# EDGAR Filing Document

**Accession Number:** 0000772129
**File Stem:** 0001410368-26-041721
**Filing Date:** 2026-4
**Character Count:** 95342
**Document Hash:** 721641b7111379e632542c7a24bab1d9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-041721.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001410368-26-041721

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**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:** 0228

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04347
- **FILM NUMBER:** 26911180

**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:** 2026-02-28

**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:** $43601943.80

**Total Liabilities:** $82814.80

**Net Assets:** $43519129.00

**Cash Not Reported:** $17.26

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000212810 | 1.44%                | 5.57%                | 1.01%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1809711.17              | $-1270756.94                               |
| Month 2  | $707639.79               | $1505805.12                                |
| Month 3  | $644893.33               | $-263136.08                                |

### Schedule of Portfolio Investments

| Name                                  | Title                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FMC Corp                              | FMC Corp                                              | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      6014 | NS      | $88646.36     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Exagen Inc                            | Exagen Inc                                            | CUSIP: 30068X103<br>LEI: 549300JV2CYDOME5OO17 | Long             | EC               | CORP              | US        |      5678 | NS      | $20554.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                          | AdvanSix Inc                                          | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      3132 | NS      | $55843.56     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico             | First BanCorp/Puerto Rico                             | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      4891 | NS      | $103346.83    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                              | Bank OZK                                              | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      1559 | NS      | $72587.04     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                             | Sonos Inc                                             | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |       705 | NS      | $10857.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                       | FutureFuel Corp                                       | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      9097 | NS      | $39299.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                  | Hanmi Financial Corp                                  | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      6562 | NS      | $171333.82    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                            | Upwork Inc                                            | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |      6817 | NS      | $91484.14     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                  | NetScout Systems Inc                                  | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      1463 | NS      | $42734.23     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc             | Universal Electronics Inc                             | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      1681 | NS      | $6337.37      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp           | Simmons First National Corp                           | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |      1715 | NS      | $34145.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                          | Navient Corp                                          | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |      6441 | NS      | $56616.39     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                     | Universal Corp/VA                                     | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      5353 | NS      | $287616.69    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Perma-Pipe International Holdings Inc | Perma-Pipe International Holdings Inc                 | CUSIP: 714167103<br>LEI: 549300QBMR25XXRKXK93 | Long             | EC               | CORP              | US        |      2008 | NS      | $64998.96     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                   | Meritage Homes Corp                                   | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      3547 | NS      | $267514.74    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc        | Kulicke & Soffa Industries Inc                        | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |       792 | NS      | $55218.24     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                      | ACM Research Inc                                      | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |      3931 | NS      | $218878.08    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc         | Motorcar Parts of America Inc                         | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      1749 | NS      | $18084.66     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS NV               | Expro Group Holdings NV                               | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |      1671 | NS      | $29844.06     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                  | Amkor Technology Inc                                  | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      3834 | NS      | $183341.88    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                 | Jackson Financial Inc                                 | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      5356 | NS      | $586374.88    | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                           | Toro Co/The                                           | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |       382 | NS      | $37764.52     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                               | EnerSys                                               | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      3173 | NS      | $527193.95    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co            | Preformed Line Products Co                            | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       718 | NS      | $182120.70    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                    | Kelly Services Inc                                    | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |      3393 | NS      | $32946.03     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc         | Oceaneering International Inc                         | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |      2820 | NS      | $100110.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                    | Outfront Media Inc                                    | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |     18425 | NS      | $530824.25    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                              | Yelp Inc                                              | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     11928 | NS      | $265875.12    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                     | ManpowerGroup Inc                                     | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      3056 | NS      | $85476.32     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                | Pacira BioSciences Inc                                | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3011 | NS      | $65971.01     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN              | Miller Industries Inc/TN                              | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      1340 | NS      | $56320.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                            | Terex Corp                                            | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     11979 | NS      | $824035.41    | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                 | Customers Bancorp Inc                                 | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      2856 | NS      | $192608.64    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                           | OFG Bancorp                                           | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      3069 | NS      | $123005.52    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Aclaris Therapeutics Inc              | Aclaris Therapeutics Inc                              | CUSIP: 00461U105<br>LEI: 5493000B2LQ9QTW1DF52 | Long             | EC               | CORP              | US        |      8751 | NS      | $25115.37     | 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      | $40194.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc      | Universal Insurance Holdings Inc                      | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      2723 | NS      | $95767.91     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hooker Furnishings Corp               | Hooker Furnishings Corp                               | CUSIP: 439038100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1368 | NS      | $19617.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc              | OraSure Technologies Inc                              | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |     12331 | NS      | $38842.65     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc               | Methode Electronics Inc                               | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      6720 | NS      | $56851.20     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp             | OceanFirst Financial Corp                             | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2032 | NS      | $36697.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp                         | Seaboard Corp                                         | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |        78 | NS      | $400350.60    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                      | Movado Group Inc                                      | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      1977 | NS      | $49326.15     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                           | Polaris Inc                                           | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      5699 | NS      | $346157.26    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                  | Associated Banc-Corp                                  | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     15540 | NS      | $410411.40    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                      | Cirrus Logic Inc                                      | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      5041 | NS      | $711385.92    | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc          | Bread Financial Holdings Inc                          | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      7474 | NS      | $529607.64    | 1.22%             |  |  |  | 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      | $16334.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                    | First Horizon Corp                                    | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |      1666 | NS      | $39634.14     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                           | Invesco Ltd                                           | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |     16890 | NS      | $443531.40    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                  | Kaiser Aluminum Corp                                  | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       279 | NS      | $36309.06     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc             | Vanda Pharmaceuticals Inc                             | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     16322 | NS      | $145429.02    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc           | Worthington Enterprises Inc                           | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |      3191 | NS      | $178727.91    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                       | Whitestone REIT                                       | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |      2995 | NS      | $45494.05     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                        | Buckle Inc/The                                        | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      4843 | NS      | $259342.65    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc          | Supernus Pharmaceuticals Inc                          | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      4241 | NS      | $232109.93    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co                     | Levi Strauss & Co                                     | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |      7917 | NS      | $175440.72    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                             | Lear Corp                                             | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      4688 | NS      | $615300.00    | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp            | Amalgamated Financial Corp                            | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4458 | NS      | $171588.42    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                      | Hope Bancorp Inc                                      | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |      8743 | NS      | $98446.18     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC             | Gates Industrial Corp PLC                             | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |     10551 | NS      | $290891.07    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp     | First Commonwealth Financial Corp                     | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |      4926 | NS      | $86352.78     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                  | MGIC Investment Corp                                  | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     20855 | NS      | $553283.15    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                  | Tri Pointe Homes Inc                                  | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9353 | NS      | $433043.90    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                        | Trustmark Corp                                        | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |       955 | NS      | $40673.45     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                 | Lincoln National Corp                                 | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     26937 | NS      | $923939.10    | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                   | Eastman Chemical Co                                   | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      3391 | NS      | $256054.41    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                        | Dorian LPG Ltd                                        | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |      2654 | NS      | $98171.46     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc               | Dream Finders Homes Inc                               | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2272 | NS      | $41055.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                 | Oxford Industries Inc                                 | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      4047 | NS      | $160220.73    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Holley Inc                            | Holley Inc                                            | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |      5476 | NS      | $22342.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                  | Wabash National Corp                                  | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |      2219 | NS      | $22522.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc           | Pediatrix Medical Group Inc                           | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9692 | NS      | $192386.20    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc  | Innovative Industrial Properties Inc                  | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |      2193 | NS      | $116141.28    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co            | DiamondRock Hospitality Co                            | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |      8409 | NS      | $84426.36     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                    | First Hawaiian Inc                                    | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      5763 | NS      | $142691.88    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Empire State Realty Trust Inc         | Empire State Realty Trust Inc                         | CUSIP: 292104106<br>LEI: 549300VOKY1DUEQSB456 | Long             | EC               |  | US        |     10204 | NS      | $59999.52     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                     | Shoe Carnival Inc                                     | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1831 | NS      | $36967.89     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                | Horizon Bancorp Inc/IN                                | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |      4294 | NS      | $72310.96     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc          | Ironwood Pharmaceuticals Inc                          | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |       372 | NS      | $1272.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                     | IBEX Holdings Ltd                                     | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |      1914 | NS      | $55314.60     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                     | Upbound Group Inc                                     | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      2061 | NS      | $44208.45     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                            | Phinia Inc                                            | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |      3226 | NS      | $234304.38    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc            | Xenia Hotels & Resorts Inc                            | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |      4828 | NS      | $73771.84     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                       | Sealed Air Corp                                       | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      1959 | NS      | $82042.92     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI              | Independent Bank Corp/MI                              | CUSIP: 453838609<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      3074 | NS      | $106821.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                         | Ingredion Inc                                         | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |       608 | NS      | $71415.68     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd          | Hamilton Insurance Group Ltd                          | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |      2623 | NS      | $82860.57     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                           | Kohl's Corp                                           | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     13818 | NS      | $226200.66    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                            | EZCORP Inc                                            | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     11265 | NS      | $298860.45    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc               | Century Communities Inc                               | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      5239 | NS      | $352217.97    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc                 | Worthington Steel Inc                                 | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |      1065 | NS      | $44261.40     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                            | Cactus Inc                                            | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      1246 | NS      | $67284.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corp                | Strattec Security Corp                                | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |       279 | NS      | $24552.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc         | Amphastar Pharmaceuticals Inc                         | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      2565 | NS      | $51889.95     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                        | Wendy's Co/The                                        | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      4979 | NS      | $38139.14     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                          | La-Z-Boy Inc                                          | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      3446 | NS      | $123091.12    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc                  | Northrim BanCorp Inc                                  | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |       884 | NS      | $20765.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc            | Amneal Pharmaceuticals Inc                            | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |      7074 | NS      | $97691.94     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                        | BankUnited Inc                                        | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |      5734 | NS      | $267777.80    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                        | Kennametal Inc                                        | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     20148 | NS      | $811561.44    | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc             | American Assets Trust Inc                             | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |      4094 | NS      | $79914.88     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc              | Resideo Technologies Inc                              | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |       401 | NS      | $15518.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc            | Enanta Pharmaceuticals Inc                            | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      4937 | NS      | $70599.10     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc             | Innovex International Inc                             | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |      1586 | NS      | $41791.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Westwood Holdings Group Inc           | Westwood Holdings Group Inc                           | CUSIP: 961765104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       294 | NS      | $4927.44      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                          | TrueBlue Inc                                          | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5005 | NS      | $21171.15     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc         | CSG Systems International Inc                         | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       110 | NS      | $8789.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                    | LTC Properties Inc                                    | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |      6836 | NS      | $271252.48    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                    | Ingles Markets Inc                                    | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      1294 | NS      | $110119.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                              | DNOW Inc                                              | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      2705 | NS      | $31864.90     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp              | Regional Management Corp                              | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      1499 | NS      | $47698.18     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                          | SM Energy Co                                          | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |      5389 | NS      | $124647.57    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc             | Host Hotels & Resorts Inc                             | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     10603 | NS      | $207712.77    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                 | BlueLinx Holdings Inc                                 | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |       511 | NS      | $33685.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc             | International Seaways Inc                             | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |      1456 | NS      | $109971.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc                        | Eventbrite Inc                                        | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |     14785 | NS      | $65349.70     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc          | Sunstone Hotel Investors Inc                          | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |      6796 | NS      | $63066.88     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co          | Portland General Electric Co                          | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      1848 | NS      | $99718.08     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                        | EPR Properties                                        | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |      1487 | NS      | $88342.67     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc              | Broadstone Net Lease Inc                              | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |      4537 | NS      | $87972.43     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc     | Sun Country Airlines Holdings Inc                     | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |      1691 | NS      | $33278.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                        | PBF Energy Inc                                        | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |      2248 | NS      | $80028.80     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                           | Deluxe Corp                                           | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     10995 | NS      | $305111.25    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                        | NewMarket Corp                                        | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       189 | NS      | $118315.89    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc            | Vishay Intertechnology Inc                            | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      8183 | NS      | $153185.76    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co          | Northwest Natural Holding Co                          | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       819 | NS      | $43439.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nathan's Famous Inc                   | Nathan's Famous Inc                                   | CUSIP: 632347100<br>LEI: 54930034SKNSF1JIE673 | Long             | EC               | CORP              | US        |       261 | NS      | $26251.38     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                            | Diodes Inc                                            | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      2514 | NS      | $171530.22    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                  | OneMain Holdings Inc                                  | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |       963 | NS      | $52984.26     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc              | Axcelis Technologies Inc                              | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      8696 | NS      | $718376.56    | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                            | Matson Inc                                            | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      2202 | NS      | $365818.26    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc                 | Core Laboratories Inc                                 | CUSIP: 21867A105<br>LEI: 984500040P5J07V43135 | Long             | EC               | CORP              | US        |      1558 | NS      | $27405.22     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                           | Popular Inc                                           | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      2317 | NS      | $313629.12    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Larimar Therapeutics Inc              | Larimar Therapeutics Inc                              | CUSIP: 517125100<br>LEI: 529900NCBZHTTJV6HX73 | Long             | EC               | CORP              | US        |     13065 | NS      | $69375.15     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dakota Gold Corp                      | Dakota Gold Corp                                      | CUSIP: 46655E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5334 | NS      | $37124.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc           | Community Trust Bancorp Inc                           | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2069 | NS      | $124222.76    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                     | Eagle Bancorp Inc                                     | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      1205 | NS      | $30667.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                      | NMI Holdings Inc                                      | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      3700 | NS      | $145447.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Company/The                | Campbell's Company/The                                | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      2011 | NS      | $54196.45     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp                  | Arrow Financial Corp                                  | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |      1366 | NS      | $45501.46     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                        | Noble Corp PLC                                        | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |       901 | NS      | $40932.43     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc               | Nu Skin Enterprises Inc                               | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |      9410 | NS      | $79796.80     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ChoiceOne Financial Services Inc      | ChoiceOne Financial Services Inc                      | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       778 | NS      | $22266.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc              | Waterstone Financial Inc                              | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      2039 | NS      | $36314.59     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                           | Valaris Ltd                                           | CUSIP: 000000000<br>LEI: 5299008BQ9IREYWBTS30 | Long             | EC               | CORP              | BM        |      4503 | NS      | $431612.55    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                    | Conagra Brands Inc                                    | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     18404 | NS      | $354277.00    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Avalo Therapeutics Inc                | Avalo Therapeutics Inc                                | CUSIP: 05338F306<br>LEI: 549300GPK6FPJ3X8SZ39 | Long             | EC               | CORP              | US        |      3002 | NS      | $52535.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                           | Genesco Inc                                           | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      1027 | NS      | $27975.