# EDGAR Filing Document

**Accession Number:** 0000353905
**File Stem:** 0002071691-26-009822
**Filing Date:** 2026-5
**Character Count:** 124194
**Document Hash:** 9bfa5257862d71e4e4cbad4633445b0c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-009822.hdr.sgml**: 20260518

**ACCESSION NUMBER**: 0002071691-26-009822

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260518

**DATE AS OF CHANGE**: 20260518

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NATIONWIDE VARIABLE INSURANCE TRUST
- **CENTRAL INDEX KEY:** 0000353905

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03213
- **FILM NUMBER:** 26993282

**BUSINESS ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 5-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215
- **BUSINESS PHONE:** 614-435-5749

**MAIL ADDRESS:**
- **STREET 1:** ONE NATIONWIDE PLAZA
- **STREET 2:** MAIL CODE 5-02-210
- **CITY:** COLUMBUS
- **STATE:** OH
- **ZIP:** 43215

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GARTMORE VARIABLE INSURANCE TRUST
- **DATE OF NAME CHANGE:** 20020125

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE SEPARATE ACCOUNT TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NATIONWIDE SEPARATE ACCOUNT MONEY MARKET TRUST
- **DATE OF NAME CHANGE:** 19860226

## Series and Classes Contracts Data

### NVIT Small Cap Value Fund (Series ID: S000005418)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000014739 | Class I      |  |
| C000014740 | Class II     |  |
| C000014742 | Class IV     |  |

## Nport-Ex

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## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Nationwide Variable Insurance Trust

- **b. Investment Company Act file number:** 811-03213

- **c. CIK number of Registrant:** 0000353905

- **d. LEI of Registrant:** 549300WLMVM3JP578846

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

  - **Street Address 1:** One Nationwide Plaza

  - **City:** Columbus

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 43215

  - **Telephone number:** 614-435-3820

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

- **a. Name of Series:** NVIT Small Cap Value Fund

- **b. EDGAR series identifier (if any):** S000005418

- **c. LEI of Series:** 549300GHI4YV2T0P8Q02

**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:** $200262459.90

**Total Liabilities:** $10006330.52

**Net Assets:** $190256129.38

**Cash Not Reported:** $1984765.88

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014739 | 3.45%                | 2.50%                | -5.69%               |
| Class ID C000014740 | 3.48%                | 2.58%                | -5.80%               |
| Class ID C000014742 | 3.56%                | 2.50%                | -5.69%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1309994.61              | $5506458.07                                |
| Month 2  | $12247773.37             | $-7118014.06                               |
| Month 3  | $-157550.22              | $-11661180.82                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Green Plains, Inc.                       | Green Plains, Inc.                                | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |    113905 | NS      | $1873737.25   | 0.98%             |  |  |  | No            |                  1 | On Loan: —       |
| Third Coast Bancshares, Inc.             | Third Coast Bancshares, Inc.                      | CUSIP: 88422P109<br>LEI: 254900LW0YOTBYSQCK19 | Long             | EC               | CORP              | US        |     10520 | NS      | $397971.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Werner Enterprises, Inc.                 | Werner Enterprises, Inc.                          | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     69114 | NS      | $2032642.74   | 1.07%             |  |  |  | No            |                  1 | On Loan: —       |
| BNP PARIBAS                              | Treasury Repurchase Agreement                     | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | RA               | CORP              | FR        |   5000000 | PA      | $5000000.00   | 2.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.          | Fidelis Insurance Holdings Ltd.                   | CUSIP: N/A<br>LEI: 549300CDMGCAGJQ7DX03       | Long             | EC               | CORP              | BM        |     88970 | NS      | $1700216.70   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Match Group, Inc.                        | Match Group, Inc.                                 | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |     12369 | NS      | $379851.99    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos, Inc.                              | Sonos, Inc.                                       | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     73160 | NS      | $980344.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Biote Corp.                              | Biote Corp., Class A                              | CUSIP: 090683103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       851 | NS      | $1148.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Holley, Inc.                             | Holley, Inc.                                      | CUSIP: 43538H103<br>LEI: 254900EEM9JI9G1A4D88 | Long             | EC               | CORP              | US        |      8894 | NS      | $27304.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International, Inc.                  | ATN International, Inc.                           | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      1359 | NS      | $36991.98     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight, Inc.                            | RxSight, Inc.                                     | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14600 | NS      | $89936.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                         | Zions Bancorp NA                                  | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |      5043 | NS      | $290577.66    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern First Bancshares, Inc.          | Southern First Bancshares, Inc.                   | CUSIP: 842873101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       627 | NS      | $34171.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings, Inc.                   | Koppers Holdings, Inc.                            | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       982 | NS      | $37983.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street, Inc.                      | Rimini Street, Inc.                               | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |     39052 | NS      | $128090.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors, Inc.              | Ethan Allen Interiors, Inc.                       | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35742 | NS      | $795616.92    | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Landstar System, Inc.                    | Landstar System, Inc.                             | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      5420 | NS      | $868880.20    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan, Inc.                            | OneSpan, Inc.                                     | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |     64669 | NS      | $680964.57    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks, Inc.                     | Aviat Networks, Inc.                              | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |     13881 | NS      | $313849.41    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge, Inc.                         | Stoneridge, Inc.                                  | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |     26324 | NS      | $127144.92    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                         | TriCo Bancshares                                  | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6205 | NS      | $294985.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| inTEST Corp.                             | inTEST Corp.                                      | CUSIP: 461147100<br>LEI: 549300RJJBPHDOAVDU15 | Long             | EC               | CORP              | US        |      1200 | NS      | $16380.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Scientific, Inc.                    | Core Scientific, Inc.                             | CUSIP: 21874A106<br>LEI: 5299003RGB2LAZ65RK73 | Long             | EC               | CORP              | US        |     26194 | NS      | $391862.24    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris, Inc.                            | Polaris, Inc.                                     | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |      2954 | NS      | $160993.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Xperi, Inc.                              | Xperi, Inc.                                       | CUSIP: 98423J101<br>LEI: 529900I86PYPO1GBLY22 | Long             | EC               | CORP              | US        |     62706 | NS      | $351153.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Bloomin' Brands, Inc.                    | Bloomin' Brands, Inc.                             | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      6400 | NS      | $34560.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp.                    | Mercantile Bank Corp.                             | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      2999 | NS      | $151449.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co.                       | Franklin Covey Co.                                | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18160 | NS      | $286746.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Varex Imaging Corp.                      | Varex Imaging Corp.                               | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     63219 | NS      | $670753.59    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank                               | First Bank                                        | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |      3256 | NS      | $52096.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings, Inc.                   | Hilltop Holdings, Inc.                            | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |     58341 | NS      | $2089774.62   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Northpointe Bancshares, Inc.             | Northpointe Bancshares, Inc.                      | CUSIP: 66661N886<br>LEI: 549300EYMKMD4WKEKP72 | Long             | EC               | CORP              | US        |     15504 | NS      | $267599.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Regional Management Corp.                | Regional Management Corp.                         | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      6697 | NS      | $215978.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris, Inc.                            | Arteris, Inc.                                     | CUSIP: 04302A104<br>LEI: 5299009413BJXLY5SM79 | Long             | EC               | CORP              | US        |     37881 | NS      | $622763.64    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels, Inc.                     | Aspen Aerogels, Inc.                              | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73239 | NS      | $250477.38    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Lands' End, Inc.                         | Lands' End, Inc.                                  | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |     14903 | NS      | $167509.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Radiant Logistics, Inc.                  | Radiant Logistics, Inc.                           | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |     15301 | NS      | $107872.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings, Inc.             | Grid Dynamics Holdings, Inc.                      | CUSIP: 39813G109<br>LEI: 9845007E77EEC65AZE29 | Long             | EC               | CORP              | US        |     49003 | NS      | $279317.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics, Inc.                | Design Therapeutics, Inc.                         | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14424 | NS      | $153471.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Cos., Inc.             | Superior Group of Cos., Inc.                      | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |      7360 | NS      | $74777.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corp.                  | Strattec Security Corp.                           | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |      9173 | NS      | $718612.82    | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| Kura Oncology, Inc.                      | Kura Oncology, Inc.                               | CUSIP: 50127T109<br>LEI: 5493005QORQTZCZYOP39 | Long             | EC               | CORP              | US        |     76572 | NS      | $622530.36    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd, Inc.                               | WaFd, Inc.                                        | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4786 | NS      | $150280.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| World Acceptance Corp.                   | World Acceptance Corp.                            | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5059 | NS      | $683167.36    | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Employers Holdings, Inc.                 | Employers Holdings, Inc.                          | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31598 | NS      | $1299941.72   | 0.68%             |  |  |  | No            |                  1 | On Loan: —       |
| Atkore, Inc.                             | Atkore, Inc.                                      | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     28044 | NS      | $1652072.04   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Angel Oak Mortgage REIT, Inc.            | Angel Oak Mortgage REIT, Inc.                     | CUSIP: 03464Y108<br>LEI: 5493008M8D7W7VZZ7V36 | Long             | EC               | CORP              | US        |      9562 | NS      | $78599.64     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd.                         | SiriusPoint Ltd.                                  | CUSIP: N/A<br>LEI: 549300OGXFI85N3YZZ51       | Long             | EC               | CORP              | BM        |     32316 | NS      | $696086.64    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics, Inc.                 | Nurix Therapeutics, Inc.                          | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16166 | NS      | $250573.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pliant Therapeutics, Inc.                | Pliant Therapeutics, Inc.                         | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |     50300 | NS      | $63378.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences, Inc.                | Caribou Biosciences, Inc.                         | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39626 | NS      | $75289.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies, Inc.                | Hudson Technologies, Inc.                         | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39376 | NS      | $231530.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group, Inc.            | Capital City Bank Group, Inc.                     | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      5799 | NS      | $252024.54    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Entrada Therapeutics, Inc.               | Entrada Therapeutics, Inc.                        | CUSIP: 29384C108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43566 | NS      | $549802.92    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Open Lending Corp.                       | Open Lending Corp.                                | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32037 | NS      | $40046.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Editas Medicine, Inc.                    | Editas Medicine, Inc.                             | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |     91431 | NS      | $225834.57    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Ironwood Pharmaceuticals, Inc.           | Ironwood Pharmaceuticals, Inc., Class A           | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     61732 | NS      | $216679.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy, Inc.                  | Excelerate Energy, Inc., Class A                  | CUSIP: 30069T101<br>LEI: 254900J6DPU4HB368I65 | Long             | EC               | CORP              | US        |     32750 | NS      | $1094505.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: —       |
| Allogene Therapeutics, Inc.              | Allogene Therapeutics, Inc.                       | CUSIP: 019770106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121000 | NS      | $295240.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| National Energy Services Reunited Corp.  | National Energy Services Reunited Corp.           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | VG        |     93707 | NS      | $2011889.29   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Funko, Inc.                              | Funko, Inc., Class A                              | CUSIP: 361008105<br>LEI: 529900NG9F0KL5P6NK67 | Long             | EC               | CORP              | US        |     83290 | NS      | $262363.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Inogen, Inc.                             | Inogen, Inc.                                      | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |     39730 | NS      | $245531.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Slide Insurance Holdings, Inc.           | Slide Insurance Holdings, Inc.                    | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Long             | EC               | CORP              | US        |      6275 | NS      | $112950.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Aveanna Healthcare Holdings, Inc.        | Aveanna Healthcare Holdings, Inc.                 | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8429 | NS      | $54282.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corp.                    | JetBlue Airways Corp.                             | CUSIP: 477143101<br>LEI: 54930070J9H97ZO93T57 | Long             | EC               | CORP              | US        |    308693 | NS      | $1364423.06   | 0.72%             |  |  |  | No            |                  1 | On Loan: —       |
| Republic Bancorp, Inc.                   | Republic Bancorp, Inc., Class A                   | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2204 | NS      | $155492.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Marqeta, Inc.                            | Marqeta, Inc., Class A                            | CUSIP: 57142B104<br>LEI: 254900UZARK0FMZGZE18 | Long             | EC               | CORP              | US        |    154774 | NS      | $631477.92    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Allegiant Travel Co.                     | Allegiant Travel Co.                              | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     24986 | NS      | $2024865.44   | 1.06%             |  |  |  | No            |                  1 | On Loan: —       |
| OraSure Technologies, Inc.               | OraSure Technologies, Inc.                        | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |    117970 | NS      | $353910.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Nexpoint Real Estate Finance, Inc.       | Nexpoint Real Estate Finance, Inc.                | CUSIP: 65342V101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6649 | NS      | $89562.03     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Accuray, Inc.                            | Accuray, Inc.                                     | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |      3877 | NS      | $1504.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International, Inc.                  | NPK International, Inc.                           | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     40919 | NS      | $592916.31    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent, Inc.                           | Conduent, Inc.                                    | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |    190890 | NS      | $244339.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American Homes 4 Rent                    | American Homes 4 Rent, Class A                    | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |     13220 | NS      | $369102.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp, Inc.             | Midland States Bancorp, Inc.                      | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     26741 | NS      | $596591.71    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics, Inc.                        | MacroGenics, Inc.                                 | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |     54831 | NS      | $158461.59    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics, Inc.                       | 10X Genomics, Inc., Class A                       | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |    149948 | NS      | $3183396.04   | 1.67%             |  |  |  | No            |                  1 | On Loan: —       |
| Myriad Genetics, Inc.                    | Myriad Genetics, Inc.                             | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     96851 | NS      | $435829.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell, Inc.                           | Omnicell, Inc.                                    | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |     59861 | NS      | $1998160.18   | 1.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Taylor Morrison Home Corp.               | Taylor Morrison Home Corp., Class A               | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     23151 | NS      | $1348314.24   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp, Inc.                    | Amerant Bancorp, Inc., Class A                    | CUSIP: 023576101<br>LEI: 54930071V6LIG79MTL10 | Long             | EC               | CORP              | US        |     12593 | NS      | $277549.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group, Inc.                      | Mistras Group, Inc.                               | CUSIP: 60649T107<br>LEI: 5493000CMNXVLND3FU73 | Long             | EC               | CORP              | US        |     15655 | NS      | $231380.90    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| KB Home                                  | KB Home                                           | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     13360 | NS      | $691380.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextdoor Holdings, Inc.                  | Nextdoor Holdings, Inc.                           | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    340194 | NS      | $476271.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Teekay Tankers Ltd.                      | Teekay Tankers Ltd., Class A                      | CUSIP: N/A<br>LEI: 549300DE8ZAIYS2T6Q22       | Long             | EC               | CORP              | BM        |     27859 | NS      | $2042621.88   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Properties, Inc.                   | Orion Properties, Inc.                            | CUSIP: 68629Y103<br>LEI: 254900ZBXYX11W8ZL437 | Long             | EC               | CORP              | US        |     21606 | NS      | $46452.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp.                    | Mercury General Corp.                             | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     15808 | NS      | $1393475.20   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale, Inc.                        | Hyster-Yale, Inc.                                 | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19166 | NS      | $623086.66    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Scholastic Corp.                         | Scholastic Corp.                                  | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23439 | NS      | $915527.34    | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| USANA Health Sciences, Inc.              | USANA Health Sciences, Inc.                       | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |     19661 | NS      | $343477.67    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartRent, Inc.                          | SmartRent, Inc., Class A                          | CUSIP: 83193G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    200434 | NS      | $300651.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| James River Group Holdings, Inc.         | James River Group Holdings, Inc.                  | CUSIP: 46990A102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38379 | NS      | $241787.70    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp.                   | Playtika Holding Corp.                            | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |    114673 | NS      | $318790.94    | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| BioAge Labs, Inc.                        | BioAge Labs, Inc.                                 | CUSIP: 09077V100<br>LEI: 529900NG0C40250Z7875 | Long             | EC               | CORP              | US        |     33276 | NS      | $581997.24    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Aduro Biotech, Inc.                      | Aduro Biotech, Inc. CVR                           | CUSIP: 007CVR012<br>LEI: N/A                  | Long             |  | CORP              | US        |      2406 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: —       |
| Kelly Services, Inc.                     | Kelly Services, Inc., Class A                     | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |     34596 | NS      | $306174.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp.                       | SITE Centers Corp.                                | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     95563 | NS      | $516040.20    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp.                  | Columbus McKinnon Corp.                           | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     14070 | NS      | $204437.10    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Business First Bancshares, Inc.          | Business First Bancshares, Inc.                   | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      8104 | NS      | $219132.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                        | Boise Cascade Co.                                 | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     11334 | NS      | $859683.90    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems, Inc.                        | Pegasystems, Inc.                                 | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      6052 | NS      | $257573.12    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Globe Life, Inc.                         | Globe Life, Inc.                                  | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |       264 | NS      | $36740.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MVB Financial Corp.                      | MVB Financial Corp.                               | CUSIP: 553810102<br>LEI: 549300KSUQ2FUU1X2O74 | Long             | EC               | CORP              | US        |      1423 | NS      | $35333.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies, Inc.          | Forum Energy Technologies, Inc.                   | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |     21064 | NS      | $1235614.24   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding, Inc.                   | JELD-WEN Holding, Inc.                            | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |    171827 | NS      | $213065.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| eGain Corp.                              | eGain Corp.                                       | CUSIP: 28225C806<br>LEI: 25490048ASFEJOENUI20 | Long             | EC               | CORP              | US        |     29133 | NS      | $229859.37    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International, Inc.                  | ICF International, Inc.                           | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      5875 | NS      | $383578.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcturus Therapeutics Holdings, Inc.     | Arcturus Therapeutics Holdings, Inc.              | CUSIP: 03969T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10920 | NS      | $84302.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| American Coastal Insurance Corp.         | American Coastal Insurance Corp.                  | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |      9238 | NS      | $103927.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings, Inc.               | Orion Group Holdings, Inc.                        | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |     47342 | NS      | $516027.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group           | California Water Service Group                    | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     14009 | NS      | $635168.06    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Prothena Corp. plc                       | Prothena Corp. plc                                | CUSIP: N/A<br>LEI: 5299009ZXQ8NIIJ8OL30       | Long             | EC               | CORP              | IE        |     51886 | NS      | $504331.92    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services, Inc.             | Ranger Energy Services, Inc., Class A             | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |     30605 | NS      | $524569.70    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands, Inc.                    | Designer Brands, Inc., Class A                    | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |     50951 | NS      | $289911.19    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Gentherm, Inc.                           | Gentherm, Inc.                                    | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      1116 | NS      | $31002.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear, Inc.                          | Maplebear, Inc.                                   | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11445 | NS      | $428729.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Dentsply Sirona, Inc.                    | Dentsply Sirona, Inc.                             | CUSIP: 24906P109<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | EC               | CORP              | US        |      3036 | NS      | $35217.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Live Oak Bancshares, Inc.                | Live Oak Bancshares, Inc.                         | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8012 | NS      | $264956.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Mining Corp. plc               | Caledonia Mining Corp. plc                        | CUSIP: N/A<br>LEI: 21380093ZBI4BFM75Y51       | Long             | EC               | CORP              | JE        |     24902 | NS      | $562536.18    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Wabash National Corp.                    | Wabash National Corp.                             | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     81902 | NS      | $705995.24    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Fulgent Genetics, Inc.                   | Fulgent Genetics, Inc.                            | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     37021 | NS      | $588633.90    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy, Inc.                           | La-Z-Boy, Inc.                                    | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     15092 | NS      | $485056.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                            | ArcBest Corp.                                     | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     31878 | NS      | $3135520.08   | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream, Inc.                       | HealthStream, Inc.                                | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |     12553 | NS      | $259972.63    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd.         | Alpha & Omega Semiconductor Ltd.                  | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |      9715 | NS      | $215284.40    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp.                    | Pilgrim's Pride Corp.                             | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     13019 | NS      | $491597.44    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp, Inc.             | Great Southern Bancorp, Inc.                      | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |       621 | NS      | $39203.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Smithfield Foods, Inc.                   | Smithfield Foods, Inc.                            | CUSIP: 832248207<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | EC               | CORP              | US        |     34993 | NS      | $978754.21    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co.                 | Sphere Entertainment Co.                          | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |     29065 | NS      | $3412231.00   | 1.79%             |  |  |  | No            |                  1 | On Loan: —       |
| Amkor Technology, Inc.                   | Amkor Technology, Inc.                            | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |        10 | NS      | $450.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                              | H2O America                                       | CUSIP: 784305104<br>LEI: 9845001B7F4E4U1CHD46 | Long             | EC               | CORP              | US        |      4763 | NS      | $279445.21    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Beauty Health Co. (The)                  | Beauty Health Co. (The)                           | CUSIP: 88331L108<br>LEI: 5493001Z2JZQT4C63C50 | Long             | EC               | CORP              | US        |      3842 | NS      | $3419.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: —       |
| Octave Specialty Group, Inc.             | Octave Specialty Group, Inc.                      | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     57000 | NS      | $265050.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Winmark Corp.                            | Winmark Corp.                                     | CUSIP: 974250102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3626 | NS      | $1550296.30   | 0.81%             |  |  |  | No            |                  1 | On Loan: —       |
| Independent Bank Corp.                   | Independent Bank Corp.                            | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14139 | NS      | $470828.70    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.               | MarketAxess Holdings, Inc.                        | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |       293 | NS      | $48339.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Lyft, Inc.                               | Lyft, Inc., Class A                               | CUSIP: 55087P104<br>LEI: 549300H7I5VN334XVZ52 | Long             | EC               | CORP              | US        |     58999 | NS      | $784686.70    | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Telos Corp.                              | Telos Corp.                                       | CUSIP: 87969B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39507 | NS      | $165534.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.           | Cross Country Healthcare, Inc.                    | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     47834 | NS      | $449639.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Codexis, Inc.                            | Codexis, Inc.                                     | CUSIP: 192005106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18093 | NS      | $29491.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Astronics Corp.                          | Astronics Corp.                                   | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |      2635 | NS      | $175833.55    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp.                   | Clearwater Paper Corp.                            | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     25321 | NS      | $364115.98    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Johnson Outdoors, Inc.                   | Johnson Outdoors, Inc., Class A                   | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9233 | NS      | $429426.83    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Horace Mann Educators Corp.              | Horace Mann Educators Corp.                       | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      2203 | NS      | $94024.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CS Disco, Inc.                           | CS Disco, Inc.                                    | CUSIP: 126327105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24823 | NS      | $94823.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| agilon health, Inc.                      | agilon health, Inc.                               | CUSIP: 00857U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1008 | NS      | $7973.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp.                           | Celanese Corp., Class A                           | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |      5243 | NS      | $344832.11    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Resources Connection, Inc.               | Resources Connection, Inc.                        | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55494 | NS      | $206992.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Bandwidth, Inc.                          | Bandwidth, Inc., Class A                          | CUSIP: 05988J103<br>LEI: 549300QC70JB7MUGXM66 | Long             | EC               | CORP              | US        |      4758 | NS      | $84787.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp.             | National Bank Holdings Corp., Class A             | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15009 | NS      | $587752.44    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Magnera Corp.                            | Magnera Corp.                                     | CUSIP: 55939A107<br>LEI: 549300LDQLQBT38QDY28 | Long             | EC               | CORP              | US        |     27800 | NS      | $264378.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co., Inc. (The)                | Manitowoc Co., Inc. (The)                         | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     42908 | NS      | $499878.20    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper-Standard Holdings, Inc.           | Cooper-Standard Holdings, Inc.                    | CUSIP: 21676P103<br>LEI: 549300VVOH2RQP5YMB08 | Long             | EC               | CORP              | US        |     24694 | NS      | $688221.78    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings, Inc.       | Universal Insurance Holdings, Inc.                | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     17257 | NS      | $589499.12    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| L B Foster Co.                           | L B Foster Co., Class A                           | CUSIP: 350060109<br>LEI: 549300AUUJGJ2T2L2179 | Long             | EC               | CORP              | US        |      1217 | NS      | $33954.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica Bancorp                      | Westamerica Bancorp                               | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |      8384 | NS      | $437225.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank7 Corp.                              | Bank7 Corp.                                       | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1563 | NS      | $62332.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez, Inc.                             | Zumiez, Inc.                                      | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |     38168 | NS      | $845802.88    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Arq, Inc.                                | Arq, Inc.                                         | CUSIP: 00770C101<br>LEI: 52990086HRJSW2EZQH40 | Long             | EC               | CORP              | US        |     36211 | NS      | $92700.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Ryerson Holding Corp.                    | Ryerson Holding Corp.                             | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      4596 | NS      | $103318.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp, Inc.                     | Byline Bancorp, Inc.                              | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |      9255 | NS      | $292180.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CF SECURED LLC                           | Government Agency Repurchase Agreement            | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |   1758605 | PA      | $1758604.70   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Xenia Hotels & Resorts, Inc.             | Xenia Hotels & Resorts, Inc.                      | CUSIP: 984017103<br>LEI: 54930075IWIPHF5IQL62 | Long             | EC               | CORP              | US        |    124184 | NS      | $1841648.72   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Ltd.                           | Herbalife Ltd.                                    | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | KY        |     42788 | NS      | $629839.36    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services, Inc.  | First Business Financial Services, Inc.           | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |       735 | NS      | $39638.55     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences, Inc.                 | Pacira BioSciences, Inc.                          | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40217 | NS      | $908904.20    | 0.48%             |  |  |  | No            |                  1 | On Loan: —       |
| DocGo, Inc.                              | DocGo, Inc.                                       | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73908 | NS      | $46495.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| First Internet Bancorp                   | First Internet Bancorp                            | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |     12261 | NS      | $249879.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares, Inc.              | Prosperity Bancshares, Inc.                       | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9518 | NS      | $639419.24    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co.                  | Columbia Sportswear Co.                           | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      2176 | NS      | $119266.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp.              | InvenTrust Properties Corp.                       | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |     53975 | NS      | $1644078.50   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial, Inc.                  | Jackson Financial, Inc., Class A                  | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |       329 | NS      | $34781.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxCyte, Inc.                            | MaxCyte, Inc.                                     | CUSIP: 57777K106<br>LEI: 54930053YHXULRFCU991 | Long             | EC               | CORP              | US        |    102285 | NS      | $71855.21     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Nature's Sunshine Products, Inc.         | Nature's Sunshine Products, Inc.                  | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17858 | NS      | $428413.42    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| 1stdibs.com, Inc.                        | 1stdibs.com, Inc.                                 | CUSIP: 320551104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14347 | NS      | $78908.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Shoe Carnival, Inc.                      | Shoe Carnival, Inc.                               | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9611 | NS      | $149835.49    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Mission Produce, Inc.                    | Mission Produce, Inc.                             | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |      9652 | NS      | $132811.52    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Arko Corp.                               | Arko Corp.                                        | CUSIP: 041242108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79281 | NS      | $440802.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp.                             | Unisys Corp.                                      | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |     81974 | NS      | $169686.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group, Inc.                | CNO Financial Group, Inc.                         | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     55089 | NS      | $2261954.34   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote, Inc.                        | Selectquote, Inc.                                 | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |     67338 | NS      | $42389.27     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                    | Hanmi Financial Corp.                             | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     31695 | NS      | $835480.20    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging SA                | Ardagh Metal Packaging SA                         | CUSIP: N/A<br>LEI: 5493009WKQTU4FN9G032       | Long             | EC               | CORP              | LU        |    159481 | NS      | $645898.05    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings, Inc.          | MasterCraft Boat Holdings, Inc.                   | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      1635 | NS      | $33533.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexxen International Ltd.                | Nexxen International Ltd.                         | CUSIP: N/A<br>LEI: 213800ZNSR7AIJZ2J557       | Long             | EC               | CORP              | IL        |     20328 | NS      | $132538.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Summit Midstream Corp.                   | Summit Midstream Corp.                            | CUSIP: 86614G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2813 | NS      | $85065.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                       | FB Financial Corp.                                | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |     13563 | NS      | $704462.22    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Investar Holding Corp.                   | Investar Holding Corp.                            | CUSIP: 46134L105<br>LEI: 54930001EK2YM28LOJ08 | Long             | EC               | CORP              | US        |      1328 | NS      | $36214.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| DMC Global, Inc.                         | DMC Global, Inc.                                  | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |     23053 | NS      | $120106.13    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp.                                | IDT Corp., Class B                                | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |     11840 | NS      | $581344.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| METROPOLITAN LIFE INSURANCE COMPANY      | Treasury Repurchase Agreement                     | CUSIP: N/A<br>LEI: 549300H7EXFMRS487544       | Long             | RA               | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Inhibrx Biosciences, Inc.                | Inhibrx Biosciences, Inc.                         | CUSIP: 45720N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1448 | NS      | $97349.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Whitestone REIT                          | Whitestone REIT                                   | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37100 | NS      | $599165.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp.                       | Sleep Number Corp.                                | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |     44525 | NS      | $79922.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Genesco, Inc.                            | Genesco, Inc.                                     | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     16145 | NS      | $468043.55    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Paysafe Ltd.                             | Paysafe Ltd.                                      | CUSIP: N/A<br>LEI: 2138003K6PVDCI5TBN11       | Long             | EC               | CORP              | BM        |     55206 | NS      | $375952.86    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Domo, Inc.                               | Domo, Inc., Class B                               | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |     24283 | NS      | $74305.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Keros Therapeutics, Inc.                 | Keros Therapeutics, Inc.                          | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34541 | NS      | $381332.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Hain Celestial Group, Inc. (The)         | Hain Celestial Group, Inc. (The)                  | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |    205949 | NS      | $143711.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Easterly Government Properties, Inc.     | Easterly Government Properties, Inc., Class A     | CUSIP: 27616P301<br>LEI: 549300ERMCEFC6S8HL77 | Long             | EC               | CORP              | US        |     46744 | NS      | $1001723.92   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix, Inc.                           | AdvanSix, Inc.                                    | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      5278 | NS      | $128783.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp.                             | Avista Corp.                                      | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     39321 | NS      | $1578344.94   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors, Inc.           | Sunstone Hotel Investors, Inc.                    | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               | CORP              | US        |    131479 | NS      | $1184625.79   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha, Inc.                         | MediaAlpha, Inc., Class A                         | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10300 | NS      | $95790.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginkgo Bioworks Holdings, Inc.           | Ginkgo Bioworks Holdings, Inc.                    | CUSIP: 37611X209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25017 | NS      | $153354.21    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Callaway Golf Co.                        | Callaway Golf Co.                                 | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |    180830 | NS      | $2509920.40   | 1.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Dole plc                                 | Dole plc                                          | CUSIP: N/A<br>LEI: 635400JUG5XJXOPPJJ47       | Long             | EC               | CORP              | IE        |     50566 | NS      | $722588.14    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpine Income Property Trust, Inc.       | Alpine Income Property Trust, Inc.                | CUSIP: 02083X103<br>LEI: 254900VQGUBS1J4C4N33 | Long             | EC               | CORP              | US        |     12565 | NS      | $226170.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                | American States Water Co.                         | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     12080 | NS      | $913489.60    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana, Inc.                               | Dana, Inc.                                        | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    103662 | NS      | $3488226.30   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares, Inc.                 | Civista Bancshares, Inc.                          | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |      4305 | NS      | $98110.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| BayCom Corp.                             | BayCom Corp.                                      | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |      2119 | NS      | $62987.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Finance of America Cos., Inc.            | Finance of America Cos., Inc., Class A            | CUSIP: 31738L206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6714 | NS      | $111452.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| First Bancorp                            | First Bancorp                                     | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |    145302 | NS      | $3103650.72   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro, Inc.                              | GoPro, Inc., Class A                              | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |    171186 | NS      | $131813.22    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Insteel Industries, Inc.                 | Insteel Industries, Inc.                          | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |     10771 | NS      | $362013.31    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OP Bancorp                               | OP Bancorp                                        | CUSIP: 67109R109<br>LEI: 549300LTYZMS0Q13U522 | Long             | EC               | CORP              | US        |      3952 | NS      | $52561.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Ferroglobe plc                           | Ferroglobe plc                                    | CUSIP: N/A<br>LEI: 2138005GCFJACFTZUD90       | Long             | EC               | CORP              | GB        |    164552 | NS      | $677954.24    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector, Inc.                            | Alector, Inc.                                     | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |    152582 | NS      | $328051.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical, Inc.                   | Orthofix Medical, Inc.                            | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38007 | NS      | $435940.29    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| AptarGroup, Inc.                         | AptarGroup, Inc.                                  | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |       262 | NS      | $33017.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings, Inc.               | Par Pacific Holdings, Inc.                        | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |      4675 | NS      | $292842.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexsteel Industries, Inc.               | Flexsteel Industries, Inc.                        | CUSIP: 339382103<br>LEI: 894500J5Y3ZZOOJXXN24 | Long             | EC               | CORP              | US        |      4314 | NS      | $193871.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Definitive Healthcare Corp.              | Definitive Healthcare Corp., Class A              | CUSIP: 24477E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54234 | NS      | $66707.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas, Inc.                            | Arvinas, Inc.                                     | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103051 | NS      | $1092340.60   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial, Inc.                     | SmartFinancial, Inc.                              | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2244 | NS      | $87695.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group, Inc.                      | Donegal Group, Inc., Class A                      | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17301 | NS      | $297231.18    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals, Inc.              | Vanda Pharmaceuticals, Inc.                       | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     87265 | NS      | $603001.15    | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| Mativ Holdings, Inc.                     | Mativ Holdings, Inc.                              | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     23558 | NS      | $204954.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group, Inc.           | Covenant Logistics Group, Inc., Class A           | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23197 | NS      | $629798.55    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries, Inc.                  | Miller Industries, Inc.                           | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      5691 | NS      | $259225.05    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp.                         | 1st Source Corp.                                  | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1010 | NS      | $69902.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group, Inc.                          | Hub Group, Inc., Class A                          | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6513 | NS      | $234728.52    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Primis Financial Corp.                   | Primis Financial Corp.                            | CUSIP: 74167B109<br>LEI: 549300JNX3M2EENG1F11 | Long             | EC               | CORP              | US        |      6863 | NS      | $91140.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Septerna, Inc.                           | Septerna, Inc.                                    | CUSIP: 81734D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3857 | NS      | $92683.71     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Northrim Bancorp, Inc.                   | Northrim Bancorp, Inc.                            | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      7804 | NS      | $178555.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Amplify Energy Corp.                     | Amplify Energy Corp.                              | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |     12800 | NS      | $79872.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's, Inc.                          | Dillard's, Inc., Class A                          | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       289 | NS      | $165339.79    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| World Kinect Corp.                       | World Kinect Corp.                                | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     73426 | NS      | $1693937.82   | 0.89%             |  |  |  | No            |                  1 | On Loan: —       |
| RBB Bancorp                              | RBB Bancorp                                       | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |      8183 | NS      | $174870.71    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp.                    | First Financial Corp.                             | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8764 | NS      | $553884.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings, Inc.                       | DHT Holdings, Inc.                                | CUSIP: N/A<br>LEI: 549300SMD6IVZYT74K40       | Long             | EC               | CORP              | MH        |    150705 | NS      | $2753380.35   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp, Inc.                     | Origin Bancorp, Inc.                              | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      2985 | NS      | $123758.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings, Inc.                    | RE/MAX Holdings, Inc., Class A                    | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     18111 | NS      | $104319.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp.                      | BOK Financial Corp.                               | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |      2995 | NS      | $383539.70    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Commercial Metals Co.                    | Commercial Metals Co.                             | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     45020 | NS      | $2765578.60   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp, Inc.            | Community Trust Bancorp, Inc.                     | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10778 | NS      | $654440.16    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp, Inc.                         | FS Bancorp, Inc.                                  | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1571 | NS      | $60624.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CANTOR FITZGERAL & CO                    | Government Agency Repurchase Agreement            | CUSIP: N/A<br>LEI: 5493004J7H4GCPG6OB62       | Long             | RA               | CORP              | US        |   2000000 | PA      | $2000000.00   | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Diversified Holdings             | Compass Diversified Holdings                      | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |    149985 | NS      | $1178882.10   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance, Inc.                           | Reliance, Inc.                                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       951 | NS      | $289027.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NexPoint Residential Trust, Inc.         | NexPoint Residential Trust, Inc.                  | CUSIP: 65341D102<br>LEI: 549300U2J6XVYBF87166 | Long             | EC               | CORP              | US        |     14286 | NS      | $357150.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                  | Primoris Services Corp.                           | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      3323 | NS      | $475321.92    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology, Inc.                  | Vir Biotechnology, Inc.                           | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112684 | NS      | $1009648.64   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Expensify, Inc.                          | Expensify, Inc., Class A                          | CUSIP: 30219Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29284 | NS      | $25474.15     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings, Inc.      | Maravai LifeSciences Holdings, Inc., Class A      | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41598 | NS      | $117722.34    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Kearny Financial Corp.                   | Kearny Financial Corp.                            | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49587 | NS      | $374381.85    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Skillz, Inc.                             | Skillz, Inc., Class A                             | CUSIP: 83067L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13782 | NS      | $35695.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| HomeTrust Bancshares, Inc.               | HomeTrust Bancshares, Inc.                        | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6844 | NS      | $291896.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion SA                                 | Orion SA                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | LU        |     31253 | NS      | $203144.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                   | Sonic Automotive, Inc., Class A                   | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     28224 | NS      | $1935319.68   | 1.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Citi Trends, Inc.                        | Citi Trends, Inc.                                 | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |     12658 | NS      | $548344.56    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Gold.com, Inc.                           | Gold.com, Inc.                                    | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |     38728 | NS      | $1552218.24   | 0.82%             |  |  |  | No            |                  1 | On Loan: —       |
| Tompkins Financial Corp.                 | Tompkins Financial Corp.                          | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |      3676 | NS      | $289815.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp.                               | Lear Corp.                                        | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |      9807 | NS      | $1187431.56   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp, Inc.        | Northeast Community Bancorp, Inc.                 | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |      6400 | NS      | $152320.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PMV Pharmaceuticals, Inc.                | PMV Pharmaceuticals, Inc.                         | CUSIP: 69353Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45804 | NS      | $56796.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TScan Therapeutics, Inc.                 | TScan Therapeutics, Inc.                          | CUSIP: 89854M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28700 | NS      | $28987.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp.        | Peapack-Gladstone Financial Corp.                 | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      8353 | NS      | $294109.13    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Cricut, Inc.                             | Cricut, Inc., Class A                             | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |     96441 | NS      | $360689.34    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| PROG Holdings, Inc.                      | PROG Holdings, Inc.                               | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |     55485 | NS      | $1591864.65   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Red River Bancshares, Inc.               | Red River Bancshares, Inc.                        | CUSIP: 75686R202<br>LEI: 549300SO63STZV7UHM15 | Long             | EC               | CORP              | US        |       526 | NS      | $47571.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Braemar Hotels & Resorts, Inc.           | Braemar Hotels & Resorts, Inc.                    | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |     45064 | NS      | $106351.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| OFG Bancorp                              | OFG Bancorp                                       | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     48174 | NS      | $1949120.04   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Insurance Group Ltd.            | Hamilton Insurance Group Ltd., Class B            | CUSIP: N/A<br>LEI: 549300W92BN1FIEXG871       | Long             | EC               | CORP              | BM        |     15620 | NS      | $465944.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection, Inc.                      | PC Connection, Inc.                               | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |     10770 | NS      | $629614.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                              | PCB Bancorp                                       | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |      2650 | NS      | $59598.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group, Inc.                     | Forestar Group, Inc.                              | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     26384 | NS      | $644824.96    | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Kronos Worldwide, Inc.                   | Kronos Worldwide, Inc.                            | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |     30266 | NS      | $198847.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Nutanix, Inc.                            | Nutanix, Inc., Class A                            | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Long             | EC               | CORP              | US        |      5022 | NS      | $190886.22    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group, Inc.          | Selective Insurance Group, Inc.                   | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |       448 | NS      | $33774.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings, Inc.                  | BlueLinx Holdings, Inc.                           | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |     12614 | NS      | $683426.52    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                              | Graco, Inc.                                       | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |      5171 | NS      | $437725.15    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd. (The)  | Bank of NT Butterfield & Son Ltd. (The)           | CUSIP: N/A<br>LEI: 549300V8RVM0EMTDPF28       | Long             | EC               | CORP              | BM        |     22847 | NS      | $1199010.56   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp.      | Enterprise Financial Services Corp.               | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      1188 | NS      | $64282.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                    | Chatham Lodging Trust                             | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33590 | NS      | $264353.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares, Inc.           | Texas Capital Bancshares, Inc.                    | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     26489 | NS      | $2513276.32   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource, Inc.                         | ScanSource, Inc.                                  | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     26252 | NS      | $952947.60    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies, Inc.                  | SIGA Technologies, Inc.                           | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22606 | NS      | $120942.10    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| Community Healthcare Trust, Inc.         | Community Healthcare Trust, Inc.                  | CUSIP: 20369C106<br>LEI: 549300FATSRCMKOV9536 | Long             | EC               | CORP              | US        |     22899 | NS      | $363865.11    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial, Inc.                 | Genworth Financial, Inc., Class A                 | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |      4336 | NS      | $35208.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix, Inc.                         | Stitch Fix, Inc., Class A                         | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |    205516 | NS      | $680257.96    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp.                            | Inseego Corp.                                     | CUSIP: 45782B302<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |      7809 | NS      | $86836.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Stepan Co.                               | Stepan Co.                                        | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |       566 | NS      | $28288.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America, Inc.       | Reinsurance Group of America, Inc.                | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      8166 | NS      | $1667170.56   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management Group, Inc. | Silvercrest Asset Management Group, Inc., Class A | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4610 | NS      | $61958.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co.                       | U-Haul Holding Co.                                | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |      3930 | NS      | $187775.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| NETGEAR, Inc.                            | NETGEAR, Inc.                                     | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     55968 | NS      | $1222341.12   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group, Inc.                  | United Fire Group, Inc.                           | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12248 | NS      | $453910.88    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies, Inc.          | Core Molding Technologies, Inc.                   | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |      6640 | NS      | $148736.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.          | Central Pacific Financial Corp.                   | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     17044 | NS      | $544726.24    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp, Inc.                        | BCB Bancorp, Inc.                                 | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      8907 | NS      | $79984.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Cartesian Therapeutics, Inc.             | Cartesian Therapeutics, Inc.                      | CUSIP: 816212302<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |     13330 | NS      | $81979.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Alta Equipment Group, Inc.               | Alta Equipment Group, Inc.                        | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |     13300 | NS      | $71421.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg, Inc.                              | Chegg, Inc.                                       | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     23743 | NS      | $17600.69     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group, Inc.                       | Zillow Group, Inc., Class A                       | CUSIP: 98954M101<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |       838 | NS      | $34684.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Methode Electronics, Inc.                | Methode Electronics, Inc.                         | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      5700 | NS      | $31464.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings, Inc.             | Southwest Gas Holdings, Inc.                      | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |      8467 | NS      | $735782.30    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinity Bio-energy Ltd.                 | Infinity Bio-energy Ltd.                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |    155500 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Docusign, Inc.                           | Docusign, Inc., Class A                           | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |      3699 | NS      | $175369.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair, Inc.                            | Wayfair, Inc., Class A                            | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |      1220 | NS      | $91756.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                           | Sierra Bancorp                                    | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4175 | NS      | $141616.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics, Inc.                 | Anika Therapeutics, Inc.                          | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |     21577 | NS      | $312866.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings, Inc.           | Bread Financial Holdings, Inc.                    | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     48688 | NS      | $3646244.32   | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd.                        | Genie Energy Ltd., Class B                        | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |     13311 | NS      | $188217.54    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                       | Cirrus Logic, Inc.                                | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      3541 | NS      | $512099.42    | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Unity Bancorp, Inc.                      | Unity Bancorp, Inc.                               | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      4556 | NS      | $236137.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hippo Holdings, Inc.                     | Hippo Holdings, Inc.                              | CUSIP: 433539202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8576 | NS      | $223490.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Granite Ridge Resources, Inc.            | Granite Ridge Resources, Inc.                     | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |     79851 | NS      | $468725.37    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Kforce, Inc.                             | Kforce, Inc.                                      | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     25461 | NS      | $744479.64    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8, Inc.                                | 8x8, Inc.                                         | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     40314 | NS      | $66921.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| PubMatic, Inc.                           | PubMatic, Inc., Class A                           | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81151 | NS      | $663815.18    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG Mortgage Investment Trust, Inc.      | TPG Mortgage Investment Trust, Inc.               | CUSIP: 001228501<br>LEI: 549300SNP0PBR2XTFR48 | Long             | EC               | CORP              | US        |     14829 | NS      | $108399.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp.                       | Tutor Perini Corp.                                | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     41629 | NS      | $3213342.51   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Foghorn Therapeutics, Inc.               | Foghorn Therapeutics, Inc.                        | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13453 | NS      | $64305.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel, Inc.                  | Worthington Steel, Inc.                           | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |      7350 | NS      | $223072.50    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings, Inc.                      | Spok Holdings, Inc.                               | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |     15752 | NS      | $171696.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial, Inc.                      | HBT Financial, Inc.                               | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      4749 | NS      | $126893.28    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos., Inc.             | Haverty Furniture Cos., Inc.                      | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      9425 | NS      | $199621.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ribbon Communications, Inc.              | Ribbon Communications, Inc.                       | CUSIP: 762544104<br>LEI: 549300L1E8Z8RL7CUL52 | Long             | EC               | CORP              | US        |     60033 | NS      | $127269.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| LendingTree, Inc.                        | LendingTree, Inc.                                 | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |     12326 | NS      | $528538.88    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| PRA Group, Inc.                          | PRA Group, Inc.                                   | CUSIP: 69354N106<br>LEI: 549300Q5HW3JSSB86K27 | Long             | EC               | CORP              | US        |     52137 | NS      | $912397.50    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research, Inc.                       | ACM Research, Inc., Class A                       | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     29986 | NS      | $1179949.10   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co.                       | Matrix Service Co.                                | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |     40182 | NS      | $461289.36    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co. (The)             | Scotts Miracle-Gro Co. (The)                      | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |      6582 | NS      | $400251.42    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Ennis, Inc.                              | Ennis, Inc.                                       | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16015 | NS      | $343041.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Oil States International, Inc.           | Oil States International, Inc.                    | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |      8389 | NS      | $97647.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                  | Valley National Bancorp                           | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    167292 | NS      | $2054345.76   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings, Inc.        | Heritage Insurance Holdings, Inc.                 | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |     42577 | NS      | $1117646.25   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able, Inc.                             | N-able, Inc.                                      | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83742 | NS      | $391075.14    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group, Inc.                       | StoneX Group, Inc.                                | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      4901 | NS      | $395265.65    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial, Inc.             | South Plains Financial, Inc.                      | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      4721 | NS      | $197809.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyra Biosciences, Inc.                   | Tyra Biosciences, Inc.                            | CUSIP: 90240B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22743 | NS      | $871056.90    | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Home Bancorp, Inc.                       | Home Bancorp, Inc.                                | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1511 | NS      | $91536.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group, Inc.                       | Movado Group, Inc.                                | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     29524 | NS      | $720976.08    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| American Integrity Insurance Group, Inc. | American Integrity Insurance Group, Inc.          | CUSIP: 026948109<br>LEI: 529900Y2VOV2LYV4OK68 | Long             | EC               | CORP              | US        |     17947 | NS      | $346018.16    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons, Inc. (The)                    | Andersons, Inc. (The)                             | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |     49634 | NS      | $3562728.52   | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology, Inc.                   | Align Technology, Inc.                            | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |      2428 | NS      | $416232.04    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy, Inc.                     | SunCoke Energy, Inc.                              | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     19658 | NS      | $127973.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku, Inc.                               | Roku, Inc., Class A                               | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      8659 | NS      | $819314.58    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Kemper Corp.                             | Kemper Corp.                                      | CUSIP: 488401100<br>LEI: 549300FNI1JKTRY2PV09 | Long             | EC               | CORP              | US        |      8686 | NS      | $265444.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap, Inc.                               | Snap, Inc., Class A                               | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | EC               | CORP              | US        |     20217 | NS      | $92998.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd.                   | Pagseguro Digital Ltd., Class A                   | CUSIP: N/A<br>LEI: 391200VY4YW47I4HGH62       | Long             | EC               | CORP              | KY        |    125289 | NS      | $1255395.78   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited, Inc.                         | BankUnited, Inc.                                  | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     76007 | NS      | $3432476.12   | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Nationwide Variable Insurance Trust

**Signature:** David Majewski

**Name of Signer:** David Majewski

**Title:** Treasurer