# EDGAR Filing Document

**Accession Number:** 0000742212
**File Stem:** 0001410368-26-053240
**Filing Date:** 2026-5
**Character Count:** 244238
**Document Hash:** febb1a91974880b69e5c626faa655376
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-053240.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-053240

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03990
- **FILM NUMBER:** 261024804

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

Index 600 Stock Portfolio

SCHEDULE OF INVESTMENTS

**March 31, 2026 (unaudited)** 

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(99.3%) | Shares/<br>Par <sup>+</sup> | Value<br>$(000's) |
|  **Communication Services (3.8%)** | **Communication Services (3.8%)** |  |
|  Cable One, Inc. \* | 1589 | 145 |
|  CarGurus, Inc. \* | 27792 | 946 |
|  Cinemark Holdings, Inc. | 35307 | 1007 |
|  Cogent Communications Holdings, Inc. | 16237 | 306 |
|  DoubleVerify Holdings, Inc. \* | 45721 | 434 |
|  Gogo, Inc. \* | 26938 | 108 |
|  IAC, Inc. \* | 22305 | 893 |
|  Iridium Communications, Inc. | 35905 | 996 |
|  John Wiley & Sons, Inc. - Class A | 13783 | 525 |
|  Lumen Technologies, Inc. \* | 322829 | 2244 |
|  Madison Square Garden Sports Corp. \* | 6150 | 1977 |
|  Match Group, Inc. | 80585 | 2475 |
|  QuinStreet, Inc. \* | 19287 | 232 |
|  Scholastic Corp. | 7770 | 303 |
|  Shenandoah Telecommunications Co. | 15683 | 242 |
|  Shutterstock, Inc. | 8304 | 138 |
|  Sphere Entertainment Co. \* | 9111 | 1070 |
|  Telephone and Data Systems, Inc. | 33622 | 1415 |
|  TripAdvisor, Inc. \* | 39165 | 418 |
|  Uniti Group, Inc. \* | 61321 | 575 |
|  Versant Media Group, Inc. \* | 49736 | 1841 |
|  Yelp, Inc. \* | 19985 | 494 |
|  Ziff Davis, Inc. \* | 13516 | 567 |
|  ZoomInfo Technologies, Inc. \* | 91903 | 550 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **19901** |
|  **Consumer Discretionary (13.6%)** | **Consumer Discretionary (13.6%)** |  |
|  Academy Sports & Outdoors, Inc. | 22814 | 1288 |
|  Acushnet Holdings Corp. | 9438 | 882 |
|  Adient PLC \* | 26791 | 541 |
|  ADT, Inc. | 173912 | 1143 |
|  Advance Auto Parts, Inc. | 20536 | 1083 |
|  American Eagle Outfitters, Inc. | 53937 | 901 |
|  Asbury Automotive Group, Inc. \* | 6651 | 1300 |
|  BJ's Restaurants, Inc. \* | 7184 | 252 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(99.3%) | Shares/<br>Par <sup>+</sup> | Value<br>$(000's) |
|  **Consumer Discretionary continued** | **Consumer Discretionary continued** | **Consumer Discretionary continued** |
|  Boot Barn Holdings, Inc. \* | 10385 | 1520 |
|  Brinker International, Inc. \* | 14900 | 2127 |
|  The Buckle, Inc. | 10296 | 518 |
|  Caesars Entertainment, Inc. \* | 69829 | 1846 |
|  Callaway Golf Co. \* | 47826 | 664 |
|  CarMax, Inc. \* | 48513 | 2017 |
|  Carter's, Inc. | 12546 | 449 |
|  Cavco Industries, Inc. \* | 2655 | 1286 |
|  Century Communities, Inc. | 8652 | 496 |
|  Champion Homes, Inc. \* | 18920 | 1407 |
|  The Cheesecake Factory, Inc. | 15616 | 855 |
|  Covista, Inc. \* | 11806 | 1361 |
|  Cracker Barrel Old Country Store, Inc. | 7665 | 215 |
|  Dana, Inc. | 38414 | 1293 |
|  Dauch Corp. \* | 80739 | 479 |
|  Dorman Products, Inc. \* | 9511 | 993 |
|  Dream Finders Homes, Inc. - Class A \* | 9922 | 138 |
|  Ethan Allen Interiors, Inc. | 7937 | 177 |
|  Etsy, Inc. \* | 33770 | 1688 |
|  Fox Factory Holding Corp. \* | 14393 | 237 |
|  Frontdoor, Inc. \* | 24670 | 1304 |
|  Gentherm, Inc. \* | 10311 | 286 |
|  G-III Apparel Group, Ltd. | 12571 | 348 |
|  Golden Entertainment, Inc. | 6757 | 180 |
|  Green Brick Partners, Inc. \* | 10432 | 672 |
|  Group 1 Automotive, Inc. | 4036 | 1334 |
|  Installed Building Products, Inc. | 7749 | 2055 |
|  Kohl's Corp. | 38627 | 498 |
|  Kontoor Brands, Inc. | 17500 | 1230 |
|  Laureate Education, Inc. \* | 45875 | 1598 |
|  La-Z-Boy, Inc. | 14024 | 451 |
|  LCI Industries | 8277 | 1018 |
|  Leggett & Platt, Inc. | 46042 | 455 |
|  LGI Homes, Inc. \* | 6850 | 271 |
|  Life Time Group Holdings, Inc. \* | 52046 | 1402 |
|  LKQ Corp. | 87391 | 2567 |
|  M/I Homes, Inc. \* | 8947 | 1096 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(99.3%) | Shares/<br>Par <sup>+</sup> | Value<br>$(000's) |
|  **Consumer Discretionary continued** | **Consumer Discretionary continued** | **Consumer Discretionary continued** |
|  MarineMax, Inc. \* | 6502 | 176 |
|  Marriott Vacations Worldwide Corp. | 9473 | 617 |
|  Matthews International Corp. | 10596 | 274 |
|  Meritage Homes Corp. | 22859 | 1414 |
|  Mister Car Wash, Inc. \* | 33320 | 232 |
|  Mohawk Industries, Inc. \* | 17771 | 1750 |
|  Monarch Casino & Resort, Inc. | 4144 | 396 |
|  Monro, Inc. | 10320 | 165 |
|  National Vision Holdings, Inc. \* | 27139 | 703 |
|  Newell Brands, Inc. | 143212 | 491 |
|  OneSpaWorld Holdings, Ltd. | 34865 | 800 |
|  Oxford Industries, Inc. | 4835 | 186 |
|  Papa John's International, Inc. | 11218 | 364 |
|  Patrick Industries, Inc. | 11387 | 1265 |
|  Penn Entertainment, Inc. \* | 43569 | 655 |
|  Perdoceo Education Corp. | 20678 | 769 |
|  PHINIA, Inc. | 12965 | 887 |
|  Pursuit Attractions and Hospitality, Inc. \* | 7387 | 271 |
|  Red Rock Resorts, Inc. - Class A | 16607 | 886 |
|  Sabre Corp. \* | 136309 | 198 |
|  Sally Beauty Holdings, Inc. \* | 33196 | 460 |
|  Shake Shack, Inc. - Class A \* | 13771 | 1218 |
|  Signet Jewelers, Ltd. | 13920 | 1178 |
|  Six Flags Entertainment Corp. \* | 34714 | 616 |
|  Sonic Automotive, Inc. - Class A | 5072 | 348 |
|  Sonos, Inc. \* | 41291 | 553 |
|  Standard Motor Products, Inc. | 7193 | 250 |
|  Steven Madden, Ltd. | 24862 | 843 |
|  Strategic Education, Inc. | 7949 | 659 |
|  Stride, Inc. \* | 14377 | 1268 |
|  TRI Pointe Homes, Inc. \* | 28902 | 1351 |
|  Under Armour, Inc. - Class A \* | 64435 | 381 |
|  Under Armour, Inc. - Class C \* | 41100 | 238 |
|  United Parks & Resorts, Inc. \* | 9268 | 303 |

---

**1** 

------

Index 600 Stock Portfolio

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(99.3%) | Shares/<br>Par <sup>+</sup> | Value<br>$(000's) |
|  **Consumer Discretionary continued** | **Consumer Discretionary continued** | **Consumer Discretionary continued** |
|  Upbound Group, Inc. | 17630 | 318 |
|  Urban Outfitters, Inc. \* | 18409 | 1166 |
|  Victoria's Secret & Co. \* | 27464 | 1273 |
|  The Wendy's Co. | 54085 | 376 |
|  Winmark Corp. | 1009 | 431 |
|  Winnebago Industries, Inc. | 9594 | 297 |
|  Wolverine World Wide, Inc. | 28049 | 458 |
|  Worthington Enterprises, Inc. | 10642 | 555 |
|  XPEL, Inc. \* | 8611 | 381 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **71341** |
|  **Consumer Staples (2.8%)** | **Consumer Staples (2.8%)** |  |
|  The Andersons, Inc. | 11496 | 825 |
|  Cal-Maine Foods, Inc. | 15325 | 1213 |
|  Central Garden & Pet Co. \* | 2791 | 103 |
|  Central Garden & Pet Co. - Class A \* | 17434 | 565 |
|  The Chefs' Warehouse, Inc. \* | 12388 | 737 |
|  Edgewell Personal Care Co. | 15995 | 341 |
|  Energizer Holdings, Inc. | 20761 | 341 |
|  Fresh Del Monte Produce, Inc. | 11273 | 454 |
|  Freshpet, Inc. \* | 16697 | 985 |
|  Grocery Outlet Holding Corp. \* | 34064 | 240 |
|  Interparfums, Inc. | 6252 | 568 |
|  J & J Snack Foods Corp. | 5202 | 412 |
|  John B. Sanfilippo & Son, Inc. | 3088 | 245 |
|  Lamb Weston Holdings, Inc. | 47515 | 2008 |
|  National Beverage Corp. \* | 7858 | 264 |
|  PriceSmart, Inc. | 8637 | 1300 |
|  Reynolds Consumer Products, Inc. | 18712 | 396 |
|  The Simply Good Foods Co. \* | 29133 | 418 |
|  Tootsie Roll Industries, Inc. | 6965 | 298 |
|  United Natural Foods, Inc. \* | 20847 | 939 |
|  Universal Corp. | 8528 | 449 |
|  The Vita Coco Co., Inc. \* | 14970 | 717 |
|  Vital Farms, Inc. \* | 12858 | 182 |
|  WD-40 Co. | 4614 | 941 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **14941** |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(99.3%) | Shares/<br>Par <sup>+</sup> | Value<br>$(000's) |
|  **Energy (6.3%)** |  |  |
|  Archrock, Inc. | 60003 | 2088 |
|  Atlas Energy Solutions, Inc. | 26411 | 346 |
|  Bristow Group, Inc. | 8608 | 404 |
|  Cactus, Inc. - Class A | 23555 | 1116 |
|  California Resources Corp. | 26814 | 1856 |
|  Comstock Resources, Inc. \* | 27072 | 571 |
|  Core Laboratories, Inc. | 16066 | 270 |
|  Core Natural Resources, Inc. | 17530 | 1836 |
|  Crescent Energy Co. | 83135 | 1122 |
|  CVR Energy, Inc. \* | 10380 | 349 |
|  Dorian LPG, Ltd. | 12581 | 430 |
|  Helix Energy Solutions Group, Inc. \* | 46498 | 460 |
|  Helmerich & Payne, Inc. | 34166 | 1231 |
|  Innovex International, Inc. \* | 13283 | 324 |
|  International Seaways, Inc. | 13859 | 1010 |
|  Kinetik Holdings, Inc. | 15553 | 753 |
|  Kodiak Gas Services, Inc. | 28438 | 1658 |
|  Liberty Energy, Inc. | 55444 | 1597 |
|  Magnolia Oil & Gas Corp. - Class A | 61688 | 1947 |
|  Noble Corp. PLC | 43029 | 2111 |
|  Northern Oil and Gas, Inc. | 35676 | 1043 |
|  Oceaneering International, Inc. \* | 33973 | 1205 |
|  Par Pacific Holdings, Inc. \* | 17207 | 1078 |
|  Patterson-UTI Energy, Inc. | 118184 | 1280 |
|  Peabody Energy Corp. | 41605 | 1371 |
|  REX American Resources Corp. \* | 9695 | 442 |
|  RPC, Inc. | 30343 | 215 |
|  SM Energy Co. | 77310 | 2411 |
|  Talos Energy, Inc. \* | 43039 | 678 |
|  Tidewater, Inc. \* | 15771 | 1318 |
|  World Kinect Corp. | 19126 | 441 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **32961** |
|  **Financials (17.7%)** | **Financials (17.7%)** |  |
|  Acadian Asset Management, Inc. | 9002 | 490 |
|  Adamas Trust, Inc. | 28907 | 213 |
|  Ameris Bancorp | 21891 | 1707 |
|  AMERISAFE, Inc. | 6461 | 215 |
|  Apollo Commercial Real Estate Finance, Inc. | 44670 | 472 |
|  Arbor Realty Trust, Inc. | 66958 | 516 |
|  ARMOUR Residential REIT, Inc. | 38271 | 638 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(99.3%) | Shares/<br>Par <sup>+</sup> | Value<br>$(000's) |
|  **Financials continued** |  |  |
|  Artisan Partners Asset Management, Inc. - Class A | 24119 | 878 |
|  Assured Guaranty, Ltd. | 14825 | 1208 |
|  Atlantic Union Bankshares Co. | 48497 | 1733 |
|  Axos Financial, Inc. \* | 19320 | 1644 |
|  Banc of California, Inc. | 45931 | 808 |
|  BancFirst Corp. | 7091 | 769 |
|  The Bancorp, Inc. \* | 14491 | 779 |
|  Bank of Hawaii Corp. | 13613 | 1011 |
|  BankUnited, Inc. | 25263 | 1141 |
|  Banner Corp. | 11672 | 708 |
|  Beacon Financial Corp. | 28672 | 860 |
|  BGC Group, Inc. - Class A | 124023 | 1213 |
|  Blackstone Mortgage Trust, Inc. | 54283 | 1040 |
|  Capitol Federal Financial, Inc. | 40901 | 292 |
|  Cathay General Bancorp | 23001 | 1147 |
|  Central Pacific Financial Corp. | 9034 | 289 |
|  City Holding Co. | 4933 | 590 |
|  Cohen & Steers, Inc. | 9424 | 590 |
|  Community Financial System, Inc. | 18030 | 1057 |
|  Customers Bancorp, Inc. \* | 10880 | 755 |
|  CVB Financial Corp. | 43602 | 845 |
|  Dime Community Bancshares, Inc. | 13900 | 470 |
|  Donnelley Financial Solutions, Inc. \* | 9079 | 428 |
|  Eagle Bancorp, Inc. | 9511 | 237 |
|  Ellington Financial, Inc. | 42652 | 505 |
|  Employers Holdings, Inc. | 7784 | 320 |
|  Enact Holdings, Inc. | 9874 | 403 |
|  Encore Capital Group, Inc. \* | 7632 | 535 |
|  Enova International, Inc. \* | 8457 | 1149 |
|  EVERTEC, Inc. | 21880 | 617 |
|  EZCORP, Inc. - Class A \* | 19981 | 507 |
|  FB Financial Corp. | 13814 | 718 |
|  First Bancorp | 67440 | 1937 |
|  First Commonwealth Financial Corp. | 35076 | 617 |
|  First Financial Bancorp | 35408 | 987 |
|  First Hawaiian, Inc. | 41995 | 1035 |
|  First Interstate BancSystem, Inc. | 30111 | 1006 |
|  Franklin BSP Realty Trust, Inc. | 27790 | 236 |
|  Fulton Financial Corp. | 65458 | 1331 |

---

**2** 

------

Index 600 Stock Portfolio

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(99.3%) | Shares/<br>Par <sup>+</sup> | Value<br> $(000's) |
|  **Financials continued** | **Financials continued** | **Financials continued** |
|  Genworth Financial, Inc. \* | 136643 | 1110 |
|  Goosehead Insurance, Inc. - Class A \* | 8465 | 361 |
|  HA Sustainable Infrastructure Capital, Inc. | 43614 | 1603 |
|  Hanmi Financial Corp. | 10084 | 266 |
|  HCI Group, Inc. | 3675 | 568 |
|  Heritage Financial Corp. | 14079 | 366 |
|  Hilltop Holdings, Inc. | 14269 | 511 |
|  Hope Bancorp, Inc. | 43790 | 489 |
|  Horace Mann Educators Corp. | 13926 | 594 |
|  Independent Bank Corp. | 16961 | 1276 |
|  Jackson Financial, Inc. | 24168 | 2555 |
|  Kemper Corp. | 20091 | 614 |
|  Lakeland Financial Corp. | 8630 | 495 |
|  Lincoln National Corp. | 57837 | 2053 |
|  MarketAxess Holdings, Inc. | 12718 | 2098 |
|  Merchants Bancorp | 10049 | 431 |
|  Mercury General Corp. | 9097 | 802 |
|  Moelis & Co. - Class A | 25320 | 1443 |
|  National Bank Holding Corp. | 15418 | 604 |
|  Navient Corp. | 22359 | 183 |
|  NBT Bancorp, Inc. | 17897 | 762 |
|  NCR Atleos Corp. \* | 25284 | 1102 |
|  NMI Holdings, Inc. \* | 26015 | 976 |
|  Northwest Bancshares, Inc. | 49905 | 633 |
|  OFG Bancorp | 14801 | 599 |
|  Palomar Holdings, Inc. \* | 9066 | 1083 |
|  Park National Corp. | 5503 | 900 |
|  Pathward Financial, Inc. | 7447 | 665 |
|  Payoneer Global, Inc. \* | 98766 | 477 |
|  PennyMac Mortgage Investment Trust | 29618 | 345 |
|  Piper Sandler Cos. | 23052 | 1765 |
|  PJT Partners, Inc. - Class A | 8317 | 1162 |
|  PRA Group, Inc. \* | 13449 | 235 |
|  Preferred Bank | 3855 | 350 |
|  ProAssurance Corp. \* | 17700 | 438 |
|  PROG Holdings, Inc. | 13616 | 391 |
|  Provident Financial Services, Inc. | 44690 | 946 |
|  Radian Group, Inc. | 46356 | 1533 |
|  Redwood Trust, Inc. | 42560 | 239 |
|  Renasant Corp. | 32374 | 1170 |
|  Rithm Capital Corp. | 190205 | 1803 |
|  S&T Bancorp, Inc. | 12802 | 536 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(99.3%) | Shares/<br>Par <sup>+</sup> | Value<br> $(000's) |
|  **Financials continued** | **Financials continued** | **Financials continued** |
|  Safety Insurance Group, Inc. | 5122 | 372 |
|  Seacoast Banking Corp. of Florida | 33128 | 1003 |
|  ServisFirst Bancshares, Inc. | 17194 | 1252 |
|  Sezzle, Inc. \* | 5820 | 368 |
|  Simmons First National Corp. | 49546 | 964 |
|  SiriusPoint, Ltd. \* | 35574 | 766 |
|  Southside Bancshares, Inc. | 9565 | 297 |
|  Stellar Bancorp, Inc. | 15630 | 572 |
|  StepStone Group, Inc. - Class A | 25143 | 1200 |
|  Stewart Information Services Corp. | 10343 | 637 |
|  StoneX Group, Inc. \* | 23964 | 1933 |
|  Tompkins Financial Corp. | 4302 | 339 |
|  Triumph Financial, Inc. \* | 7734 | 461 |
|  Trupanion, Inc. \* | 11492 | 294 |
|  TrustCo Bank Corp. | 6171 | 270 |
|  Trustmark Corp. | 20063 | 845 |
|  Two Harbors Investment Corp. | 35693 | 408 |
|  United Community Banks, Inc. | 41071 | 1293 |
|  United Fire Group, Inc. | 7508 | 278 |
|  Victory Capital Holdings, Inc. | 16242 | 1064 |
|  Virtu Financial, Inc. - Class A | 27308 | 1201 |
|  Virtus Investment Partners, Inc. | 2162 | 290 |
|  WaFd, Inc. | 25961 | 815 |
|  Walker & Dunlop, Inc. | 11656 | 517 |
|  Westamerica Bancorporation | 8427 | 440 |
|  WisdomTree, Inc. | 39312 | 572 |
|  World Acceptance Corp. \* | 996 | 135 |
|  WSFS Financial Corp. | 18276 | 1196 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **92960** |
|  **Health Care (11.1%)** | **Health Care (11.1%)** |  |
|  Acadia Healthcare Co., Inc. \* | 31562 | 738 |
|  Acadia Pharmaceuticals, Inc. \* | 42833 | 953 |
|  AdaptHealth Corp. \* | 36726 | 437 |
|  Addus HomeCare Corp. \* | 6239 | 584 |
|  ADMA Biologics, Inc. \* | 81426 | 734 |
|  Alkermes PLC \* | 56497 | 1998 |
|  AMN Healthcare Services, Inc. \* | 13191 | 242 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(99.3%) | Shares/<br>Par <sup>+</sup> | Value<br> $(000's) |
|  **Health Care continued** |  |  |
|  Amneal Pharmaceuticals, Inc. \* | 57709 | 717 |
|  Amphastar Pharmaceuticals, Inc. \* | 12055 | 236 |
|  ANI Pharmaceuticals, Inc. \* | 6151 | 473 |
|  Apellis Pharmaceuticals, Inc. \* | 35064 | 1411 |
|  Arcus Biosciences, Inc. \* | 29004 | 627 |
|  Artivion, Inc. \* | 14417 | 528 |
|  Astrana Health, Inc. \* | 14701 | 360 |
|  Avanos Medical, Inc. \* | 15978 | 224 |
|  Azenta, Inc. \* | 13935 | 294 |
|  BioLife Solutions, Inc. \* | 13318 | 254 |
|  BrightSpring Health Services \* | 45190 | 1926 |
|  Catalyst Pharmaceuticals, Inc. \* | 39361 | 975 |
|  Certara, Inc. \* | 41175 | 235 |
|  Collegium Pharmaceutical, Inc. \* | 10807 | 357 |
|  Concentra Group Holdings Parent, Inc. | 40782 | 875 |
|  CONMED Corp. | 10571 | 374 |
|  Corcept Therapeutics, Inc. \* | 32030 | 1291 |
|  CorVel Corp. \* | 10672 | 583 |
|  Cytek Biosciences, Inc. \* | 37670 | 165 |
|  Embecta Corp. | 20063 | 177 |
|  Enovis Corp. \* | 19438 | 442 |
|  Fortrea Holdings, Inc. \* | 31471 | 296 |
|  Glaukos Corp. \* | 19651 | 2116 |
|  Harmony Biosciences Holdings, Inc. \* | 13597 | 381 |
|  HealthStream, Inc. | 8161 | 169 |
|  ICU Medical, Inc. \* | 8448 | 1091 |
|  Indivior Pharmaceuticals, Inc. \* | 42717 | 1302 |
|  Innoviva, Inc. \* | 24304 | 566 |
|  Inspire Medical Systems, Inc. \* | 8897 | 459 |
|  Integer Holdings Corp. \* | 11988 | 1055 |
|  Integra LifeSciences Holdings Corp. \* | 23064 | 217 |
|  Krystal Biotech, Inc. \* | 8815 | 2277 |
|  LeMaitre Vascular, Inc. | 7141 | 780 |
|  Ligand Pharmaceuticals, Inc. \* | 6718 | 1341 |

---

**3** 

------

Index 600 Stock Portfolio

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(99.3%) | Shares/<br>Par <sup>+</sup> | Value<br> $(000's) |
|  **Health Care continued** | **Health Care continued** | **Health Care continued** |
|  Merit Medical Systems, Inc. \* | 20288 | 1398 |
|  Molina Healthcare, Inc. \* | 17619 | 2349 |
|  National HealthCare Corp. | 4247 | 678 |
|  Neogen Corp. \* | 74425 | 691 |
|  NeoGenomics, Inc. \* | 44274 | 329 |
|  OmniAb, Inc. -12.50 Earnout Consideration \* ,Æ | 2585 |  |
|  OmniAb, Inc. -15.00 Earnout Consideration \* ,Æ | 2585 |  |
|  Omnicell, Inc. \* | 15355 | 513 |
|  Organon & Co. | 88956 | 533 |
|  Pacira Biosciences, Inc. \* | 14064 | 318 |
|  Pediatrix Medical Group, Inc. \* | 28803 | 616 |
|  Perrigo Co. PLC | 47092 | 506 |
|  Phibro Animal Health Corp. - Class A | 7076 | 391 |
|  Prestige Consumer Healthcare, Inc. \* | 16192 | 960 |
|  Privia Health Group, Inc. \* | 39542 | 813 |
|  Progyny, Inc. \* | 27428 | 466 |
|  Protagonist Therapeutics, Inc. \* | 20105 | 2119 |
|  PTC Therapeutics, Inc. \* | 27469 | 1871 |
|  QuidelOrtho Corp. \* | 23245 | 382 |
|  RadNet, Inc. \* | 23832 | 1332 |
|  Sarepta Therapeutics, Inc. \* | 35851 | 780 |
|  Schrodinger, Inc. \* | 18924 | 215 |
|  Select Medical Holdings Corp. | 37702 | 614 |
|  STAAR Surgical Co. \* | 17018 | 318 |
|  Supernus Pharmaceuticals, Inc. \* | 19619 | 1014 |
|  Tandem Diabetes Care, Inc. \* | 23197 | 445 |
|  Teleflex, Inc. | 15121 | 1809 |
|  TG Therapeutics, Inc. \* | 46516 | 1545 |
|  TransMedics Group, Inc. \* | 11692 | 1162 |
|  UFP Technologies, Inc. \* | 2639 | 511 |
|  US Physical Therapy, Inc. | 5201 | 390 |
|  Veracyte, Inc. \* | 27047 | 871 |
|  Vericel Corp. \* | 17303 | 557 |
|  Vir Biotechnology, Inc. \* | 38617 | 346 |
|  Waystar Holding Corp. \* | 39264 | 947 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(99.3%) | Shares/<br>Par <sup>+</sup> | Value<br> $(000's) |
|  **Health Care continued** |  |  |
|  Xencor, Inc. \* | 24549 | 296 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **58345** |
|  **Industrials (17.5%)** |  |  |
|  AAR Corp. \* | 13312 | 1457 |
|  ABM Industries, Inc. | 20051 | 772 |
|  Air Lease Corp. | 36034 | 2340 |
|  Alamo Group, Inc. | 3685 | 608 |
|  Albany International Corp. | 9819 | 513 |
|  Allegiant Travel Co. \* | 4641 | 376 |
|  Amentum Holdings, Inc. \* | 52579 | 1371 |
|  American Woodmark Corp. \* | 5013 | 200 |
|  Apogee Enterprises, Inc. | 7412 | 249 |
|  ArcBest Corp. | 7648 | 752 |
|  Arcosa, Inc. | 16727 | 1775 |
|  Argan, Inc. | 4746 | 2585 |
|  Armstrong World Industries, Inc. | 14756 | 2432 |
|  ASGN, Inc. \* | 14610 | 566 |
|  Astec Industries, Inc. | 7762 | 418 |
|  AZZ, Inc. | 10215 | 1278 |
|  Boise Cascade Co. | 12675 | 961 |
|  Brady Corp. - Class A | 14929 | 1213 |
|  Casella Waste Systems, Inc. - Class A \* | 21384 | 1697 |
|  CoreCivic, Inc. \* | 34232 | 647 |
|  CSG Systems International, Inc. | 9241 | 739 |
|  CSW Industrials, Inc. | 5635 | 1468 |
|  Deluxe Corp. | 15401 | 424 |
|  DNOW, Inc. \* | 63519 | 756 |
|  DXP Enterprises, Inc. \* | 4345 | 607 |
|  Enerpac Tool Group Corp. | 18057 | 659 |
|  EnPro, Inc. | 7186 | 1801 |
|  Enviri Corp. \* | 27595 | 541 |
|  ESCO Technologies, Inc. | 8848 | 2490 |
|  Everus Construction Group, Inc. \* | 17450 | 2060 |
|  Federal Signal Corp. | 20767 | 2246 |
|  Forward Air Corp. \* | 7737 | 129 |
|  Franklin Electric Co., Inc. | 13097 | 1207 |
|  Gates Industrial Corp. PLC \* | 86855 | 1964 |
|  The GEO Group, Inc. \* | 46778 | 786 |
|  Gibraltar Industries, Inc. \* | 10108 | 403 |
|  Granite Construction, Inc. | 14837 | 1779 |
|  The Greenbrier Cos., Inc. | 10568 | 556 |
|  Griffon Corp. | 13390 | 973 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(99.3%) | Shares/<br>Par <sup>+</sup> | Value<br> $(000's) |
|  **Industrials continued** |  |  |
|  Hayward Holdings, Inc. \* | 68261 | 913 |
|  Healthcare Services Group, Inc. \* | 24104 | 447 |
|  Heartland Express, Inc. | 15720 | 163 |
|  Hertz Global Holdings, Inc. \* | 42786 | 197 |
|  HNI Corp. | 23726 | 792 |
|  Hub Group, Inc. - Class A | 20727 | 747 |
|  Insperity, Inc. | 12215 | 330 |
|  Insteel Industries, Inc. | 6682 | 225 |
|  Interface, Inc. | 19981 | 498 |
|  JBT Marel Corp. | 17780 | 2274 |
|  JetBlue Airways Corp. \* | 100194 | 443 |
|  Kadant, Inc. | 4029 | 1178 |
|  Kennametal, Inc. | 26071 | 942 |
|  Korn Ferry | 17783 | 1119 |
|  Legalzoom.com, Inc. \* | 39119 | 222 |
|  Lindsay Corp. | 3577 | 426 |
|  Liquidity Services, Inc. \* | 8021 | 245 |
|  Lyft, Inc. - Class A \* | 136205 | 1812 |
|  ManpowerGroup, Inc. | 15763 | 464 |
|  Marten Transport, Ltd. | 19422 | 255 |
|  Masterbrand, Inc. \* | 43398 | 361 |
|  Matson, Inc. | 10668 | 1749 |
|  Mercury Systems, Inc. \* | 18068 | 1317 |
|  MillerKnoll, Inc. | 23354 | 338 |
|  Mueller Water Products, Inc. | 53503 | 1471 |
|  MYR Group, Inc. \* | 5296 | 1495 |
|  National Presto Industries, Inc. | 1820 | 249 |
|  OPENLANE, Inc. \* | 36357 | 1060 |
|  Paycom Software, Inc. | 16715 | 2032 |
|  Pitney Bowes, Inc. | 50665 | 560 |
|  Powell Industries, Inc. | 3240 | 1753 |
|  Primoris Services Corp. | 18458 | 2640 |
|  Proto Labs, Inc. \* | 8102 | 462 |
|  Quanex Building Products Corp. | 15740 | 283 |
|  Resideo Technologies, Inc. \* | 47127 | 1589 |
|  Robert Half, Inc. | 34004 | 864 |
|  Rush Enterprises, Inc. - Class A | 20750 | 1372 |
|  RXO, Inc. \* | 56175 | 821 |
|  Schneider National, Inc. - Class B | 17051 | 449 |
|  SkyWest, Inc. \* | 13722 | 1260 |
|  Standex International Corp. | 4146 | 1057 |
|  Sun Country Airlines Holdings, Inc. \* | 18353 | 303 |
|  Sunrun, Inc. \* | 79395 | 1077 |
|  Tennant Co. | 6180 | 410 |

---

**4** 

------

Index 600 Stock Portfolio

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(99.3%) | Shares/<br>Par <sup>+</sup> | Value<br>$(000's) |
|  **Industrials continued** | **Industrials continued** | **Industrials continued** |
|  Titan International, Inc. \* | 16474 | 114 |
|  Trinity Industries, Inc. | 27436 | 883 |
|  UniFirst Corp. | 4968 | 1250 |
|  Upwork, Inc. \* | 44702 | 490 |
|  Verra Mobility Corp. \* | 54589 | 780 |
|  Vestis Corp. \* | 38583 | 303 |
|  VSE Corp. | 9852 | 1817 |
|  Werner Enterprises, Inc. | 20434 | 601 |
|  WillScot Holdings Corp. | 62252 | 1081 |
|  Zurn Elkay Water Solutions Corp. | 50691 | 2273 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **92054** |
|  **Information Technology (12.9%)** | **Information Technology (12.9%)** |  |
|  A10 Networks, Inc. | 24452 | 565 |
|  ACI Worldwide, Inc. \* | 35123 | 1440 |
|  ACM Research, Inc. - Class A \* | 18226 | 717 |
|  Adeia, Inc. | 37465 | 900 |
|  Agilysys, Inc. \* | 8748 | 622 |
|  Alarm.com Holdings, Inc. \* | 17050 | 736 |
|  Alpha & Omega Semiconductor, Ltd. \* | 8451 | 187 |
|  Arlo Technologies, Inc. \* | 36259 | 516 |
|  Axcelis Technologies, Inc. \* | 10503 | 978 |
|  Badger Meter, Inc. | 10083 | 1536 |
|  Benchmark Electronics, Inc. | 12216 | 685 |
|  BlackLine, Inc. \* | 17094 | 632 |
|  Box, Inc. \* | 48994 | 1158 |
|  Bread Financial Holdings, Inc. | 15088 | 1130 |
|  Calix, Inc. \* | 20636 | 1011 |
|  CleanSpark, Inc. \* | 87493 | 745 |
|  Clear Secure, Inc. - Class A | 30333 | 1468 |
|  Cohu, Inc. \* | 15851 | 485 |
|  Corsair Gaming, Inc. \* | 16186 | 90 |
|  CTS Corp. | 9889 | 472 |
|  Digi International, Inc. \* | 12796 | 617 |
|  DigitalOcean Holdings, Inc. \* | 27157 | 2329 |
|  Diodes, Inc. \* | 15697 | 1071 |
|  DXC Technology Co. \* | 58081 | 730 |
|  Enphase Energy, Inc. \* | 44772 | 1693 |
|  ePlus, Inc. | 8945 | 673 |
|  Extreme Networks, Inc. \* | 45945 | 693 |
|  FormFactor, Inc. \* | 26521 | 2572 |
|  Grid Dynamics Holdings, Inc. \* | 22738 | 130 |
|  Harmonic, Inc. \* | 38044 | 342 |
|  Ichor Holdings, Ltd. \* | 11752 | 548 |
|  Impinj, Inc. \* | 9188 | 944 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(99.3%) | Shares/<br>Par <sup>+</sup> | Value<br>$(000's) |
|  **Information Technology continued** | **Information Technology continued** | **Information Technology continued** |
|  Insight Enterprises, Inc. \* | 10604 | 711 |
|  Itron, Inc. \* | 15672 | 1405 |
|  Knowles Corp. \* | 29073 | 747 |
|  Kulicke and Soffa Industries, Inc. | 17905 | 1177 |
|  Life360, Inc. \* | 26821 | 1095 |
|  LiveRamp Holdings, Inc. \* | 21589 | 573 |
|  MARA Holdings, Inc. \* | 129376 | 1056 |
|  MaxLinear, Inc. \* | 27809 | 484 |
|  Mirion Technologies, Inc. \* | 83713 | 1556 |
|  N-able, Inc. \* | 25157 | 117 |
|  Napco Security Technologies, Inc. | 12203 | 481 |
|  NCR Voyix Corp. \* | 47415 | 300 |
|  NetScout Systems, Inc. \* | 23468 | 746 |
|  OSI Systems, Inc. \* | 5298 | 1407 |
|  PC Connection, Inc. | 3847 | 225 |
|  PDF Solutions, Inc. \* | 10893 | 356 |
|  Penguin Solutions, Inc. \* | 16370 | 288 |
|  Photronics, Inc. \* | 20209 | 817 |
|  Plexus Corp. \* | 9149 | 1853 |
|  Power Integrations, Inc. | 18990 | 972 |
|  Progress Software Corp. \* | 14407 | 370 |
|  Q2 Holdings, Inc. \* | 21348 | 1010 |
|  Qorvo, Inc. \* | 28820 | 2231 |
|  Ralliant Corp. | 38596 | 1605 |
|  RingCentral, Inc. - Class A | 25939 | 965 |
|  Rogers Corp. \* | 5679 | 609 |
|  Sanmina Corp. \* | 18683 | 2422 |
|  ScanSource, Inc. \* | 6766 | 246 |
|  Semtech Corp. \* | 31661 | 2434 |
|  SolarEdge Technologies, Inc. \* | 20460 | 1044 |
|  Sprinklr, Inc. - Class A \* | 41791 | 251 |
|  SPS Commerce, Inc. \* | 12900 | 718 |
|  Teradata Corp. \* | 31886 | 817 |
|  Ultra Clean Holdings, Inc. \* | 15529 | 966 |
|  Veeco Instruments, Inc. \* | 20630 | 698 |
|  ViaSat, Inc. \* | 46473 | 2128 |
|  Viavi Solutions, Inc. \* | 79167 | 2635 |
|  Vishay Intertechnology, Inc. | 42256 | 761 |
|  The Western Union Co. | 108751 | 949 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **67640** |
|  **Materials (5.2%)** | **Materials (5.2%)** |  |
|  Alpha Metallurgical Resources, Inc. \* | 3695 | 759 |
|  Balchem Corp. | 11060 | 1875 |
|  Celanese Corp. | 37466 | 2464 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(99.3%) | Shares/<br>Par <sup>+</sup> | Value<br>$(000's) |
|  **Materials continued** | **Materials continued** | **Materials continued** |
|  Century Aluminum Co. \* | 18202 | 1068 |
|  The Chemours Co. | 51286 | 1130 |
|  Eastman Chemical Co. | 38963 | 2974 |
|  Element Solutions, Inc. | 77718 | 2653 |
|  FMC Corp. | 42742 | 736 |
|  H.B. Fuller Co. | 18587 | 1146 |
|  Hawkins, Inc. | 7151 | 1098 |
|  Ingevity Corp. \* | 12306 | 877 |
|  Innospec, Inc. | 8482 | 619 |
|  Kaiser Aluminum Corp. | 5493 | 662 |
|  Koppers Holdings, Inc. | 6786 | 263 |
|  Materion Corp. | 7094 | 1026 |
|  Metallus, Inc. \* | 12133 | 198 |
|  Minerals Technologies, Inc. | 10580 | 750 |
|  O-I Glass, Inc. \* | 52140 | 548 |
|  Quaker Chemical Corp. | 4688 | 582 |
|  Sealed Air Corp. | 50386 | 2119 |
|  Sensient Technologies Corp. | 14536 | 1257 |
|  Stepan Co. | 7356 | 368 |
|  Sylvamo Corp. | 11326 | 478 |
|  Warrior Met Coal, Inc. | 17986 | 1675 |
|  Worthington Steel, Inc. | 11057 | 336 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **27661** |
|  **Real Estate (6.1%)** | **Real Estate (6.1%)** |  |
|  Acadia Realty Trust | 44849 | 857 |
|  American Assets Trust, Inc. | 16202 | 298 |
|  Apple Hospitality REIT, Inc. | 75302 | 867 |
|  Centerspace | 5685 | 327 |
|  Curbline Properties Corp. | 33155 | 855 |
|  Cushman & Wakefield, Ltd. \* | 79248 | 972 |
|  DiamondRock Hospitality Co. | 69712 | 653 |
|  Douglas Emmett, Inc. | 56930 | 536 |
|  Easterly Government Properties, Inc. | 14983 | 321 |
|  Essential Properties Realty Trust, Inc. | 71800 | 2180 |
|  eXp World Holdings, Inc. | 30682 | 184 |
|  Four Corners Property Trust, Inc. | 37557 | 888 |
|  Getty Realty Corp. | 18831 | 599 |
|  Global Net Lease, Inc. | 67162 | 629 |
|  Highwoods Properties, Inc. | 37625 | 806 |
|  Innovative Industrial Properties, Inc. | 9563 | 480 |
|  JBG SMITH Properties | 20159 | 294 |
|  Kennedy-Wilson Holdings, Inc. | 40942 | 443 |
|  LTC Properties, Inc. | 16299 | 606 |