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc      | Helix Energy Solutions Group Inc                      | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |      5023 | NS      | $46161.37     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co                     | Matrix Service Co                                     | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |      6650 | NS      | $73083.50     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                            | Mattel Inc                                            | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |     13639 | NS      | $231181.05    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                      | Radian Group Inc                                      | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     20421 | NS      | $704932.92    | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                        | BorgWarner Inc                                        | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     17697 | NS      | $1018816.29   | 2.34%             |  |  |  | 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      | $29652.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                 | East West Bancorp Inc                                 | CUSIP: 27579R104<br>LEI: 254900O4X656YXFOYB11 | Long             | EC               | CORP              | US        |      1254 | NS      | $137250.30    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                        | Ziff Davis Inc                                        | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |      3410 | NS      | $92342.80     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                       | Masterbrand Inc                                       | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |      1204 | NS      | $12184.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                | Heritage Commerce Corp                                | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |      2333 | NS      | $28999.19     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp             | Albany International Corp                             | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |       514 | NS      | $29632.10     | 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      | $337386.72    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                   | Cal-Maine Foods Inc                                   | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      5846 | NS      | $509245.06    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc             | Piedmont Realty Trust Inc                             | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               |  | US        |      2478 | NS      | $18808.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Gas Services Group Inc        | Natural Gas Services Group Inc                        | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       791 | NS      | $30263.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd          | Genco Shipping & Trading Ltd                          | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |      1506 | NS      | $36219.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA         | Preferred Bank/Los Angeles CA                         | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |       452 | NS      | $39649.44     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Everspin Technologies Inc             | Everspin Technologies Inc                             | CUSIP: 30041T104<br>LEI: 549300MNDRV7X6PEDF15 | Long             | EC               | CORP              | US        |      2859 | NS      | $30877.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                            | Macy's Inc                                            | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     30538 | NS      | $604041.64    | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp                     | Turtle Beach Corp                                     | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |      2695 | NS      | $33795.30     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman Inc                   | Douglas Elliman Inc                                   | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |     12743 | NS      | $29054.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                     | Getty Realty Corp                                     | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |      1006 | NS      | $33016.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                   | Stellar Bancorp Inc                                   | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |       758 | NS      | $28546.28     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                        | Photronics Inc                                        | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     16821 | NS      | $629610.03    | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc          | Spectrum Brands Holdings Inc                          | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |       332 | NS      | $26022.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd               | G-III Apparel Group Ltd                               | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |      9754 | NS      | $298374.86    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc               | Kimball Electronics Inc                               | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      2139 | NS      | $53453.61     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cato Corp/The                         | Cato Corp/The                                         | CUSIP: 149205106<br>LEI: 529900R4SJUY7GCUU865 | Long             | EC               | CORP              | US        |      2190 | NS      | $6591.90      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                     | Chord Energy Corp                                     | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |       418 | NS      | $45298.66     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc            | Apple Hospitality REIT Inc                            | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |     10334 | NS      | $126694.84    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                 | Veeco Instruments Inc                                 | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |      3591 | NS      | $109740.96    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                    | Graham Holdings Co                                    | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       196 | NS      | $206429.16    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| El Pollo Loco Holdings Inc            | El Pollo Loco Holdings Inc                            | CUSIP: 268603107<br>LEI: 549300EZCBNF4G707K90 | Long             | EC               | CORP              | US        |      2309 | NS      | $25537.54     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc              | Northwest Bancshares Inc                              | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2407 | NS      | $29967.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowco Holdings Inc                   | Flowco Holdings Inc                                   | CUSIP: 342909108<br>LEI: 529900837MXVPIR9FZ68 | Long             | EC               | CORP              | US        |      1222 | NS      | $27568.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp               | Perdoceo Education Corp                               | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     16861 | NS      | $562314.35    | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                             | Avnet Inc                                             | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      6597 | NS      | $434346.48    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc              | Par Pacific Holdings Inc                              | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      1507 | NS      | $64303.69     | 0.15%             |  |  |  | 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      | $25707.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield Ltd               | Cushman & Wakefield Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      7865 | NS      | $105469.65    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                          | ArcBest Corp                                          | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      5153 | NS      | $529006.98    | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                          | Carter's Inc                                          | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     10971 | NS      | $368077.05    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Industrial Logistics Properties Trust | Industrial Logistics Properties Trust                 | CUSIP: 456237106<br>LEI: 5493004XH9PJW009HR47 | Long             | EC               |  | US        |     13716 | NS      | $80375.76     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                | Columbia Sportswear Co                                | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      1284 | NS      | $79530.96     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc                  | Fulgent Genetics Inc                                  | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      3863 | NS      | $59219.79     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp        | Central Pacific Financial Corp                        | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      3623 | NS      | $115392.55    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd                         | Herbalife Ltd                                         | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | KY        |      8391 | NS      | $163792.32    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc                       | Hyster-Yale Inc                                       | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1159 | NS      | $42685.97     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                | Mueller Industries Inc                                | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      3106 | NS      | $366383.76    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc                  | Viant Technology Inc                                  | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2360 | NS      | $23906.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oportun Financial Corp                | Oportun Financial Corp                                | CUSIP: 68376D104<br>LEI: 549300351Y4J4FKIOR78 | Long             | EC               | CORP              | US        |      6415 | NS      | $33229.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                | Skyworks Solutions Inc                                | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |      9346 | NS      | $556834.68    | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                  | Beazer Homes USA Inc                                  | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |      1982 | NS      | $50699.56     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                      | Pitney Bowes Inc                                      | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      9647 | NS      | $103512.31    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentrix Corp                       | Concentrix Corp                                       | CUSIP: 20602D101<br>LEI: 5493000EAJN1KMPVA737 | Long             | EC               | CORP              | US        |      1366 | NS      | $44804.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc              | United Natural Foods Inc                              | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |      4723 | NS      | $180465.83    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                            | Tennant Co                                            | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      1820 | NS      | $111074.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                     | Seneca Foods Corp                                     | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       953 | NS      | $132447.94    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion SA                              | Orion SA                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |      5933 | NS      | $33758.77     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc                    | Garrett Motion Inc                                    | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |     18846 | NS      | $383704.56    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc      | Harmony Biosciences Holdings Inc                      | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11971 | NS      | $341652.34    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc             | Sally Beauty Holdings Inc                             | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     22052 | NS      | $354375.64    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                          | Cimpress PLC                                          | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |      2398 | NS      | $175173.90    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                     | PROG Holdings Inc                                     | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |      6962 | NS      | $245132.02    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                 | Fulton Financial Corp                                 | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     11554 | NS      | $236279.30    | 0.54%             |  |  |  | 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      | $20010.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimmune Inc                         | Altimmune Inc                                         | CUSIP: 02155H200<br>LEI: 549300EOYCQ8SW3NVE64 | Long             | EC               | CORP              | US        |     44302 | NS      | $190941.62    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc                              | Angi Inc                                              | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |     12711 | NS      | $98891.58     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                           | Gentex Corp                                           | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      6596 | NS      | $154346.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                      | Shutterstock Inc                                      | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      5832 | NS      | $97977.60     | 0.23%             |  |  |  | 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      | $248822.28    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                              | UGI Corp                                              | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     18489 | NS      | $691673.49    | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                          | Exelixis Inc                                          | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |       693 | NS      | $30533.58     | 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      | $134652.58    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Media Inc                        | Gray Media Inc                                        | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |      6121 | NS      | $31767.99     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                  | Koppers Holdings Inc                                  | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3519 | NS      | $133018.20    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                  | Commercial Metals Co                                  | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      8202 | NS      | $601206.60    | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                  | Warrior Met Coal Inc                                  | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |       671 | NS      | $55854.04     | 0.13%             |  |  |  | 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      | $56386.33     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                         | Interface Inc                                         | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      4847 | NS      | $152632.03    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc              | Village Super Market Inc                              | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |      1140 | NS      | $44631.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                  | First Financial Corp                                  | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2252 | NS      | $142686.72    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc         | Healthcare Services Group Inc                         | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |      3259 | NS      | $70948.43     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc               | Postal Realty Trust Inc                               | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               |  | US        |      2584 | NS      | $53566.32     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc                     | Spok Holdings Inc                                     | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |      3787 | NS      | $45974.18     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                | Apogee Enterprises Inc                                | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      3735 | NS      | $148727.70    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardent Health Inc                     | Ardent Health Inc                                     | CUSIP: 03980N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6951 | NS      | $65269.89     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc               | Enova International Inc                               | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      5616 | NS      | $780904.80    | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                            | Brady Corp                                            | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      2161 | NS      | $199546.74    | 0.46%             |  |  |  | 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        |    155124 | NS      | $155124.14    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| NeuroPace Inc                         | NeuroPace Inc                                         | CUSIP: 641288105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2765 | NS      | $40313.70     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                  | Urban Outfitters Inc                                  | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |       720 | NS      | $47664.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc       | Heritage Insurance Holdings Inc                       | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |       310 | NS      | $8639.70      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                          | Sylvamo Corp                                          | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      1818 | NS      | $84173.40     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp             | Phibro Animal Health Corp                             | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |       700 | NS      | $38213.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                    | Liberty Energy Inc                                    | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Long             | EC               | CORP              | US        |      1415 | NS      | $39747.35     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc     | Alpha Metallurgical Resources Inc                     | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |       628 | NS      | $102144.20    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                    | SunCoke Energy Inc                                    | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     22880 | NS      | $130416.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co             | Edgewell Personal Care Co                             | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |      4255 | NS      | $96758.70     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                     | Steven Madden Ltd                                     | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |      4336 | NS      | $156529.60    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp               | Valley National Bancorp                               | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     50564 | NS      | $637612.04    | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                 | SIGA Technologies Inc                                 | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2541 | NS      | $16440.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dauch Corporation                     | Dauch Corporation                                     | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     35812 | NS      | $236359.20    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                    | Varex Imaging Corp                                    | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |      6071 | NS      | $79955.07     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                          | Oshkosh Corp                                          | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      4043 | NS      | $687390.86    | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                | Genworth Financial Inc                                | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     13360 | NS      | $112758.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                            | Atkore Inc                                            | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      6522 | NS      | $422038.62    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                           | FNB Corp/PA                                           | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     13390 | NS      | $227496.10    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                              | Dana Inc                                              | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |      4831 | NS      | $165413.44    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                  | Ryerson Holding Corp                                  | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      1808 | NS      | $47297.28     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                         | M/I Homes Inc                                         | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      1928 | NS      | $274084.48    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc               | Hudson Technologies Inc                               | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7080 | NS      | $50338.80     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                            | Stride Inc                                            | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |       764 | NS      | $64466.32     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc             | Park Hotels & Resorts Inc                             | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |      3016 | NS      | $34110.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                               | KB Home                                               | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      3975 | NS      | $252730.50    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors Inc                  | Johnson Outdoors Inc                                  | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       634 | NS      | $30742.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GMO US Treasury Fund                  | GMO US Treasury Fund                                  | CUSIP: 362013369<br>LEI: 0NIBQB0NDRTFX04R2J69 | Long             | EC               | RF                | US        |     18243 | NS      | $91396.76     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc      | Provident Financial Services Inc                      | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |      3479 | NS      | $73198.16     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                  | Rush Enterprises Inc                                  | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |       300 | NS      | $19395.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyco Group Inc                       | Weyco Group Inc                                       | CUSIP: 962149100<br>LEI: 549300I10J38MHJELM87 | Long             | EC               | CORP              | US        |       494 | NS      | $15447.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                          | Cars.com Inc                                          | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      5346 | NS      | $45654.84     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-26

**Name of Applicant:** GMO TRUST

**Signature:** Betty Maganzini

**Name of Signer:** Betty Maganzini

**Title:** Treasurer