# EDGAR Filing Document

**Accession Number:** 0001605803
**File Stem:** 0001410368-25-011766
**Filing Date:** 2025-9
**Character Count:** 116831
**Document Hash:** d3c6d1681212027c5a9e93d90f1cd897
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-011766.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0001410368-25-011766

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Lattice Strategies Trust
- **CENTRAL INDEX KEY:** 0001605803

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23002
- **FILM NUMBER:** 251344877

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

## Series and Classes Contracts Data

### Hartford Multifactor Small Cap ETF (Series ID: S000047587)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000149410 | Hartford Multifactor Small Cap ETF | ROSC            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Lattice Strategies Trust

- **b. Investment Company Act file number:** 811-23002

- **c. CIK number of Registrant:** 0001605803

- **d. LEI of Registrant:** 549300X74R262ISYFF63

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

  - **Street Address 1:** 690 Lee Road

  - **City:** Wayne

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

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

- **a. Name of Series:** Hartford Multifactor Small Cap ETF

- **b. EDGAR series identifier (if any):** S000047587

- **c. LEI of Series:** 549300S8HLF0ZCUR8I52

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $36518421.16

**Total Liabilities:** $947198.09

**Net Assets:** $35571223.07

**Cash Not Reported:** $88299.91

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000149410 | 4.73%                | 2.99%                | 0.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $31357.67                | $1413226.72                                |
| Month 2  | $-56100.05               | $997658.27                                 |
| Month 3  | $0.00                    | $58154.20                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Five Point Holdings LLC                  | Five Point Holdings LLC                                                     | CUSIP: 33833Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5023 | NS      | $26772.59     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                      | Peabody Energy Corp                                                         | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |      2487 | NS      | $40165.05     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                | First BanCorp/Puerto Rico                                                   | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |      5281 | NS      | $110003.23    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                         | A10 Networks Inc                                                            | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     12871 | NS      | $237083.82    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                              | Plexus Corp                                                                 | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |       647 | NS      | $82492.50     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Laureate Education Inc                   | Laureate Education Inc                                                      | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |      6321 | NS      | $142854.60    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                     | TTM Technologies Inc                                                        | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |       518 | NS      | $24475.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                          | FutureFuel Corp                                                             | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |     10272 | NS      | $41601.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                     | Hanmi Financial Corp                                                        | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      6765 | NS      | $154309.65    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Cos Inc                | Superior Group of Cos Inc                                                   | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |      5275 | NS      | $50903.75     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Simmons First National Corp              | Simmons First National Corp                                                 | CUSIP: 828730200<br>LEI: 549300IVR5AJKUVOGN05 | Long             | EC               | CORP              | US        |       688 | NS      | $13188.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc             | Protagonist Therapeutics Inc                                                | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1558 | NS      | $83913.88     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                               | Kforce Inc                                                                  | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |      1868 | NS      | $65099.80     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                            | Steelcase Inc                                                               | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     23930 | NS      | $247196.90    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys Inc                             | Amedisys Inc                                                                | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |       853 | NS      | $84105.80     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc               | Safety Insurance Group Inc                                                  | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      1133 | NS      | $79706.55     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA                        | Universal Corp/VA                                                           | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      4268 | NS      | $232477.96    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc           | Tactile Systems Technology Inc                                              | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     10124 | NS      | $101037.52    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| DXP Enterprises Inc/TX                   | DXP Enterprises Inc/TX                                                      | CUSIP: 233377407<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1348 | NS      | $152674.48    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                     | Amkor Technology Inc                                                        | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |      9996 | NS      | $225509.76    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Electromed Inc                           | Electromed Inc                                                              | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5390 | NS      | $98151.90     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                | Adeia Inc                                                                   | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8236 | NS      | $106656.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                     | Mercury General Corp                                                        | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      2049 | NS      | $141893.25    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                 | Highwoods Properties Inc                                                    | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               |  | US        |      2260 | NS      | $65562.60     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp            | International Bancshares Corp                                               | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |      2237 | NS      | $152518.66    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| One Liberty Properties Inc               | One Liberty Properties Inc                                                  | CUSIP: 682406103<br>LEI: 549300QII1CQZGZBZR14 | Long             | EC               |  | US        |       908 | NS      | $20321.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                | Haverty Furniture Cos Inc                                                   | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      5319 | NS      | $109730.97    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co               | Preformed Line Products Co                                                  | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |       874 | NS      | $134884.42    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Community Bancorp Inc          | Northeast Community Bancorp Inc                                             | CUSIP: 664121100<br>LEI: 5493007BRYL8596Q9L26 | Long             | EC               | CORP              | US        |      5470 | NS      | $113010.