       | Ryerson Holding Corp                                  | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      1808 | NS      | $41222.40     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                   | HNI Corp                                              | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |       892 | NS      | $40086.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                              | M/I Homes Inc                                         | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |       308 | NS      | $45356.08     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                    | Hudson Technologies Inc                               | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7080 | NS      | $71932.80     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp            | Old Republic International Corp                       | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     11859 | NS      | $474004.23    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                  | Park Hotels & Resorts Inc                             | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |     17865 | NS      | $210092.40    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                             | SpartanNash Co                                        | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      5461 | NS      | $146354.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                       | Johnson Outdoors Inc                                  | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1124 | NS      | $45319.68     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO US Treasury Fund                       | GMO US Treasury Fund                                  | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |     26826 | NS      | $134396.76    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc     | Heidrick & Struggles International Inc                | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      4971 | NS      | $252576.51    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                       | Rush Enterprises Inc                                  | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       300 | NS      | $17412.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc                            | Weyco Group Inc                                       | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |       494 | NS      | $14968.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                               | Cars.com Inc                                          | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      5346 | NS      | $69765.30     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-16

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer