# EDGAR Filing Document

**Accession Number:** 0000742212
**File Stem:** 0001752724-23-042293
**Filing Date:** 2023-2
**Character Count:** 69682
**Document Hash:** 788ceaa65b91b6f6fde913162d45ee56
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-042293.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-042293

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NORTHWESTERN MUTUAL SERIES FUND INC
- **CENTRAL INDEX KEY:** 0000742212
- **IRS NUMBER:** 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:** 23672547

**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

### Small Cap Value Portfolio (Series ID: S000000049)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000000084 | Small Cap Value Portfolio |  |

## 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:** Small Cap Value Portfolio

- **b. EDGAR series identifier (if any):** S000000049

- **c. LEI of Series:** 5493006BEZYY47A02J59

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $536794524.60

**Total Liabilities:** $1171245.28

**Net Assets:** $535623279.32

**Cash Not Reported:** $17680576.23

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000084 | 10.50%               | 3.40%                | -7.03%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2737863.38              | $50601221.12                               |
| Month 2  | $5583876.13              | $13052159.75                               |
| Month 3  | $2890737.86              | $-44288029.18                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ionis Pharmaceuticals Inc                               | Ionis Pharmaceuticals Inc                               | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     56000 | NS      | $2115120.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corp                                            | Parsons Corp                                            | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Long             | EC               | CORP              | US        |     57441 | NS      | $2656646.25   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc                         | PennyMac Financial Services Inc                         | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     93908 | NS      | $5320827.28   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares Inc                           | Southern First Bancshares Inc                           | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63265 | NS      | $2894373.75   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Independence Realty Trust Inc                           | Independence Realty Trust Inc                           | CUSIP: 45378A106<br>LEI: 549300Z3L8NU44NQEB29 | Long             | EC               |  | US        |     25600 | NS      | $431616.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                               | Carpenter Technology Corp                               | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     72552 | NS      | $2680070.88   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                                    | BJ's Restaurants Inc                                    | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     72220 | NS      | $1905163.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                                            | Conduent Inc                                            | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    293600 | NS      | $1189080.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc                                 | Advantage Solutions Inc                                 | CUSIP: 00791N110<br>LEI: N/A                  | N/A              | DE               |  | US        |     19088 | NS      | $2290.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantage Solutions Inc                                 | Advantage Solutions Inc                                 | CUSIP: 00791N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    347714 | NS      | $723245.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DoubleVerify Holdings Inc                               | DoubleVerify Holdings Inc                               | CUSIP: 25862V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65100 | NS      | $1429596.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                                     | Meritage Homes Corp                                     | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     41952 | NS      | $3867974.40   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                                 | Expro Group Holdings NV                                 | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |     75500 | NS      | $1368815.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                                     | Payoneer Global Inc                                     | CUSIP: 70451X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    308900 | NS      | $1689683.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                                 | Live Oak Bancshares Inc                                 | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    132703 | NS      | $4007630.60   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                               | Pool Corp                                               | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      3409 | NS      | $1030642.97   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Bankshares Inc                                  | Eastern Bankshares Inc                                  | CUSIP: 27627N105<br>LEI: 549300J245MBQU3DO403 | Long             | EC               | CORP              | US        |    154997 | NS      | $2673698.25   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Safehold Inc                                            | Safehold Inc                                            | CUSIP: 78645L100<br>LEI: 549300MHMP6BIE0XV355 | Long             | EC               |  | US        |     83342 | NS      | $2385248.04   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                             | Workiva Inc                                             | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     16169 | NS      | $1357710.93   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                        | RBC Bearings Inc                                        | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13100 | NS      | $2742485.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                                | Children's Place Inc/The                                | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |     21600 | NS      | $786672.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Verve Therapeutics Inc                                  | Verve Therapeutics Inc                                  | CUSIP: 92539P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33100 | NS      | $640485.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust Inc                   | Essential Properties Realty Trust Inc                   | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               |  | US        |    129115 | NS      | $3030329.05   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                              | Coca-Cola Consolidated Inc                              | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      8043 | NS      | $4120911.48   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc                                     | Walker & Dunlop Inc                                     | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44363 | NS      | $3481608.24   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Warby Parker Inc                                        | Warby Parker Inc                                        | CUSIP: 93403J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112344 | NS      | $1515520.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Agiliti Inc                                             | Agiliti Inc                                             | CUSIP: 00848J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146101 | NS      | $2382907.31   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                            | Harmonic Inc                                            | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     40169 | NS      | $526213.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                             | Ryan Specialty Holdings Inc                             | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75667 | NS      | $3140937.17   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                           | MaxLinear Inc                                           | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     34676 | NS      | $1177250.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Multiplan Corp                                          | Multiplan Corp                                          | CUSIP: 62548M100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    739622 | NS      | $850565.