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                   | Univest Financial Corp                                                      | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      3209 | NS      | $92547.56     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kelly Services Inc                       | Kelly Services Inc                                                          | CUSIP: 488152208<br>LEI: 25490035B2ZPL6RM1974 | Long             | EC               | CORP              | US        |       697 | NS      | $8538.25      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare Inc         | Prestige Consumer Healthcare Inc                                            | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1063 | NS      | $78608.85     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services Inc         | BrightSpring Health Services Inc                                            | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9167 | NS      | $189298.55    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc                        | JAKKS Pacific Inc                                                           | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |      1190 | NS      | $21074.90     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                       | Outfront Media Inc                                                          | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |      8648 | NS      | $151599.44    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                          | NBT Bancorp Inc                                                             | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1560 | NS      | $64552.80     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                 | Yelp Inc                                                                    | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      1896 | NS      | $65279.28     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                        | ManpowerGroup Inc                                                           | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |       490 | NS      | $20212.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                   | Pacira BioSciences Inc                                                      | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       806 | NS      | $16998.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Four Corners Property Trust Inc          | Four Corners Property Trust Inc                                             | CUSIP: 35086T109<br>LEI: 549300SVTPZPBDVNER42 | Long             | EC               |  | US        |       499 | NS      | $12594.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                 | Miller Industries Inc/TN                                                    | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      3116 | NS      | $126977.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                     | First Merchants Corp                                                        | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |      1887 | NS      | $71932.44     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                | Ennis Inc                                                                   | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10723 | NS      | $190869.40    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co                     | Global Industrial Co                                                        | CUSIP: 37892E102<br>LEI: 5493000GO8Z3HEWCGE46 | Long             | EC               | CORP              | US        |      1007 | NS      | $34298.42     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc             | Catalyst Pharmaceuticals Inc                                                | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     14830 | NS      | $316323.90    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                         | IES Holdings Inc                                                            | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      1030 | NS      | $363662.10    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp                        | SITE Centers Corp                                                           | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               |  | US        |      3960 | NS      | $42649.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                    | Customers Bancorp Inc                                                       | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |       241 | NS      | $15363.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                              | OFG Bancorp                                                                 | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |      4844 | NS      | $206451.28    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BK Technologies Corp                     | BK Technologies Corp                                                        | CUSIP: 05587G203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2275 | NS      | $88361.00     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UMH Properties Inc                       | UMH Properties Inc                                                          | CUSIP: 903002103<br>LEI: 529900OM5K3PJ11F0Q09 | Long             | EC               |  | US        |       498 | NS      | $8107.44      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd                | Consolidated Water Co Ltd                                                   | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |      2720 | NS      | $79124.80     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                 | Resources Connection Inc                                                    | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14873 | NS      | $75257.38     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc         | Universal Insurance Holdings Inc                                            | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |      6904 | NS      | $163210.56    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| OraSure Technologies Inc                 | OraSure Technologies Inc                                                    | CUSIP: 68554V108<br>LEI: 529900GNNJPNM4XHXQ77 | Long             | EC               | CORP              | US        |      9114 | NS      | $28982.52     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies Inc        | Atmus Filtration Technologies Inc                                           | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5163 | NS      | $200892.33    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                | OceanFirst Financial Corp                                                   | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       521 | NS      | $8742.38      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors             | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    936740 | NS      | $936740.25    | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                            | Hub Group Inc                                                               | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2720 | NS      | $95254.40     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                         | Movado Group Inc                                                            | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      2374 | NS      | $36820.74     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                     | Associated Banc-Corp                                                        | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |      2125 | NS      | $52572.50     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| M-Tron Industries Inc                    | M-Tron Industries Inc                                                       | CUSIP: 55380K109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1748 | NS      | $76877.04     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                              | Hawkins Inc                                                                 | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |       493 | NS      | $80497.04     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Build-A-Bear Workshop Inc                | Build-A-Bear Workshop Inc                                                   | CUSIP: 120076104<br>LEI: 529900S9MWZC1UBF3D13 | Long             | EC               | CORP              | US        |      4731 | NS      | $239909.01    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc             | Bread Financial Holdings Inc                                                | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      4540 | NS      | $278302.00    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                   | Greenbrier Cos Inc/The                                                      | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |       698 | NS      | $31759.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                           | Blue Bird Corp                                                              | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |       895 | NS      | $40087.05     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp             | Select Medical Holdings Corp                                                | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14263 | NS      | $210949.77    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                 | IDT Corp                                                                    | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      6035 | NS      | $355521.85    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                          | Whitestone REIT                                                             | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               |  | US        |      2169 | NS      | $26440.11     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                           | Buckle Inc/The                                                              | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |      8435 | NS      | $416435.95    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc             | Collegium Pharmaceutical Inc                                                | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      6279 | NS      | $187490.94    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc             | Supernus Pharmaceuticals Inc                                                | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     10169 | NS      | $356931.90    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cottage Inc   | Natural Grocers by Vitamin Cottage Inc                                      | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |      3936 | NS      | $149135.04    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co                        | Levi Strauss & Co                                                           | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |      5419 | NS      | $106700.11    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifevantage Corp                         | Lifevantage Corp                                                            | CUSIP: 53222K205<br>LEI: 5493001Z5YYT109QZ980 | Long             | EC               | CORP              | US        |       572 | NS      | $7178.60      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| RLJ Lodging Trust                        | RLJ Lodging Trust                                                           | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               |  | US        |      6766 | NS      | $50068.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                | California Resources Corp                                                   | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |      1172 | NS      | $56466.96     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                         | Hope Bancorp Inc                                                            | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     23518 | NS      | $234944.82    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial Corp        | First Commonwealth Financial Corp                                           | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |       437 | NS      | $7214.87      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                  | CNO Financial Group Inc                                                     | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |      6428 | NS      | $236807.52    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                           | Ameris Bancorp                                                              | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      1273 | NS      | $87009.55     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Civeo Corp                               | Civeo Corp                                                                  | CUSIP: 17878Y207<br>LEI: 254900H0BM0N0O4MSY43 | Long             | EC               | CORP              | CA        |      5038 | NS      | $125899.62    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                              | Premier Inc                                                                 | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19868 | NS      | $426764.64    | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                     | TrustCo Bank Corp NY                                                        | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4661 | NS      | $156423.16    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                    | Oxford Industries Inc                                                       | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      1762 | NS      | $67273.16     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                              | CONMED Corp                                                                 | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |       948 | NS      | $48490.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc              | Pediatrix Medical Group Inc                                                 | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3388 | NS      | $41503.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc     | Innovative Industrial Properties Inc                                        | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |      1309 | NS      | $67675.30     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CompoSecure Inc                          | CompoSecure Inc                                                             | CUSIP: 20459V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9882 | NS      | $140423.22    | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Bancorp                  | First Financial Bancorp                                                     | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |      3600 | NS      | $87264.00     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                       | First Hawaiian Inc                                                          | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |      2596 | NS      | $62953.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Realty Trust                      | Acadia Realty Trust                                                         | CUSIP: 004239109<br>LEI: 254900C5XLB1YYJQSH07 | Long             | EC               |  | US        |       846 | NS      | $15837.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc            | Barrett Business Services Inc                                               | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      3914 | NS      | $179926.58    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                        | Shoe Carnival Inc                                                           | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       373 | NS      | $7631.58      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services Inc               | Ranger Energy Services Inc                                                  | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |      5297 | NS      | $70926.83     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corp                   | National Research Corp                                                      | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |      2487 | NS      | $31087.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc               | ACADIA Pharmaceuticals Inc                                                  | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |      3164 | NS      | $75398.12     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                        | IBEX Holdings Ltd                                                           | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |      6143 | NS      | $181648.51    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc                        | Upbound Group Inc                                                           | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      7857 | NS      | $162129.20    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                               | Phinia Inc                                                                  | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |      5083 | NS      | $257708.10    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp                      | Addus HomeCare Corp                                                         | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      1433 | NS      | $153015.74    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Teads Holding Co                         | Teads Holding Co                                                            | CUSIP: 69002R103<br>LEI: 549300TNEHRXPVGWVW07 | Long             | EC               | CORP              | US        |     13529 | NS      | $34228.37     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                 | Independent Bank Corp/MI                                                    | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2981 | NS      | $91069.55     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TruBridge Inc                            | TruBridge Inc                                                               | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |      2752 | NS      | $57296.64     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                              | Kohl's Corp                                                                 | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |      2256 | NS      | $24455.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc                               | EZCORP Inc                                                                  | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | EC               | CORP              | US        |      3978 | NS      | $56964.96     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Biglari Holdings Inc                     | Biglari Holdings Inc                                                        | CUSIP: 08986R309<br>LEI: 549300GLWWSODF8TM682 | Long             | EC               | CORP              | US        |       166 | NS      | $51181.12     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc            | Amphastar Pharmaceuticals Inc                                               | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      3365 | NS      | $70496.75     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwestern Energy Group Inc            | Northwestern Energy Group Inc                                               | CUSIP: 668074305<br>LEI: 254900N1WG46G1VMDM34 | Long             | EC               | CORP              | US        |      1950 | NS      | $104715.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                             | La-Z-Boy Inc                                                                | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |      5807 | NS      | $208877.79    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                     | Shore Bancshares Inc                                                        | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2645 | NS      | $41023.95     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                | Spire Inc                                                                   | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |       962 | NS      | $71640.14     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                            | Teradata Corp                                                               | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |      4760 | NS      | $99626.80     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc                    | Viemed Healthcare Inc                                                       | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     10700 | NS      | $65163.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WesBanco Inc                             | WesBanco Inc                                                                | CUSIP: 950810101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2805 | NS      | $84514.65     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                         | Black Hills Corp                                                            | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |       128 | NS      | $7395.84      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines NC          | First Bancorp/Southern Pines NC                                             | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       124 | NS      | $6211.16      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                | American Assets Trust Inc                                                   | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               |  | US        |      1102 | NS      | $20971.06     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging Inc                      | Karat Packaging Inc                                                         | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |      2569 | NS      | $69953.87     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                   | Patrick Industries Inc                                                      | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      2188 | NS      | $212761.12    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp               | Horace Mann Educators Corp                                                  | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |      2115 | NS      | $89950.95     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| John Wiley & Sons Inc                    | John Wiley & Sons Inc                                                       | CUSIP: 968223206<br>LEI: 5493003XM719UN7E8P64 | Long             | EC               | CORP              | US        |      1838 | NS      | $70946.80     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc            | CSG Systems International Inc                                               | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |      1680 | NS      | $104932.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                      | Signet Jewelers Ltd                                                         | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |       876 | NS      | $69291.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                | Greif Inc                                                                   | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      3691 | NS      | $234120.13    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                              | OneSpan Inc                                                                 | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |       676 | NS      | $9971.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                     | Pilgrim's Pride Corp                                                        | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      2921 | NS      | $138426.19    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LTC Properties Inc                       | LTC Properties Inc                                                          | CUSIP: 502175102<br>LEI: 549300NRZP8IJG2KY677 | Long             | EC               |  | US        |      4763 | NS      | $162132.52    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo Inc                                | DocGo Inc                                                                   | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48168 | NS      | $65508.48     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                  | COPT Defense Properties                                                     | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |       759 | NS      | $20705.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                       | Ingles Markets Inc                                                          | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      4067 | NS      | $255936.31    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                  | GMS Inc                                                                     | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      1930 | NS      | $211605.20    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                                 | DNOW Inc                                                                    | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |      5048 | NS      | $78546.88     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc             | American Healthcare REIT Inc                                                | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |      7054 | NS      | $272566.56    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                     | Gulfport Energy Corp                                                        | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      1007 | NS      | $175348.91    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                            | REV Group Inc                                                               | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |      6426 | NS      | $318408.30    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                        | RMR Group Inc/The                                                           | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |      5564 | NS      | $89357.84     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                | Benchmark Electronics Inc                                                   | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      6831 | NS      | $262993.50    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                          | Scholastic Corp                                                             | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3146 | NS      | $77611.82     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                | International Seaways Inc                                                   | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |      1094 | NS      | $43650.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                     | Hilltop Holdings Inc                                                        | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |      1071 | NS      | $31701.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunstone Hotel Investors Inc             | Sunstone Hotel Investors Inc                                                | CUSIP: 867892101<br>LEI: 529900ZQ2V52V96ATF67 | Long             | EC               |  | US        |     19219 | NS      | $168166.25    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane NXT Co                             | Crane NXT Co                                                                | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      2624 | NS      | $155708.16    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co             | Portland General Electric Co                                                | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      2764 | NS      | $113655.68    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                | ePlus Inc                                                                   | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      2556 | NS      | $165577.68    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                           | EPR Properties                                                              | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               |  | US        |      2640 | NS      | $145305.60    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstone Net Lease Inc                 | Broadstone Net Lease Inc                                                    | CUSIP: 11135E203<br>LEI: 549300U8D7PT70B49V21 | Long             | EC               |  | US        |      6006 | NS      | $97537.44     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Services of America Corp          | Energy Services of America Corp                                             | CUSIP: 29271Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4917 | NS      | $53742.81     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                              | Deluxe Corp                                                                 | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |      8493 | NS      | $136737.30    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                            | HCI Group Inc                                                               | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |       148 | NS      | $20725.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                           | Perrigo Co PLC                                                              | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |       308 | NS      | $8214.36      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                           | ScanSource Inc                                                              | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |       707 | NS      | $27459.88     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Water Solutions Inc               | Select Water Solutions Inc                                                  | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |      1918 | NS      | $18470.34     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                           | NewMarket Corp                                                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |        78 | NS      | $53586.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc               | Vishay Intertechnology Inc                                                  | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     15341 | NS      | $251438.99    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co             | Northwest Natural Holding Co                                                | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |       276 | NS      | $11017.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                      | Diebold Nixdorf Inc                                                         | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      2825 | NS      | $159019.25    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                         | First Busey Corp                                                            | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |      4244 | NS      | $94726.08     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc               | Sabra Health Care REIT Inc                                                  | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               |  | US        |      3239 | NS      | $58399.17     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc                       | ADMA Biologics Inc                                                          | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1511 | NS      | $28255.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                  | Alexander & Baldwin Inc                                                     | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |      2418 | NS      | $43475.64     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WK Kellogg Co                            | WK Kellogg Co                                                               | CUSIP: 92942W107<br>LEI: 529900SWC935GFWUJ804 | Long             | EC               | CORP              | US        |      2311 | NS      | $53268.55     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc            | National Health Investors Inc                                               | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               |  | US        |       979 | NS      | $68392.94     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                               | Matson Inc                                                                  | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      1336 | NS      | $142658.08    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                          | SiriusPoint Ltd                                                             | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |      8172 | NS      | $160252.92    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc            | Riley Exploration Permian Inc                                               | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |      1085 | NS      | $28470.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                   | Schneider National Inc                                                      | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |      4797 | NS      | $117286.65    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc               | Third Coast Bancshares Inc                                                  | CUSIP: 88422P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       139 | NS      | $5233.35      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Utah Medical Products Inc                | Utah Medical Products Inc                                                   | CUSIP: 917488108<br>LEI: 5493002R27BBGV8DID60 | Long             | EC               | CORP              | US        |      1521 | NS      | $84567.60     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                     | Veritex Holdings Inc                                                        | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |      6903 | NS      | $218963.16    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| PC Connection Inc                        | PC Connection Inc                                                           | CUSIP: 69318J100<br>LEI: 5299005WPRNIXDV2KM73 | Long             | EC               | CORP              | US        |      2878 | NS      | $177256.02    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc              | Community Trust Bancorp Inc                                                 | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1351 | NS      | $72926.98     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Towne Bank/Portsmouth VA                 | Towne Bank/Portsmouth VA                                                    | CUSIP: 89214P109<br>LEI: 54930039UO39UJGI7078 | Long             | EC               | CORP              | US        |      4372 | NS      | $153151.16    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc                           | Daktronics Inc                                                              | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |     17925 | NS      | $290743.50    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                 | National HealthCare Corp                                                    | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |      2827 | NS      | $271476.81    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp                     | Arrow Financial Corp                                                        | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |      1893 | NS      | $50732.40     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp        | Stewart Information Services Corp                                           | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |        79 | NS      | $5129.47      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                            | Dillard's Inc                                                               | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       870 | NS      | $406229.10    | 1.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Northern Oil & Gas Inc                   | Northern Oil & Gas Inc                                                      | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |      3188 | NS      | $89774.08     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                          | OSI Systems Inc                                                             | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       944 | NS      | $208633.44    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp       | Enterprise Financial Services Corp                                          | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      1290 | NS      | $71195.10     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                              | Banner Corp                                                                 | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1472 | NS      | $91374.40     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CorVel Corp                              | CorVel Corp                                                                 | CUSIP: 221006109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2387 | NS      | $211488.20    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                     | Rush Enterprises Inc                                                        | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      6174 | NS      | $334260.36    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc             | Covenant Logistics Group Inc                                                | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2269 | NS      | $54796.35     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                             | Organon & Co                                                                | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     24151 | NS      | $234264.70    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                          | City Holding Co                                                             | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        81 | NS      | $9890.10      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc                          | TXNM Energy Inc                                                             | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |      2512 | NS      | $142656.48    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                             | Innoviva Inc                                                                | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     12586 | NS      | $228687.62    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand Inc                          | Masterbrand Inc                                                             | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |      2301 | NS      | $25380.03     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                             | Bel Fuse Inc                                                                | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      3837 | NS      | $498963.48    | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                   | Employers Holdings Inc                                                      | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4958 | NS      | $204666.24    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                   | Heritage Commerce Corp                                                      | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     23151 | NS      | $214146.75    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                   | Werner Enterprises Inc                                                      | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |      1037 | NS      | $28745.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corp of America                  | Oil-Dri Corp of America                                                     | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |      2231 | NS      | $125828.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                   | Progress Software Corp                                                      | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      1370 | NS      | $65869.60     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                        | Newmark Group Inc                                                           | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4842 | NS      | $73453.14     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                            | iRadimed Corp                                                               | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      1624 | NS      | $94744.16     | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                         | Weis Markets Inc                                                            | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3854 | NS      | $279068.14    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Acacia Research Corp                     | Acacia Research Corp                                                        | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Long             | EC               | CORP              | US        |     10028 | NS      | $35499.12     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ABM Industries Inc                       | ABM Industries Inc                                                          | CUSIP: 000957100<br>LEI: QF02R89VEIOROM77J447 | Long             | EC               | CORP              | US        |      1764 | NS      | $81373.32     | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA            | Preferred Bank/Los Angeles CA                                               | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      2909 | NS      | $264195.38    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Realty Corp                        | Getty Realty Corp                                                           | CUSIP: 374297109<br>LEI: 2549000P1W5SFJWCNP90 | Long             | EC               |  | US        |      3228 | NS      | $89706.12     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar Bancorp Inc                      | Stellar Bancorp Inc                                                         | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |      1970 | NS      | $58174.10     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                           | Photronics Inc                                                              | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |      3021 | NS      | $61507.56     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                   | Cathay General Bancorp                                                      | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      2254 | NS      | $101925.88    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Edge Properties                    | Urban Edge Properties                                                       | CUSIP: 91704F104<br>LEI: N/A                  | Long             | EC               |  | US        |      4734 | NS      | $93354.48     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                  | G-III Apparel Group Ltd                                                     | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |       435 | NS      | $10266.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro-Dex Inc                              | Pro-Dex Inc                                                                 | CUSIP: 74265M205<br>LEI: 529900EB2AJA079NT411 | Long             | EC               | CORP              | US        |      2330 | NS      | $116616.50    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Smith & Wesson Brands Inc                | Smith & Wesson Brands Inc                                                   | CUSIP: 831754106<br>LEI: 5493004PFHUPOR1PWN79 | Long             | EC               | CORP              | US        |      3307 | NS      | $26290.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc               | Apple Hospitality REIT Inc                                                  | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               |  | US        |     17235 | NS      | $202511.25    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc            | Business First Bancshares Inc                                               | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |       302 | NS      | $7172.50      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                       | Graham Holdings Co                                                          | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |        39 | NS      | $37213.02     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                 | Northwest Bancshares Inc                                                    | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5163 | NS      | $60407.10     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                  | Perdoceo Education Corp                                                     | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     14066 | NS      | $404819.48    | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PrimeEnergy Resources Corp               | PrimeEnergy Resources Corp                                                  | CUSIP: 74158E104<br>LEI: 9QMD37QNHRX1B7685Y44 | Long             | EC               | CORP              | US        |       599 | NS      | $100973.43    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| ONE Gas Inc                              | ONE Gas Inc                                                                 | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |       632 | NS      | $45946.40     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                             | Carter's Inc                                                                | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |      2502 | NS      | $60648.48     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies Inc          | Napco Security Technologies Inc                                             | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |       629 | NS      | $19203.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp              | National Bank Holdings Corp                                                 | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1524 | NS      | $56479.44     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                 | WaFd Inc                                                                    | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       235 | NS      | $6839.68      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp           | Central Pacific Financial Corp                                              | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      6555 | NS      | $174756.30    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc                        | Flowers Foods Inc                                                           | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     10951 | NS      | $173573.35    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| J Jill Inc                               | J Jill Inc                                                                  | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |      6820 | NS      | $106937.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc                          | Hyster-Yale Inc                                                             | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4926 | NS      | $206941.26    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc                   | Puma Biotechnology Inc                                                      | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11296 | NS      | $35130.56     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc              | Penske Automotive Group Inc                                                 | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |        64 | NS      | $10714.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc                     | Federated Hermes Inc                                                        | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |       880 | NS      | $43621.60     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Renasant Corp                            | Renasant Corp                                                               | CUSIP: 75970E107<br>LEI: 549300OVE6OZHW2UUH81 | Long             | EC               | CORP              | US        |      3050 | NS      | $111752.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                              | Unitil Corp                                                                 | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       900 | NS      | $46422.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                          | S&T Bancorp Inc                                                             | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3239 | NS      | $118676.96    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                    | LeMaitre Vascular Inc                                                       | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |      2941 | NS      | $238926.84    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                             | Embecta Corp                                                                | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     20191 | NS      | $205140.56    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Travel + Leisure Co                      | Travel + Leisure Co                                                         | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |      1302 | NS      | $77143.50     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                         | Pitney Bowes Inc                                                            | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |      3520 | NS      | $39987.20     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                          | Alamo Group Inc                                                             | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |        78 | NS      | $17361.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sturm Ruger & Co Inc                     | Sturm Ruger & Co Inc                                                        | CUSIP: 864159108<br>LEI: 529900DV1BWFJSHFO847 | Long             | EC               | CORP              | US        |      1399 | NS      | $47789.84     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                               | Tennant Co                                                                  | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      1117 | NS      | $92197.18     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                        | Andersons Inc/The                                                           | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      1371 | NS      | $49246.32     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc                       | Garrett Motion Inc                                                          | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |      8767 | NS      | $114321.68    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                  | MDU Resources Group Inc                                                     | CUSIP: 552690109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11510 | NS      | $198547.50    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc         | Harmony Biosciences Holdings Inc                                            | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10552 | NS      | $371219.36    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                    | Fulton Financial Corp                                                       | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |      5504 | NS      | $98796.80     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc                         | HealthStream Inc                                                            | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      5367 | NS      | $140400.72    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc              | John B Sanfilippo & Son Inc                                                 | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      1134 | NS      | $71793.54     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock Inc                         | Shutterstock Inc                                                            | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |       676 | NS      | $12952.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| LXP Industrial Trust                     | LXP Industrial Trust                                                        | CUSIP: 529043101<br>LEI: 549300S4MH2ICXDBFV43 | Long             | EC               |  | US        |      1736 | NS      | $13471.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                               | ALLETE Inc                                                                  | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |       625 | NS      | $41206.25     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc               | Vishay Precision Group Inc                                                  | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       869 | NS      | $23045.88     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT Inc                                  | ADT Inc                                                                     | CUSIP: 00090Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2529 | NS      | $21117.15     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelzoo                                | Travelzoo                                                                   | CUSIP: 89421Q205<br>LEI: 5493003SM75HBCOOU310 | Long             | EC               | CORP              | US        |      1831 | NS      | $18291.69     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                    | Hackett Group Inc/The                                                       | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      5997 | NS      | $140269.83    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                | Ethan Allen Interiors Inc                                                   | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7912 | NS      | $235540.24    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc                       | LSI Industries Inc                                                          | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |      2147 | NS      | $39290.10     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc             | MSC Industrial Direct Co Inc                                                | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |      2012 | NS      | $174279.44    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensus Healthcare Inc                    | Sensus Healthcare Inc                                                       | CUSIP: 81728J109<br>LEI: 549300F3JF8NCDJJZW04 | Long             | EC               | CORP              | US        |     19607 | NS      | $109603.13    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Logistics Holdings Inc         | Universal Logistics Holdings Inc                                            | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3023 | NS      | $72340.39     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                     | Warrior Met Coal Inc                                                        | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      5181 | NS      | $266199.78    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                           | PriceSmart Inc                                                              | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |      1802 | NS      | $193715.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                | TEGNA Inc                                                                   | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |     19870 | NS      | $331829.00    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Immersion Corp                           | Immersion Corp                                                              | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |     26948 | NS      | $187827.56    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| UniFirst Corp/MA                         | UniFirst Corp/MA                                                            | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |       357 | NS      | $61057.71     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                            | Interface Inc                                                               | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |      3673 | NS      | $75737.26     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kewaunee Scientific Corp                 | Kewaunee Scientific Corp                                                    | CUSIP: 492854104<br>LEI: 549300Z8MHH8NUYXQ229 | Long             | EC               | CORP              | US        |      1536 | NS      | $85002.24     | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                     | First Financial Corp                                                        | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1952 | NS      | $104529.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Atlantic Real Estate Finance Inc | Chicago Atlantic Real Estate Finance Inc                                    | CUSIP: 167239102<br>LEI: N/A                  | Long             | EC               |  | US        |      5927 | NS      | $76991.73     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                 | HomeTrust Bancshares Inc                                                    | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       236 | NS      | $9170.96      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc             | Cross Country Healthcare Inc                                                | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      6751 | NS      | $90800.95     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                              | Avista Corp                                                                 | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |      3227 | NS      | $120367.10    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Spok Holdings Inc                        | Spok Holdings Inc                                                           | CUSIP: 84863T106<br>LEI: 549300HXXANIVN2ICC89 | Long             | EC               | CORP              | US        |      6974 | NS      | $127903.16    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                   | Apogee Enterprises Inc                                                      | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      2952 | NS      | $123954.48    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange              | E-MINI RUSS 2000 SEP25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         1 | NC      | $5077.