---

**5** 

------

Index 600 Stock Portfolio

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(99.3%) | Shares/<br>Par <sup>+</sup> | Value<br>$(000's) |
|  **Real Estate continued** |  |  |
|  LXP Industrial Trust | 20220 | 935 |
|  The Macerich Co. | 87402 | 1652 |
|  Marcus & Millichap, Inc. | 8062 | 214 |
|  Medical Properties Trust, Inc. | 168769 | 781 |
|  Millrose Properties, Inc. - Class A | 52748 | 1477 |
|  NexPoint Residential Trust, Inc. | 7505 | 188 |
|  OUTFRONT Media, Inc. | 49782 | 1319 |
|  Pebblebrook Hotel Trust | 38867 | 491 |
|  Phillips Edison & Co., Inc. | 42972 | 1608 |
|  Ryman Hospitality Properties, Inc. | 21557 | 1989 |
|  Safehold, Inc. | 15525 | 210 |
|  Saul Centers, Inc. | 4291 | 140 |
|  SL Green Realty Corp. | 24349 | 899 |
|  The St. Joe Co. | 13632 | 856 |
|  Sunstone Hotel Investors, Inc. | 64910 | 585 |
|  Tanger, Inc. | 39296 | 1335 |
|  Terreno Realty Corp. | 35642 | 2189 |
|  Universal Health Realty Income Trust | 4391 | 178 |
|  Urban Edge Properties | 43111 | 861 |

---

---

| | | |
|:---|:---|:---|
| Common Stocks<br>(99.3%) | Shares/<br>Par <sup>+</sup> | Value<br>$(000's) |
|  **Real Estate continued** |  |  |
|  Veris Residential, Inc. | 27757 | 524 |
|  Whitestone REIT | 15456 | 250 |
|  Xenia Hotels & Resorts, Inc. | 32405 | 481 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **31957** |
|  **Utilities (2.3%)** |  |  |
|  American States Water Co. | 13242 | 1001 |
|  Avista Corp. | 27846 | 1118 |
|  California Water Service Group | 20386 | 924 |
|  Chesapeake Utilities Corp. | 8091 | 1022 |
|  Clearway Energy, Inc. - Class A | 11839 | 464 |
|  Clearway Energy, Inc. - Class C | 29032 | 1141 |
|  H2O America | 12779 | 750 |
|  Hawaiian Electric Industries, Inc. \* | 59065 | 877 |
|  MDU Resources Group, Inc. | 69930 | 1449 |
|  MGE Energy, Inc. | 12499 | 966 |
|  Middlesex Water Co. | 6271 | 326 |
|  Northwest Natural Holding Co. | 14198 | 756 |
|  Otter Trail Corp. | 14337 | 1258 |
|  Unitil Corp. | 6054 | 316 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **12368** |
|  **Total Common Stocks<br>(Cost: $451,329)** | **Total Common Stocks<br>(Cost: $451,329)** | **522129** |

---

---

| | | |
|:---|:---|:---|
| Short-Term<br> Investments (0.0%) | Shares/<br> Par <sup>+</sup> | Value<br> $(000's) |
|  **Governments (0.0%)** |  |  |
|  US Treasury Bill<br>0.000%, 5/7/26 ß | 266000 | 265 |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total** |  | **265** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Short-Term Investments<br>(Cost: $265)** |  | **265** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Total Investments (99.3%) (Cost: $451,594)<sup>@</sup>** |  | **522394** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Other Assets, Less Liabilities (0.7%)** |  | **3496** |
| &nbsp;&nbsp;&nbsp;&nbsp; **Net Assets (100.0%)** |  | **525890** |

---

**Exchange Traded or Centrally Cleared Derivatives** 

**Futures** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Issuer | Long/<br> Short | Currency | Notional Par<br>(000's) | Number<br> of<br> Contracts | Expiration<br>Date | Notional Value<br>(000's) | Unrealized<br> Appreciation/<br> (Depreciation)<br> (000's) | Variation Margin<br> (000's) |
|  E-mini Russell 2000 Index Future | Long | USD |  | 11 | 6/26 | $1382 | $(2) | $57 |
|  E-Mini S&P MidCap 400 Future | Long | USD | 1 | 7 | 6/26 | 2378 | 17 | 57 |
|  |  |  |  |  |  |  | $15 | $114 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Assets | Financial Derivative Liabilities | Financial Derivative Liabilities | Financial Derivative Liabilities | |
|  | Variation Margin (000's) | Variation Margin (000's) | Variation Margin (000's) | Variation Margin (000's) | Variation Margin (000's) | Variation Margin (000's) | |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Swaps | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total |<br>Market Value<br>(000's)<br>Options |
| Total Exchange-Traded or Centrally Cleared Derivatives | $— | $114 | $114 | $— | $— | $— | $— |

---

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

\* Non income producing

Æ Security valued using significant unobservable inputs.

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

**6** 

------

Index 600 Stock Portfolio

---

| | |
|:---|:---|
| @ | At March 31, 2026, the aggregate cost of investments, including derivatives, for federal tax purposes (in thousands) was $451,594 and the net unrealized appreciation of investments based on that cost was $70,815 which is comprised of $132,757 aggregate gross unrealized appreciation and $61,942 aggregate gross unrealized depreciation. Because tax adjustments are calculated annually, these amounts do not reflect tax adjustments. For the previous fiscal year's federal income tax information, please refer to the Notes to the Financial Statements section in the Portfolio's most recent annual report.  |

---

---

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

---

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

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

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

Level 3 - fair value is determined by significant unobservable inputs

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

The following is a summary of the inputs used in valuing the Portfolio's Investments at March 31, 2026.

---

| | | | |
|:---|:---|:---|:---|
|  | Valuation Inputs | Valuation Inputs | Valuation Inputs |
| **Description** | **Level 1 - Quoted**<br> **Prices** | **Level 2 - Other**<br> **Significant**<br> **Observable Inputs** | **Level 3**<br> **- Significant<br> Unobservable <br>Inputs** |
|  | *(Amounts in thousands)* | *(Amounts in thousands)* | *(Amounts in thousands)* |
|  Assets: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | $522129 | $— | $— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Investments |  | 265 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Financial Instruments^ |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | 17 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Assets: | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;522146 | $265 | $— |
|  Liabilities: |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Other Financial Instruments^ |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Futures | (2) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Total Liabilities: | $(2) | $— | $— |

---

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

Management has determined that the amount of Level 3 securities compared to total net assets is not material; therefore, the reconciliation of Level 3 securities and assumptions is not shown for the period ended March 31, 2026.

**7** 

------

Abbreviations (unaudited)

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

---

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

---

**1**

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $529900982.30

**Total Liabilities:** $3957219.20

**Net Assets:** $525943763.10

**Cash Not Reported:** $3199701.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000050279 | 5.54%                | 2.15%                | -4.09%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3030956.94              | $25235349.96                               |
| Month 2  | $4887830.42              | $6919989.15                                |
| Month 3  | $8282731.72              | $-31625936.08                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AAR Corp                                  | AAR Corp                                  | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     13312 | NS      | $1457131.52   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                        | ADMA Biologics Inc                        | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81426 | NS      | $733648.26    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                   | ADT Inc                                   | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173912 | NS      | $1142601.84   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                        | ABM Industries Inc                        | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |     20051 | NS      | $772364.52    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc                          | ACM Research Inc                          | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     18226 | NS      | $717193.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc               | AMN Healthcare Services Inc               | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     13191 | NS      | $241922.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc                   | ANI Pharmaceuticals Inc                   | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      6151 | NS      | $473011.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                  | ASGN Inc                                  | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     14610 | NS      | $565553.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                          | A10 Networks Inc                          | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     24452 | NS      | $565330.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AZZ Inc                                   | AZZ Inc                                   | CUSIP: 002474104<br>LEI: 549300HD1X2NFLWPYC83 | Long             | EC               | CORP              | US        |     10215 | NS      | $1278202.95   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc             | Academy Sports & Outdoors Inc             | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |     22814 | NS      | $1287850.30   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Co Inc                  | Acadia Healthcare Co Inc                  | CUSIP: 00404A109<br>LEI: 5493005CW985Y9D0NC11 | Long             | EC               | CORP              | US        |     31562 | NS      | $738235.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc                | ACADIA Pharmaceuticals Inc                | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     42833 | NS      | $953462.58    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                       | Acadia Realty Trust                       | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               |  | US        |     44849 | NS      | $857512.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc                         | ACI Worldwide Inc                         | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     35123 | NS      | $1440394.23   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                    | Acushnet Holdings Corp                    | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      9438 | NS      | $882264.24    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp                          | AdaptHealth Corp                          | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36726 | NS      | $437039.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                       | Addus HomeCare Corp                       | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      6239 | NS      | $584282.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                 | Adeia Inc                                 | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37465 | NS      | $900283.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Covista Inc                               | Covista Inc                               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     11806 | NS      | $1360641.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                    | Advance Auto Parts Inc                    | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     20536 | NS      | $1083274.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                              | Agilysys Inc                              | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      8748 | NS      | $622332.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                            | Air Lease Corp                            | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     36034 | NS      | $2340047.96   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                           | Alamo Group Inc                           | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      3685 | NS      | $607914.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                    | Alarm.com Holdings Inc                    | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     17050 | NS      | $736389.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                 | Albany International Corp                 | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |      9819 | NS      | $512649.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                       | Allegiant Travel Co                       | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      4641 | NS      | $376106.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc              | Bread Financial Holdings Inc              | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     15088 | NS      | $1129940.32   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc         | Alpha Metallurgical Resources Inc         | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      3695 | NS      | $758472.65    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings Inc                      | Kinetik Holdings Inc                      | CUSIP: 02215L209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15553 | NS      | $752920.73    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc                      | Amentum Holdings Inc                      | CUSIP: 023939101<br>LEI: 2549009FJIBLW40CU216 | Long             | EC               | CORP              | US        |     52579 | NS      | $1371260.32   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                 | American Assets Trust Inc                 | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |     16202 | NS      | $298278.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dauch Corporation                         | Dauch Corporation                         | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     80739 | NS      | $478782.27    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc             | American Eagle Outfitters Inc             | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     53937 | NS      | $900747.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co                  | American States Water Co                  | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     13242 | NS      | $1001360.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                    | American Woodmark Corp                    | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      5013 | NS      | $199667.79    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                             | AMERISAFE Inc                             | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      6461 | NS      | $215345.13    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                            | Ameris Bancorp                            | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |     21891 | NS      | $1707279.09   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                | Amneal Pharmaceuticals Inc                | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     57709 | NS      | $717322.87    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc             | Amphastar Pharmaceuticals Inc             | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     12055 | NS      | $236157.45    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                         | Andersons Inc/The                         | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     11496 | NS      | $825182.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc               | Apellis Pharmaceuticals Inc               | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     35064 | NS      | $1410624.72   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                    | Apogee Enterprises Inc                    | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      7412 | NS      | $248598.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance Inc | Apollo Commercial Real Estate Finance Inc | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               |  | US        |     44670 | NS      | $471715.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrana Health Inc                        | Astrana Health Inc                        | CUSIP: 03763A207<br>LEI: 5493008O4R82Q4STJ936 | Long             | EC               | CORP              | US        |     14701 | NS      | $360468.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                | Apple Hospitality REIT Inc                | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |     75302 | NS      | $866726.02    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc                    | Arbor Realty Trust Inc                    | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               |  | US        |     66958 | NS      | $516246.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                              | ArcBest Corp                              | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      7648 | NS      | $752257.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                              | Archrock Inc                              | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     60003 | NS      | $2088104.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                | Arcosa Inc                                | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     16727 | NS      | $1775403.78   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                     | Arcus Biosciences Inc                     | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29004 | NS      | $626486.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                 | Argan Inc                                 | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      4746 | NS      | $2584908.90   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                     | Arlo Technologies Inc                     | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     36259 | NS      | $515965.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT Inc               | ARMOUR Residential REIT Inc               | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               |  | US        |     38271 | NS      | $638360.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc            | Armstrong World Industries Inc            | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |     14756 | NS      | $2431788.80   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc     | Artisan Partners Asset Management Inc     | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     24119 | NS      | $877690.41    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc               | Asbury Automotive Group Inc               | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      6651 | NS      | $1299671.91   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                      | Astec Industries Inc                      | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      7762 | NS      | $417906.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp            | Atlantic Union Bankshares Corp            | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48497 | NS      | $1733282.78   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                        | Avanos Medical Inc                        | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     15978 | NS      | $223851.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                               | Avista Corp                               | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     27846 | NS      | $1117738.44   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                  | Axcelis Technologies Inc                  | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     10503 | NS      | $977619.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                        | Axos Financial Inc                        | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     19320 | NS      | $1643938.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                          | Badger Meter Inc                          | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     10083 | NS      | $1536145.05   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                              | Balchem Corp                              | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     11060 | NS      | $1874448.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BancFirst Corp                            | BancFirst Corp                            | CUSIP: 05945F103<br>LEI: 549300EJEHGBP4IO2J30 | Long             | EC               | CORP              | US        |      7091 | NS      | $769373.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                           | Bancorp Inc/The                           | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |     14491 | NS      | $778601.43    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                    | Banc of California Inc                    | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     45931 | NS      | $807466.98    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                       | Bank of Hawaii Corp                       | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     13613 | NS      | $1010765.25   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                            | BankUnited Inc                            | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     25263 | NS      | $1140877.08   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                               | Banner Corp                               | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11672 | NS      | $708256.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                 | Benchmark Electronics Inc                 | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     12216 | NS      | $684828.96    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Financial Corp                     | Beacon Financial Corp                     | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     28672 | NS      | $860160.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Group Inc                             | BGC Group Inc                             | CUSIP: 088929104<br>LEI: 2549001IGRCG4F0RLD36 | Long             | EC               | CORP              | US        |    124023 | NS      | $1212944.94   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BioLife Solutions Inc                     | BioLife Solutions Inc                     | CUSIP: 09062W204<br>LEI: 549300G2IVCMC2TJDW72 | Long             | EC               | CORP              | US        |     13318 | NS      | $254107.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                      | BJ's Restaurants Inc                      | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |      7184 | NS      | $252158.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc                             | BlackLine Inc                             | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |     17094 | NS      | $632478.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc             | Blackstone Mortgage Trust Inc             | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               |  | US        |     54283 | NS      | $1039519.45   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                          | Boise Cascade Co                          | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     12675 | NS      | $961398.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                    | Boot Barn Holdings Inc                    | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |     10385 | NS      | $1519948.60   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                   | Box Inc                                   | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     48994 | NS      | $1158218.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                | Brady Corp                                | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     14929 | NS      | $1212831.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc              | Acadian Asset Management Inc              | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      9002 | NS      | $489888.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services Inc          | BrightSpring Health Services Inc          | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45190 | NS      | $1925545.90   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                 | Brinker International Inc                 | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     14900 | NS      | $2127273.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                         | Bristow Group Inc                         | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      8608 | NS      | $403629.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                | Azenta Inc                                | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |     13935 | NS      | $294446.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                            | Buckle Inc/The                            | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     10296 | NS      | $518506.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc             | CSG Systems International Inc             | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      9241 | NS      | $738725.54    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                       | CSW Industrials Inc                       | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      5635 | NS      | $1468368.30   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                  | CTS Corp                                  | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      9889 | NS      | $472298.64    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CVB Financial Corp                        | CVB Financial Corp                        | CUSIP: 126600105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43602 | NS      | $845442.78    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                            | CVR Energy Inc                            | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     10380 | NS      | $349287.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                             | Cable One Inc                             | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      1589 | NS      | $144932.69    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                | Cactus Inc                                | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     23555 | NS      | $1115800.35   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc                 | Caesars Entertainment Inc                 | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |     69829 | NS      | $1845580.47   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                       | Cal-Maine Foods Inc                       | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     15325 | NS      | $1212973.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                 | California Resources Corp                 | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     26814 | NS      | $1856065.08   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group            | California Water Service Group            | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     20386 | NS      | $924301.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                 | Calix Inc                                 | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     20636 | NS      | $1010957.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Callaway Golf Co                          | Callaway Golf Co                          | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     47826 | NS      | $663824.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc             | Capitol Federal Financial Inc             | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40901 | NS      | $291624.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                              | Cargurus Inc                              | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     27792 | NS      | $946317.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                | CarMax Inc                                | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48513 | NS      | $2017170.54   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                              | Carter's Inc                              | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     12546 | NS      | $448644.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems Inc                 | Casella Waste Systems Inc                 | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |     21384 | NS      | $1696606.56   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc              | Catalyst Pharmaceuticals Inc              | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     39361 | NS      | $974578.36    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                    | Cathay General Bancorp                    | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     23001 | NS      | $1146829.86   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                      | Cavco Industries Inc                      | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2655 | NS      | $1285789.95   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                             | Celanese Corp                             | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |     37466 | NS      | $2464138.82   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerspace                               | Centerspace                               | CUSIP: 15202L107<br>LEI: 5493002LG2SH9EEHT720 | Long             | EC               |  | US        |      5685 | NS      | $326603.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                   | Central Garden & Pet Co                   | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      2791 | NS      | $102625.07    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                   | Central Garden & Pet Co                   | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     17434 | NS      | $565210.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp            | Central Pacific Financial Corp            | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      9034 | NS      | $288726.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                       | Century Aluminum Co                       | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     18202 | NS      | $1068275.38   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                   | Century Communities Inc                   | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      8652 | NS      | $496451.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                               | Certara Inc                               | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41175 | NS      | $234697.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                | Cheesecake Factory Inc/The                | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     15616 | NS      | $854976.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chefs' Warehouse Inc/The                  | Chefs' Warehouse Inc/The                  | CUSIP: 163086101<br>LEI: 549300JYEDC8C547E980 | Long             | EC               | CORP              | US        |     12388 | NS      | $736466.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                           | Chemours Co/The                           | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     51286 | NS      | $1129830.58   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                 | Chesapeake Utilities Corp                 | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      8091 | NS      | $1022459.67   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc                     | Cinemark Holdings Inc                     | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     35307 | NS      | $1006955.64   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                           | City Holding Co                           | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4933 | NS      | $589592.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleanspark Inc                            | Cleanspark Inc                            | CUSIP: 18452B209<br>LEI: 254900VO7KBRJQDGY810 | Long             | EC               | CORP              | US        |     87493 | NS      | $744565.43    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                          | Clear Secure Inc                          | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30333 | NS      | $1468420.53   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                       | Clearway Energy Inc                       | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     11839 | NS      | $463733.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                       | Clearway Energy Inc                       | CUSIP: 18539C204<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     29032 | NS      | $1140667.28   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc        | Cogent Communications Holdings Inc        | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16237 | NS      | $305905.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers Inc                        | Cohen & Steers Inc                        | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      9424 | NS      | $589471.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                  | Cohu Inc                                  | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     15851 | NS      | $485357.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                               | Enovis Corp                               | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |     19438 | NS      | $442214.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc              | Collegium Pharmaceutical Inc              | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     10807 | NS      | $357387.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System Inc            | Community Financial System Inc            | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     18030 | NS      | $1057459.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                    | Comstock Resources Inc                    | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     27072 | NS      | $570677.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent Inc       | Concentra Group Holdings Parent Inc       | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40782 | NS      | $874773.90    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                               | CONMED Corp                               | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     10571 | NS      | $373790.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                  | Corcept Therapeutics Inc                  | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     32030 | NS      | $1291129.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Laboratories Inc                     | Core Laboratories Inc                     | CUSIP: 21867A105<br>LEI: 984500040P5J07V43135 | Long             | EC               | CORP              | US        |     16066 | NS      | $269748.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                             | CoreCivic Inc                             | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     34232 | NS      | $647327.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc                | Core Natural Resources Inc                | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     17530 | NS      | $1835916.90   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                          | QuidelOrtho Corp                          | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     23245 | NS      | $381915.35    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc                        | Corsair Gaming Inc                        | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     16186 | NS      | $89832.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                               | CorVel Corp                               | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10672 | NS      | $583224.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc      | Cracker Barrel Old Country Store Inc      | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |      7665 | NS      | $215463.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                              | Artivion Inc                              | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |     14417 | NS      | $527950.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp                  | Curbline Properties Corp                  | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               |  | US        |     33155 | NS      | $855067.45    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                     | Customers Bancorp Inc                     | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     10880 | NS      | $755180.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytek Biosciences Inc                     | Cytek Biosciences Inc                     | CUSIP: 23285D109<br>LEI: 549300K2J28BOC6FBO89 | Long             | EC               | CORP              | US        |     37670 | NS      | $164617.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                    | DXP Enterprises Inc/TX                    | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4345 | NS      | $607126.85    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                         | DXC Technology Co                         | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     58081 | NS      | $730078.17    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                  | Dana Inc                                  | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     38414 | NS      | $1292631.10   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                               | Deluxe Corp                               | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     15401 | NS      | $424143.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                | DiamondRock Hospitality Co                | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               |  | US        |     69712 | NS      | $653201.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                    | Digi International Inc                    | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     12796 | NS      | $616767.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                 | DigitalOcean Holdings Inc                 | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     27157 | NS      | $2329527.46   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc             | Dime Community Bancshares Inc             | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13900 | NS      | $470098.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                                | Diodes Inc                                | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     15697 | NS      | $1071477.22   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Donnelley Financial Solutions Inc         | Donnelley Financial Solutions Inc         | CUSIP: 25787G100<br>LEI: 549300O1NPY4J56QCU04 | Long             | EC               | CORP              | US        |      9079 | NS      | $427984.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                       | Dorman Products Inc                       | CUSIP: 258278100<br>LEI: 2549000O0BBUX740XR59 | Long             | EC               | CORP              | US        |      9511 | NS      | $992567.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                 | DoubleVerify Holdings Inc                 | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45721 | NS      | $434349.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                        | Douglas Emmett Inc                        | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               |  | US        |     56930 | NS      | $536280.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes Inc                   | Dream Finders Homes Inc                   | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9922 | NS      | $138114.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc                         | Eagle Bancorp Inc                         | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      9511 | NS      | $236538.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Easterly Government Properties Inc        | Easterly Government Properties Inc        | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               |  | US        |     14983 | NS      | $321085.69    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                       | Eastman Chemical Co                       | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |     38963 | NS      | $2973656.16   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Edgewell Personal Care Co                 | Edgewell Personal Care Co                 | CUSIP: 28035Q102<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | EC               | CORP              | US        |     15995 | NS      | $341333.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                     | Element Solutions Inc                     | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     77718 | NS      | $2653292.52   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ellington Financial Inc                   | Ellington Financial Inc                   | CUSIP: 28852N109<br>LEI: 60GS1D1R1YY5G1W7IT74 | Long             | EC               |  | US        |     42652 | NS      | $505426.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                              | Embecta Corp                              | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     20063 | NS      | $177356.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                    | Employers Holdings Inc                    | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7784 | NS      | $320233.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                        | Enact Holdings Inc                        | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |      9874 | NS      | $402957.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc                  | Encore Capital Group Inc                  | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      7632 | NS      | $535155.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc                    | Energizer Holdings Inc                    | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |     20761 | NS      | $340895.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                   | Enerpac Tool Group Corp                   | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     18057 | NS      | $658538.79    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                        | Enphase Energy Inc                        | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |     44772 | NS      | $1692829.32   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inc                                 | Enpro Inc                                 | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      7186 | NS      | $1801170.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc                   | Enova International Inc                   | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      8457 | NS      | $1148714.31   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                 | ePlus Inc                                 | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      8945 | NS      | $673111.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vestis Corp                               | Vestis Corp                               | CUSIP: 29430C102<br>LEI: 254900QDW0TA2TMFAP59 | Long             | EC               | CORP              | US        |     38583 | NS      | $303262.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                     | ESCO Technologies Inc                     | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      8848 | NS      | $2489561.76   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc     | Essential Properties Realty Trust Inc     | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |     71800 | NS      | $2179848.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                 | Ethan Allen Interiors Inc                 | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7937 | NS      | $176677.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                  | Etsy Inc                                  | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Long             | EC               | CORP              | US        |     33770 | NS      | $1687824.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERTEC Inc                               | EVERTEC Inc                               | CUSIP: 30040P103<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     21880 | NS      | $617453.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group Inc             | Everus Construction Group Inc             | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |     17450 | NS      | $2060147.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                    | eXp World Holdings Inc                    | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |     30682 | NS      | $183785.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                      | Extreme Networks Inc                      | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     45945 | NS      | $692850.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                                | EZCORP Inc                                | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |     19981 | NS      | $507117.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                  | FMC Corp                                  | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     42742 | NS      | $736017.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                         | FB Financial Corp                         | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     13814 | NS      | $717499.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp                       | Federal Signal Corp                       | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |     20767 | NS      | $2245743.38   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                 | First BanCorp/Puerto Rico                 | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     53251 | NS      | $1137441.36   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC           | First Bancorp/Southern Pines NC           | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14189 | NS      | $799550.15    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp         | First Commonwealth Financial Corp         | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     35076 | NS      | $616636.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                   | First Financial Bancorp                   | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     35408 | NS      | $987175.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                        | First Hawaiian Inc                        | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |     41995 | NS      | $1034756.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem Inc           | First Interstate BancSystem Inc           | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |     30111 | NS      | $1005707.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                            | FormFactor Inc                            | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     26521 | NS      | $2572271.79   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc                      | Fortrea Holdings Inc                      | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |     31471 | NS      | $296456.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                          | Forward Air Corp                          | CUSIP: 34986A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7737 | NS      | $129285.27    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc           | Four Corners Property Trust Inc           | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |     37557 | NS      | $888223.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                  | Fox Factory Holding Corp                  | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     14393 | NS      | $236908.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin BSP Realty Trust Inc             | Franklin BSP Realty Trust Inc             | CUSIP: 35243J101<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | EC               |  | US        |     27790 | NS      | $235937.10    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                  | Franklin Electric Co Inc                  | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     13097 | NS      | $1207150.49   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshpet Inc                              | Freshpet Inc                              | CUSIP: 358039105<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | EC               | CORP              | US        |     16697 | NS      | $984455.12    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                             | Frontdoor Inc                             | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     24670 | NS      | $1304056.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                              | HB Fuller Co                              | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     18587 | NS      | $1146446.16   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                     | Fulton Financial Corp                     | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     61564 | NS      | $1252211.76   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The                         | GEO Group Inc/The                         | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     46778 | NS      | $786338.18    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                   | G-III Apparel Group Ltd                   | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     12571 | NS      | $348216.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                    | Genworth Financial Inc                    | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    136643 | NS      | $1109541.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                              | Gentherm Inc                              | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |     10311 | NS      | $286439.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                         | Getty Realty Corp                         | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |     18831 | NS      | $598825.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                  | Gibraltar Industries Inc                  | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10108 | NS      | $403005.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                              | Glaukos Corp                              | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |     19651 | NS      | $2115626.66   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Net Lease Inc                      | Global Net Lease Inc                      | CUSIP: 379378201<br>LEI: 549300NUYANCT5SU8Z65 | Long             | EC               |  | US        |     67162 | NS      | $628636.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Gogo Inc                                  | Gogo Inc                                  | CUSIP: 38046C109<br>LEI: 549300VL3DIHSFHYTO04 | Long             | EC               | CORP              | US        |     26938 | NS      | $108290.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                  | Golden Entertainment Inc                  | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |      6757 | NS      | $180344.33    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goosehead Insurance Inc                   | Goosehead Insurance Inc                   | CUSIP: 38267D109<br>LEI: 549300WH5MBIWHJ9XY95 | Long             | EC               | CORP              | US        |      8465 | NS      | $361116.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                  | Granite Construction Inc                  | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     14837 | NS      | $1778659.56   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners Inc                  | Green Brick Partners Inc                  | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |     10432 | NS      | $672342.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                    | Greenbrier Cos Inc/The                    | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     10568 | NS      | $556405.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                | Grid Dynamics Holdings Inc                | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |     22738 | NS      | $129606.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                              | Griffon Corp                              | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     13390 | NS      | $973185.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Grocery Outlet Holding Corp               | Grocery Outlet Holding Corp               | CUSIP: 39874R101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34064 | NS      | $240151.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc                    | Group 1 Automotive Inc                    | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      4036 | NS      | $1334422.68   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                             | HCI Group Inc                             | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      3675 | NS      | $568191.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                  | HNI Corp                                  | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |     23726 | NS      | $792211.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                      | Hanmi Financial Corp                      | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     10084 | NS      | $265814.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc | HA Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | EC               | CORP              | US        |     43614 | NS      | $1602814.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                              | Harmonic Inc                              | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     38044 | NS      | $341635.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc          | Harmony Biosciences Holdings Inc          | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13597 | NS      | $380851.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enviri Corp                               | Enviri Corp                               | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |     27595 | NS      | $541413.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries Inc          | Hawaiian Electric Industries Inc          | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |     59065 | NS      | $876524.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                               | Hawkins Inc                               | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      7151 | NS      | $1098393.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                      | Hayward Holdings Inc                      | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68261 | NS      | $913332.18    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc             | Healthcare Services Group Inc             | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     24104 | NS      | $447129.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                          | HealthStream Inc                          | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      8161 | NS      | $169014.31    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                     | Heartland Express Inc                     | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     15720 | NS      | $163488.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc          | Helix Energy Solutions Group Inc          | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     46498 | NS      | $459865.22    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                     | Helmerich & Payne Inc                     | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     34166 | NS      | $1231000.98   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA                | Heritage Financial Corp/WA                | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14079 | NS      | $366054.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                 | Hertz Global Holdings Inc                 | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |     42786 | NS      | $197243.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                  | Highwoods Properties Inc                  | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |     37625 | NS      | $805551.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                      | Hilltop Holdings Inc                      | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     14269 | NS      | $511115.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                          | Hope Bancorp Inc                          | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     43790 | NS      | $489134.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                | Horace Mann Educators Corp                | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     13926 | NS      | $594361.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                             | Hub Group Inc                             | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20727 | NS      | $747001.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                   | IAC Inc                                   | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |     22305 | NS      | $892869.15    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ICU Medical Inc                           | ICU Medical Inc                           | CUSIP: 44930G107<br>LEI: 5493003NRW7LS2QZRH60 | Long             | EC               | CORP              | US        |      8448 | NS      | $1091059.20   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                        | Crescent Energy Co                        | CUSIP: 44952J104<br>LEI: 254900FBNP5A21Q39U97 | Long             | EC               | CORP              | US        |     83135 | NS      | $1122322.50   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                | Impinj Inc                                | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      9188 | NS      | $943607.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                     | Independent Bank Corp                     | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     16961 | NS      | $1275636.81   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior Pharmaceuticals Inc              | Indivior Pharmaceuticals Inc              | CUSIP: 45579U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42717 | NS      | $1302014.16   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                             | Ingevity Corp                             | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |     12306 | NS      | $876556.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovex International Inc                 | Innovex International Inc                 | CUSIP: 457651107<br>LEI: 5299007REICYIJNMW197 | Long             | EC               | CORP              | US        |     13283 | NS      | $323972.37    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc                   | Insight Enterprises Inc                   | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     10604 | NS      | $710574.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                              | Innospec Inc                              | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |      8482 | NS      | $619355.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc               | Inspire Medical Systems Inc               | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      8897 | NS      | $458907.26    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                    | Insteel Industries Inc                    | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      6682 | NS      | $224582.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                             | Insperity Inc                             | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |     12215 | NS      | $330293.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products Inc           | Installed Building Products Inc           | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      7749 | NS      | $2054647.35   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                              | Innoviva Inc                              | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     24304 | NS      | $566283.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc      | Innovative Industrial Properties Inc      | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |      9563 | NS      | $479680.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra LifeSciences Holdings Corp        | Integra LifeSciences Holdings Corp        | CUSIP: 457985208<br>LEI: WB7IJCYY8YFTENS4O147 | Long             | EC               | CORP              | US        |     23064 | NS      | $217262.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp                     | Integer Holdings Corp                     | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |     11988 | NS      | $1054944.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Interparfums Inc                          | Interparfums Inc                          | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6252 | NS      | $567931.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                             | Interface Inc                             | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     19981 | NS      | $497926.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                | Iridium Communications Inc                | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     35905 | NS      | $996004.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Itron Inc                                 | Itron Inc                                 | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | EC               | CORP              | US        |     15672 | NS      | $1404681.36   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                      | JBG SMITH Properties                      | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |     20159 | NS      | $294522.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp                    | J & J Snack Foods Corp                    | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |      5202 | NS      | $412362.54    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                     | Jackson Financial Inc                     | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     24168 | NS      | $2555040.96   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp                      | JetBlue Airways Corp                      | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    100194 | NS      | $442857.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp                            | JBT Marel Corp                            | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |     17780 | NS      | $2273528.60   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                            | Ziff Davis Inc                            | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |     13516 | NS      | $567131.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENLANE Inc                              | OPENLANE Inc                              | CUSIP: 48238T109<br>LEI: 5493004HKD20LBSG7D03 | Long             | EC               | CORP              | US        |     36357 | NS      | $1059806.55   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                | Kadant Inc                                | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      4029 | NS      | $1177878.15   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                      | Kaiser Aluminum Corp                      | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5493 | NS      | $661961.43    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp                               | Kemper Corp                               | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |     20091 | NS      | $613980.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                            | Kennametal Inc                            | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     26071 | NS      | $941945.23    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc               | Kennedy-Wilson Holdings Inc               | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |     40942 | NS      | $442992.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                              | Knowles Corp                              | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     29073 | NS      | $746594.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services Inc                   | Kodiak Gas Services Inc                   | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28438 | NS      | $1658504.16   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                               | Kohl's Corp                               | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     38627 | NS      | $498288.30    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                        | Kontoor Brands Inc                        | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     17500 | NS      | $1230075.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                      | Koppers Holdings Inc                      | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6786 | NS      | $262482.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                | Korn Ferry                                | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     17783 | NS      | $1119439.85   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                       | Krystal Biotech Inc                       | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      8815 | NS      | $2277090.80   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc            | Kulicke & Soffa Industries Inc            | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     17905 | NS      | $1176716.60   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes Inc                             | LGI Homes Inc                             | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      6850 | NS      | $270780.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                  | LKQ Corp                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     87391 | NS      | $2566673.67   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                            | LCI Industries                            | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      8277 | NS      | $1017905.46   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                        | LTC Properties Inc                        | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |     16299 | NS      | $605670.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                              | La-Z-Boy Inc                              | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     14024 | NS      | $450731.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Financial Corp                   | Lakeland Financial Corp                   | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8630 | NS      | $495189.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc                  | Lamb Weston Holdings Inc                  | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     47515 | NS      | $2007983.90   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                    | Laureate Education Inc                    | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |     45875 | NS      | $1598285.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                       | Leggett & Platt Inc                       | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     46042 | NS      | $454894.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc                         | Legalzoom.com Inc                         | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     39119 | NS      | $221804.73    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                     | LeMaitre Vascular Inc                     | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      7141 | NS      | $779582.97    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                      | LXP Industrial Trust                      | CUSIP: 529043408<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |     20220 | NS      | $935377.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                        | Liberty Energy Inc                        | CUSIP: 53115L104<br>LEI: 254900PKFJW6RILDCM60 | Long             | EC               | CORP              | US        |     55444 | NS      | $1596787.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc              | Life Time Group Holdings Inc              | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52046 | NS      | $1402119.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360 Inc                               | Life360 Inc                               | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |     26821 | NS      | $1094833.22   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                | Ligand Pharmaceuticals Inc                | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      6718 | NS      | $1341248.70   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                     | Lincoln National Corp                     | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     57837 | NS      | $2053213.50   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                              | Lindsay Corp                              | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      3577 | NS      | $425913.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidity Services Inc                    | Liquidity Services Inc                    | CUSIP: 53635B107<br>LEI: 5299002AZ4ULSAXN0G81 | Long             | EC               | CORP              | US        |      8021 | NS      | $245201.97    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                     | LiveRamp Holdings Inc                     | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     21589 | NS      | $572540.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                    | Lumen Technologies Inc                    | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    322829 | NS      | $2243661.55   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Lyft Inc                                  | Lyft Inc                                  | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |    136205 | NS      | $1811526.50   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                   | MDU Resources Group Inc                   | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69930 | NS      | $1448949.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                            | MGE Energy Inc                            | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12499 | NS      | $966047.71    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                             | M/I Homes Inc                             | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      8947 | NS      | $1095560.15   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                             | MYR Group Inc                             | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      5296 | NS      | $1495166.72   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                           | Macerich Co/The                           | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |     87402 | NS      | $1651897.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Veris Residential Inc                     | Veris Residential Inc                     | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               |  | US        |     27757 | NS      | $523774.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                         | Steven Madden Ltd                         | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |     24862 | NS      | $843319.04    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp         | Madison Square Garden Sports Corp         | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6150 | NS      | $1976610.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co                   | Sphere Entertainment Co                   | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |      9111 | NS      | $1069631.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                   | Magnolia Oil & Gas Corp                   | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61688 | NS      | $1947490.16   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                         | ManpowerGroup Inc                         | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     15763 | NS      | $464377.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MARA Holdings Inc                         | MARA Holdings Inc                         | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Long             | EC               | CORP              | US        |    129376 | NS      | $1055708.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                    | Marcus & Millichap Inc                    | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      8062 | NS      | $214368.58    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                             | MarineMax Inc                             | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      6502 | NS      | $175944.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc                  | MarketAxess Holdings Inc                  | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     12718 | NS      | $2098215.64   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp         | Marriott Vacations Worldwide Corp         | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      9473 | NS      | $616881.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                      | Marten Transport Ltd                      | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19422 | NS      | $255010.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                           | Masterbrand Inc                           | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     43398 | NS      | $360637.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group Inc                           | Match Group Inc                           | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     80585 | NS      | $2474765.35   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                             | Materion Corp                             | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      7094 | NS      | $1026147.10   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                | Matson Inc                                | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     10668 | NS      | $1748911.92   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Matthews International Corp               | Matthews International Corp               | CUSIP: 577128101<br>LEI: 549300ZVC5O0ATML6U61 | Long             | EC               | CORP              | US        |     10596 | NS      | $273588.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                             | MaxLinear Inc                             | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     27809 | NS      | $483598.51    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc              | Medical Properties Trust Inc              | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               |  | US        |    168769 | NS      | $781400.47    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc               | Pediatrix Medical Group Inc               | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28803 | NS      | $616096.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                      | Merchants Bancorp/IN                      | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |     10049 | NS      | $431202.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                       | Mercury Systems Inc                       | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     18068 | NS      | $1317337.88   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                      | Mercury General Corp                      | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      9097 | NS      | $801900.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                 | Merit Medical Systems Inc                 | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     20288 | NS      | $1398451.84   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                       | Meritage Homes Corp                       | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     22859 | NS      | $1413600.56   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                    | Pathward Financial Inc                    | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      7447 | NS      | $664495.81    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Middlesex Water Co                        | Middlesex Water Co                        | CUSIP: 596680108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6271 | NS      | $326405.55    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                           | MillerKnoll Inc                           | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     23354 | NS      | $337698.84    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Millrose Properties Inc                   | Millrose Properties Inc                   | CUSIP: 601137102<br>LEI: N/A                  | Long             | EC               |  | US        |     52748 | NS      | $1476944.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                 | Minerals Technologies Inc                 | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |     10580 | NS      | $750333.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirion Technologies Inc                   | Mirion Technologies Inc                   | CUSIP: 60471A101<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | EC               | CORP              | US        |     83713 | NS      | $1556224.67   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                       | Mister Car Wash Inc                       | CUSIP: 60646V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33320 | NS      | $232240.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                               | Moelis & Co                               | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     25320 | NS      | $1443240.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries Inc                     | Mohawk Industries Inc                     | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |     17771 | NS      | $1749732.66   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                     | Molina Healthcare Inc                     | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     17619 | NS      | $2348612.70   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc               | Monarch Casino & Resort Inc               | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      4144 | NS      | $396166.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                 | Monro Inc                                 | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10320 | NS      | $165532.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                | Mueller Water Products Inc                | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     53503 | NS      | $1470797.47   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                           | NBT Bancorp Inc                           | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17897 | NS      | $762054.26    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc/US                             | N-able Inc/US                             | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25157 | NS      | $117483.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corp                            | NCR Voyix Corp                            | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EC               | CORP              | US        |     47415 | NS      | $300136.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                          | NMI Holdings Inc                          | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     26015 | NS      | $975822.65    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp                           | NCR Atleos Corp                           | CUSIP: 63001N106<br>LEI: 9845005FC3S0VA714741 | Long             | EC               | CORP              | US        |     25284 | NS      | $1101876.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies Inc           | Napco Security Technologies Inc           | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |     12203 | NS      | $480676.17    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp               | National Bank Holdings Corp               | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15418 | NS      | $603768.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Beverage Corp                    | National Beverage Corp                    | CUSIP: 635017106<br>LEI: 549300O9MZIQJI8TGV17 | Long             | EC               | CORP              | US        |      7858 | NS      | $264421.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                  | National HealthCare Corp                  | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |      4247 | NS      | $678245.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| National Presto Industries Inc            | National Presto Industries Inc            | CUSIP: 637215104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1820 | NS      | $249449.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc              | National Vision Holdings Inc              | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |     27139 | NS      | $702900.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                              | Navient Corp                              | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     22359 | NS      | $182896.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                               | Neogen Corp                               | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     74425 | NS      | $691408.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                           | NeoGenomics Inc                           | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44274 | NS      | $328513.08    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                      | NetScout Systems Inc                      | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     23468 | NS      | $746047.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc                | Atlas Energy Solutions Inc                | CUSIP: 642045108<br>LEI: 254900IYAISQ4C8AVO27 | Long             | EC               | CORP              | US        |     26411 | NS      | $346512.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                        | Rithm Capital Corp                        | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |    190205 | NS      | $1803143.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Adamas Trust Inc                          | Adamas Trust Inc                          | CUSIP: 649604840<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EC               |  | US        |     28907 | NS      | $212755.52    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands Inc                         | Newell Brands Inc                         | CUSIP: 651229106<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | EC               | CORP              | US        |    143212 | NS      | $491217.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc            | NexPoint Residential Trust Inc            | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |      7505 | NS      | $187625.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas Inc                    | Northern Oil & Gas Inc                    | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     35676 | NS      | $1042809.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                  | Northwest Bancshares Inc                  | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49905 | NS      | $633294.45    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co              | Northwest Natural Holding Co              | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     14198 | NS      | $755617.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                  | DNOW Inc                                  | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     63519 | NS      | $756511.29    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                             | O-I Glass Inc                             | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     52140 | NS      | $547991.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                               | OFG Bancorp                               | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     14801 | NS      | $598848.46    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                           | OSI Systems Inc                           | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      5298 | NS      | $1406671.98   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc             | Oceaneering International Inc             | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     33973 | NS      | $1205022.31   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                              | Omnicell Inc                              | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     15355 | NS      | $512549.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIAB INC                                | OMNIAB INC                                | CUSIP: 68218J202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2585 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OMNIAB INC                                | OMNIAB INC                                | CUSIP: 68218J301<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2585 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Organon & Co                              | Organon & Co                              | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     88956 | NS      | $532846.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                           | Otter Tail Corp                           | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14337 | NS      | $1258358.49   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                        | Outfront Media Inc                        | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |     49782 | NS      | $1319223.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                     | Oxford Industries Inc                     | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      4835 | NS      | $186195.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                         | PC Connection Inc                         | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      3847 | NS      | $224895.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PDF Solutions Inc                         | PDF Solutions Inc                         | CUSIP: 693282105<br>LEI: 549300GMSP6MROFBI160 | Long             | EC               | CORP              | US        |     10893 | NS      | $356310.03    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc                          | PJT Partners Inc                          | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      8317 | NS      | $1162051.24   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                             | PRA Group Inc                             | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     13449 | NS      | $235357.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                      | PTC Therapeutics Inc                      | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     27469 | NS      | $1871462.97   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                    | Pacira BioSciences Inc                    | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14064 | NS      | $317846.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                      | Palomar Holdings Inc                      | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      9066 | NS      | $1083387.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc             | Papa John's International Inc             | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     11218 | NS      | $363575.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                  | Par Pacific Holdings Inc                  | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     17207 | NS      | $1077846.48   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Park National Corp                        | Park National Corp                        | CUSIP: 700658107<br>LEI: 984500Q3E941TDF87712 | Long             | EC               | CORP              | US        |      5503 | NS      | $899465.35    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                    | Patrick Industries Inc                    | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     11387 | NS      | $1264754.09   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                  | Patterson-UTI Energy Inc                  | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    118184 | NS      | $1279932.72   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycom Software Inc                       | Paycom Software Inc                       | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |     16715 | NS      | $2031541.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                       | Payoneer Global Inc                       | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |     98766 | NS      | $477039.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                       | Peabody Energy Corp                       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     41605 | NS      | $1370884.75   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                   | Pebblebrook Hotel Trust                   | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               |  | US        |     38867 | NS      | $490890.21    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                     | Penguin Solutions Inc                     | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |     16370 | NS      | $288112.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc                    | Penn Entertainment Inc                    | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43569 | NS      | $654842.07    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust        | PennyMac Mortgage Investment Trust        | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |     29618 | NS      | $345345.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                   | Perdoceo Education Corp                   | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     20678 | NS      | $769428.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                 | Phibro Animal Health Corp                 | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      7076 | NS      | $391373.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips Edison & Co Inc                  | Phillips Edison & Co Inc                  | CUSIP: 71844V201<br>LEI: 549300JPN4YHYPXTJQ85 | Long             | EC               |  | US        |     42972 | NS      | $1608012.24   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                                | Phinia Inc                                | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     12965 | NS      | $887324.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                            | Photronics Inc                            | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     20209 | NS      | $816645.69    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos                         | Piper Sandler Cos                         | CUSIP: 724078209<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |     23052 | NS      | $1764630.60   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                          | Pitney Bowes Inc                          | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |     50665 | NS      | $559848.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                               | Plexus Corp                               | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |      9149 | NS      | $1853038.46   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                     | Powell Industries Inc                     | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      3240 | NS      | $1753099.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                    | Power Integrations Inc                    | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     18990 | NS      | $972288.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA             | Preferred Bank/Los Angeles CA             | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      3855 | NS      | $349609.95    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc          | Prestige Consumer Healthcare Inc          | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16192 | NS      | $959699.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                            | PriceSmart Inc                            | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      8637 | NS      | $1299868.50   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                    | Primoris Services Corp                    | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     18458 | NS      | $2640232.32   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                         | ProAssurance Corp                         | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     17700 | NS      | $437544.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                   | Privia Health Group Inc                   | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39542 | NS      | $813378.94    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                         | PROG Holdings Inc                         | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     13616 | NS      | $390643.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                    | Progress Software Corp                    | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     14407 | NS      | $369539.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny Inc                               | Progyny Inc                               | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27428 | NS      | $465727.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc              | Protagonist Therapeutics Inc              | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20105 | NS      | $2119067.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                            | Proto Labs Inc                            | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |      8102 | NS      | $461976.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc          | Provident Financial Services Inc          | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     44690 | NS      | $945640.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                      | Quaker Chemical Corp                      | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |      4688 | NS      | $582390.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo Inc                                 | Qorvo Inc                                 | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     28820 | NS      | $2230668.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                           | Q2 Holdings Inc                           | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |     21348 | NS      | $1009760.40   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp             | Quanex Building Products Corp             | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     15740 | NS      | $282847.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                            | QuinStreet Inc                            | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     19287 | NS      | $231636.87    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                   | RPC Inc                                   | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30343 | NS      | $214828.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO Inc                                   | RXO Inc                                   | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     56175 | NS      | $821278.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                          | Radian Group Inc                          | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     46356 | NS      | $1533456.48   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                                | RadNet Inc                                | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |     23832 | NS      | $1331970.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralliant Corp                             | Ralliant Corp                             | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |     38596 | NS      | $1605207.64   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc                      | Red Rock Resorts Inc                      | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16607 | NS      | $886149.52    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc                         | Redwood Trust Inc                         | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               |  | US        |     42560 | NS      | $238761.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                             | Renasant Corp                             | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |     32374 | NS      | $1169672.62   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                         | Upbound Group Inc                         | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |     17630 | NS      | $318221.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                  | Resideo Technologies Inc                  | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     47127 | NS      | $1588651.17   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| REX American Resources Corp               | REX American Resources Corp               | CUSIP: 761624105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9695 | NS      | $441801.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Reynolds Consumer Products Inc            | Reynolds Consumer Products Inc            | CUSIP: 76171L106<br>LEI: 894500ZQLNYY77S80A06 | Long             | EC               | CORP              | US        |     18712 | NS      | $396320.16    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                           | RingCentral Inc                           | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     25939 | NS      | $964671.41    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half Inc                           | Robert Half Inc                           | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Long             | EC               | CORP              | US        |     34004 | NS      | $863701.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                               | Rogers Corp                               | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      5679 | NS      | $609527.07    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                      | Rush Enterprises Inc                      | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     20750 | NS      | $1371782.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc          | Ryman Hospitality Properties Inc          | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |     21557 | NS      | $1989064.39   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                           | S&T Bancorp Inc                           | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12802 | NS      | $535507.66    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                               | H2O America                               | CUSIP: 784305104<br>LEI: 9845001B7F4E4U1CHD46 | Long             | EC               | CORP              | US        |     12779 | NS      | $749743.93    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc                                | Sezzle Inc                                | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |      5820 | NS      | $368347.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                      | SL Green Realty Corp                      | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               |  | US        |     24349 | NS      | $899452.06    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                              | SM Energy Co                              | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     77310 | NS      | $2410525.80   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                          | SPS Commerce Inc                          | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     12900 | NS      | $718143.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                                | Sabre Corp                                | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    136309 | NS      | $197648.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                              | Safehold Inc                              | CUSIP: 78646V107<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | EC               |  | US        |     15525 | NS      | $210053.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                | Safety Insurance Group Inc                | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      5122 | NS      | $372062.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                             | St Joe Co/The                             | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |     13632 | NS      | $856089.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                 | Sally Beauty Holdings Inc                 | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     33196 | NS      | $459764.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc               | John B Sanfilippo & Son Inc               | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      3088 | NS      | $244971.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                              | Sanmina Corp                              | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     18683 | NS      | $2422064.12   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                  | Sarepta Therapeutics Inc                  | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     35851 | NS      | $780117.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                          | Saul Centers Inc                          | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |      4291 | NS      | $139800.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                            | ScanSource Inc                            | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |      6766 | NS      | $245605.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                    | Schneider National Inc                    | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     17051 | NS      | $449464.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                           | Scholastic Corp                           | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7770 | NS      | $303496.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Schrodinger Inc/United States             | Schrodinger Inc/United States             | CUSIP: 80810D103<br>LEI: 984500044BAE4791E559 | Long             | EC               | CORP              | US        |     18924 | NS      | $214976.64    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida          | Seacoast Banking Corp of Florida          | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     33128 | NS      | $1003447.12   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                           | Sealed Air Corp                           | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     50386 | NS      | $2118731.30   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks & Resorts Inc                | United Parks & Resorts Inc                | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      9268 | NS      | $302692.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp              | Select Medical Holdings Corp              | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37702 | NS      | $614165.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                              | Semtech Corp                              | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     31661 | NS      | $2434414.29   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                | Sensient Technologies Corp                | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |     14536 | NS      | $1256491.84   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc                | ServisFirst Bancshares Inc                | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17194 | NS      | $1252239.02   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Shake Shack Inc                           | Shake Shack Inc                           | CUSIP: 819047101<br>LEI: 529900J74GJAHYP80N79 | Long             | EC               | CORP              | US        |     13771 | NS      | $1218320.37   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co          | Shenandoah Telecommunications Co          | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     15683 | NS      | $241831.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                          | Shutterstock Inc                          | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      8304 | NS      | $137929.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp               | Simmons First National Corp               | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |     49546 | NS      | $963669.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The                  | Simply Good Foods Co/The                  | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29133 | NS      | $418058.55    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Six Flags Entertainment Corp              | Six Flags Entertainment Corp              | CUSIP: 83001C108<br>LEI: 529900AS2CYWYFHRS781 | Long             | EC               | CORP              | US        |     34714 | NS      | $616173.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Champion Homes Inc                        | Champion Homes Inc                        | CUSIP: 830830105<br>LEI: 2549008RYT2Y0VBZTC29 | Long             | EC               | CORP              | US        |     18920 | NS      | $1407080.40   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                               | SkyWest Inc                               | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     13722 | NS      | $1260091.26   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarEdge Technologies Inc                | SolarEdge Technologies Inc                | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Long             | EC               | CORP              | US        |     20460 | NS      | $1044483.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                      | Sonic Automotive Inc                      | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |      5072 | NS      | $347787.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                                 | Sonos Inc                                 | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     41291 | NS      | $553299.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                  | Southside Bancshares Inc                  | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      9565 | NS      | $297375.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                              | Sprinklr Inc                              | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |     41791 | NS      | $250746.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co                         | STAAR Surgical Co                         | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     17018 | NS      | $318236.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc               | Standard Motor Products Inc               | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      7193 | NS      | $249884.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                | Standex International Corp                | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      4146 | NS      | $1056649.56   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                 | Stepan Co                                 | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |      7356 | NS      | $367652.88    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                       | Stellar Bancorp Inc                       | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |     15630 | NS      | $572214.30    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                       | StepStone Group Inc                       | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25143 | NS      | $1199823.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp         | Stewart Information Services Corp         | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     10343 | NS      | $636921.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                          | StoneX Group Inc                          | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     23964 | NS      | $1932696.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                   | Strategic Education Inc                   | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |      7949 | NS      | $659449.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                | Stride Inc                                | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |     14377 | NS      | $1267620.09   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc         | Sun Country Airlines Holdings Inc         | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     18353 | NS      | $303191.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc                                | Sunrun Inc                                | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Long             | EC               | CORP              | US        |     79395 | NS      | $1076596.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc              | Sunstone Hotel Investors Inc              | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |     64910 | NS      | $584839.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc              | Supernus Pharmaceuticals Inc              | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     19619 | NS      | $1014106.11   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                              | Sylvamo Corp                              | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     11326 | NS      | $478410.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                      | Tri Pointe Homes Inc                      | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28902 | NS      | $1350590.46   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                          | Talos Energy Inc                          | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     43039 | NS      | $678294.64    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                  | Tandem Diabetes Care Inc                  | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |     23197 | NS      | $444686.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                | Tanger Inc                                | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |     39296 | NS      | $1335278.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                              | Teleflex Inc                              | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     15121 | NS      | $1808622.81   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc            | Telephone and Data Systems Inc            | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |     33622 | NS      | $1415486.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                | Tennant Co                                | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      6180 | NS      | $410352.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                             | Teradata Corp                             | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |     31886 | NS      | $817238.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                       | Terreno Realty Corp                       | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |     35642 | NS      | $2189131.64   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc                       | TG Therapeutics Inc                       | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |     46516 | NS      | $1545261.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                             | Tidewater Inc                             | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     15771 | NS      | $1317667.05   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc                              | Metallus Inc                              | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     12133 | NS      | $198253.22    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                   | Titan International Inc                   | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     16474 | NS      | $113835.34    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                   | Tompkins Financial Corp                   | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      4302 | NS      | $339169.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc               | Tootsie Roll Industries Inc               | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      6965 | NS      | $297538.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                     | TransMedics Group Inc                     | CUSIP: 89377M109<br>LEI: 549300060GVOSMWARH50 | Long             | EC               | CORP              | US        |     11692 | NS      | $1162301.72   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                    | Trinity Industries Inc                    | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     27436 | NS      | $882890.48    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                     | Triumph Financial Inc                     | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      7734 | NS      | $461410.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TripAdvisor Inc                           | TripAdvisor Inc                           | CUSIP: 896945201<br>LEI: 549300XVG45PT5BART17 | Long             | EC               | CORP              | US        |     39165 | NS      | $417498.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Trupanion Inc                             | Trupanion Inc                             | CUSIP: 898202106<br>LEI: 549300J86GFKIDGMQP18 | Long             | EC               | CORP              | US        |     11492 | NS      | $294310.12    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                      | TrustCo Bank Corp NY                      | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6171 | NS      | $270166.38    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                            | Trustmark Corp                            | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     20063 | NS      | $845454.82    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp               | Two Harbors Investment Corp               | CUSIP: 90187B804<br>LEI: 549300ZUIBT6KH4HU823 | Long             | EC               |  | US        |     35693 | NS      | $407614.06    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Technologies Inc                      | UFP Technologies Inc                      | CUSIP: 902673102<br>LEI: 549300RJ8LY41HS70C91 | Long             | EC               | CORP              | US        |      2639 | NS      | $510910.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| US Physical Therapy Inc                   | US Physical Therapy Inc                   | CUSIP: 90337L108<br>LEI: 529900KL1UXQYFIOMY96 | Long             | EC               | CORP              | US        |      5201 | NS      | $389866.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                  | Ultra Clean Holdings Inc                  | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     15529 | NS      | $965593.22    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                          | Under Armour Inc                          | CUSIP: 904311107<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     64435 | NS      | $380810.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                          | Under Armour Inc                          | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |     41100 | NS      | $237969.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                          | UniFirst Corp/MA                          | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      4968 | NS      | $1249899.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA             | United Community Banks Inc/GA             | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |     41071 | NS      | $1293325.79   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                     | United Fire Group Inc                     | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7508 | NS      | $278246.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                  | United Natural Foods Inc                  | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     20847 | NS      | $939365.82    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                    | U.S. Treasury Bills                       | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    296000 | PA      | $294921.82    | 0.06%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc                           | Uniti Group Inc                           | CUSIP: 912932100<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     61321 | NS      | $575190.98    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                               | Unitil Corp                               | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6054 | NS      | $316260.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                         | Universal Corp/VA                         | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      8528 | NS      | $449425.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Realty Income Trust      | Universal Health Realty Income Trust      | CUSIP: 91359E105<br>LEI: 549300L4MWZL4IH6H172 | Long             | EC               |  | US        |      4391 | NS      | $177703.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                | Upwork Inc                                | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     44702 | NS      | $489933.92    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                      | Urban Outfitters Inc                      | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     18409 | NS      | $1166210.15   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                     | Urban Edge Properties                     | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |     43111 | NS      | $861357.78    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                  | VSE Corp                                  | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |      9852 | NS      | $1816708.80   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                     | Veeco Instruments Inc                     | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |     20630 | NS      | $698531.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                              | Veracyte Inc                              | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     27047 | NS      | $871183.87    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                              | Vericel Corp                              | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |     17303 | NS      | $556637.51    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Verra Mobility Corp                       | Verra Mobility Corp                       | CUSIP: 92511U102<br>LEI: 549300XX5EKGLR0M4152 | Long             | EC               | CORP              | US        |     54589 | NS      | $780076.81    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group Inc                   | Versant Media Group Inc                   | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |     49736 | NS      | $1841226.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Pursuit Attractions and Hospitality Inc   | Pursuit Attractions and Hospitality Inc   | CUSIP: 92552R406<br>LEI: 549300PXU4ZW7LPO5Y40 | Long             | EC               | CORP              | US        |      7387 | NS      | $270585.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                | Viasat Inc                                | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     46473 | NS      | $2128463.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                       | Viavi Solutions Inc                       | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     79167 | NS      | $2634677.76   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                    | Victoria's Secret & Co                    | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     27464 | NS      | $1273231.04   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc              | Victory Capital Holdings Inc              | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     16242 | NS      | $1063526.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                     | Vir Biotechnology Inc                     | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38617 | NS      | $346008.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                       | Virtu Financial Inc                       | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     27308 | NS      | $1201005.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc            | Virtus Investment Partners Inc            | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      2162 | NS      | $290464.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                | Vishay Intertechnology Inc                | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     42256 | NS      | $760608.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vita Coco Co Inc/The                      | Vita Coco Co Inc/The                      | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |     14970 | NS      | $717212.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                           | Vital Farms Inc                           | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |     12858 | NS      | $181554.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                                  | WD-40 Co                                  | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      4614 | NS      | $940979.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                       | WSFS Financial Corp                       | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |     18276 | NS      | $1196346.96   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                       | Walker & Dunlop Inc                       | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11656 | NS      | $517293.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                      | Warrior Met Coal Inc                      | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     17986 | NS      | $1675395.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                  | WaFd Inc                                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25961 | NS      | $815175.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp                      | Waystar Holding Corp                      | CUSIP: 946784105<br>LEI: 529900QJLKXDYU36MH89 | Long             | EC               | CORP              | US        |     39264 | NS      | $946655.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                            | Wendy's Co/The                            | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |     54085 | NS      | $375890.75    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                    | Werner Enterprises Inc                    | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     20434 | NS      | $600963.94    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                       | Westamerica BanCorp                       | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |      8427 | NS      | $439468.05    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Union Co/The                      | Western Union Co/The                      | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |    108751 | NS      | $949396.23    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                           | Whitestone REIT                           | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |     15456 | NS      | $249614.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                     | John Wiley & Sons Inc                     | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |     13783 | NS      | $525132.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Holdings Corp                    | WillScot Holdings Corp                    | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     62252 | NS      | $1080694.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp                              | Winmark Corp                              | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1009 | NS      | $431397.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc                  | Winnebago Industries Inc                  | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      9594 | NS      | $297318.06    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                            | WisdomTree Inc                            | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |     39312 | NS      | $572382.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                  | Wolverine World Wide Inc                  | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |     28049 | NS      | $457759.68    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                     | World Acceptance Corp                     | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       996 | NS      | $134499.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                         | World Kinect Corp                         | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     19126 | NS      | $441236.82    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Enterprises Inc               | Worthington Enterprises Inc               | CUSIP: 981811102<br>LEI: 1WRCIANKYOIK6KYE5E82 | Long             | EC               | CORP              | US        |     10642 | NS      | $554873.88    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc                     | Worthington Steel Inc                     | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |     11057 | NS      | $335579.95    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL Inc                                  | XPEL Inc                                  | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      8611 | NS      | $381122.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Xenia Hotels & Resorts Inc                | Xenia Hotels & Resorts Inc                | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               |  | US        |     32405 | NS      | $480566.15    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                | Xencor Inc                                | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     24549 | NS      | $296060.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                  | Yelp Inc                                  | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     19985 | NS      | $494428.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                 | ZoomInfo Technologies Inc                 | CUSIP: 98980F104<br>LEI: 2549008GSAHW4UWFEM58 | Long             | EC               | CORP              | US        |     91903 | NS      | $549579.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp           | Zurn Elkay Water Solutions Corp           | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     50691 | NS      | $2272984.44   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange               | E-MINI RUSS 2000 JUN26                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        11 | NC      | $-2491.94     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange               | S+P MID 400 EMINI JUN26                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         6 | NC      | $16807.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                | Adient PLC                                | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |     26791 | NS      | $541446.11    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                              | Alkermes PLC                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     56497 | NS      | $1997733.92   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                      | Assured Guaranty Ltd                      | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     14825 | NS      | $1207941.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield Ltd                   | Cushman & Wakefield Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     79248 | NS      | $971580.48    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc               | Fresh Del Monte Produce Inc               | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |     11273 | NS      | $453850.98    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                 | Gates Industrial Corp PLC                 | CUSIP: 000000000<br>LEI: 549300S6K4FWUSB9KM27 | Long             | EC               | CORP              | GB        |     86855 | NS      | $1963791.55   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                        | Ichor Holdings Ltd                        | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |     11752 | NS      | $547760.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd           | Alpha & Omega Semiconductor Ltd           | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |      8451 | NS      | $187274.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                            | Noble Corp PLC                            | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |     43029 | NS      | $2111433.03   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                       | Signet Jewelers Ltd                       | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |     13920 | NS      | $1178188.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                           | SiriusPoint Ltd                           | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     35574 | NS      | $766263.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                            | Perrigo Co PLC                            | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     47092 | NS      | $505768.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd                  | OneSpaWorld Holdings Ltd                  | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |     34865 | NS      | $800151.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                            | Dorian LPG Ltd                            | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |     12581 | NS      | $430270.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                 | International Seaways Inc                 | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |     13859 | NS      | $1010043.92   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-27

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

**Signature:** Linda Wisniewski

**Name of Signer:** Linda Wisniewski

**Title:** Controller and Chief Accounting Officer