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd                                         | Nomad Foods Ltd                                         | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |    277494 | NS      | $4783996.56   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Biosciences of California Inc                   | Pacific Biosciences of California Inc                   | CUSIP: 69404D108<br>LEI: 529900F1BWRE1M0KZN89 | Long             | EC               | CORP              | US        |     67224 | NS      | $549892.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                             | Columbia Banking System Inc                             | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    161749 | NS      | $4873497.37   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings Inc                     | Ollie's Bargain Outlet Holdings Inc                     | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      9200 | NS      | $430928.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| WSFS Financial Corp                                     | WSFS Financial Corp                                     | CUSIP: 929328102<br>LEI: 549300SU7VQHD6QRG886 | Long             | EC               | CORP              | US        |    139928 | NS      | $6344335.52   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                              | Belden Inc                                              | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     68019 | NS      | $4890566.10   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                                | Alignment Healthcare Inc                                | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    153000 | NS      | $1799280.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Tricon Residential Inc                                  | Tricon Residential Inc                                  | CUSIP: 89612W102<br>LEI: 984500EFFDE9C3A9G721 | Long             | EC               | CORP              | CA        |    322294 | NS      | $2484886.74   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp                            | Select Medical Holdings Corp                            | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    247373 | NS      | $6142271.59   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc                                        | Saul Centers Inc                                        | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               |  | US        |     93591 | NS      | $3807281.88   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                               | CubeSmart                                               | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               |  | US        |     45800 | NS      | $1843450.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                       | Herc Holdings Inc                                       | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     10000 | NS      | $1315700.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                                    | JELD-WEN Holding Inc                                    | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |     87516 | NS      | $844529.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd                          | James River Group Holdings Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    134353 | NS      | $2809321.23   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Farfetch Ltd                                            | Farfetch Ltd                                            | CUSIP: 30744W107<br>LEI: 549300QFQ74Z0F96NS78 | Long             | EC               | CORP              | KY        |    221300 | NS      | $1046749.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino Inc                                               | nCino Inc                                               | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59716 | NS      | $1578891.04   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                                     | Ascendis Pharma A/S                                     | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Long             | EC               | CORP              | DK        |     20000 | NS      | $2442600.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Papa John's International Inc                           | Papa John's International Inc                           | CUSIP: 698813102<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | EC               | CORP              | US        |     52752 | NS      | $4342017.12   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                            | Vontier Corp                                            | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    142700 | NS      | $2758391.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                             | Apellis Pharmaceuticals Inc                             | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     51847 | NS      | $2681008.37   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                                     | Dorman Products Inc                                     | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38485 | NS      | $3112281.95   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                                            | Knowles Corp                                            | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    104900 | NS      | $1722458.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp                                     | Terreno Realty Corp                                     | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               |  | US        |    100839 | NS      | $5734713.93   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                          | ChampionX Corp                                          | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |    226506 | NS      | $6566408.94   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                | Western Alliance Bancorp                                | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |    120286 | NS      | $7164234.16   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LL Flooring Holdings Inc                                | LL Flooring Holdings Inc                                | CUSIP: 55003T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    143223 | NS      | $804913.26    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group Inc/The                                     | Shyft Group Inc/The                                     | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |     55200 | NS      | $1372272.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                                      | Houlihan Lokey Inc                                      | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     57892 | NS      | $5045866.72   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                                      | Origin Bancorp Inc                                      | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     87491 | NS      | $3210919.70   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                              | Cactus Inc                                              | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |    115758 | NS      | $5817997.08   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                                       | NorthWestern Corp                                       | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     35163 | NS      | $2086572.42   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                                          | BankUnited Inc                                          | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    176494 | NS      | $5995501.18   | 1.12%             |  |  |  | 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        |     69398 | NS      | $2639205.94   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                          | Constellium SE                                          | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |    250657 | NS      | $2965272.31   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties                                    | JBG SMITH Properties                                    | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               |  | US        |    180655 | NS      | $3428831.90   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Xometry Inc                                             | Xometry Inc                                             | CUSIP: 98423F109<br>LEI: 5493006JFRGU7YRRXE44 | Long             | EC               | CORP              | US        |     19939 | NS      | $642633.97    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solution Inc                                 | Aris Water Solution Inc                                 | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136687 | NS      | $1969659.67   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                                    | Cavco Industries Inc                                    | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5681 | NS      | $1285326.25   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR Therapeutics AG                                  | CRISPR Therapeutics AG                                  | CUSIP: 000000000<br>LEI: 506700O6IRRIQLT3W370 | Long             | EC               | CORP              | CH        |     24100 | NS      | $979665.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp                         | Zurn Elkay Water Solutions Corp                         | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     79300 | NS      | $1677195.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NerdWallet Inc                                          | NerdWallet Inc                                          | CUSIP: 64082B102<br>LEI: 254900FJ2Y4SH71DJ379 | Long             | EC               | CORP              | US        |     88619 | NS      | $850742.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                              | Nkarta Inc                                              | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111412 | NS      | $667357.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Omaha Corp                                       | Boston Omaha Corp                                       | CUSIP: 101044105<br>LEI: 54930002FEWTYF4YFF19 | Long             | EC               | CORP              | US        |    104164 | NS      | $2760346.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                       | Marriott Vacations Worldwide Corp                       | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |     24495 | NS      | $3296782.05   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                               | International Seaways Inc                               | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |     25872 | NS      | $957781.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                               | Beacon Roofing Supply Inc                               | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |     75505 | NS      | $3985908.95   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Mortgage Investment Trust                      | PennyMac Mortgage Investment Trust                      | CUSIP: 70931T103<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | EC               |  | US        |    209976 | NS      | $2601602.64   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                                       | FB Financial Corp                                       | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |    135418 | NS      | $4894006.52   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                                          | Stericycle Inc                                          | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |     25608 | NS      | $1277583.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                                       | Post Holdings Inc                                       | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |     31499 | NS      | $2843099.74   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Elme Communities                                        | Elme Communities                                        | CUSIP: 939653101<br>LEI: 549300DI34BGS8LVKW95 | Long             | EC               |  | US        |    159282 | NS      | $2835219.60   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                                   | ESCO Technologies Inc                                   | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     46614 | NS      | $4080589.56   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennant Group Inc/The                                   | Pennant Group Inc/The                                   | CUSIP: 70805E109<br>LEI: 5493007H2OYR6BYLDA64 | Long             | EC               | CORP              | US        |     83004 | NS      | $911383.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies Inc                                    | SPX Technologies Inc                                    | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |     64015 | NS      | $4202584.75   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                                          | MSA Safety Inc                                          | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     17080 | NS      | $2462765.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                                  | Home BancShares Inc/AR                                  | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    286116 | NS      | $6520583.64   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                             | Popular Inc                                             | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |     67696 | NS      | $4489598.72   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                           | Academy Sports & Outdoors Inc                           | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22600 | NS      | $1187404.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HarborOne Bancorp Inc                                   | HarborOne Bancorp Inc                                   | CUSIP: 41165Y100<br>LEI: 549300CNOEY2QUB7F917 | Long             | EC               | CORP              | US        |    226742 | NS      | $3151713.80   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                                    | Veritex Holdings Inc                                    | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     53497 | NS      | $1502195.76   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                                | Towne Bank/Portsmouth VA                                | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |    158718 | NS      | $4894863.12   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc                               | Opendoor Technologies Inc                               | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |    355500 | NS      | $412380.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Karuna Therapeutics Inc                                 | Karuna Therapeutics Inc                                 | CUSIP: 48576A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14305 | NS      | $2810932.50   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                                            | Entegris Inc                                            | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |     18949 | NS      | $1242864.91   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group Inc                                           | BRP Group Inc                                           | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    173181 | NS      | $4353770.34   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                          | Green Dot Corp                                          | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    124055 | NS      | $1962550.10   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MGE Energy Inc                                          | MGE Energy Inc                                          | CUSIP: 55277P104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102821 | NS      | $7238598.40   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                            | Phreesia Inc                                            | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |    107008 | NS      | $3462778.88   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                                        | Radian Group Inc                                        | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    219634 | NS      | $4188420.38   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                                    | Ensign Group Inc/The                                    | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     39597 | NS      | $3746272.17   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners Inc                         | Pinnacle Financial Partners Inc                         | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |    106008 | NS      | $7780987.20   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                                          | Littelfuse Inc                                          | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     25280 | NS      | $5566656.00   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp                                | Blueprint Medicines Corp                                | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |     35450 | NS      | $1553064.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                                       | Triumph Group Inc                                       | CUSIP: 896818119<br>LEI: 5493007L6S47Q14SL582 | N/A              | DE               |  | US        |     97869 | NS      | $65572.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                                         | MacroGenics Inc                                         | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |    124000 | NS      | $832040.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kymera Therapeutics Inc                                 | Kymera Therapeutics Inc                                 | CUSIP: 501575104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53338 | NS      | $1331316.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerflex Ltd                                            | Enerflex Ltd                                            | CUSIP: 29269R105<br>LEI: 54930014N7872VUS3F89 | Long             | EC               | CORP              | CA        |    383300 | NS      | $2422456.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings Inc                                  | eXp World Holdings Inc                                  | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |     38100 | NS      | $422148.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                                     | PotlatchDeltic Corp                                     | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               |  | US        |     88001 | NS      | $3871163.99   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                                 | Helios Technologies Inc                                 | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |     71490 | NS      | $3891915.60   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax Inc                                            | Icosavax Inc                                            | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94853 | NS      | $753132.82    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                                             | Hibbett Inc                                             | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |     26354 | NS      | $1797869.88   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                              | Apple Hospitality REIT Inc                              | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |    326381 | NS      | $5150292.18   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                             | ONE Gas Inc                                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     35300 | NS      | $2672916.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                                   | Clearwater Paper Corp                                   | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     74843 | NS      | $2829813.83   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                                      | UFP Industries Inc                                      | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |    104142 | NS      | $8253253.50   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                             | National Bank Holdings Corp                             | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    137517 | NS      | $5785340.19   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                          | LCI Industries                                          | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     24793 | NS      | $2292112.85   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                               | Esab Corp                                               | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     47983 | NS      | $2251362.36   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                                     | Landstar System Inc                                     | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     28548 | NS      | $4650469.20   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                                    | Palomar Holdings Inc                                    | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     43213 | NS      | $1951499.08   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                          | California Water Service Group                          | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     74536 | NS      | $4519863.04   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                                  | Option Care Health Inc                                  | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     67550 | NS      | $2032579.50   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                                            | Embecta Corp                                            | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     81110 | NS      | $2051271.90   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                 | Magnolia Oil & Gas Corp                                 | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    301762 | NS      | $7076318.90   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                                         | Alamo Group Inc                                         | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |     16735 | NS      | $2369676.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| St Joe Co/The                                           | St Joe Co/The                                           | CUSIP: 790148100<br>LEI: 529900XVHOT3BF8PWG49 | Long             | EC               | CORP              | US        |    124452 | NS      | $4810069.80   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                              | Insmed Inc                                              | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |    132492 | NS      | $2647190.16   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Engineered Carbons SA                             | Orion Engineered Carbons SA                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |    127817 | NS      | $2276420.77   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                     | Allegiant Travel Co                                     | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     30590 | NS      | $2079814.10   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PRA Group Inc                                           | PRA Group Inc                                           | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     46338 | NS      | $1565297.64   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Figs Inc                                                | Figs Inc                                                | CUSIP: 30260D103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    215687 | NS      | $1451573.51   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                            | Texas Capital Bancshares Inc                            | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     72500 | NS      | $4372475.00   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                       | PROG Holdings Inc                                       | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     83717 | NS      | $1413980.13   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                             | Arvinas Inc                                             | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30846 | NS      | $1055241.66   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                                             | IDACORP Inc                                             | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     83508 | NS      | $9006337.80   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc                                | CIRCOR International Inc                                | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |     98820 | NS      | $2367727.20   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                                    | Quaker Chemical Corp                                    | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     21312 | NS      | $3556972.80   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc                          | Virtus Investment Partners Inc                          | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |     19554 | NS      | $3743417.76   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Hercules Capital Inc                                    | Hercules Capital Inc                                    | CUSIP: 427096508<br>LEI: 549300UJ5OC256GR2B73 | Long             | EC               | CORP              | US        |    114848 | NS      | $1518290.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital Inc | Hannon Armstrong Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               |  | US        |    142682 | NS      | $4134924.36   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                  | Webster Financial Corp                                  | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     59356 | NS      | $2809913.04   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                               | Chesapeake Utilities Corp                               | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |     25840 | NS      | $3053771.20   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc                               | CrossFirst Bankshares Inc                               | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    153254 | NS      | $1901882.14   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                            | Cadence Bank                                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     45100 | NS      | $1112166.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                                 | Peloton Interactive Inc                                 | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |     70600 | NS      | $560564.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                    | Matador Resources Co                                    | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |    159981 | NS      | $9157312.44   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Petco Health & Wellness Co Inc                          | Petco Health & Wellness Co Inc                          | CUSIP: 71601V105<br>LEI: 2549007TYGV6RVSE9M61 | Long             | EC               | CORP              | US        |    129983 | NS      | $1232238.84   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust Inc                          | NexPoint Residential Trust Inc                          | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               |  | US        |     13400 | NS      | $583168.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corp                                             | Atrion Corp                                             | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4980 | NS      | $2786061.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                   | Lantheus Holdings Inc                                   | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     23900 | NS      | $1217944.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                                | EastGroup Properties Inc                                | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |     28397 | NS      | $4204459.82   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                                 | Strategic Education Inc                                 | CUSIP: 86272C103<br>LEI: 0PYXF82EO1UCNGL5I740 | Long             | EC               | CORP              | US        |     81038 | NS      | $6346896.16   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                                        | UniFirst Corp/MA                                        | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |      4971 | NS      | $959353.29    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Syndax Pharmaceuticals Inc                              | Syndax Pharmaceuticals Inc                              | CUSIP: 87164F105<br>LEI: 529900OF94TRHKZVBS87 | Long             | EC               | CORP              | US        |     55700 | NS      | $1417565.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                                    | Univar Solutions Inc                                    | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |    131645 | NS      | $4186311.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                              | Brady Corp                                              | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     72374 | NS      | $3408815.40   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerpac Tool Group Corp                                 | Enerpac Tool Group Corp                                 | CUSIP: 292765104<br>LEI: IZW37BPZKUJE1QXGB081 | Long             | EC               | CORP              | US        |     39030 | NS      | $993313.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc                                     | Glacier Bancorp Inc                                     | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     75610 | NS      | $3736646.20   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                                            | Visteon Corp                                            | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     22367 | NS      | $2926274.61   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                                        | QuidelOrtho Corp                                        | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     44770 | NS      | $3835445.90   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                                       | Triumph Group Inc                                       | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |    326230 | NS      | $3431939.60   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                                      | Liberty Energy Inc                                      | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    238492 | NS      | $3818256.92   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                           | Shoals Technologies Group Inc                           | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24056 | NS      | $593461.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp                                       | FirstService Corp                                       | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |     22100 | NS      | $2708355.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                                  | Valmont Industries Inc                                  | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |      9702 | NS      | $3208160.34   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                                        | McGrath RentCorp                                        | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |     38147 | NS      | $3766634.78   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                                       | Steven Madden Ltd                                       | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |    114849 | NS      | $3670574.04   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group Inc                                     | StepStone Group Inc                                     | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94250 | NS      | $2373215.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                              | Lattice Semiconductor Corp                              | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     30400 | NS      | $1972352.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp                                   | Independent Bank Corp                                   | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |     53298 | NS      | $4499950.14   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc                                          | Paycor HCM Inc                                          | CUSIP: 70435P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108924 | NS      | $2665370.28   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                                    | Myers Industries Inc                                    | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |    127691 | NS      | $2838570.93   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                                       | ProAssurance Corp                                       | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     67168 | NS      | $1173424.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                            | Reliance Steel & Aluminum Co                            | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     19532 | NS      | $3954058.08   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc                              | Floor & Decor Holdings Inc                              | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |      4500 | NS      | $313335.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FTI Consulting Inc                                      | FTI Consulting Inc                                      | CUSIP: 302941109<br>LEI: 549300K17GM8EQD0FQ48 | Long             | EC               | CORP              | US        |     12157 | NS      | $1930531.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Monro Inc                                               | Monro Inc                                               | CUSIP: 610236101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56218 | NS      | $2541053.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                                              | Xencor Inc                                              | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |     81696 | NS      | $2127363.84   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                                     | Onto Innovation Inc                                     | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     23793 | NS      | $1620065.37   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                                   | Element Solutions Inc                                   | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |    192057 | NS      | $3493516.83   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Brands Inc                                     | BellRing Brands Inc                                     | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |     22414 | NS      | $574694.96    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc                            | Zentalis Pharmaceuticals Inc                            | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46309 | NS      | $932663.26    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-25

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

**Signature:** Phillip Rinzel

**Name of Signer:** Phillip Rinzel

**Title:** Controller and Chief Accounting Officer