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Semler Scientific Inc                    | Semler Scientific Inc                                                       | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Long             | EC               | CORP              | US        |      3715 | NS      | $133182.75    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Brady Corp                               | Brady Corp                                                                  | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |      3327 | NS      | $234786.39    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                   | Peoples Bancorp Inc/OH                                                      | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3680 | NS      | $105395.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc                     | Urban Outfitters Inc                                                        | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      1670 | NS      | $125717.60    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                       | Enact Holdings Inc                                                          | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |      3189 | NS      | $110849.64    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                     | Ramaco Resources Inc                                                        | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |      2453 | NS      | $49918.55     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                             | Sylvamo Corp                                                                | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      4022 | NS      | $185293.54    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc                 | Oppenheimer Holdings Inc                                                    | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       942 | NS      | $71413.02     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp                | Phibro Animal Health Corp                                                   | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |      8937 | NS      | $236830.50    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                       | Liberty Energy Inc                                                          | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8982 | NS      | $110837.88    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                       | CNX Resources Corp                                                          | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |      2428 | NS      | $73592.68     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc        | Alpha Metallurgical Resources Inc                                           | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       413 | NS      | $48762.91     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                       | SunCoke Energy Inc                                                          | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     19159 | NS      | $141585.01    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc              | Standard Motor Products Inc                                                 | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      5987 | NS      | $181765.32    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                    | United Fire Group Inc                                                       | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4525 | NS      | $120138.75    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp                   | Acushnet Holdings Corp                                                      | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      1657 | NS      | $131930.34    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp                         | McGrath RentCorp                                                            | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |       101 | NS      | $12603.79     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Steven Madden Ltd                        | Steven Madden Ltd                                                           | CUSIP: 556269108<br>LEI: 549300Z9GZ7GYJWSGF43 | Long             | EC               | CORP              | US        |       616 | NS      | $14787.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                    | SIGA Technologies Inc                                                       | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35342 | NS      | $233610.62    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA                    | CNB Financial Corp/PA                                                       | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      3222 | NS      | $73944.90     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                        | World Kinect Corp                                                           | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      2180 | NS      | $59448.60     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CTO Realty Growth Inc                    | CTO Realty Growth Inc                                                       | CUSIP: 22948Q101<br>LEI: N/A                  | Long             | EC               |  | US        |      6340 | NS      | $104673.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                           | MRC Global Inc                                                              | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |      4872 | NS      | $71520.96     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc               | Financial Institutions Inc                                                  | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5206 | NS      | $132700.94    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                     | Ryerson Holding Corp                                                        | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      1420 | NS      | $29252.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Beach Brands Holding Co         | Hamilton Beach Brands Holding Co                                            | CUSIP: 40701T104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4791 | NS      | $74595.87     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                         | TriCo Bancshares                                                            | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       926 | NS      | $38077.12     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc              | Granite Ridge Resources Inc                                                 | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |     12132 | NS      | $62965.08     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                 | HNI Corp                                                                    | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      6817 | NS      | $350666.48    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                            | Bioventus Inc                                                               | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6519 | NS      | $42503.88     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Park Hotels & Resorts Inc                | Park Hotels & Resorts Inc                                                   | CUSIP: 700517105<br>LEI: 5493005UZ5TQN0H6HS73 | Long             | EC               |  | US        |     14693 | NS      | $156627.38    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SpartanNash Co                           | SpartanNash Co                                                              | CUSIP: 847215100<br>LEI: 549300TV3QCCSQLF5X16 | Long             | EC               | CORP              | US        |      8780 | NS      | $233021.20    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                        | Olympic Steel Inc                                                           | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      1343 | NS      | $41767.30     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                                | Argan Inc                                                                   | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      1762 | NS      | $431654.76    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Virco Mfg. Corp                          | Virco Mfg. Corp                                                             | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13647 | NS      | $105627.78    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc   | Heidrick & Struggles International Inc                                      | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      4146 | NS      | $184621.38    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                          | Otter Tail Corp                                                             | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1217 | NS      | $93928.06     | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                     | Ramaco Resources Inc                                                        | CUSIP: 75134P501<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |        21 | NS      | $285.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                        | VAALCO Energy Inc                                                           | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     36428 | NS      | $135512.16    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-22

**Name of Applicant:** Lattice Strategies Trust

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer