# EDGAR Filing Document

**Accession Number:** 0000813900
**File Stem:** 0001410368-26-013131
**Filing Date:** 2026-2
**Character Count:** 166616
**Document Hash:** 87392a84fc382d33569dedd46f3d9aa8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-013131.hdr.sgml**: 20260218

**ACCESSION NUMBER**: 0001410368-26-013131

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260218

**DATE AS OF CHANGE**: 20260218

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PACIFIC SELECT FUND
- **CENTRAL INDEX KEY:** 0000813900

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05141
- **FILM NUMBER:** 26646040

**BUSINESS ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 9492193233

**MAIL ADDRESS:**
- **STREET 1:** 700 NEWPORT CTR DR
- **STREET 2:** P O BOX 7500
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### Small-Cap Value Portfolio (Series ID: S000026006)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000078075 | Class I      |  |
| C000098948 | Class P      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PACIFIC SELECT FUND

- **b. Investment Company Act file number:** 811-05141

- **c. CIK number of Registrant:** 0000813900

- **d. LEI of Registrant:** 549300KH2YJL0X2VEL27

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

  - **Street Address 1:** 700 NEWPORT CTR DR

  - **City:** NEWPORT BEACH

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** 949-219-3233

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

- **a. Name of Series:** Small-Cap Value Portfolio

- **b. EDGAR series identifier (if any):** S000026006

- **c. LEI of Series:** 549300IJAKEMI4OOVS76

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $287729668.84

**Total Liabilities:** $4887380.46

**Net Assets:** $282842288.38

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000078075 | -2.35%               | 3.87%                | 1.26%                |
| Class ID C000098948 | -2.33%               | 3.89%                | 1.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2872395.41              | $-10973461.44                              |
| Month 2  | $-2282468.62             | $14674134.42                               |
| Month 3  | $5976047.67              | $-1479977.39                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACCO Brands Corp                           | ACCO Brands Corp                           | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     66145 | NS      | $246720.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ACNB Corp                                  | ACNB Corp                                  | CUSIP: 000868109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1198 | NS      | $57923.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AMC Networks Inc                           | AMC Networks Inc                           | CUSIP: 00164V103<br>LEI: 549300VGG9K75226LR46 | Long             | EC               | CORP              | US        |      8726 | NS      | $83071.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ATN International Inc                      | ATN International Inc                      | CUSIP: 00215F107<br>LEI: 54930013NP7VEU877V56 | Long             | EC               | CORP              | US        |      2646 | NS      | $60328.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                     | Abercrombie & Fitch Co                     | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     16024 | NS      | $2016940.88   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc              | Academy Sports & Outdoors Inc              | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |     23489 | NS      | $1173510.44   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Acme United Corp                           | Acme United Corp                           | CUSIP: 004816104<br>LEI: 549300NVT8NN13WP8M83 | Long             | EC               | CORP              | US        |      1232 | NS      | $49661.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                     | Advance Auto Parts Inc                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |     23414 | NS      | $920170.20    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                               | AdvanSix Inc                               | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     16428 | NS      | $284204.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                             | Air Lease Corp                             | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     35629 | NS      | $2288450.67   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamo Group Inc                            | Alamo Group Inc                            | CUSIP: 011311107<br>LEI: 54930080C93RVZRSDV26 | Long             | EC               | CORP              | US        |      4772 | NS      | $801075.64    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                       | Alaska Air Group Inc                       | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     55711 | NS      | $2802263.30   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                        | Allegiant Travel Co                        | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |      9353 | NS      | $797530.31    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc               | Bread Financial Holdings Inc               | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |     13914 | NS      | $1030053.42   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc          | Alpha Metallurgical Resources Inc          | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      4090 | NS      | $817509.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                 | Amalgamated Financial Corp                 | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8693 | NS      | $278436.79    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Axle & Manufacturing Holdings Inc | American Axle & Manufacturing Holdings Inc | CUSIP: 024061103<br>LEI: 254900SMQY98VFKNCC32 | Long             | EC               | CORP              | US        |     69246 | NS      | $443866.86    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc              | American Eagle Outfitters Inc              | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     62450 | NS      | $1646806.50   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc              | American Public Education Inc              | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |      8874 | NS      | $335437.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                              | AMERISAFE Inc                              | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      4704 | NS      | $180680.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                       | Amkor Technology Inc                       | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     34185 | NS      | $1349623.80   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc              | Amphastar Pharmaceuticals Inc              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      9351 | NS      | $250419.78    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp                        | Amplify Energy Corp                        | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |     29324 | NS      | $134010.68    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersons Inc/The                          | Andersons Inc/The                          | CUSIP: 034164103<br>LEI: L38MWB8MVRFV7HVJPU11 | Long             | EC               | CORP              | US        |      6491 | NS      | $345126.47    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                     | Apogee Enterprises Inc                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |      9356 | NS      | $340651.96    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                               | ArcBest Corp                               | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      9756 | NS      | $723797.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                               | Archrock Inc                               | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |     53157 | NS      | $1383145.14   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc                      | Arrow Electronics Inc                      | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |        15 | NS      | $1652.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Financial Corp                       | Arrow Financial Corp                       | CUSIP: 042744102<br>LEI: 2549007Z8GI9ZZIQ1817 | Long             | EC               | CORP              | US        |      3792 | NS      | $119068.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                         | Aspen Aerogels Inc                         | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36277 | NS      | $102663.91    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                       | Associated Banc-Corp                       | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     37193 | NS      | $958091.68    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Astec Industries Inc                       | Astec Industries Inc                       | CUSIP: 046224101<br>LEI: 5493002DO2QKHLKB2A48 | Long             | EC               | CORP              | US        |      4944 | NS      | $214174.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                             | Astronics Corp                             | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |     10885 | NS      | $590402.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                 | Atkore Inc                                 | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     15754 | NS      | $996440.50    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlanticus Holdings Corp                   | Atlanticus Holdings Corp                   | CUSIP: 04914Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3088 | NS      | $206741.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                                  | Avnet Inc                                  | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     33640 | NS      | $1617411.20   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                         | Axos Financial Inc                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     17473 | NS      | $1505473.68   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BCB Bancorp Inc                            | BCB Bancorp Inc                            | CUSIP: 055298103<br>LEI: 54930024V6Z8FYSN4291 | Long             | EC               | CORP              | US        |      2533 | NS      | $20441.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                            | Bancorp Inc/The                            | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |     13578 | NS      | $916786.56    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                     | Banc of California Inc                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     33968 | NS      | $655242.72    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp                        | Bank of Hawaii Corp                        | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     10629 | NS      | $726704.73    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                   | Bank OZK                                   | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     42079 | NS      | $1936475.58   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                             | BankUnited Inc                             | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     27906 | NS      | $1243770.42   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank7 Corp                                 | Bank7 Corp                                 | CUSIP: 06652N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1056 | NS      | $43274.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Banner Corp                                | Banner Corp                                | CUSIP: 06652V208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6880 | NS      | $431100.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bar Harbor Bankshares                      | Bar Harbor Bankshares                      | CUSIP: 066849100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       123 | NS      | $3819.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc                  | Benchmark Electronics Inc                  | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |     16401 | NS      | $701306.76    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Restaurants Inc                       | BJ's Restaurants Inc                       | CUSIP: 09180C106<br>LEI: 5299000EOW66I1OJNQ23 | Long             | EC               | CORP              | US        |     10839 | NS      | $427056.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                             | Blue Bird Corp                             | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |     15329 | NS      | $720463.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Beer Co Inc/The                     | Boston Beer Co Inc/The                     | CUSIP: 100557107<br>LEI: 529900Q02MQ0DCQNRM58 | Long             | EC               | CORP              | US        |      2641 | NS      | $515338.33    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgewater Bancshares Inc                 | Bridgewater Bancshares Inc                 | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      5242 | NS      | $91892.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                  | Brighthouse Financial Inc                  | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     23942 | NS      | $1551202.18   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc                          | Bristow Group Inc                          | CUSIP: 11040G103<br>LEI: 5493005Q24EN3UC1PV68 | Long             | EC               | CORP              | US        |      9762 | NS      | $357484.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Brunswick Corp/DE                          | Brunswick Corp/DE                          | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |     20833 | NS      | $1546641.92   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckle Inc/The                             | Buckle Inc/The                             | CUSIP: 118440106<br>LEI: 5299007IU0461T3GDL34 | Long             | EC               | CORP              | US        |     12411 | NS      | $662995.62    | 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        |      6279 | NS      | $384714.33    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Burke & Herbert Financial Services Corp    | Burke & Herbert Financial Services Corp    | CUSIP: 12135Y108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3645 | NS      | $227119.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc              | Business First Bancshares Inc              | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      7689 | NS      | $200990.46    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                         | Byline Bancorp Inc                         | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     10157 | NS      | $296076.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| C&F Financial Corp                         | C&F Financial Corp                         | CUSIP: 12466Q104<br>LEI: 549300VFPAZLNS1R0361 | Long             | EC               | CORP              | US        |       970 | NS      | $70412.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA                      | CNB Financial Corp/PA                      | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |      7883 | NS      | $206298.11    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                    | CNO Financial Group Inc                    | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |     33006 | NS      | $1401764.82   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                         | CNX Resources Corp                         | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |     45594 | NS      | $1676491.38   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                              | Cable One Inc                              | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      2852 | NS      | $321848.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                                 | Cabot Corp                                 | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |     28683 | NS      | $1901109.24   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                        | Cal-Maine Foods Inc                        | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     24545 | NS      | $1953045.65   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                | Caleres Inc                                | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |     18901 | NS      | $230025.17    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp                  | California Resources Corp                  | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     29747 | NS      | $1329988.37   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp               | Topgolf Callaway Brands Corp               | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     38370 | NS      | $447777.90    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden National Corp                       | Camden National Corp                       | CUSIP: 133034108<br>LEI: 549300ZVEDL2L8UW4F28 | Long             | EC               | CORP              | US        |      3610 | NS      | $156601.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital City Bank Group Inc                | Capital City Bank Group Inc                | CUSIP: 139674105<br>LEI: 254900NVLVUJQZKTQE82 | Long             | EC               | CORP              | US        |      4138 | NS      | $176154.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital Bancorp Inc                        | Capital Bancorp Inc                        | CUSIP: 139737100<br>LEI: 549300LQKYGWQ7VP0C75 | Long             | EC               | CORP              | US        |      1185 | NS      | $33381.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc              | Capitol Federal Financial Inc              | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10829 | NS      | $73745.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                               | Cars.com Inc                               | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      9576 | NS      | $116827.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                      | Carter Bankshares Inc                      | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5580 | NS      | $109702.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                               | Carter's Inc                               | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     15206 | NS      | $493130.58    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc               | Catalyst Pharmaceuticals Inc               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     38831 | NS      | $906315.54    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                     | Cathay General Bancorp                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     19766 | NS      | $956476.74    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                    | Central Garden & Pet Co                    | CUSIP: 153527106<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |      3627 | NS      | $116608.05    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Garden & Pet Co                    | Central Garden & Pet Co                    | CUSIP: 153527205<br>LEI: 5493004DVZLD37DJ0H83 | Long             | EC               | CORP              | US        |     24114 | NS      | $703887.66    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp             | Central Pacific Financial Corp             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     10016 | NS      | $312098.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                    | Century Communities Inc                    | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      4597 | NS      | $272831.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc/The                 | Cheesecake Factory Inc/The                 | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Long             | EC               | CORP              | US        |     16406 | NS      | $828174.88    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                            | Chemours Co/The                            | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |     36478 | NS      | $430075.62    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ChoiceOne Financial Services Inc           | ChoiceOne Financial Services Inc           | CUSIP: 170386106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1754 | NS      | $51778.08     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| City Holding Co                            | City Holding Co                            | CUSIP: 177835105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3546 | NS      | $422683.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Civeo Corp                                 | Civeo Corp                                 | CUSIP: 17878Y207<br>LEI: 254900H0BM0N0O4MSY43 | Long             | EC               | CORP              | CA        |      6972 | NS      | $159449.64    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                      | Civitas Resources Inc                      | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |     33833 | NS      | $916535.97    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarus Corp                                | Clarus Corp                                | CUSIP: 18270P109<br>LEI: 549300PKSLI6PT0ULL72 | Long             | EC               | CORP              | US        |      5690 | NS      | $19061.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc               | Collegium Pharmaceutical Inc               | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      5226 | NS      | $241963.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Colony Bankcorp Inc                        | Colony Bankcorp Inc                        | CUSIP: 19623P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3701 | NS      | $65951.82     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                | Columbia Banking System Inc                | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |     76529 | NS      | $2138985.55   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Sportswear Co                     | Columbia Sportswear Co                     | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      9442 | NS      | $520159.78    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                       | Commercial Metals Co                       | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     44988 | NS      | $3114069.36   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc                | Community Trust Bancorp Inc                | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5233 | NS      | $295664.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International Inc         | Compass Minerals International Inc         | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |     22148 | NS      | $434986.72    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                     | Comstock Resources Inc                     | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     27575 | NS      | $639188.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                     | ConnectOne Bancorp Inc                     | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     14637 | NS      | $383782.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Molding Technologies Inc              | Core Molding Technologies Inc              | CUSIP: 218683100<br>LEI: 549300ZY2MFRXCKVIJ28 | Long             | EC               | CORP              | US        |      3911 | NS      | $78415.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Core Natural Resources Inc                 | Core Natural Resources Inc                 | CUSIP: 218937100<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |      4448 | NS      | $393692.48    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                           | QuidelOrtho Corp                           | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     34861 | NS      | $995630.16    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc               | Covenant Logistics Group Inc               | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9012 | NS      | $198624.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Store Inc       | Cracker Barrel Old Country Store Inc       | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |     11762 | NS      | $298754.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Credit Acceptance Corp                     | Credit Acceptance Corp                     | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1311 | NS      | $581376.06    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Cricut Inc                                 | Cricut Inc                                 | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |     34819 | NS      | $172354.05    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs Inc                                  | Crocs Inc                                  | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |     20137 | NS      | $1722116.24   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc               | Cross Country Healthcare Inc               | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |      3120 | NS      | $25272.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                      | Customers Bancorp Inc                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      9229 | NS      | $674824.48    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                             | DMC Global Inc                             | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |       806 | NS      | $5392.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DXC Technology Co                          | DXC Technology Co                          | CUSIP: 23355L106<br>LEI: 549300DOVZ3EDJB7O259 | Long             | EC               | CORP              | US        |     94927 | NS      | $1390680.55   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc                             | Daktronics Inc                             | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |     25549 | NS      | $505103.73    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                   | Dana Inc                                   | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |     47209 | NS      | $1121685.84   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamond Hill Investment Group Inc          | Diamond Hill Investment Group Inc          | CUSIP: 25264R207<br>LEI: 549300AQ6779A0B7VZ57 | Long             | EC               | CORP              | US        |      1401 | NS      | $237469.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                        | Diebold Nixdorf Inc                        | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      5320 | NS      | $361174.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc                          | Donegal Group Inc                          | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3980 | NS      | $79520.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                               | Ducommun Inc                               | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      1517 | NS      | $144312.21    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern Co/The                             | Eastern Co/The                             | CUSIP: 276317104<br>LEI: 5493005F8SU7UCM5D285 | Long             | EC               | CORP              | US        |      1898 | NS      | $37371.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                                | Ecovyst Inc                                | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24732 | NS      | $240642.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                  | Emergent BioSolutions Inc                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     33456 | NS      | $413516.16    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                     | Employers Holdings Inc                     | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7076 | NS      | $305470.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enact Holdings Inc                         | Enact Holdings Inc                         | CUSIP: 29249E109<br>LEI: 9845003CA5664B741N19 | Long             | EC               | CORP              | US        |     11251 | NS      | $445989.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                    | EnerSys                                    | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      8806 | NS      | $1292280.50   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                  | Ennis Inc                                  | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10980 | NS      | $197749.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services Corp         | Enterprise Financial Services Corp         | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     11209 | NS      | $605286.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                  | ePlus Inc                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     11651 | NS      | $1021792.70   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings Inc             | Esquire Financial Holdings Inc             | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2736 | NS      | $279263.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc                  | Ethan Allen Interiors Inc                  | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12408 | NS      | $283398.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petroleum Corp                   | Evolution Petroleum Corp                   | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |      8487 | NS      | $30043.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life Inc                   | F&G Annuities & Life Inc                   | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7127 | NS      | $219867.95    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                   | FMC Corp                                   | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |     26164 | NS      | $362894.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp Inc                             | FS Bancorp Inc                             | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1455 | NS      | $59902.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp                 | Farmers National Banc Corp                 | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5024 | NS      | $66919.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Agricultural Mortgage Corp         | Federal Agricultural Mortgage Corp         | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | USGSE             | US        |      2727 | NS      | $478779.39    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico                  | First BanCorp/Puerto Rico                  | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     50678 | NS      | $1050554.94   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank/Hamilton NJ                     | First Bank/Hamilton NJ                     | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |      3326 | NS      | $54745.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Services Inc      | First Business Financial Services Inc      | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |      3554 | NS      | $192982.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                    | First Financial Bancorp                    | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     23834 | NS      | $596326.68    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp                       | First Financial Corp                       | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4384 | NS      | $264881.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                       | First Merchants Corp                       | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     12443 | NS      | $466363.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                   | First Mid Bancshares Inc                   | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7577 | NS      | $295503.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 1st Source Corp                            | 1st Source Corp                            | CUSIP: 336901103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4129 | NS      | $258021.21    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| First United Corp                          | First United Corp                          | CUSIP: 33741H107<br>LEI: 549300G54QPXQLB4KN58 | Long             | EC               | CORP              | US        |      2599 | NS      | $97306.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Firstsun Capital Bancorp                   | Firstsun Capital Bancorp                   | CUSIP: 33767U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       177 | NS      | $6661.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                          | Five Star Bancorp                          | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |      6654 | NS      | $238080.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Flexsteel Industries Inc                   | Flexsteel Industries Inc                   | CUSIP: 339382103<br>LEI: 894500J5Y3ZZOOJXXN24 | Long             | EC               | CORP              | US        |      2986 | NS      | $117917.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc                         | Forestar Group Inc                         | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     12107 | NS      | $298195.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Forum Energy Technologies Inc              | Forum Energy Technologies Inc              | CUSIP: 34984V209<br>LEI: 549300SF93HLCR1REE27 | Long             | EC               | CORP              | US        |      3497 | NS      | $129214.15    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                      | Fulton Financial Corp                      | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     56376 | NS      | $1089748.08   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureFuel Corp                            | FutureFuel Corp                            | CUSIP: 36116M106<br>LEI: 529900WYQZSMWFXLA845 | Long             | EC               | CORP              | US        |      7673 | NS      | $24476.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corp                                  | GATX Corp                                  | CUSIP: 361448103<br>LEI: 549300IHYHCQP2PIR591 | Long             | EC               | CORP              | US        |     18508 | NS      | $3138956.80   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd                    | G-III Apparel Group Ltd                    | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     18000 | NS      | $521280.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                | Gentex Corp                                | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |     66844 | NS      | $1555459.88   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc                     | Genworth Financial Inc                     | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    106397 | NS      | $960764.91    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentherm Inc                               | Gentherm Inc                               | CUSIP: 37253A103<br>LEI: HKM6YX1U5JS60TCUB219 | Long             | EC               | CORP              | US        |      9913 | NS      | $360535.81    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Global Industrial Co                       | Global Industrial Co                       | CUSIP: 37892E102<br>LEI: 5493000GO8Z3HEWCGE46 | Long             | EC               | CORP              | US        |       466 | NS      | $13616.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globalstar Inc                             | Globalstar Inc                             | CUSIP: 378973507<br>LEI: 549300NEX8I0MSOW0R64 | Long             | EC               | CORP              | US        |     13880 | NS      | $847235.20    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The              | Goodyear Tire & Rubber Co/The              | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    123975 | NS      | $1086021.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Gran Tierra Energy Inc                     | Gran Tierra Energy Inc                     | CUSIP: 38500T200<br>LEI: 549300IH2S17MAIUCM32 | Long             | EC               | CORP              | US        |     28874 | NS      | $122425.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Construction Inc                   | Granite Construction Inc                   | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     16008 | NS      | $1846522.80   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc                | Granite Ridge Resources Inc                | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |     33697 | NS      | $158375.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co               | Graphic Packaging Holding Co               | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33125 | NS      | $498862.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp             | Great Lakes Dredge & Dock Corp             | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |     33342 | NS      | $437447.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                 | Great Southern Bancorp Inc                 | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      3986 | NS      | $245378.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                             | Green Dot Corp                             | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25328 | NS      | $324451.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The                     | Greenbrier Cos Inc/The                     | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     16159 | NS      | $755271.66    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                  | Greif Inc                                  | CUSIP: 397624107<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |      9555 | NS      | $646873.50    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Greif Inc                                  | Greif Inc                                  | CUSIP: 397624206<br>LEI: 54930070FVGKR0Z1FI24 | Long             | EC               | CORP              | US        |        23 | NS      | $1717.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Guess? Inc                                 | Guess? Inc                                 | CUSIP: 401617105<br>LEI: 549300QVH3ZK2DW0KP86 | Long             | EC               | CORP              | US        |      4088 | NS      | $68474.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp                       | Gulfport Energy Corp                       | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      2865 | NS      | $595891.35    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HBT Financial Inc                          | HBT Financial Inc                          | CUSIP: 404111106<br>LEI: 549300NTXD4Q6UK5BY66 | Long             | EC               | CORP              | US        |      2735 | NS      | $70699.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                              | HCI Group Inc                              | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |      3936 | NS      | $754491.84    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                                   | HNI Corp                                   | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      4186 | NS      | $175979.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Co                         | Hallador Energy Co                         | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |     14648 | NS      | $278897.92    | 0.10%             |  |  |  | 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        |       841 | NS      | $13834.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                       | Hancock Whitney Corp                       | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     23676 | NS      | $1507687.68   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp                       | Hanmi Financial Corp                       | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     10040 | NS      | $271381.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/The            | Hanover Insurance Group Inc/The            | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     11251 | NS      | $2056345.27   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley-Davidson Inc                        | Harley-Davidson Inc                        | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     56565 | NS      | $1159016.85   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc           | Harmony Biosciences Holdings Inc           | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24637 | NS      | $921916.54    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Haverty Furniture Cos Inc                  | Haverty Furniture Cos Inc                  | CUSIP: 419596101<br>LEI: 529900CVFMMIRXZVPD70 | Long             | EC               | CORP              | US        |      5136 | NS      | $119976.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc              | Healthcare Services Group Inc              | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |     37625 | NS      | $719390.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Express Inc                      | Heartland Express Inc                      | CUSIP: 422347104<br>LEI: 5299005V45FZIQGLOG39 | Long             | EC               | CORP              | US        |     24466 | NS      | $220927.98    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Helix Energy Solutions Group Inc           | Helix Energy Solutions Group Inc           | CUSIP: 42330P107<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | EC               | CORP              | US        |     47011 | NS      | $294758.97    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                      | Helmerich & Payne Inc                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     34176 | NS      | $980167.68    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Commerce Corp                     | Heritage Commerce Corp                     | CUSIP: 426927109<br>LEI: 549300CLIS851ELSR406 | Long             | EC               | CORP              | US        |     21228 | NS      | $254948.28    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Insurance Holdings Inc            | Heritage Insurance Holdings Inc            | CUSIP: 42727J102<br>LEI: 9845008CCYDD87F66B45 | Long             | EC               | CORP              | US        |      8413 | NS      | $246164.38    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy Inc                        | HighPeak Energy Inc                        | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |     14932 | NS      | $70777.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Home Bancorp Inc                           | Home Bancorp Inc                           | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1963 | NS      | $113461.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                   | HomeTrust Bancshares Inc                   | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6327 | NS      | $271681.38    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                           | Hope Bancorp Inc                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     30432 | NS      | $333534.72    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Horace Mann Educators Corp                 | Horace Mann Educators Corp                 | CUSIP: 440327104<br>LEI: 254900G5YAV3A2YK8T32 | Long             | EC               | CORP              | US        |     10594 | NS      | $489230.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc                  | Hovnanian Enterprises Inc                  | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |      1614 | NS      | $157429.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Holdings Inc                 | Howard Hughes Holdings Inc                 | CUSIP: 44267T102<br>LEI: 254900TY494BHXIU6M60 | Long             | EC               | CORP              | US        |     13536 | NS      | $1079766.72   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                    | Hudson Technologies Inc                    | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9260 | NS      | $63431.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc                            | Hyster-Yale Inc                            | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5422 | NS      | $161087.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IES Holdings Inc                           | IES Holdings Inc                           | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      3137 | NS      | $1220355.74   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co                         | Crescent Energy Co                         | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108597 | NS      | $911128.83    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                                  | IMAX Corp                                  | CUSIP: 45245E109<br>LEI: 894500GS1ESLAPZCEI74 | Long             | EC               | CORP              | CA        |     11965 | NS      | $442226.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                   | Independent Bank Corp/MI                   | CUSIP: 453838609<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      7230 | NS      | $235191.90    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc                         | Ingles Markets Inc                         | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      7093 | NS      | $486225.15    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                               | Innoviva Inc                               | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     21876 | NS      | $437301.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                              | Interface Inc                              | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     27569 | NS      | $769726.48    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| International Bancshares Corp              | International Bancshares Corp              | CUSIP: 459044103<br>LEI: 549300Y16R531AU8TX77 | Long             | EC               | CORP              | US        |     18724 | NS      | $1244022.56   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express Inc            | International Money Express Inc            | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13628 | NS      | $209326.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Intrepid Potash Inc                        | Intrepid Potash Inc                        | CUSIP: 46121Y201<br>LEI: 549300OZ696E2PRRTO45 | Long             | EC               | CORP              | US        |      2307 | NS      | $63973.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Investors Title Co                         | Investors Title Co                         | CUSIP: 461804106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       139 | NS      | $34699.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                 | Iridium Communications Inc                 | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     41991 | NS      | $729803.58    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                      | Jackson Financial Inc                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     21793 | NS      | $2324223.45   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| JAKKS Pacific Inc                          | JAKKS Pacific Inc                          | CUSIP: 47012E403<br>LEI: 549300UEF3348JRXQ295 | Long             | EC               | CORP              | US        |       612 | NS      | $10330.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                             | Joint Corp/The                             | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1411 | NS      | $12303.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                       | Kaiser Aluminum Corp                       | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3397 | NS      | $390179.42    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Karat Packaging Inc                        | Karat Packaging Inc                        | CUSIP: 48563L101<br>LEI: 549300JYUKCQP3P8D632 | Long             | EC               | CORP              | US        |      2484 | NS      | $56063.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                    | KB Home                                    | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |     14911 | NS      | $841129.51    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kearny Financial Corp/MD                   | Kearny Financial Corp/MD                   | CUSIP: 48716P108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9146 | NS      | $67771.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                             | Kennametal Inc                             | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     34326 | NS      | $975201.66    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kewaunee Scientific Corp                   | Kewaunee Scientific Corp                   | CUSIP: 492854104<br>LEI: 549300Z8MHH8NUYXQ229 | Long             | EC               | CORP              | US        |      1623 | NS      | $60716.43     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                    | Kimball Electronics Inc                    | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     11718 | NS      | $325994.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimbell Royalty Partners LP                | Kimbell Royalty Partners LP                | CUSIP: 49435R102<br>LEI: 5493007FC11POVYRB841 | Long             | EC               | CORP              | US        |     33960 | NS      | $399369.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingstone Cos Inc                          | Kingstone Cos Inc                          | CUSIP: 496719105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6755 | NS      | $113686.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                 | Kirby Corp                                 | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |     18686 | NS      | $2058823.48   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Gas Services Inc                    | Kodiak Gas Services Inc                    | CUSIP: 50012A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27453 | NS      | $1026742.20   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                | Kohl's Corp                                | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     52972 | NS      | $1081158.52   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                       | Koppers Holdings Inc                       | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2035 | NS      | $55107.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                             | LCI Industries                             | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      8376 | NS      | $1016343.84   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                         | LSB Industries Inc                         | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     22138 | NS      | $188173.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                               | La-Z-Boy Inc                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     15240 | NS      | $567994.80    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                             | Lands' End Inc                             | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |      5026 | NS      | $72977.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                      | Lantheus Holdings Inc                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     31365 | NS      | $2087340.75   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Lear Corp                                  | Lear Corp                                  | CUSIP: 521865204<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | EC               | CORP              | US        |     19210 | NS      | $2201466.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                        | Leggett & Platt Inc                        | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     15408 | NS      | $169488.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                           | LendingClub Corp                           | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     40699 | NS      | $770839.06    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                         | Liberty Energy Inc                         | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66232 | NS      | $1222642.72   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Life Time Group Holdings Inc               | Life Time Group Holdings Inc               | CUSIP: 53190C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23406 | NS      | $622131.48    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifetime Brands Inc                        | Lifetime Brands Inc                        | CUSIP: 53222Q103<br>LEI: 549300GS38DC0OHLYK32 | Long             | EC               | CORP              | US        |      6122 | NS      | $24181.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Educational Services Corp          | Lincoln Educational Services Corp          | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |     12384 | NS      | $299073.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                               | Lindsay Corp                               | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |      5033 | NS      | $593239.71    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                     | Louisiana-Pacific Corp                     | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     17770 | NS      | $1435105.20   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                       | MGIC Investment Corp                       | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     59330 | NS      | $1733622.60   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                                 | Macy's Inc                                 | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |    115740 | NS      | $2552067.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                    | Magnolia Oil & Gas Corp                    | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63637 | NS      | $1393013.93   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                            | Marcus Corp/The                            | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |     16459 | NS      | $255279.09    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd                       | Marten Transport Ltd                       | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35023 | NS      | $398561.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc              | MasterCraft Boat Holdings Inc              | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |       989 | NS      | $18701.99     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                       | Matador Resources Co                       | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     23510 | NS      | $997764.40    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                              | Materion Corp                              | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |      8170 | NS      | $1015694.40   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co                          | Matrix Service Co                          | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |     11870 | NS      | $138879.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                                 | Matson Inc                                 | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |     14844 | NS      | $1833976.20   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Medallion Financial Corp                   | Medallion Financial Corp                   | CUSIP: 583928106<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | EC               | CORP              | US        |      5800 | NS      | $59682.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                       | Mercantile Bank Corp                       | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |      6134 | NS      | $295045.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer International Inc                   | Mercer International Inc                   | CUSIP: 588056101<br>LEI: 549300Z5IAG39VRTY874 | Long             | EC               | CORP              | US        |     25232 | NS      | $49959.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN                       | Merchants Bancorp/IN                       | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      9284 | NS      | $316213.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                       | Mercury General Corp                       | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |      9384 | NS      | $882659.04    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc                     | Pathward Financial Inc                     | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      5659 | NS      | $401789.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc                    | Methode Electronics Inc                    | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |      5991 | NS      | $39780.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares Inc                   | Metrocity Bankshares Inc                   | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |      8031 | NS      | $213142.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp             | Metropolitan Bank Holding Corp             | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2468 | NS      | $188456.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc                       | Mid Penn Bancorp Inc                       | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2052 | NS      | $63653.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc                 | Midland States Bancorp Inc                 | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |      9588 | NS      | $202977.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                   | Miller Industries Inc/TN                   | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |      1029 | NS      | $38453.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc                | Monarch Casino & Resort Inc                | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      5252 | NS      | $502616.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc                | Monte Rosa Therapeutics Inc                | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13367 | NS      | $209594.56    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Life U.S. Government Fund Direct   | Pacific Life U.S. Government Fund Direct   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    962517 | NS      | $962517.22    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorcar Parts of America Inc              | Motorcar Parts of America Inc              | CUSIP: 620071100<br>LEI: 549300AG4610OSV3H429 | Long             | EC               | CORP              | US        |      4371 | NS      | $53938.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                           | Movado Group Inc                           | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      8690 | NS      | $179187.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                 | Mueller Water Products Inc                 | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |     11283 | NS      | $268761.06    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                            | Murphy Oil Corp                            | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     63442 | NS      | $1982562.50   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                           | NMI Holdings Inc                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     25563 | NS      | $1042714.77   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc                                    | NOV Inc                                    | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |    121117 | NS      | $1893058.71   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bank Holdings Corp                | National Bank Holdings Corp                | CUSIP: 633707104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10774 | NS      | $409519.74    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| National HealthCare Corp                   | National HealthCare Corp                   | CUSIP: 635906100<br>LEI: 254900PTS11LS1JS2752 | Long             | EC               | CORP              | US        |      2705 | NS      | $370828.45    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Gas Services Group Inc             | Natural Gas Services Group Inc             | CUSIP: 63886Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4355 | NS      | $146545.75    | 0.05%             |  |  |  | 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        |      9792 | NS      | $245289.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc             | Nature's Sunshine Products Inc             | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4719 | NS      | $101836.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                               | Navient Corp                               | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     21274 | NS      | $276562.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NB Bancorp Inc                             | NB Bancorp Inc                             | CUSIP: 63945M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1424 | NS      | $28223.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Nelnet Inc                                 | Nelnet Inc                                 | CUSIP: 64031N108<br>LEI: 549300T6B0Q52I6OM558 | Long             | EC               | CORP              | US        |      4687 | NS      | $623183.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Energy Solutions Inc                 | Atlas Energy Solutions Inc                 | CUSIP: 642045108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17569 | NS      | $165499.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                             | NewMarket Corp                             | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |      3519 | NS      | $2418467.94   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| NPK International Inc                      | NPK International Inc                      | CUSIP: 651718504<br>LEI: 54930073OHWDQW4DJN26 | Long             | EC               | CORP              | US        |     17535 | NS      | $209017.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLR Infrastructure LP                     | XPLR Infrastructure LP                     | CUSIP: 65341B106<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | EC               | CORP              | US        |     39866 | NS      | $398660.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                             | Northeast Bank                             | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |      3003 | NS      | $312101.79    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil & Gas Inc                     | Northern Oil & Gas Inc                     | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     38820 | NS      | $833465.40    | 0.29%             |  |  |  | No            |                  1 | On Loan: —       |
| Northfield Bancorp Inc                     | Northfield Bancorp Inc                     | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9490 | NS      | $108470.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Northpointe Bancshares Inc                 | Northpointe Bancshares Inc                 | CUSIP: 66661N886<br>LEI: 549300EYMKMD4WKEKP72 | Long             | EC               | CORP              | US        |      3766 | NS      | $63193.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc                       | Northrim BanCorp Inc                       | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      8596 | NS      | $228739.56    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Bancshares Inc                   | Northwest Bancshares Inc                   | CUSIP: 667340103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18586 | NS      | $223032.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NWPX Infrastructure Inc                    | NWPX Infrastructure Inc                    | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      3310 | NS      | $206841.90    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc                            | Gen Digital Inc                            | CUSIP: 668771116<br>LEI: YF6ZV0M6AU4FY94MK914 | N/A              | DE               |  | US        |      1685 | NS      | $7430.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc                    | Nu Skin Enterprises Inc                    | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     22510 | NS      | $216546.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nutex Health Inc                           | Nutex Health Inc                           | CUSIP: 67079U306<br>LEI: 254900RSD2OET3HENJ50 | Long             | EC               | CORP              | US        |      1862 | NS      | $306522.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| OFG Bancorp                                | OFG Bancorp                                | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     13316 | NS      | $545689.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                          | Chord Energy Corp                          | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     10312 | NS      | $955922.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc              | Oceaneering International Inc              | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     35514 | NS      | $853401.42    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| OceanFirst Financial Corp                  | OceanFirst Financial Corp                  | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17390 | NS      | $312150.50    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Onity Group Inc                            | Onity Group Inc                            | CUSIP: 675746606<br>LEI: 549300DDD1YQ8EIAT278 | Long             | EC               | CORP              | US        |      3541 | NS      | $162142.39    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corp of America                    | Oil-Dri Corp of America                    | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |      6526 | NS      | $319382.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc               | Oil States International Inc               | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |     16993 | NS      | $115042.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Second Bancorp Inc                     | Old Second Bancorp Inc                     | CUSIP: 680277100<br>LEI: 549300XVJC1MPUT81C04 | Long             | EC               | CORP              | US        |     17342 | NS      | $338169.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                          | Olympic Steel Inc                          | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      4083 | NS      | $174691.16    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                       | OneMain Holdings Inc                       | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |     14373 | NS      | $970896.15    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc                  | Opendoor Technologies Inc                  | CUSIP: 683712103<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | EC               | CORP              | US        |    121388 | NS      | $707692.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Opendoor Technologies Inc                  | Opendoor Technologies Inc                  | CUSIP: 683712129<br>LEI: 254900KX11YZ4HV5BQ47 | N/A              | DE               |  | US        |      4046 | NS      | $3641.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oppenheimer Holdings Inc                   | Oppenheimer Holdings Inc                   | CUSIP: 683797104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3937 | NS      | $284605.73    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange County Bancorp Inc                  | Orange County Bancorp Inc                  | CUSIP: 68417L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1530 | NS      | $43681.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                         | Origin Bancorp Inc                         | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      7224 | NS      | $271694.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services Inc            | Orrstown Financial Services Inc            | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |      5282 | NS      | $187088.44    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                           | Oscar Health Inc                           | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | EC               | CORP              | US        |     69728 | NS      | $1001991.36   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc                      | Oxford Industries Inc                      | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      6713 | NS      | $229584.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                                | PCB Bancorp                                | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |       848 | NS      | $18359.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PVH Corp                                   | PVH Corp                                   | CUSIP: 693656100<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | EC               | CORP              | US        |     15685 | NS      | $1051208.70   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PACS Group Inc                             | PACS Group Inc                             | CUSIP: 69380Q107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1668 | NS      | $64034.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc                     | Pacira BioSciences Inc                     | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3108 | NS      | $80435.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                       | Palomar Holdings Inc                       | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      8271 | NS      | $1114599.96   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc                   | Par Pacific Holdings Inc                   | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     19000 | NS      | $667660.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Park-Ohio Holdings Corp                    | Park-Ohio Holdings Corp                    | CUSIP: 700666100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1684 | NS      | $35262.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson-UTI Energy Inc                   | Patterson-UTI Energy Inc                   | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Long             | EC               | CORP              | US        |    139501 | NS      | $852351.11    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                        | Payoneer Global Inc                        | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |     83275 | NS      | $468005.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                        | Peabody Energy Corp                        | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     49245 | NS      | $1462576.50   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Corp           | Peapack-Gladstone Financial Corp           | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      2958 | NS      | $82380.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services Inc            | PennyMac Financial Services Inc            | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      6842 | NS      | $902049.28    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH                     | Peoples Bancorp Inc/OH                     | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11716 | NS      | $351831.48    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp of North Carolina Inc      | Peoples Bancorp of North Carolina Inc      | CUSIP: 710577107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1523 | NS      | $55132.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp                    | Perdoceo Education Corp                    | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     22737 | NS      | $666876.21    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Phinia Inc                                 | Phinia Inc                                 | CUSIP: 71880K101<br>LEI: 254900HG6MORZE1FFM18 | Long             | EC               | CORP              | US        |     14664 | NS      | $919286.16    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                             | Photronics Inc                             | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     31172 | NS      | $997504.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Plexus Corp                                | Plexus Corp                                | CUSIP: 729132100<br>LEI: 549300W7HCBI5YT25I79 | Long             | EC               | CORP              | US        |     11439 | NS      | $1681533.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                | Polaris Inc                                | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     20091 | NS      | $1270755.75   | 0.45%             |  |  |  | No            |                  1 | On Loan: —       |
| Preferred Bank/Los Angeles CA              | Preferred Bank/Los Angeles CA              | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      4398 | NS      | $415303.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PriceSmart Inc                             | PriceSmart Inc                             | CUSIP: 741511109<br>LEI: 549300JVYOSTGVSDZS46 | Long             | EC               | CORP              | US        |     11201 | NS      | $1374026.67   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                          | ProAssurance Corp                          | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |      6630 | NS      | $160180.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ProFrac Holding Corp                       | ProFrac Holding Corp                       | CUSIP: 74319N100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9747 | NS      | $37915.83     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                      | ProPetro Holding Corp                      | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40304 | NS      | $383291.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Financial Services Inc           | Provident Financial Services Inc           | CUSIP: 74386T105<br>LEI: 529900JOSO3SXEDVE477 | Long             | EC               | CORP              | US        |     44303 | NS      | $874984.25    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc                     | Puma Biotechnology Inc                     | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15714 | NS      | $93498.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                           | QCR Holdings Inc                           | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      5375 | NS      | $447737.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                                | RBB Bancorp                                | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |      5413 | NS      | $111724.32    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI Hospitality Holdings Inc               | RCI Hospitality Holdings Inc               | CUSIP: 74934Q108<br>LEI: 529900COXP1MLE1UKG69 | Long             | EC               | CORP              | US        |      5957 | NS      | $142014.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                              | REV Group Inc                              | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     19510 | NS      | $1186403.10   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                                    | RPC Inc                                    | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48913 | NS      | $266086.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc                           | Radian Group Inc                           | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     41783 | NS      | $1503770.17   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services Inc                 | Ranger Energy Services Inc                 | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |      6957 | NS      | $97258.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials Inc            | Rayonier Advanced Materials Inc            | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     46250 | NS      | $272412.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Regional Management Corp                   | Regional Management Corp                   | CUSIP: 75902K106<br>LEI: 549300S5O87W87JW4146 | Long             | EC               | CORP              | US        |      2835 | NS      | $109856.25    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                    | Republic Bancorp Inc/KY                    | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3173 | NS      | $218905.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc                  | Rigel Pharmaceuticals Inc                  | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      2314 | NS      | $99108.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc              | Riley Exploration Permian Inc              | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |      7736 | NS      | $204230.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocky Brands Inc                           | Rocky Brands Inc                           | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |      1734 | NS      | $50858.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                       | Rush Enterprises Inc                       | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     16369 | NS      | $882943.86    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc                       | Rush Enterprises Inc                       | CUSIP: 781846308<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |      1090 | NS      | $61323.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                           | Ryder System Inc                           | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     15791 | NS      | $3022239.49   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                       | Ryerson Holding Corp                       | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     11708 | NS      | $294573.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| S&T Bancorp Inc                            | S&T Bancorp Inc                            | CUSIP: 783859101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8906 | NS      | $350451.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                   | SLM Corp                                   | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76617 | NS      | $2073256.02   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                               | SM Energy Co                               | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     46262 | NS      | $865099.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Sally Beauty Holdings Inc                  | Sally Beauty Holdings Inc                  | CUSIP: 79546E104<br>LEI: 529900VXW6E8ONDIQ271 | Long             | EC               | CORP              | US        |     39346 | NS      | $561073.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc                       | SandRidge Energy Inc                       | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |     18910 | NS      | $272871.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                     | Schneider National Inc                     | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |     22582 | NS      | $599100.46    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholastic Corp                            | Scholastic Corp                            | CUSIP: 807066105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12172 | NS      | $360656.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                         | Mativ Holdings Inc                         | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |     42369 | NS      | $514783.35    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaboard Corp                              | Seaboard Corp                              | CUSIP: 811543107<br>LEI: 87Q3KOXT29OW9W9YPT70 | Long             | EC               | CORP              | US        |       106 | NS      | $471150.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Water Solutions Inc                 | Select Water Solutions Inc                 | CUSIP: 81617J301<br>LEI: 54930094OK8LA3QDW486 | Long             | EC               | CORP              | US        |     39798 | NS      | $418674.96    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Selective Insurance Group Inc              | Selective Insurance Group Inc              | CUSIP: 816300107<br>LEI: 549300R3WGJWLE40R258 | Long             | EC               | CORP              | US        |     12713 | NS      | $1063696.71   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp                          | Seneca Foods Corp                          | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1847 | NS      | $204333.61    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Shenandoah Telecommunications Co           | Shenandoah Telecommunications Co           | CUSIP: 82312B106<br>LEI: 549300XH3H4OUKFPHS84 | Long             | EC               | CORP              | US        |     12432 | NS      | $143713.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                          | Shoe Carnival Inc                          | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12865 | NS      | $217161.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shore Bancshares Inc                       | Shore Bancshares Inc                       | CUSIP: 825107105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13122 | NS      | $231996.96    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Bancorp                             | Sierra Bancorp                             | CUSIP: 82620P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       719 | NS      | $23496.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                      | SIGA Technologies Inc                      | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8273 | NS      | $50548.03     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                | SkyWest Inc                                | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     23479 | NS      | $2357526.39   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyward Specialty Insurance Group Inc      | Skyward Specialty Insurance Group Inc      | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |     11605 | NS      | $593131.55    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| South Plains Financial Inc                 | South Plains Financial Inc                 | CUSIP: 83946P107<br>LEI: 549300SNEBP48642N493 | Long             | EC               | CORP              | US        |      5686 | NS      | $220616.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp Inc              | Southern Missouri Bancorp Inc              | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4057 | NS      | $239849.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southside Bancshares Inc                   | Southside Bancshares Inc                   | CUSIP: 84470P109<br>LEI: 549300TC83207VQA2K65 | Long             | EC               | CORP              | US        |      5000 | NS      | $151950.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                                  | Stepan Co                                  | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     10196 | NS      | $482882.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                             | Stoneridge Inc                             | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |      4459 | NS      | $25817.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                           | StoneX Group Inc                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |     14914 | NS      | $1418768.82   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Strattec Security Corp                     | Strattec Security Corp                     | CUSIP: 863111100<br>LEI: 549300Z394OP8S8TSR40 | Long             | EC               | CORP              | US        |       874 | NS      | $66546.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc          | Sun Country Airlines Holdings Inc          | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     27242 | NS      | $392012.38    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                         | SunCoke Energy Inc                         | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     46985 | NS      | $338292.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Superior Group of Cos Inc                  | Superior Group of Cos Inc                  | CUSIP: 868358102<br>LEI: UOX145EEO0TB0ZWX2152 | Long             | EC               | CORP              | US        |      5735 | NS      | $55514.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                               | Sylvamo Corp                               | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |     16098 | NS      | $775118.70    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                     | Synovus Financial Corp                     | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |     30399 | NS      | $1521469.95   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                       | Tri Pointe Homes Inc                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25569 | NS      | $804656.43    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                           | Talos Energy Inc                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     52027 | NS      | $573337.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                    | Target Hospitality Corp                    | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16369 | NS      | $131115.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp                  | Taylor Morrison Home Corp                  | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     25537 | NS      | $1503363.19   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                         | Teladoc Health Inc                         | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     65190 | NS      | $456330.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc             | Telephone and Data Systems Inc             | CUSIP: 879433829<br>LEI: 5299003YZW5BE2NNLO37 | Long             | EC               | CORP              | US        |     39162 | NS      | $1605642.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                 | Tennant Co                                 | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      7048 | NS      | $519437.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                 | Terex Corp                                 | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     13818 | NS      | $737604.84    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| TETRA Technologies Inc                     | TETRA Technologies Inc                     | CUSIP: 88162F105<br>LEI: 549300T5W131705EK832 | Long             | EC               | CORP              | US        |     53823 | NS      | $504321.51    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc               | Texas Capital Bancshares Inc               | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      1005 | NS      | $90992.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Third Coast Bancshares Inc                 | Third Coast Bancshares Inc                 | CUSIP: 88422P109<br>LEI: 254900LW0YOTBYSQCK19 | Long             | EC               | CORP              | US        |      5213 | NS      | $198146.13    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                              | Tidewater Inc                              | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |     16013 | NS      | $808816.63    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Tile Shop Holdings Inc                     | Tile Shop Holdings Inc                     | CUSIP: 88677Q208<br>LEI: 549300Q3SS4FSW01UE50 | Long             | EC               | CORP              | US        |      4761 | NS      | $16758.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Metallus Inc                               | Metallus Inc                               | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |     20095 | NS      | $344830.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc                        | Titan Machinery Inc                        | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |      6705 | NS      | $100843.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tompkins Financial Corp                    | Tompkins Financial Corp                    | CUSIP: 890110109<br>LEI: 254900QDQ6V0QJ0Z2348 | Long             | EC               | CORP              | US        |       994 | NS      | $72084.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TriCo Bancshares                           | TriCo Bancshares                           | CUSIP: 896095106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9149 | NS      | $433388.13    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                     | Trinity Industries Inc                     | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |     37808 | NS      | $999643.52    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                               | TrueBlue Inc                               | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5446 | NS      | $24779.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                       | TrustCo Bank Corp NY                       | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6784 | NS      | $280382.72    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                             | Trustmark Corp                             | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |     13771 | NS      | $536380.45    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp                          | Tutor Perini Corp                          | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     20466 | NS      | $1371631.32   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                      | United Fire Group Inc                      | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6599 | NS      | $239873.65    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| American Coastal Insurance Corp            | American Coastal Insurance Corp            | CUSIP: 910710102<br>LEI: 5299002P9105LJQA8G51 | Long             | EC               | CORP              | US        |     10120 | NS      | $127815.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                   | United Natural Foods Inc                   | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     32434 | NS      | $1092052.78   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Digital Infrastructure Inc           | Array Digital Infrastructure Inc           | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      8721 | NS      | $467620.02    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc                          | Unity Bancorp Inc                          | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      3590 | NS      | $185674.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Electronics Inc                  | Universal Electronics Inc                  | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |      3090 | NS      | $11154.90     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Insurance Holdings Inc           | Universal Insurance Holdings Inc           | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     11010 | NS      | $372138.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc           | Universal Logistics Holdings Inc           | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4358 | NS      | $66198.02     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Technical Institute Inc          | Universal Technical Institute Inc          | CUSIP: 913915104<br>LEI: 2549003YOJGAZ0PVFV48 | Long             | EC               | CORP              | US        |     20504 | NS      | $535769.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                     | Univest Financial Corp                     | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |      9267 | NS      | $303401.58    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                                 | Upwork Inc                                 | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     56189 | NS      | $1113665.98   | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| Urban Outfitters Inc                       | Urban Outfitters Inc                       | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     20350 | NS      | $1531541.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                    | VF Corp                                    | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |    110899 | NS      | $2005053.92   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                          | VAALCO Energy Inc                          | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     66997 | NS      | $243869.08    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                    | Valley National Bancorp                    | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    107511 | NS      | $1255728.48   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Financial Inc                     | Velocity Financial Inc                     | CUSIP: 92262D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4538 | NS      | $94208.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Bradley Inc                           | Vera Bradley Inc                           | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |      5609 | NS      | $13573.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                 | Viasat Inc                                 | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |     84728 | NS      | $2919726.88   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                     | Victoria's Secret & Co                     | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     28846 | NS      | $1562587.82   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Village Super Market Inc                   | Village Super Market Inc                   | CUSIP: 927107409<br>LEI: 25490069686XCNNEMQ07 | Long             | EC               | CORP              | US        |      5567 | NS      | $197043.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Virco Mfg. Corp                            | Virco Mfg. Corp                            | CUSIP: 927651109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6537 | NS      | $41771.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners Inc             | Virtus Investment Partners Inc             | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |      2402 | NS      | $391886.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                 | Vishay Intertechnology Inc                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     49831 | NS      | $722051.19    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Visteon Corp                               | Visteon Corp                               | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |     10768 | NS      | $1024036.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitesse Energy Inc                         | Vitesse Energy Inc                         | CUSIP: 92852X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11998 | NS      | $231081.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Warrior Met Coal Inc                       | Warrior Met Coal Inc                       | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     10879 | NS      | $959201.43    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| WaFd Inc                                   | WaFd Inc                                   | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20866 | NS      | $668337.98    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc                   | Waterstone Financial Inc                   | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |      3999 | NS      | $66183.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                           | Weis Markets Inc                           | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7541 | NS      | $483302.69    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                     | Werner Enterprises Inc                     | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     27568 | NS      | $827315.68    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| West BanCorp Inc                           | West BanCorp Inc                           | CUSIP: 95123P106<br>LEI: 549300GKFOINCHIYU666 | Long             | EC               | CORP              | US        |      1584 | NS      | $35148.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Westamerica BanCorp                        | Westamerica BanCorp                        | CUSIP: 957090103<br>LEI: 984500CF4F8115C11D96 | Long             | EC               | CORP              | US        |      7516 | NS      | $359490.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree Inc                             | WisdomTree Inc                             | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Long             | EC               | CORP              | US        |      6530 | NS      | $79600.70     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| World Acceptance Corp                      | World Acceptance Corp                      | CUSIP: 981419104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1203 | NS      | $168889.17    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                          | World Kinect Corp                          | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |      7866 | NS      | $184300.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                   | Yelp Inc                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     15778 | NS      | $479493.42    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                          | YETI Holdings Inc                          | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     28081 | NS      | $1240337.77   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                               | Alkermes PLC                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     68608 | NS      | $1919651.84   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                       | Assured Guaranty Ltd                       | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |     13330 | NS      | $1197967.10   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                  | Axis Capital Holdings Ltd                  | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |     25742 | NS      | $2756710.78   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The       | Bank of NT Butterfield & Son Ltd/The       | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |     17959 | NS      | $894717.38    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Mining Corp PLC                  | Caledonia Mining Corp PLC                  | CUSIP: 000000000<br>LEI: 21380093ZBI4BFM75Y51 | Long             | EC               | CORP              | JE        |      4029 | NS      | $105438.93    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarivate PLC                              | Clarivate PLC                              | CUSIP: 000000000<br>LEI: 549300WDHIIODXFO0R55 | Long             | EC               | CORP              | JE        |    149458 | NS      | $499189.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole PLC                                   | Dole PLC                                   | CUSIP: 000000000<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               | CORP              | IE        |     37617 | NS      | $563878.83    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                           | Essent Group Ltd                           | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     20734 | NS      | $1347917.34   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferroglobe PLC                             | Ferroglobe PLC                             | CUSIP: 000000000<br>LEI: 2138005GCFJACFTZUD90 | Long             | EC               | CORP              | GB        |     18906 | NS      | $87723.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelis Insurance Holdings Ltd             | Fidelis Insurance Holdings Ltd             | CUSIP: 000000000<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | EC               | CORP              | BM        |     16224 | NS      | $317503.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc                | Fresh Del Monte Produce Inc                | CUSIP: 000000000<br>LEI: 529900I72V9F0FEZR228 | Long             | EC               | CORP              | KY        |     18775 | NS      | $668953.25    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GigaCloud Technology Inc                   | GigaCloud Technology Inc                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10220 | NS      | $401441.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gambling.com Group Ltd                     | Gambling.com Group Ltd                     | CUSIP: 000000000<br>LEI: 254900PUNXQ3N26IMU63 | Long             | EC               | CORP              | JE        |      2422 | NS      | $13224.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenlight Capital Re Ltd                  | Greenlight Capital Re Ltd                  | CUSIP: 000000000<br>LEI: 549300Q9HRIFA2BGHJ51 | Long             | EC               | CORP              | KY        |      6623 | NS      | $96563.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd                          | IBEX Holdings Ltd                          | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |      8862 | NS      | $338351.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC              | Weatherford International PLC              | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |     27660 | NS      | $2164671.60   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                               | LivaNova PLC                               | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     23642 | NS      | $1454692.26   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Luxfer Holdings PLC                        | Luxfer Holdings PLC                        | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |     13490 | NS      | $182519.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd                         | Liberty Global Ltd                         | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |     65351 | NS      | $728010.14    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Global Ltd                         | Liberty Global Ltd                         | CUSIP: 000000000<br>LEI: 213800HRMKKTYH7SKA24 | Long             | EC               | CORP              | BM        |     57067 | NS      | $630019.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                      | Nabors Industries Ltd                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      5017 | NS      | $272423.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Corp PLC                             | Noble Corp PLC                             | CUSIP: 000000000<br>LEI: 549300I3HBUNXO0OG954 | Long             | EC               | CORP              | GB        |     52728 | NS      | $1489038.72   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                               | Novocure Ltd                               | CUSIP: 000000000<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | JE        |     20959 | NS      | $270999.87    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SFL Corp Ltd                               | SFL Corp Ltd                               | CUSIP: 000000000<br>LEI: 549300RLYYPSB0C7RH77 | Long             | EC               | CORP              | BM        |     50027 | NS      | $390710.87    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Seadrill Ltd                               | Seadrill Ltd                               | CUSIP: 000000000<br>LEI: 213800EQ6L456U2JCO89 | Long             | EC               | CORP              | BM        |     20606 | NS      | $712967.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd                        | Signet Jewelers Ltd                        | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | BM        |     15048 | NS      | $1247178.24   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                            | SiriusPoint Ltd                            | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     42651 | NS      | $933630.39    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Group SGHC Ltd                       | Super Group SGHC Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |     53388 | NS      | $637986.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc                             | Tecnoglass Inc                             | CUSIP: 000000000<br>LEI: 529900YRWTPOC2E6IO67 | Long             | EC               | CORP              | KY        |     10561 | NS      | $531429.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp Ltd                            | Teekay Corp Ltd                            | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |     25223 | NS      | $227763.69    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd                         | Teekay Tankers Ltd                         | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | BM        |      8704 | NS      | $464967.68    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                        | Tronox Holdings PLC                        | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |     38626 | NS      | $161070.42    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                | Valaris Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     21425 | NS      | $1079820.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean Ltd                             | Transocean Ltd                             | CUSIP: 000000000<br>LEI: 529900QO4W5DQGBGEF32 | Long             | EC               | CORP              | CH        |    329572 | NS      | $1361132.36   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion SA                                   | Orion SA                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |     33177 | NS      | $175174.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd                    | Pagaya Technologies Ltd                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      9549 | NS      | $199574.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPRO GROUP HOLDINGS NV                    | Expro Group Holdings NV                    | CUSIP: 000000000<br>LEI: 724500LJYA8QIT73H017 | Long             | EC               | CORP              | NL        |     13767 | NS      | $183789.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR STREET                               | CLEAR STREET                               | CUSIP: 000000000<br>LEI: 549300KNQS43Y7TO3X67 | Long             | RA               | CORP              | US        |   1994483 | PA      | $1994482.80   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| SWIB                                       | SWIB                                       | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |   1641063 | PA      | $1641063.06   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                      | Ardmore Shipping Corp                      | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |     19664 | NS      | $208241.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                              | Costamare Inc                              | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |     27328 | NS      | $431509.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Bulkers Holdings Ltd             | Costamare Bulkers Holdings Ltd             | CUSIP: 000000000<br>LEI: 529900XOR3ESNE5WKB78 | Long             | EC               | CORP              | MH        |      5465 | NS      | $84215.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc                           | DHT Holdings Inc                           | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | MH        |     47362 | NS      | $578290.02    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                             | Dorian LPG Ltd                             | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |     14005 | NS      | $340881.70    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Genco Shipping & Trading Ltd               | Genco Shipping & Trading Ltd               | CUSIP: 000000000<br>LEI: 5493003MBZ5GU8QHXZ58 | Long             | EC               | CORP              | MH        |     17387 | NS      | $320442.41    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| International Seaways Inc                  | International Seaways Inc                  | CUSIP: 000000000<br>LEI: 549300YUFDGFRNGBWF46 | Long             | EC               | CORP              | MH        |     19231 | NS      | $933665.05    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Safe Bulkers Inc                           | Safe Bulkers Inc                           | CUSIP: 000000000<br>LEI: 549300V6ZM2HJJYQQO85 | Long             | EC               | CORP              | MH        |     17243 | NS      | $83111.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                        | Scorpio Tankers Inc                        | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |     19957 | NS      | $1014414.31   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-26

**Name of Applicant:** PACIFIC SELECT FUND

**Signature:** Trevor Smith

**Name of Signer:** Trevor Smith

**Title:** Assistant Vice President