# EDGAR Filing Document

**Accession Number:** 0001511699
**File Stem:** 0001145549-23-007374
**Filing Date:** 2023-2
**Character Count:** 143898
**Document Hash:** 983f2b2faaa74f9167915d81dc6c0b4a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-007374.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-007374

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Managed Portfolio Series
- **CENTRAL INDEX KEY:** 0001511699
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22525
- **FILM NUMBER:** 23650986

**BUSINESS ADDRESS:**
- **STREET 1:** 615 EAST MICHIGAN STREET
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 414-287-3700

**MAIL ADDRESS:**
- **STREET 1:** 615 EAST MICHIGAN STREET
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

## Series and Classes Contracts Data

### CornerCap Small-Cap Value Fund (Series ID: S000077752)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000238277 | Advisor Class       | CSCVX           |
| C000238278 | Institutional Class | CSCJX           |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **CornerCap Small-Cap Value Fund** | | |
| **Schedule of Investments** | | |
| **December 31, 2022 (Unaudited)** | | |
|  | Shares | Fair Value |
| **Common Stock ― 99.3%** |  |  |
| **Aerospace/Defense ― 0.5%** |  |  |
| Moog, Inc. - Class A | 6567 | $**576320** |
| **Agriculture ― 1.0%** |  |  |
| Fresh Del Monte Produce, Inc. | 18930 | 495777 |
| Turning Point Brands, Inc. | 8798 | 190301 |
| Vector Group Ltd. | 50071 | 593842 |
|  |  | **1279920** |
| **Airlines ― 0.4%** |  |  |
| Alaska Air Group, Inc. \* | 12216 | **524555** |
| **Auto Manufacturers ― 0.2%** |  |  |
| Wabash National Corp. (a) | 10104 | **228350** |
| **Auto Parts & Equipment ― 1.0%** |  |  |
| Allison Transmission Holdings, Inc. (a) | 11060 | 460096 |
| Dorman Products, Inc. \* | 6269 | 506974 |
| Gentex Corp. | 9724 | 265174 |
|  |  | **1232244** |
| **Banks ― 17.3%** |  |  |
| Amalgamated Financial Corp. | 9983 | 230008 |
| Associated Banc-Corp (a) | 12502 | 288671 |
| Bank OZK (a) | 12324 | 493699 |
| BayCom Corp. | 12230 | 232125 |
| Business First Bancshares, Inc. | 11869 | 262780 |
| Carter Bankshares, Inc. \* | 17125 | 284104 |
| Cathay General Bancorp | 12634 | 515341 |
| Central Pacific Financial Corp. | 26677 | 541010 |
| Civista Bancshares, Inc. | 27691 | 609479 |
| CNB Financial Corp/PA | 20554 | 488980 |
| ConnectOne Bancorp, Inc. | 10426 | 252413 |
| Customers Bancorp, Inc. \* | 12802 | 362809 |
| Dime Community Bancshares, Inc. | 15821 | 503582 |
| Enterprise Financial Services Corp. | 11079 | 542428 |
| Farmers National Banc Corp. | 33895 | 478597 |
| First Bank/Hamilton NJ | 18323 | 252124 |
| First Busey Corp. | 20333 | 502632 |
| First Commonwealth Financial Corp. (a) | 37767 | 527605 |
| First Financial Bancorp | 21875 | 530031 |
| First Interstate BancSystem, Inc. - Class A | 6147 | 237582 |
| First Merchants Corp. | 13050 | 536485 |
| First Mid Bancshares, Inc. | 7562 | 242589 |
| FNB Corp/PA (a) | 41268 | 538547 |
| Fulton Financial Corp. | 16830 | 283249 |
| Great Southern Bancorp, Inc. | 4380 | 260566 |
| Hancock Whitney Corp. (a) | 9769 | 472722 |
| Hope Bancorp, Inc. | 36662 | 469640 |
| Horizon Bancorp Inc/IN (a) | 34702 | 523306 |
| Independent Bank Corp/MI | 9774 | 233794 |
| Lakeland Bancorp, Inc. | 29154 | 513402 |
| Mercantile Bank Corp. | 14206 | 475617 |
| Metropolitan Bank Holding Corp. \*(a) | 3257 | 191088 |
| Mid Penn Bancorp, Inc. | 7700 | 230769 |
| MidWestOne Financial Group, Inc. | 14514 | 460820 |
| Northrim BanCorp, Inc. | 4382 | 239126 |
| Old National Bancorp/IN (a) | 14343 | 257887 |
| OP Bancorp | 23174 | 258622 |
| Origin Bancorp, Inc. | 12869 | 472292 |
| PacWest Bancorp | 19738 | 452987 |
| PCB Bancorp | 13788 | 243910 |
| Peapack-Gladstone Financial Corp. | 8008 | 298058 |
| Pinnacle Financial Partners, Inc. | 6519 | 478495 |
| Preferred Bank/Los Angeles CA | 8294 | 618898 |
| QCR Holdings, Inc. | 9483 | 470736 |
| RBB Bancorp | 27123 | 565515 |
| Republic Bancorp Inc. - Class A | 12223 | 500165 |
| Synovus Financial Corp. | 6761 | 253876 |
| The Bancorp Inc \* | 17606 | 499658 |
| Umpqua Holdings Corp. | 26603 | 474864 |
| Univest Financial Corp. | 10252 | 267885 |
| Valley National Bancorp | 48792 | 551838 |
| Veritex Holdings, Inc. (a) | 15163 | 425777 |
| Webster Financial Corp. | 10668 | 505023 |
| Western Alliance Bancorp | 4087 | 243422 |
| Western New England Bancorp, Inc. | 24940 | 235932 |
| Wintrust Financial Corp. (a) | 6291 | 531715 |
|  |  | **22415275** |
| **Beverages ― 0.5%** |  |  |
| Coca-Cola Consolidated, Inc. | 1125 | **576405** |
| **Biotechnology ― 4.6%** |  |  |
| Allovir, Inc. \* | 22843 | 117185 |
| Annexon, Inc. \* | 22256 | 115064 |
| Arcus Biosciences, Inc. \*(a) | 3874 | 80114 |
| BioAtla, Inc. \*(a) | 13010 | 107333 |
| C4 Therapeutics, Inc. \* | 14505 | 85580 |
| Caribou Biosciences, Inc. \* | 18665 | 117216 |
| Cullinan Oncology, Inc. \* | 8053 | 84959 |
| CytomX Therapeutics, Inc. \* | 79697 | 127515 |
| Denali Therapeutics, Inc. \* | 3241 | 90132 |
| Editas Medicine, Inc. \* | 5658 | 50186 |
| Emergent BioSolutions, Inc. \* | 36162 | 427073 |
| EQRx, Inc. \* | 50138 | 123339 |
| Erasca, Inc. \* | 27198 | 117223 |
| Exelixis, Inc. \* | 28769 | 461455 |
| Fate Therapeutics, Inc. \* | 3353 | 33832 |
| Generation Bio Co. \* | 15099 | 59339 |
| Graphite Bio, Inc. \* | 35187 | 116821 |
| Homology Medicines, Inc. \* | 39929 | 50311 |
| Ikena Oncology, Inc. \*(a) | 11876 | 31590 |
| ImmunoGen, Inc. \* | 17731 | 87946 |
| Ionis Pharmaceuticals, Inc. \* | 2806 | 105983 |
| Iovance Biotherapeutics, Inc. \* | 18507 | 118260 |
| Kronos Bio, Inc. \* | 14607 | 23663 |
| LianBio - ADR \* | 84288 | 138232 |
| Ligand Pharmaceuticals, Inc. \*(a) | 1297 | 86640 |
| MacroGenics, Inc. \* | 27977 | 187726 |
| MeiraGTx Holdings Plc \* | 13290 | 86651 |
| Mersana Therapeutics, Inc. \* | 23652 | 138601 |
| Monte Rosa Therapeutics, Inc. \* | 13615 | 103610 |
| Nektar Therapeutics \* | 32720 | 73947 |
| NGM Biopharmaceuticals, Inc. \* | 22437 | 112634 |
| Nkarta, Inc. \* | 11124 | 66633 |
| Nurix Therapeutics, Inc. \*(a) | 9383 | 103025 |
| Nuvation Bio, Inc. \* | 64161 | 123189 |
| Olema Pharmaceuticals, Inc. \* | 27664 | 67777 |
| Omeros Corp. \*(a) | 27686 | 62570 |
| Poseida Therapeutics, Inc. \* | 33368 | 176850 |
| Praxis Precision Medicines, Inc. \* | 37838 | 90054 |
| Precision BioSciences, Inc. \* | 69694 | 82936 |
| Sage Therapeutics, Inc. \* | 2919 | 111331 |
| Sangamo Therapeutics, Inc. \* | 33434 | 104983 |
| Scholar Rock Holding Corp. \* | 14490 | 131135 |
| Selecta Biosciences, Inc. \* | 51193 | 57848 |
| Shattuck Labs, Inc. \* | 26530 | 61019 |
| Surface Oncology, Inc. \* | 55378 | 45410 |
| Sutro Biopharma, Inc. \* | 18563 | 149989 |
| Taysha Gene Therapies, Inc. \* | 26474 | 59831 |
| TCR2 Therapeutics, Inc. \* | 34649 | 34607 |
| United Therapeutics Corp. \* | 2027 | 563688 |
| Vir Biotechnology, Inc. \* | 5227 | 132295 |
| Zentalis Pharmaceuticals, Inc. \* | 4501 | 90650 |
|  |  | **5975980** |
| **Building Materials ― 2.2%** |  |  |
| American Woodmark Corp. \* | 6001 | 293209 |
| Apogee Enterprises, Inc. | 11221 | 498886 |
| Armstrong World Industries, Inc. | 3437 | 235744 |
| Eagle Materials, Inc. | 4325 | 574576 |
| Gibraltar Industries, Inc. \* | 10248 | 470178 |
| Masonite International Corp. \*(a) | 6750 | 544117 |
| PGT Innovations, Inc. \* | 15574 | 279709 |
|  |  | **2896419** |
| **Chemicals ― 1.2%** |  |  |
| Ecovyst, Inc. \* | 29577 | 262052 |
| Ingevity Corp. \* | 7621 | 536823 |
| Tronox Holdings Plc - Class A (a) | 35618 | 488323 |
| Valhi, Inc. | 11542 | 253924 |
|  |  | **1541122** |
| **Coal ― 0.2%** |  |  |
| Hallador Energy Co. \* | 25460 | **254345** |
| **Commercial Services ― 6.8%** |  |  |
| Adtalem Global Education, Inc. \*(a) | 13436 | 476978 |
| Alarm.com Holdings, Inc. \* | 10983 | 543439 |
| ASGN, Inc. \*(a) | 2967 | 241751 |
| Bright Horizons Family Solutions, Inc. \* | 5641 | 355947 |
| BrightView Holdings, Inc. \* | 51183 | 352651 |
| Cass Information Systems, Inc. | 5224 | 239364 |
| Ennis, Inc. | 23343 | 517281 |
| Euronet Worldwide, Inc. \* | 5855 | 552595 |
| Forrester Research, Inc. \* | 15601 | 557892 |
| Graham Holdings Co. - Class B | 838 | 506328 |
| Heidrick & Struggles International, Inc. | 15982 | 447016 |
| LiveRamp Holdings, Inc. \*(a) | 27037 | 633747 |
| ManpowerGroup, Inc. (a) | 5721 | 476044 |
| Medifast, Inc. | 1414 | 163105 |
| Repay Holdings Corp. \*(a) | 77238 | 621766 |
| Resources Connection, Inc. | 28377 | 521569 |
| SP Plus Corp. \* | 7725 | 268212 |
| Sterling Check Corp. \* | 20344 | 314722 |
| The Aaron's Co. Inc (a) | 38874 | 464544 |
| WEX, Inc. \*(a) | 3343 | 547082 |
|  |  | **8802033** |
| **Computers ― 1.1%** |  |  |
| Grid Dynamics Holdings, Inc. \* | 42992 | 482370 |
| Qualys, Inc. \*(a) | 3475 | 390000 |
| Tenable Holdings, Inc. \* | 13167 | 502321 |
|  |  | **1374691** |
| **Cosmetics/Personal Care ― 0.4%** |  |  |
| Coty, Inc. - Class A \* | 55228 | **472752** |
| **Distribution/Wholesale ― 1.1%** |  |  |
| A-Mark Precious Metals, Inc. | 8360 | 290343 |
| MRC Global, Inc. \* | 42976 | 497662 |
| Resideo Technologies, Inc. \* | 16523 | 271804 |
| ScanSource, Inc. \* | 12924 | 377639 |
|  |  | **1437448** |
| **Diversified Financial Services ― 1.0%** |  |  |
| Affiliated Managers Group, Inc. (a) | 1696 | 268697 |
| Amerant Bancorp, Inc. | 9363 | 251303 |
| BGC Partners, Inc. - Class A | 68509 | 258279 |
| StoneX Group, Inc. \* | 2813 | 268079 |
| Virtu Financial, Inc. - Class A | 14225 | 290332 |
|  |  | **1336690** |
| **Electric ― 1.6%** |  |  |
| ALLETE, Inc. (a) | 9508 | 613361 |
| Black Hills Corp. (a) | 6917 | 486542 |
| NorthWestern Corp. (a) | 7912 | 469498 |
| Unitil Corp. | 10222 | 525002 |
|  |  | **2094403** |
| **Electrical Components & Equipment ― 0.4%** |  |  |
| Acuity Brands, Inc. (a) | 1375 | 227714 |
| Littelfuse, Inc. | 1183 | 260496 |
|  |  | **488210** |
| **Electronics ― 2.8%** |  |  |
| Brady Corp. - Class A | 11882 | 559642 |
| Jabil, Inc. (a) | 7776 | 530323 |
| OSI Systems, Inc. \* | 7053 | 560855 |
| Sensata Technologies Holding Plc (a) | 12921 | 521750 |
| TTM Technologies, Inc. \* | 34833 | 525282 |
| Vishay Intertechnology, Inc. (a) | 28621 | 617355 |
| Vishay Precision Group, Inc. \* | 7042 | 272173 |
|  |  | **3587380** |
| **Engineering & Construction ― 1.7%** |  |  |
| EMCOR Group, Inc. | 3816 | 565188 |
| Primoris Services Corp. | 26591 | 583406 |
| Sterling Infrastructure, Inc. \* | 16387 | 537494 |
| TopBuild Corp. \*(a) | 2902 | 454134 |
|  |  | **2140222** |
| **Entertainment ― 1.4%** |  |  |
| Accel Entertainment, Inc. \* | 61345 | 472357 |
| Everi Holdings, Inc. \* | 29300 | 420455 |
| Marriott Vacations Worldwide Corp. (a) | 3533 | 475506 |
| Monarch Casino & Resort, Inc. \*(a) | 5948 | 457342 |
|  |  | **1825660** |
| **Environmental Control ― 0.2%** |  |  |
| Stericycle, Inc. \* | 5381 | **268458** |
| **Food ― 1.2%** |  |  |
| Calavo Growers, Inc. | 14659 | 430975 |
| Natural Grocers by Vitamin Cottage, Inc. | 22738 | 207825 |
| Pilgrim's Pride Corp. \*(a) | 17021 | 403908 |
| Post Holdings, Inc. \* | 5739 | 518002 |
|  |  | **1560710** |
| **Food Service ― 0.4%** |  |  |
| Sovos Brands, Inc. \* | 34902 | **501542** |
| **Forest Products & Paper ― 0.4%** |  |  |
| Clearwater Paper Corp. \* | 12342 | **466651** |
| **Gas ― 2.4%** |  |  |
| Chesapeake Utilities Corp. | 4106 | 485247 |
| National Fuel Gas Co. | 8888 | 562611 |
| Northwest Natural Holding Co. | 10932 | 520254 |
| ONE Gas, Inc. (a) | 7090 | 536855 |
| Southwest Gas Holdings, Inc. | 7523 | 465523 |
| UGI Corp. (a) | 14876 | 551453 |
|  |  | **3121943** |
| **Healthcare-Products ― 2.9%** |  |  |
| Avanos Medical, Inc. \* | 21051 | 569640 |
| Haemonetics Corp. \* | 6930 | 545044 |
| iRadimed Corp. | 19238 | 544243 |
| Lantheus Holdings, Inc. \*(a) | 6273 | 319672 |
| Merit Medical Systems, Inc. \* | 9893 | 698644 |
| NuVasive, Inc. \* | 14984 | 617940 |
| Patterson Cos, Inc. (a) | 18054 | 506054 |
|  |  | **3801237** |
| **Healthcare-Services ― 1.1%** |  |  |
| Addus HomeCare Corp. \* | 4748 | 472378 |
| Ensign Group Inc/The | 5300 | 501433 |
| Syneos Health, Inc. \*(a) | 12944 | 474786 |
|  |  | **1448597** |
| **Home Builders ― 0.6%** |  |  |
| Cavco Industries, Inc. \*(a) | 1149 | 259961 |
| M/I Homes, Inc. \* | 11893 | 549219 |
|  |  | **809180** |
| **Home Furnishings ― 0.2%** |  |  |
| Universal Electronics, Inc. \* | 11228 | **233655** |
| **Household Products/Wares ― 0.6%** |  |  |
| ACCO Brands Corp. | 42401 | 237021 |
| Quanex Building Products Corp. | 23304 | 551839 |
|  |  | **788860** |
| **Insurance ― 1.9%** |  |  |
| Essent Group Ltd. | 13108 | 509639 |
| Jackson Financial, Inc. - Class A | 14211 | 494401 |
| James River Group Holdings Ltd. | 22813 | 477020 |
| NMI Holdings, Inc. - Class A \* | 29133 | 608880 |
| Palomar Holdings, Inc. \*(a) | 8898 | 401833 |
|  |  | **2491773** |
| **Internet ― 1.3%** |  |  |
| ePlus, Inc. \* | 10930 | 483981 |
| Q2 Holdings, Inc. \*(a) | 9690 | 260370 |
| TechTarget, Inc. \* | 11017 | 485409 |
| Yelp, Inc. \* | 17482 | 477958 |
|  |  | **1707718** |
| **Iron/Steel ― 0.7%** |  |  |
| Carpenter Technology Corp. | 13118 | 484579 |
| Haynes International, Inc. | 9659 | 441320 |
|  |  | **925899** |
| **Leisure Time ― 1.4%** |  |  |
| Brunswick Corp/DE (a) | 7682 | 553718 |
| Harley-Davidson, Inc. | 11436 | 475738 |
| Malibu Boats, Inc. - Class A \* | 9248 | 492918 |
| MasterCraft Boat Holdings, Inc. \* | 12094 | 312872 |
|  |  | **1835246** |
| **Lodging ― 1.8%** |  |  |
| Bluegreen Vacations Holding Corp. - Class A | 23778 | 593499 |
| Boyd Gaming Corp. | 9126 | 497641 |
| Hilton Grand Vacations, Inc. \* | 5934 | 228697 |
| Playa Hotels & Resorts NV \* | 79893 | 521701 |
| Travel + Leisure Co. | 12443 | 452925 |
|  |  | **2294463** |
| **Machinery-Diversified ― 2.1%** |  |  |
| Cactus, Inc. - Class A (a) | 5503 | 276581 |
| Gates Industrial Corp Plc \* | 47037 | 536692 |
| GrafTech International Ltd. | 59336 | 282439 |
| Ichor Holdings Ltd. \* | 21671 | 581216 |
| Kadant, Inc. | 3069 | 545147 |
| Thermon Group Holdings, Inc. \* | 23446 | 470796 |
|  |  | **2692871** |
| **Media ― 2.0%** |  |  |
| AMC Networks, Inc. - Class A \* | 15435 | 241867 |
| Cable One, Inc. | 802 | 570912 |
| Cumulus Media, Inc. - Class A \* | 32449 | 201508 |
| EW Scripps Co/The - Class A \* | 38423 | 506799 |
| Gray Television, Inc. | 53835 | 602414 |
| Sinclair Broadcast Group, Inc. - Class A | 29244 | 453574 |
|  |  | **2577074** |
| **Metal Fabricate/Hardware ― 1.0%** |  |  |
| Northwest Pipe Co. \* | 7476 | 251941 |
| Proto Labs, Inc. \* | 23299 | 594823 |
| Standex International Corp. | 4775 | 489008 |
|  |  | **1335772** |
| **Mining ― 0.4%** |  |  |
| Kaiser Aluminum Corp. | 6067 | **460849** |
| **Miscellaneous Manufacturing ― 0.8%** |  |  |
| Hillenbrand, Inc. | 12522 | 534314 |
| LSB Industries, Inc. \* | 20406 | 271400 |
| Myers Industries, Inc. | 12475 | 277319 |
|  |  | **1083033** |
| **Office Furnishings ― 0.4%** |  |  |
| Kimball International, Inc. - Class B | 30799 | 200194 |
| Steelcase, Inc. - Class A | 37000 | 261590 |
|  |  | **461784** |
| **Oil & Gas ― 4.1%** |  |  |
| APA Corp. | 12591 | 587748 |
| Berry Corp. | 65567 | 524536 |
| Chord Energy Corp. (a) | 4745 | 649163 |
| Civitas Resources, Inc. (a) | 7221 | 418312 |
| CVR Energy, Inc. | 15261 | 478280 |
| Delek US Holdings, Inc. | 9195 | 248265 |
| Helmerich & Payne, Inc. (a) | 5137 | 254641 |
| Murphy Oil Corp. | 10766 | 463046 |
| Ovintiv, Inc. (a) | 9601 | 486867 |
| PDC Energy, Inc. (a) | 7275 | 461817 |
| Talos Energy, Inc. \*(a) | 28709 | 542026 |
| VAALCO Energy, Inc. | 50335 | 229528 |
|  |  | **5344229** |
| **Oil & Gas Services ― 1.5%** |  |  |
| Liberty Energy, Inc. | 31728 | 507965 |
| NexTier Oilfield Solutions, Inc. \* | 24771 | 228884 |
| ProPetro Holding Corp. \* | 64000 | 663680 |
| Solaris Oilfield Infrastructure, Inc. - Class A | 50503 | 501495 |
|  |  | **1902024** |
| **Pharmaceuticals ― 3.9%** |  |  |
| Alector, Inc. \* | 11767 | 108609 |
| Amneal Pharmaceuticals, Inc. \* | 85996 | 171132 |
| Amphastar Pharmaceuticals, Inc. \* | 17771 | 497943 |
| Arvinas, Inc. \* | 2644 | 90451 |
| Assertio Holdings, Inc. \*(a) | 86831 | 373373 |
| Catalyst Pharmaceuticals, Inc. \* | 33096 | 615586 |
| Enanta Pharmaceuticals, Inc. \* | 2784 | 129512 |
| Foghorn Therapeutics, Inc. \* | 13147 | 83878 |
| Fulcrum Therapeutics, Inc. \* | 19594 | 142644 |
| Gritstone bio, Inc. \* | 40619 | 140136 |
| Herbalife Nutrition Ltd. \*(a) | 10784 | 160466 |
| Jounce Therapeutics, Inc. \* | 48257 | 53565 |
| Option Care Health, Inc. \* | 20237 | 608931 |
| ORIC Pharmaceuticals, Inc. \*(a) | 20620 | 121452 |
| Passage Bio, Inc. \* | 51410 | 70946 |
| Premier, Inc. - Class A (a) | 15391 | 538377 |
| Prestige Consumer Healthcare, Inc. \* | 9080 | 568408 |
| USANA Health Sciences, Inc. \* | 7199 | 382987 |
| Y-mAbs Therapeutics, Inc. \* | 24560 | 119853 |
|  |  | **4978249** |
| **Pipelines ― 0.7%** |  |  |
| EnLink Midstream LLC | 52486 | 645578 |
| Excelerate Energy, Inc. - Class A (a) | 10034 | 251351 |
|  |  | **896929** |
| **REITS ― 7.8%** |  |  |
| Alexander & Baldwin, Inc. | 22946 | 429779 |
| American Assets Trust, Inc. | 14674 | 388861 |
| Apple Hospitality REIT, Inc. | 33392 | 526926 |
| Brandywine Realty Trust (a) | 35435 | 217925 |
| Brixmor Property Group, Inc. (a) | 20455 | 463715 |
| Chatham Lodging Trust | 38119 | 467720 |
| City Office REIT, Inc. | 20811 | 174396 |
| DiamondRock Hospitality Co. | 54633 | 447444 |
| Douglas Emmett, Inc. | 9541 | 149603 |
| EastGroup Properties, Inc. | 1591 | 235563 |
| EPR Properties (a) | 11602 | 437627 |
| Equity Commonwealth (a) | 8683 | 216815 |
| Gladstone Land Corp. | 23755 | 435904 |
| Highwoods Properties, Inc. | 6243 | 174679 |
| Indus Realty Trust, Inc. | 8557 | 543284 |
| Innovative Industrial Properties, Inc. (a) | 3585 | 363340 |
| InvenTrust Properties Corp. | 19273 | 456192 |
| National Storage Affiliates Trust (a) | 12068 | 435896 |
| Necessity Retail REIT Inc/The - Class A | 30064 | 178280 |
| Outfront Media, Inc. | 25663 | 425493 |
| PotlatchDeltic Corp. | 9827 | 432290 |
| Retail Opportunity Investments Corp. (a) | 32639 | 490564 |
| RLJ Lodging Trust | 37575 | 397919 |
| The Howard Hughes Corp \* | 3311 | 253027 |
| Uniti Group, Inc. (a) | 73508 | 406499 |
| Urstadt Biddle Properties, Inc. - Class A | 25031 | 474337 |
| Whitestone REIT | 51193 | 493501 |
|  |  | **10117579** |
| **Retail ― 0.9%** |  |  |
| La-Z-Boy, Inc. | 15189 | 346613 |
| Qurate Retail, Inc. - Series A \* | 68892 | 112294 |
| TravelCenters of America, Inc. \* | 4829 | 216242 |
| World Fuel Services Corp. | 19172 | 523971 |
|  |  | **1199120** |
| **Savings & Loans ― 2.6%** |  |  |
| Axos Financial, Inc. \*(a) | 13358 | 510543 |
| Banc of California, Inc. | 14239 | 226827 |
| Brookline Bancorp, Inc. (a) | 40089 | 567259 |
| FS Bancorp, Inc. | 9148 | 305909 |
| Home Bancorp, Inc. | 6032 | 241461 |
| HomeTrust Bancshares, Inc. | 11645 | 281460 |
| OceanFirst Financial Corp. | 29666 | 630403 |
| Washington Federal, Inc. | 17666 | 592694 |
|  |  | **3356556** |
| **Semiconductors ― 1.7%** |  |  |
| Amkor Technology, Inc. (a) | 12239 | 293491 |
| Cohu, Inc. \* | 15267 | 489307 |
| MaxLinear, Inc. \*(a) | 14132 | 479782 |
| Semtech Corp. \*(a) | 18983 | 544622 |
| Ultra Clean Holdings, Inc. \* | 13454 | 446000 |
|  |  | **2253202** |
| **Software ― 3.4%** |  |  |
| American Software Inc. - Class A | 29899 | 438917 |
| Box, Inc. - Class A \*(a) | 15212 | 473550 |
| Brightcove, Inc. \* | 48671 | 254549 |
| CommVault Systems, Inc. \* | 8062 | 506616 |
| Everbridge, Inc. \* | 8309 | 245780 |
| HireRight Holdings Corp. \* | 21848 | 259117 |
| Immersion Corp. | 31751 | 223210 |
| PowerSchool Holdings, Inc. - Class A \* | 22138 | 510945 |
| Progress Software Corp. | 9593 | 483967 |
| Sapiens International Corp NV | 25741 | 475694 |
| SolarWinds Corp. \* | 31292 | 292893 |
| Verint Systems, Inc. \* | 7276 | 263973 |
|  |  | **4429211** |
| **Telecommunications ― 0.9%** |  |  |
| A10 Networks, Inc. | 28396 | 472225 |
| CommScope Holding Co, Inc. \* | 30102 | 221250 |
| Viavi Solutions, Inc. \* | 48759 | 512457 |
|  |  | **1205932** |
| **Transportation ― 0.6%** |  |  |
| Daseke, Inc. \* | 36576 | 208118 |
| Teekay Tankers Ltd. - Class A \* | 7893 | 243183 |
| XPO Logistics, Inc. \*(a) | 9335 | 310762 |
|  |  | **762063** |
| **Total Common Stock** |  | **128372833** |
| **&nbsp;&nbsp;&nbsp;&nbsp; (Cost $131,437,868)** |  |  |
| **Short Term Invesment ― 0.9%** |  |  |
| First American Government Obligations Fund - Class X, 4.099%^ |  |  |
| **&nbsp;&nbsp;&nbsp;&nbsp; (Cost $1,174,090)** | 1174090 | **1174090** |
| **Investments Purchased with Proceeds from Securities Lending ― 5.7%** |  |  |
| Mount Vernon Liquid Assets Portfolio LLC, 4.490%^ |  |  |
| **&nbsp;&nbsp;&nbsp;&nbsp; (Cost $7,368,697)** | 7368697 | **7368697** |
| **Total Investments ― 105.9%** |  |  |
| **&nbsp;&nbsp;&nbsp;&nbsp; (Cost $139,980,655)** |  | **136915620** |
| **Other Assets and Liabilities, Net ― (5.9)%** |  | **(7584994)** |
| **Total Net Assets ― 100.0%** |  | $**129330626** |

---

---

| | |
|:---|:---|
| \* <br>| Non-income producing security. |
| (a) <br>| This security or a portion of this security was out on loan at December 31, 2022. Total loaned securities had a fair value of $7,144,955 at December 31, 2022. |
| &nbsp;&nbsp;&nbsp;&nbsp;ADR - American Depositary Receipt | &nbsp;&nbsp;&nbsp;&nbsp;ADR - American Depositary Receipt |
| &nbsp;&nbsp;&nbsp;&nbsp;REIT - Real Estate Investment Trust | &nbsp;&nbsp;&nbsp;&nbsp;REIT - Real Estate Investment Trust |
| ^ <br>| The rate shown is the annualized seven-day effective yield as of December 31, 2022. |

---

------

---

| |
|:---|
| **Summary of Fair Value Exposure** |
| Generally accepted accounting principles ("GAAP") require disclosures regarding the inputs and valuation techniques used to measure fair value and any changes in valuation inputs or technique. These principles establish a three-tier hierarchy for inputs used in measuring fair value. Fair value inputs are summarized in the three broad levels listed below: |
| Level 1 - Unadjusted quoted prices in active markets for identical assets or liablities that the Fund has the ability to access. |
| Level 2 - Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data. |
| Level 3 - Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available. |
| As of December 31, 2022, the Fund's investments in securities were classified as follows: |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Uncategorized | Level 1 | Level 2 | Level 3 | Total |
| Common Stocks | $- | $128372833 | $- | $- | $128372833 |
| Short-Term Investment | - | 1174090 | - | - | 1174090 |
| Investment Purchased with |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Proceeds from Securities Lending | 7368697 | - | - | - | 7368697 |
| Total Investments | $7368697 | $129546923 | $- | $- | $136915620 |
| Refer to the Schedule of Investments for further information on the classification of investments. | Refer to the Schedule of Investments for further information on the classification of investments. | Refer to the Schedule of Investments for further information on the classification of investments. | Refer to the Schedule of Investments for further information on the classification of investments. |  |  |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Managed Portfolio Series

- **b. Investment Company Act file number:** 811-22525

- **c. CIK number of Registrant:** 0001511699

- **d. LEI of Registrant:** 254900SQ3GG01NP4WM65

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

  - **Street Address 1:** 615 East Michigan Street

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-516-1712

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

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

- **b. EDGAR series identifier (if any):** S000077752

- **c. LEI of Series:** 549300NUE0XPG5ARUR15

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

- **a. Date of fiscal year-end:** 2023-03-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $136838194.79

**Total Liabilities:** $7497880.82

**Net Assets:** $129340313.97

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238277 | 12.94%               | 2.99%                | -4.81%               |
| Class ID C000238278 | 12.97%               | 3.05%                | -4.82%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $15577132.87                               |
| Month 2  | $-1145105.63             | $3672213.69                                |
| Month 3  | $49205.78                | $-6934216.14                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| World Fuel Services Corp                  | World Fuel Services Corp                   | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     19172 | NS      | $523970.76    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| XPO Inc                                   | XPO Inc                                    | CUSIP: 983793100<br>LEI: 54930096DB9LCLPN7H13 | Long             | EC               | CORP              | US        |      9335 | NS      | $310762.15    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Y-mAbs Therapeutics Inc                   | Y-mAbs Therapeutics Inc                    | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24560 | NS      | $119852.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                  | Yelp Inc                                   | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     17482 | NS      | $477957.88    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Zentalis Pharmaceuticals Inc              | Zentalis Pharmaceuticals Inc               | CUSIP: 98943L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4501 | NS      | $90650.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mount Vernon Liquid Assets Portfolio, LLC | Mount Vernon Liquid Assets Portfolio, LLC  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |   7368697 | NS      | $7368696.75   | 5.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd                          | Essent Group Ltd                           | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | US        |     13108 | NS      | $509639.04    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresh Del Monte Produce Inc               | Fresh Del Monte Produce Inc                | CUSIP: N/A<br>LEI: 529900I72V9F0FEZR228       | Long             | EC               | CORP              | US        |     18930 | NS      | $495776.70    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corp PLC                 | Gates Industrial Corp PLC                  | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | US        |     47037 | NS      | $536692.17    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd                   | Herbalife Nutrition Ltd                    | CUSIP: N/A<br>LEI: 549300BA7TYPBSZZIA41       | Long             | EC               | CORP              | US        |     10784 | NS      | $160465.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                        | Ichor Holdings Ltd                         | CUSIP: N/A<br>LEI: 529900PS8R2JVLJ2H892       | Long             | EC               | CORP              | US        |     21671 | NS      | $581216.22    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd            | James River Group Holdings Ltd             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BM        |     22813 | NS      | $477019.83    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                     | MeiraGTx Holdings plc                      | CUSIP: N/A<br>LEI: 54930007YV6NYIOGFZ57       | Long             | EC               | CORP              | US        |     13290 | NS      | $86650.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV             | Sapiens International Corp NV              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |     25741 | NS      | $475693.68    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies Holding P            | Sensata Technologies Holding PLC           | CUSIP: N/A<br>LEI: 529900MS7KFYCY9MS037       | Long             | EC               | CORP              | US        |     12921 | NS      | $521749.98    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                       | Tronox Holdings PLC                        | CUSIP: N/A<br>LEI: 549300NRVC84SGJSXV06       | Long             | EC               | CORP              | US        |     35618 | NS      | $488322.78    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Playa Hotels & Resorts NV                 | Playa Hotels & Resorts NV                  | CUSIP: N/A<br>LEI: 529900BUP3KWPCJNLS49       | Long             | EC               | CORP              | US        |     79893 | NS      | $521701.29    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp                      | Pilgrim's Pride Corp                       | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |     17021 | NS      | $403908.33    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Pinnacle Financial Partners In            | Pinnacle Financial Partners Inc            | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |      6519 | NS      | $478494.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Poseida Therapeutics Inc                  | Poseida Therapeutics Inc                   | CUSIP: 73730P108<br>LEI: 549300USKSDMNGMN8V04 | Long             | EC               | CORP              | US        |     33368 | NS      | $176850.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc                         | Post Holdings Inc                          | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      5739 | NS      | $518002.14    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp                       | PotlatchDeltic Corp                        | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      9827 | NS      | $432289.73    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerSchool Holdings Inc                  | PowerSchool Holdings Inc                   | CUSIP: 73939C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22138 | NS      | $510945.04    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc            | Praxis Precision Medicines Inc             | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37838 | NS      | $90054.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision BioSciences Inc                 | Precision BioSciences Inc                  | CUSIP: 74019P108<br>LEI: 549300I5QGRS3BLHZH41 | Long             | EC               | CORP              | US        |     69694 | NS      | $82935.86     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA             | Preferred Bank/Los Angeles CA              | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      8294 | NS      | $618898.28    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                               | Premier Inc                                | CUSIP: 74051N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15391 | NS      | $538377.18    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I            | Prestige Consumer Healthcare Inc           | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9080 | NS      | $568408.00    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                    | Primoris Services Corp                     | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     26591 | NS      | $583406.54    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp                    | Progress Software Corp                     | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      9593 | NS      | $483966.85    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ProPetro Holding Corp                     | ProPetro Holding Corp                      | CUSIP: 74347M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64000 | NS      | $663680.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                            | Proto Labs Inc                             | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     23299 | NS      | $594823.47    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                          | QCR Holdings Inc                           | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      9483 | NS      | $470736.12    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                           | Q2 Holdings Inc                            | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      9690 | NS      | $260370.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                | Qualys Inc                                 | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      3475 | NS      | $389999.25    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| Quanex Building Products Corp             | Quanex Building Products Corp              | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |     23304 | NS      | $551838.72    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Qurate Retail Inc                         | Qurate Retail Inc                          | CUSIP: 74915M100<br>LEI: 549300PSXEKU4PHLCR04 | Long             | EC               | CORP              | US        |     68892 | NS      | $112293.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RBB Bancorp                               | RBB Bancorp                                | CUSIP: 74930B105<br>LEI: 549300A23FBFZNGET525 | Long             | EC               | CORP              | US        |     27123 | NS      | $565514.55    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust                         | RLJ Lodging Trust                          | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37575 | NS      | $397919.25    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Bancorp Inc/KY                   | Republic Bancorp Inc/KY                    | CUSIP: 760281204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12223 | NS      | $500165.16    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                       | Repay Holdings Corp                        | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77238 | NS      | $621765.90    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                  | Resideo Technologies Inc                   | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |     16523 | NS      | $271803.35    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                  | Resources Connection Inc                   | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28377 | NS      | $521569.26    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Retail Opportunity Investments            | Retail Opportunity Investments Corp        | CUSIP: 76131N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32639 | NS      | $490564.17    | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| SP Plus Corp                              | SP Plus Corp                               | CUSIP: 78469C103<br>LEI: 0IDE18EMH1CUKQCUYE69 | Long             | EC               | CORP              | US        |      7725 | NS      | $268212.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Therapeutics Inc                     | Sage Therapeutics Inc                      | CUSIP: 78667J108<br>LEI: 5493000JX4BJS9W6CN35 | Long             | EC               | CORP              | US        |      2919 | NS      | $111330.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                  | Sangamo Therapeutics Inc                   | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |     33434 | NS      | $104982.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                            | ScanSource Inc                             | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     12924 | NS      | $377639.28    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Scholar Rock Holding Corp                 | Scholar Rock Holding Corp                  | CUSIP: 80706P103<br>LEI: 549300Z1FLPGL4OWJ459 | Long             | EC               | CORP              | US        |     14490 | NS      | $131134.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                         | EW Scripps Co/The                          | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |     38423 | NS      | $506799.37    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Selecta Biosciences Inc                   | Selecta Biosciences Inc                    | CUSIP: 816212104<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |     51193 | NS      | $57848.09     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                              | Semtech Corp                               | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |     18983 | NS      | $544622.27    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SHATTUCK LABS INC COM                     | SHATTUCK LABS INC COM                      | CUSIP: 82024L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26530 | NS      | $61019.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sinclair Broadcast Group Inc              | Sinclair Broadcast Group Inc               | CUSIP: 829226109<br>LEI: 529900879GWQV880PQ28 | Long             | EC               | CORP              | US        |     29244 | NS      | $453574.44    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SolarWinds Corp                           | SolarWinds Corp                            | CUSIP: 83417Q204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31292 | NS      | $292893.12    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Oilfield Infrastructur            | Solaris Oilfield Infrastructure Inc        | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     50503 | NS      | $501494.79    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc                | Southwest Gas Holdings Inc                 | CUSIP: 844895102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7523 | NS      | $465523.24    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sovos Brands Inc                          | Sovos Brands Inc                           | CUSIP: 84612U107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34902 | NS      | $501541.74    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                                 | Spire Inc                                  | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      7168 | NS      | $493588.48    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Standex International Corp                | Standex International Corp                 | CUSIP: 854231107<br>LEI: RCX52GR0JW2LRRMH9Z54 | Long             | EC               | CORP              | US        |      4775 | NS      | $489007.75    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                             | Steelcase Inc                              | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |     37000 | NS      | $261590.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Stericycle Inc                            | Stericycle Inc                             | CUSIP: 858912108<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | EC               | CORP              | US        |      5381 | NS      | $268458.09    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Check Corp                       | Sterling Check Corp                        | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20344 | NS      | $314721.68    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc               | Sterling Infrastructure Inc                | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     16387 | NS      | $537493.60    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneX Group Inc                          | StoneX Group Inc                           | CUSIP: 861896108<br>LEI: 549300JUF07L8VF02M60 | Long             | EC               | CORP              | US        |      2813 | NS      | $268078.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SURFACE ONCOLOGY INC COM                  | SURFACE ONCOLOGY INC COM                   | CUSIP: 86877M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55378 | NS      | $45409.96     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc                       | Sutro Biopharma Inc                        | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     18563 | NS      | $149989.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                    | Synovus Financial Corp                     | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |      6761 | NS      | $253875.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc                         | Syneos Health Inc                          | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     16040 | NS      | $588347.20    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc                      | TTM Technologies Inc                       | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     34833 | NS      | $525281.64    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                          | Talos Energy Inc                           | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     28709 | NS      | $542025.92    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| TAYSHA GENE THERAPIES INC COM SHS         | TAYSHA GENE THERAPIES INC COM SHS          | CUSIP: 877619106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26474 | NS      | $59831.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TCR2 THERAPEUTICS INC COM                 | TCR2 THERAPEUTICS INC COM                  | CUSIP: 87808K106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34649 | NS      | $34607.42     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                            | TechTarget Inc                             | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |     11017 | NS      | $485409.02    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                      | Tenable Holdings Inc                       | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     13167 | NS      | $502321.05    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermon Group Holdings Inc                | Thermon Group Holdings Inc                 | CUSIP: 88362T103<br>LEI: 529900ZNZBBLDE77MZ38 | Long             | EC               | CORP              | US        |     33014 | NS      | $662921.12    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                             | TopBuild Corp                              | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      2902 | NS      | $454133.98    | 0.35%             |  |  |  | No            |                  1 | On Loan: —       |
| Travel + Leisure Co                       | Travel + Leisure Co                        | CUSIP: 894164102<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | EC               | CORP              | US        |     12443 | NS      | $452925.20    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc              | TravelCenters of America Inc               | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |      4829 | NS      | $216242.62    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                  | Turning Point Brands Inc                   | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      8798 | NS      | $190300.74    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                                  | UGI Corp                                   | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     14876 | NS      | $551453.32    | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| USANA Health Sciences Inc                 | USANA Health Sciences Inc                  | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      7199 | NS      | $382986.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                  | Ultra Clean Holdings Inc                   | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     13454 | NS      | $446000.10    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                      | Umpqua Holdings Corp                       | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     26603 | NS      | $474863.55    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                  | United Therapeutics Corp                   | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      2027 | NS      | $563688.43    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                               | Unitil Corp                                | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10222 | NS      | $525001.92    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group Inc                           | Uniti Group Inc                            | CUSIP: 91325V108<br>LEI: 549300V3NU625PJUVA84 | Long             | EC               | CORP              | US        |     73508 | NS      | $406499.24    | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Electronics Inc                 | Universal Electronics Inc                  | CUSIP: 913483103<br>LEI: 549300ZW9EULAR7T6F89 | Long             | EC               | CORP              | US        |     11228 | NS      | $233654.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp                    | Univest Financial Corp                     | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     10252 | NS      | $267884.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Urstadt Biddle Properties Inc             | Urstadt Biddle Properties Inc              | CUSIP: 917286205<br>LEI: 549300XXD0YL0AER3Z82 | Long             | EC               | CORP              | US        |     25031 | NS      | $474337.45    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy Inc                         | VAALCO Energy Inc                          | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     50335 | NS      | $229527.60    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Valhi Inc                                 | Valhi Inc                                  | CUSIP: 918905209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11542 | NS      | $253924.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp                   | Valley National Bancorp                    | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     48792 | NS      | $551837.52    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                          | Vector Group Ltd                           | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     50071 | NS      | $593842.06    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Verint Systems Inc                        | Verint Systems Inc                         | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |      7276 | NS      | $263973.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritex Holdings Inc                      | Veritex Holdings Inc                       | CUSIP: 923451108<br>LEI: 549300F3SMOML02SC814 | Long             | EC               | CORP              | US        |     15163 | NS      | $425777.04    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Viavi Solutions Inc                       | Viavi Solutions Inc                        | CUSIP: 925550105<br>LEI: 5493006K3E3N1QOBF092 | Long             | EC               | CORP              | US        |     48759 | NS      | $512457.09    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc                     | Vir Biotechnology Inc                      | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5227 | NS      | $132295.37    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                       | Virtu Financial Inc                        | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |     14225 | NS      | $290332.25    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                | Vishay Intertechnology Inc                 | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |     28621 | NS      | $617354.97    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                | Vishay Precision Group Inc                 | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7042 | NS      | $272173.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                      | Wabash National Corp                       | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |     10104 | NS      | $228350.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Washington Federal Inc                    | Washington Federal Inc                     | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17666 | NS      | $592694.30    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                    | Webster Financial Corp                     | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     10668 | NS      | $505023.12    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                  | Western Alliance Bancorp                   | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      4087 | NS      | $243421.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Western New England Bancorp In            | Western New England Bancorp Inc            | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |     40901 | NS      | $386923.46    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX Inc                                   | WEX Inc                                    | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      3343 | NS      | $547081.95    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitestone REIT                           | Whitestone REIT                            | CUSIP: 966084204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51193 | NS      | $493500.52    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corp                   | Wintrust Financial Corp                    | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |      6291 | NS      | $531715.32    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc                    | Banc of California Inc                     | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     14239 | NS      | $226827.27    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                  | Bank OZK                                   | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |     12324 | NS      | $493699.44    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                               | BayCom Corp                                | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |     12230 | NS      | $232125.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Corp                                | Berry Corp                                 | CUSIP: 08579X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65567 | NS      | $524536.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOATLA INC COM                           | BIOATLA INC COM                            | CUSIP: 09077B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13010 | NS      | $107332.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hills Corp                          | Black Hills Corp                           | CUSIP: 092113109<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | EC               | CORP              | US        |      6917 | NS      | $486541.78    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Co            | Bluegreen Vacations Holding Corp           | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |     23778 | NS      | $593498.88    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                   | Box Inc                                    | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     15212 | NS      | $473549.56    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Boyd Gaming Corp                          | Boyd Gaming Corp                           | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |      9126 | NS      | $497640.78    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                | Brady Corp                                 | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     11882 | NS      | $559642.20    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Realty Trust                   | Brandywine Realty Trust                    | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |     35435 | NS      | $217925.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutio            | Bright Horizons Family Solutions Inc       | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5641 | NS      | $355947.10    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc                            | Brightcove Inc                             | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |     48671 | NS      | $254549.33    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                   | BrightView Holdings Inc                    | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |     51183 | NS      | $352650.87    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc                | Brixmor Property Group Inc                 | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     20455 | NS      | $463714.85    | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Brookline Bancorp Inc                     | Brookline Bancorp Inc                      | CUSIP: 11373M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40089 | NS      | $567259.35    | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Brunswick Corp/DE                         | Brunswick Corp/DE                          | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |      7682 | NS      | $553718.56    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc             | Business First Bancshares Inc              | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |     11869 | NS      | $262779.66    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| C4 Therapeutics Inc                       | C4 Therapeutics Inc                        | CUSIP: 12529R107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14505 | NS      | $85579.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CNB Financial Corp/PA                     | CNB Financial Corp/PA                      | CUSIP: 126128107<br>LEI: 254900RUYUOKD91VNX69 | Long             | EC               | CORP              | US        |     20554 | NS      | $488979.66    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy Inc                            | CVR Energy Inc                             | CUSIP: 12662P108<br>LEI: 529900SOYZIXZBTXB558 | Long             | EC               | CORP              | US        |     15261 | NS      | $478279.74    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                             | Cable One Inc                              | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       802 | NS      | $570911.72    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                | Cactus Inc                                 | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |      5503 | NS      | $276580.78    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Calavo Growers Inc                        | Calavo Growers Inc                         | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14659 | NS      | $430974.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences Inc                   | Caribou Biosciences Inc                    | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18665 | NS      | $117216.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp                 | Carpenter Technology Corp                  | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     13118 | NS      | $484578.92    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc                     | Carter Bankshares Inc                      | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17125 | NS      | $284103.75    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc              | Catalyst Pharmaceuticals Inc               | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     33096 | NS      | $615585.60    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                    | Cathay General Bancorp                     | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     12634 | NS      | $515340.86    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                      | Cavco Industries Inc                       | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1149 | NS      | $259961.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Central Pacific Financial Corp            | Central Pacific Financial Corp             | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     26677 | NS      | $541009.56    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                     | Chatham Lodging Trust                      | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38119 | NS      | $467720.13    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Utilities Corp                 | Chesapeake Utilities Corp                  | CUSIP: 165303108<br>LEI: 254900WW0FDCKAOCKE74 | Long             | EC               | CORP              | US        |      4106 | NS      | $485247.08    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| City Office REIT Inc                      | City Office REIT Inc                       | CUSIP: 178587101<br>LEI: 5493003J7157VP25NL57 | Long             | EC               | CORP              | CA        |     20811 | NS      | $174396.18    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Civista Bancshares Inc                    | Civista Bancshares Inc                     | CUSIP: 178867107<br>LEI: 5493001LX61Z2UVYSC48 | Long             | EC               | CORP              | US        |     27691 | NS      | $609478.91    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc                     | Civitas Resources Inc                      | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      7221 | NS      | $418312.53    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                     | Clearwater Paper Corp                      | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     12342 | NS      | $466651.02    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                | Coca-Cola Consolidated Inc                 | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      1125 | NS      | $576405.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                  | Cohu Inc                                   | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     15267 | NS      | $489307.35    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope Holding Co Inc                  | CommScope Holding Co Inc                   | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     30102 | NS      | $221249.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc                     | CommVault Systems Inc                      | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      8062 | NS      | $506616.08    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc                    | ConnectOne Bancorp Inc                     | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |     10426 | NS      | $252413.46    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Coty Inc                                  | Coty Inc                                   | CUSIP: 222070203<br>LEI: 549300BO9IWPF3S48F93 | Long             | EC               | CORP              | US        |     59721 | NS      | $511211.76    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullinan Oncology Inc                     | Cullinan Oncology Inc                      | CUSIP: 230031106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8053 | NS      | $84959.15     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cumulus Media Inc                         | Cumulus Media Inc                          | CUSIP: 231082801<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32449 | NS      | $201508.29    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                     | Customers Bancorp Inc                      | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     12802 | NS      | $362808.68    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOMX THERAPEUTICS INC COM               | CYTOMX THERAPEUTICS INC COM                | CUSIP: 23284F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79697 | NS      | $127515.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Daseke Inc                                | Daseke Inc                                 | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |     36576 | NS      | $208117.44    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                     | Delek US Holdings Inc                      | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |      9195 | NS      | $248265.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Denali Therapeutics Inc                   | Denali Therapeutics Inc                    | CUSIP: 24823R105<br>LEI: 549300ZTQ2HO18L3Q830 | Long             | EC               | CORP              | US        |      3241 | NS      | $90132.21     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co                | DiamondRock Hospitality Co                 | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     54633 | NS      | $447444.27    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Dime Community Bancshares Inc             | Dime Community Bancshares Inc              | CUSIP: 25432X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15821 | NS      | $503582.43    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                       | Dorman Products Inc                        | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6269 | NS      | $506974.03    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                        | Douglas Emmett Inc                         | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9541 | NS      | $149602.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dyne Therapeutics Inc                     | Dyne Therapeutics Inc                      | CUSIP: 26818M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7852 | NS      | $91004.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EPR Properties                            | EPR Properties                             | CUSIP: 26884U109<br>LEI: 549300YSSXFHMPOWZ492 | Long             | EC               | CORP              | US        |     11602 | NS      | $437627.44    | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| EQRx Inc                                  | EQRx Inc                                   | CUSIP: 26886C107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50138 | NS      | $123339.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc                       | Eagle Materials Inc                        | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |      4325 | NS      | $574576.25    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties Inc                  | EastGroup Properties Inc                   | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      1591 | NS      | $235563.46    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecovyst Inc                               | Ecovyst Inc                                | CUSIP: 27923Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29577 | NS      | $262052.22    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc                       | Editas Medicine Inc                        | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |      5658 | NS      | $50186.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                           | EMCOR Group Inc                            | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      3816 | NS      | $565187.76    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                 | Emergent BioSolutions Inc                  | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     36162 | NS      | $427073.22    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc                | Enanta Pharmaceuticals Inc                 | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      2784 | NS      | $129511.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EnLink Midstream LLC                      | EnLink Midstream LLC                       | CUSIP: 29336T100<br>LEI: 54930000GY1H533OBE23 | Long             | EC               | CORP              | US        |     52486 | NS      | $645577.80    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ennis Inc                                 | Ennis Inc                                  | CUSIP: 293389102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23343 | NS      | $517280.88    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The                      | Ensign Group Inc/The                       | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      5300 | NS      | $501433.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services             | Enterprise Financial Services Corp         | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     11079 | NS      | $542427.84    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                 | ePlus Inc                                  | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |      5406 | NS      | $239377.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Commonwealth                       | Equity Commonwealth                        | CUSIP: 294628102<br>LEI: 549300YPGVU9PR4L0606 | Long             | EC               | CORP              | US        |      8683 | NS      | $216814.51    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronet Worldwide Inc                     | Euronet Worldwide Inc                      | CUSIP: 298736109<br>LEI: YG3575C4DSHJPA5KET68 | Long             | EC               | CORP              | US        |      5855 | NS      | $552594.90    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                        | Everi Holdings Inc                         | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     29300 | NS      | $420455.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                     | Excelerate Energy Inc                      | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10034 | NS      | $251351.70    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                              | Exelixis Inc                               | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     28769 | NS      | $461454.76    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                               | FNB Corp/PA                                | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     41268 | NS      | $538547.40    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FS Bancorp Inc                            | FS Bancorp Inc                             | CUSIP: 30263Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9148 | NS      | $305909.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmers National Banc Corp                | Farmers National Banc Corp                 | CUSIP: 309627107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33895 | NS      | $478597.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                     | Fate Therapeutics Inc                      | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |      3353 | NS      | $33831.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Government Obli            | First American Government Obligations Fund | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |   1174090 | NS      | $1174090.17   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank/Hamilton NJ                    | First Bank/Hamilton NJ                     | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |     18323 | NS      | $252124.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Busey Corp                          | First Busey Corp                           | CUSIP: 319383204<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EC               | CORP              | US        |     20333 | NS      | $502631.76    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C            | First Commonwealth Financial Corp          | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     37767 | NS      | $527604.99    | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| First Financial Bancorp                   | First Financial Bancorp                    | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     21875 | NS      | $530031.25    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| First Interstate BancSystem In            | First Interstate BancSystem Inc            | CUSIP: 32055Y201<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | EC               | CORP              | US        |      6147 | NS      | $237581.55    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Merchants Corp                      | First Merchants Corp                       | CUSIP: 320817109<br>LEI: TZTBT0OTGQ2FEK6XMX94 | Long             | EC               | CORP              | US        |     13050 | NS      | $536485.50    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| First Mid Bancshares Inc                  | First Mid Bancshares Inc                   | CUSIP: 320866106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7562 | NS      | $242588.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Foghorn Therapeutics Inc                  | Foghorn Therapeutics Inc                   | CUSIP: 344174107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13147 | NS      | $83877.86     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                    | Forrester Research Inc                     | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     15601 | NS      | $557891.76    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulcrum Therapeutics Inc                  | Fulcrum Therapeutics Inc                   | CUSIP: 359616109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19594 | NS      | $142644.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                     | Fulton Financial Corp                      | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |     16830 | NS      | $283248.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Generation Bio Co                         | Generation Bio Co                          | CUSIP: 37148K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15099 | NS      | $59339.07     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                               | Gentex Corp                                | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      9724 | NS      | $265173.48    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                  | Gibraltar Industries Inc                   | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5353 | NS      | $245595.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Gladstone Land Corp                       | Gladstone Land Corp                        | CUSIP: 376549101<br>LEI: 54930002B3Q17H38FG74 | Long             | EC               | CORP              | US        |     23755 | NS      | $435904.25    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                | GrafTech International Ltd                 | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     59336 | NS      | $282439.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Holdings Co                        | Graham Holdings Co                         | CUSIP: 384637104<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | EC               | CORP              | US        |       838 | NS      | $506327.98    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphite Bio Inc                          | Graphite Bio Inc                           | CUSIP: 38870X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35187 | NS      | $116820.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Gray Television Inc                       | Gray Television Inc                        | CUSIP: 389375106<br>LEI: 529900TM5726KDN7UU35 | Long             | EC               | CORP              | US        |     53835 | NS      | $602413.65    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Southern Bancorp Inc                | Great Southern Bancorp Inc                 | CUSIP: 390905107<br>LEI: 5493000ZL7DLNMN1AB26 | Long             | EC               | CORP              | US        |      4380 | NS      | $260566.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                | Grid Dynamics Holdings Inc                 | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42992 | NS      | $482370.24    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Gritstone bio Inc                         | Gritstone bio Inc                          | CUSIP: 39868T105<br>LEI: 5493003TER6KY3MUVY84 | Long             | EC               | CORP              | US        |     40619 | NS      | $140135.55    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                          | Haemonetics Corp                           | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      6930 | NS      | $545044.50    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Hallador Energy Co                        | Hallador Energy Co                         | CUSIP: 40609P105<br>LEI: 254900GKEQRHOI2SSC19 | Long             | EC               | CORP              | US        |     25460 | NS      | $254345.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp                      | Hancock Whitney Corp                       | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      9769 | NS      | $472721.91    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Harley-Davidson Inc                       | Harley-Davidson Inc                        | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |     11436 | NS      | $475737.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                  | Haynes International Inc                   | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |      9659 | NS      | $441319.71    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles Internati            | Heidrick & Struggles International Inc     | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     15982 | NS      | $447016.54    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc                     | Helmerich & Payne Inc                      | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |      5137 | NS      | $254641.09    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Highwoods Properties Inc                  | Highwoods Properties Inc                   | CUSIP: 431284108<br>LEI: ZIIGTYKL9T0X3HLTDX53 | Long             | EC               | CORP              | US        |      6243 | NS      | $174679.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                           | Hillenbrand Inc                            | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     12522 | NS      | $534313.74    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc                | Hilton Grand Vacations Inc                 | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |      5934 | NS      | $228696.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp                   | HireRight Holdings Corp                    | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21848 | NS      | $259117.28    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc                          | Home Bancorp Inc                           | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6032 | NS      | $241460.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc                  | HomeTrust Bancshares Inc                   | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11645 | NS      | $281459.65    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HOMOLOGY MEDICINES INC COM                | HOMOLOGY MEDICINES INC COM                 | CUSIP: 438083107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39929 | NS      | $50310.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc                          | Hope Bancorp Inc                           | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     36662 | NS      | $469640.22    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Bancorp Inc/IN                    | Horizon Bancorp Inc/IN                     | CUSIP: 440407104<br>LEI: 549300U2OQ2EIT5MXG39 | Long             | EC               | CORP              | US        |     34702 | NS      | $523306.16    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corp/The                    | Howard Hughes Corp/The                     | CUSIP: 44267D107<br>LEI: 549300BVHY25JZC1KI49 | Long             | EC               | CORP              | US        |      3311 | NS      | $253026.62    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ikena Oncology Inc                        | Ikena Oncology Inc                         | CUSIP: 45175G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11876 | NS      | $31590.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Immersion Corp                            | Immersion Corp                             | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |     31751 | NS      | $223209.53    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ImmunoGen Inc                             | ImmunoGen Inc                              | CUSIP: 45253H101<br>LEI: 54930084U0R1OP766Y02 | Long             | EC               | CORP              | US        |     17731 | NS      | $87945.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                  | Independent Bank Corp/MI                   | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13740 | NS      | $328660.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Indus Realty Trust Inc                    | Indus Realty Trust Inc                     | CUSIP: 45580R103<br>LEI: 549300FS2G2L16L2GO91 | Long             | EC               | CORP              | US        |      8557 | NS      | $543283.93    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingevity Corp                             | Ingevity Corp                              | CUSIP: 45688C107<br>LEI: 5493009UTFC4B5IMGF87 | Long             | EC               | CORP              | US        |      7621 | NS      | $536823.24    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properti            | Innovative Industrial Properties Inc       | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |      3585 | NS      | $363339.75    | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| International Money Express In            | International Money Express Inc            | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13149 | NS      | $320441.13    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| InvenTrust Properties Corp                | InvenTrust Properties Corp                 | CUSIP: 46124J201<br>LEI: 5493006BQYSOBYVUFA03 | Long             | EC               | CORP              | US        |     19273 | NS      | $456191.91    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc                 | Ionis Pharmaceuticals Inc                  | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |      2806 | NS      | $105982.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Iovance Biotherapeutics Inc               | Iovance Biotherapeutics Inc                | CUSIP: 462260100<br>LEI: 549300220Z2GHH33XL82 | Long             | EC               | CORP              | US        |     18507 | NS      | $118259.73    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                             | iRadimed Corp                              | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |     19238 | NS      | $544243.02    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                 | Jabil Inc                                  | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      7776 | NS      | $530323.20    | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Jackson Financial Inc                     | Jackson Financial Inc                      | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     14211 | NS      | $494400.69    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics Inc                   | Jounce Therapeutics Inc                    | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |     48257 | NS      | $53565.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                | Kadant Inc                                 | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      3069 | NS      | $545146.47    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp                      | Kaiser Aluminum Corp                       | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6067 | NS      | $460849.32    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball International Inc                 | Kimball International Inc                  | CUSIP: 494274103<br>LEI: 549300RYF7HKL9SKYG25 | Long             | EC               | CORP              | US        |     30799 | NS      | $200193.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                | Korn Ferry                                 | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      4349 | NS      | $220146.38    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Bio Inc                            | Kronos Bio Inc                             | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14607 | NS      | $23663.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                        | LSB Industries Inc                         | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     20406 | NS      | $271399.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                              | La-Z-Boy Inc                               | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |     15189 | NS      | $346612.98    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Bancorp Inc                      | Lakeland Bancorp Inc                       | CUSIP: 511637100<br>LEI: 549300NF90LR9ETZDR73 | Long             | EC               | CORP              | US        |     29154 | NS      | $513401.94    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                     | Lantheus Holdings Inc                      | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      6273 | NS      | $319672.08    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LianBio                                   | LianBio                                    | CUSIP: 53000N108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     84288 | NS      | $138232.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                        | Liberty Energy Inc                         | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31728 | NS      | $507965.28    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                | Ligand Pharmaceuticals Inc                 | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      1297 | NS      | $86639.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA LIGAND ERNOUT SHS1                 | CONTRA LIGAND ERNOUT SHS1                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       491 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CONTRA LIGAND ERNOUT SHS2                 | CONTRA LIGAND ERNOUT SHS2                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       491 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Littelfuse Inc                            | Littelfuse Inc                             | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      1183 | NS      | $260496.60    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc                     | LiveRamp Holdings Inc                      | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     27037 | NS      | $633747.28    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                             | M/I Homes Inc                              | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     11893 | NS      | $549218.74    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                            | MRC Global Inc                             | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     42976 | NS      | $497662.08    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                           | MacroGenics Inc                            | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |     27977 | NS      | $187725.67    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                          | Malibu Boats Inc                           | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9248 | NS      | $492918.40    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc                         | ManpowerGroup Inc                          | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |      5721 | NS      | $476044.41    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Marriott Vacations Worldwide C            | Marriott Vacations Worldwide Corp          | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Long             | EC               | CORP              | US        |      4405 | NS      | $592868.95    | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| Masonite International Corp               | Masonite International Corp                | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | US        |      6750 | NS      | $544117.50    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc             | MasterCraft Boat Holdings Inc              | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |     12094 | NS      | $312871.78    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                             | MaxLinear Inc                              | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     14132 | NS      | $479781.40    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Medifast Inc                              | Medifast Inc                               | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      1414 | NS      | $163104.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercantile Bank Corp                      | Mercantile Bank Corp                       | CUSIP: 587376104<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | EC               | CORP              | US        |     14206 | NS      | $475616.88    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc                 | Merit Medical Systems Inc                  | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      9893 | NS      | $698643.66    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Mersana Therapeutics Inc                  | Mersana Therapeutics Inc                   | CUSIP: 59045L106<br>LEI: 529900VWD5VDZ7PVOS22 | Long             | EC               | CORP              | US        |     23652 | NS      | $138600.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp            | Metropolitan Bank Holding Corp             | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3257 | NS      | $191088.19    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mid Penn Bancorp Inc                      | Mid Penn Bancorp Inc                       | CUSIP: 59540G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7700 | NS      | $230769.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc            | MidWestOne Financial Group Inc             | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14514 | NS      | $460819.50    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                 | Minerals Technologies Inc                  | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |      4443 | NS      | $269778.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Monarch Casino & Resort Inc               | Monarch Casino & Resort Inc                | CUSIP: 609027107<br>LEI: 549300AK5FF7KY11V997 | Long             | EC               | CORP              | US        |      5948 | NS      | $457341.72    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc               | Monte Rosa Therapeutics Inc                | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13615 | NS      | $103610.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                  | Moog Inc                                   | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      6567 | NS      | $576319.92    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                           | Murphy Oil Corp                            | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     10766 | NS      | $463045.66    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                      | Myers Industries Inc                       | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     12475 | NS      | $277319.25    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                          | NMI Holdings Inc                           | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     29133 | NS      | $608879.70    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NGM Biopharmaceuticals Inc                | NGM Biopharmaceuticals Inc                 | CUSIP: 62921N105<br>LEI: 5493008V5DSDZIGQOP17 | Long             | EC               | CORP              | US        |     22437 | NS      | $112633.74    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                      | National Fuel Gas Co                       | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      8888 | NS      | $562610.40    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| National Storage Affiliates Tr            | National Storage Affiliates Trust          | CUSIP: 637870106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12068 | NS      | $435896.16    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cot            | Natural Grocers by Vitamin Cottage Inc     | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |     22738 | NS      | $207825.32    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics                       | Nektar Therapeutics                        | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     32720 | NS      | $73947.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc            | NexTier Oilfield Solutions Inc             | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     24771 | NS      | $228884.04    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nkarta Inc                                | Nkarta Inc                                 | CUSIP: 65487U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11124 | NS      | $66632.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc                      | Northrim BanCorp Inc                       | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      4382 | NS      | $239125.74    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co              | Northwest Natural Holding Co               | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |     10932 | NS      | $520253.88    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Co                         | Northwest Pipe Co                          | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |      7476 | NS      | $251941.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NorthWestern Corp                         | NorthWestern Corp                          | CUSIP: 668074305<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | EC               | CORP              | US        |     10050 | NS      | $596367.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NuVasive Inc                              | NuVasive Inc                               | CUSIP: 670704105<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | EC               | CORP              | US        |     14984 | NS      | $617940.16    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Nurix Therapeutics Inc                    | Nurix Therapeutics Inc                     | CUSIP: 67080M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9383 | NS      | $103025.34    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvation Bio Inc                          | Nuvation Bio Inc                           | CUSIP: 67080N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64161 | NS      | $123189.12    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ACCO Brands Corp                          | ACCO Brands Corp                           | CUSIP: 00081T108<br>LEI: JCT8P4Y190IH4I1NX328 | Long             | EC               | CORP              | US        |     42401 | NS      | $237021.59    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| A-Mark Precious Metals Inc                | A-Mark Precious Metals Inc                 | CUSIP: 00181T107<br>LEI: XP6XYFDZQGKLUMOFGT37 | Long             | EC               | CORP              | US        |      8360 | NS      | $290342.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                           | OSI Systems Inc                            | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      7053 | NS      | $560854.56    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| OP Bancorp                                | OP Bancorp                                 | CUSIP: 67109R109<br>LEI: 549300LTYZMS0Q13U522 | Long             | EC               | CORP              | US        |     23174 | NS      | $258621.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                  | ASGN Inc                                   | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      2967 | NS      | $241751.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                          | A10 Networks Inc                           | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     13976 | NS      | $232420.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                         | Chord Energy Corp                          | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      4745 | NS      | $649163.45    | 0.50%             |  |  |  | No            |                  1 | On Loan: —       |
| OceanFirst Financial Corp                 | OceanFirst Financial Corp                  | CUSIP: 675234108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29666 | NS      | $630402.50    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaron's Co Inc/The                        | Aaron's Co Inc/The                         | CUSIP: 00258W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38874 | NS      | $464544.30    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Accel Entertainment Inc                   | Accel Entertainment Inc                    | CUSIP: 00436Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61345 | NS      | $472356.50    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN                   | Old National Bancorp/IN                    | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |     14343 | NS      | $257887.14    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| OLEMA PHARMACEUTICALS INC COM             | OLEMA PHARMACEUTICALS INC COM              | CUSIP: 68062P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27664 | NS      | $67776.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Brands Inc                         | Acuity Brands Inc                          | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1375 | NS      | $227713.75    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc              | Adtalem Global Education Inc               | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     13436 | NS      | $476978.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Omeros Corp                               | Omeros Corp                                | CUSIP: 682143102<br>LEI: 549300CJWLXX2MXVVV71 | Long             | EC               | CORP              | US        |     27686 | NS      | $62570.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| ONE Gas Inc                               | ONE Gas Inc                                | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      7090 | NS      | $536854.80    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc             | Affiliated Managers Group Inc              | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |      1696 | NS      | $268697.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Alarm.com Holdings Inc                    | Alarm.com Holdings Inc                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     10983 | NS      | $543438.84    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                    | Option Care Health Inc                     | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |     20237 | NS      | $608931.33    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                        | Origin Bancorp Inc                         | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     12869 | NS      | $472292.30    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ORIC PHARMACEUTICALS INC COM              | ORIC PHARMACEUTICALS INC COM               | CUSIP: 68622P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34870 | NS      | $205384.30    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                        | Outfront Media Inc                         | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     25663 | NS      | $425492.54    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                               | Ovintiv Inc                                | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9601 | NS      | $486866.71    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                               | PCB Bancorp                                | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |     13788 | NS      | $243909.72    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                      | Alaska Air Group Inc                       | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     12216 | NS      | $524555.04    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                               | Alector Inc                                | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |     11767 | NS      | $108609.41    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                                | ALLETE Inc                                 | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      9508 | NS      | $613361.08    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings             | Allison Transmission Holdings Inc          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     11060 | NS      | $460096.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| PDC Energy Inc                            | PDC Energy Inc                             | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      7275 | NS      | $461817.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| PGT Innovations Inc                       | PGT Innovations Inc                        | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |     15574 | NS      | $279709.04    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Allovir Inc                               | Allovir Inc                                | CUSIP: 019818103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22843 | NS      | $117184.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                | Amalgamated Financial Corp                 | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9983 | NS      | $230008.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                           | PacWest Bancorp                            | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |     19738 | NS      | $452987.10    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                      | Palomar Holdings Inc                       | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      8898 | NS      | $401833.68    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc                       | Amerant Bancorp Inc                        | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |      9363 | NS      | $251302.92    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc                 | American Assets Trust Inc                  | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14674 | NS      | $388861.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PASSAGE BIO INC COM                       | PASSAGE BIO INC COM                        | CUSIP: 702712100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51410 | NS      | $70945.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Patterson Cos Inc                         | Patterson Cos Inc                          | CUSIP: 703395103<br>LEI: YM48Q2087CUE26GWEK09 | Long             | EC               | CORP              | US        |     18054 | NS      | $506053.62    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Co            | Peapack-Gladstone Financial Corp           | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      8008 | NS      | $298057.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Necessity Retail REIT Inc/The             | Necessity Retail REIT Inc/The              | CUSIP: 02607T109<br>LEI: 549300GN4H0K3IUS8983 | Long             | EC               | CORP              | US        |     30064 | NS      | $178279.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software Inc/GA                  | American Software Inc/GA                   | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29899 | NS      | $438917.32    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American Woodmark Corp                    | American Woodmark Corp                     | CUSIP: 030506109<br>LEI: 5299007PFSDWMA74RB56 | Long             | EC               | CORP              | US        |      6001 | NS      | $293208.86    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                      | Amkor Technology Inc                       | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     12239 | NS      | $293491.22    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                | Amneal Pharmaceuticals Inc                 | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     85996 | NS      | $171132.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc             | Amphastar Pharmaceuticals Inc              | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     17771 | NS      | $497943.42    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Annexon Inc                               | Annexon Inc                                | CUSIP: 03589W102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22256 | NS      | $115063.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                                  | APA Corp                                   | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     12591 | NS      | $587747.88    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                    | Apogee Enterprises Inc                     | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     11221 | NS      | $498885.66    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc                | Apple Hospitality REIT Inc                 | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     33392 | NS      | $526925.76    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcus Biosciences Inc                     | Arcus Biosciences Inc                      | CUSIP: 03969F109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3874 | NS      | $80114.32     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries Inc            | Armstrong World Industries Inc             | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |      3437 | NS      | $235743.83    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                               | Arvinas Inc                                | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2644 | NS      | $90451.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Assertio Holdings Inc                     | Assertio Holdings Inc                      | CUSIP: 04546C205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86831 | NS      | $373373.30    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp                      | Associated Banc-Corp                       | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     12502 | NS      | $288671.18    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Avanos Medical Inc                        | Avanos Medical Inc                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     21051 | NS      | $569640.06    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                        | Axos Financial Inc                         | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     13358 | NS      | $510542.76    | 0.39%             |  |  |  | No            |                  1 | On Loan: —       |
| BGC Partners Inc                          | BGC Partners Inc                           | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     68509 | NS      | $258278.93    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                           | Bancorp Inc/The                            | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17606 | NS      | $499658.28    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-13

**Name of Applicant:** Managed Portfolio Series

**Signature:** /s/ Benjamin Eirich

**Name of Signer:** Managed Portfolio Series

**Title:** Treasurer