# EDGAR Filing Document

**Accession Number:** 0001363526
**File Stem:** 0001145549-23-017752
**Filing Date:** 2023-3
**Character Count:** 95126
**Document Hash:** 1d238f0a78e86ea8533b241384c2b27c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-017752.hdr.sgml**: 20230323

**ACCESSION NUMBER**: 0001145549-23-017752

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230323

**DATE AS OF CHANGE**: 20230323

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes MDT Series
- **CENTRAL INDEX KEY:** 0001363526
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21904
- **FILM NUMBER:** 23755460

**BUSINESS ADDRESS:**
- **STREET 1:** FEDERATED INVESTORS FUNDS
- **STREET 2:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561
- **BUSINESS PHONE:** 412-288-1900

**MAIL ADDRESS:**
- **STREET 1:** FEDERATED INVESTORS FUNDS
- **STREET 2:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Federated MDT Series
- **DATE OF NAME CHANGE:** 20060519

## Series and Classes Contracts Data

### Federated Hermes MDT Small Cap Growth Fund (Series ID: S000012973)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000035061 | Class A Shares       | QASGX           |
| C000035062 | Class C Shares       | QCSGX           |
| C000035063 | Institutional Shares | QISGX           |
| C000170840 | Class R6 Shares      | QLSGX           |
| C000188309 | Class T Shares       |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Federated Hermes MDT Series

- **b. Investment Company Act file number:** 811-21904

- **c. CIK number of Registrant:** 0001363526

- **d. LEI of Registrant:** 254900ZW3CXBDK3XPE89

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

  - **Street Address 1:** Federated Hermes Funds

  - **City:** Warrendale

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 15086-7561

  - **Telephone number:** 8003417400

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

- **a. Name of Series:** Federated Hermes MDT Small Cap Growth Fund

- **b. EDGAR series identifier (if any):** S000012973

- **c. LEI of Series:** 2549005UAMPQ7WH5SX17

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $628737694.08

**Total Liabilities:** $15318268.77

**Net Assets:** $613419425.31

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000035061 | 2.32%                | -3.79%               | 12.41%               |
| Class ID C000035062 | 2.25%                | -3.86%               | 12.34%               |
| Class ID C000035063 | 2.35%                | -3.80%               | 12.44%               |
| Class ID C000170840 | 2.30%                | -3.79%               | 12.49%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8936607.06             | $22196643.31                               |
| Month 2  | $-8352731.91             | $-14210498.18                              |
| Month 3  | $-5702210.08             | $75907873.54                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADMA Biologics Inc                                          | ADMA Biologics Inc                                   | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    208610 | NS      | $769770.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ALX Oncology Holdings Inc                                   | ALX Oncology Holdings Inc                            | CUSIP: 00166B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    170654 | NS      | $1587082.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                                 | AMN Healthcare Services Inc                          | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     23487 | NS      | $2250994.08   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                                    | ASGN Inc                                             | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |     41718 | NS      | $3794252.10   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                                                 | Alector Inc                                          | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |    315824 | NS      | $2785567.68   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Inc                                                     | Allegheny Technologies Inc                           | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |     95844 | NS      | $3487763.16   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc                                    | Alta Equipment Group Inc                             | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |     72812 | NS      | $1234163.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc                               | Amphastar Pharmaceuticals Inc                        | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |     72857 | NS      | $2204652.82   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Amylyx Pharmaceuticals Inc                                  | Amylyx Pharmaceuticals Inc                           | CUSIP: 03237H101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121731 | NS      | $4770637.89   | 0.78%             |  |  |  | No            |                  1 | On Loan: —       |
| Atea Pharmaceuticals Inc                                    | Atea Pharmaceuticals Inc                             | CUSIP: 04683R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    926525 | NS      | $4289810.75   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                                  | Atkore International Group Inc                       | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     91551 | NS      | $11924517.75  | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc                               | Barrett Business Services Inc                        | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |       887 | NS      | $88150.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                                           | Bloom Energy Corp                                    | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      7144 | NS      | $178099.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co                                            | Boise Cascade Co                                     | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |    136666 | NS      | $10245850.02  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightcove Inc                                              | Brightcove Inc                                       | CUSIP: 10921T101<br>LEI: 5493006VI8OCN44T4W47 | Long             | EC               | CORP              | US        |    681769 | NS      | $4322415.46   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Cano Health Inc                                             | Cano Health Inc                                      | CUSIP: 13781Y103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    265496 | NS      | $366384.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                                              | Cantaloupe Inc                                       | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |    130977 | NS      | $666672.93    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                              | ChampionX Corp                                       | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |      5811 | NS      | $191879.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Inc                                         | Clearway Energy Inc                                  | CUSIP: 18539C105<br>LEI: 549300LHAZ9HA9G3XC48 | Long             | EC               | CORP              | US        |     11480 | NS      | $367934.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp/WA                                   | Coastal Financial Corp/WA                            | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |      5529 | NS      | $252509.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc                                | Collegium Pharmaceutical Inc                         | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     19240 | NS      | $540259.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE                                | Eagle Pharmaceuticals Inc/DE                         | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |     42600 | NS      | $1445844.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc                                | Community Health Systems Inc                         | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    466608 | NS      | $2435693.76   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                                      | Comstock Resources Inc                               | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |     50327 | NS      | $611473.05    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc                                        | Kronos Worldwide Inc                                 | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |    120974 | NS      | $1409347.10   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                                             | MacroGenics Inc                                      | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |    343553 | NS      | $1982300.81   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                                | Cross Country Healthcare Inc                         | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     68035 | NS      | $1887971.25   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                                       | Customers Bancorp Inc                                | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     52979 | NS      | $1608972.23   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Duck Creek Technologies Inc                                 | Duck Creek Technologies Inc                          | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33740 | NS      | $638698.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                                             | EMCOR Group Inc                                      | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     57484 | NS      | $8522003.00   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Model N Inc                                                 | Model N Inc                                          | CUSIP: 607525102<br>LEI: 549300WCIL3W0EYSBN94 | Long             | EC               | CORP              | US        |    135843 | NS      | $5387533.38   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                                             | Q2 Holdings Inc                                      | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |    139938 | NS      | $4578771.36   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                                       | SIGA Technologies Inc                                | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    435883 | NS      | $3195022.39   | 0.52%             |  |  |  | No            |                  1 | On Loan: —       |
| Vanda Pharmaceuticals Inc                                   | Vanda Pharmaceuticals Inc                            | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |    117928 | NS      | $905687.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                                     | ExlService Holdings Inc                              | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |     35015 | NS      | $5973559.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                                       | FARO Technologies Inc                                | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |    229018 | NS      | $6293414.64   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                                  | Fluor Corp                                           | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |      5298 | NS      | $194701.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                                           | Franklin Covey Co                                    | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    108824 | NS      | $5049433.60   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                                     | GMS Inc                                              | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     98996 | NS      | $5872442.72   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc                                  | Grid Dynamics Holdings Inc                           | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    306227 | NS      | $3833962.04   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc                                                 | Groupon Inc                                          | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |     80554 | NS      | $665376.04    | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Helios Technologies Inc                                     | Helios Technologies Inc                              | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |     27319 | NS      | $1803054.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                                  | Huron Consulting Group Inc                           | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |     34468 | NS      | $2345202.72   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Information Services Group Inc                              | Information Services Group Inc                       | CUSIP: 45675Y104<br>LEI: 549300ZUNI6DQ0G8Q273 | Long             | EC               | CORP              | US        |     35216 | NS      | $184531.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Software Inc/GA                                    | American Software Inc/GA                             | CUSIP: 029683109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46904 | NS      | $713409.84    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties Inc                        | Innovative Industrial Properties Inc                 | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               |  | US        |      6419 | NS      | $576297.82    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovage Holding Corp                                       | Innovage Holding Corp                                | CUSIP: 45784A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    116519 | NS      | $872727.31    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Bed Bath & Beyond Inc                                       | Bed Bath & Beyond Inc                                | CUSIP: 075896100<br>LEI: 529900ZBUWWUV7BKGX39 | Long             | EC               | CORP              | US        |    419994 | NS      | $1184383.08   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| CIRCOR International Inc                                    | CIRCOR International Inc                             | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |     16122 | NS      | $445773.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                                  | Coca-Cola Consolidated Inc                           | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      9666 | NS      | $4898535.48   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                                    | Corcept Therapeutics Inc                             | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     38164 | NS      | $872429.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eventbrite Inc                                              | Eventbrite Inc                                       | CUSIP: 29975E109<br>LEI: 549300N6XBV2B1FAUF55 | Long             | EC               | CORP              | US        |    331750 | NS      | $2949257.50   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Everbridge Inc                                              | Everbridge Inc                                       | CUSIP: 29978A104<br>LEI: 549300WCY0UMR64ATW81 | Long             | EC               | CORP              | US        |     98504 | NS      | $3148187.84   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                                               | EverQuote Inc                                        | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27121 | NS      | $423087.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                                                   | GoPro Inc                                            | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     60344 | NS      | $371115.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                                        | JELD-WEN Holding Inc                                 | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |    178885 | NS      | $2262895.25   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                                              | Joint Corp/The                                       | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    195345 | NS      | $3549418.65   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                                  | Impinj Inc                                           | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |     19091 | NS      | $2477629.98   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc                                  | Iridium Communications Inc                           | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     42252 | NS      | $2528359.68   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| LSB Industries Inc                                          | LSB Industries Inc                                   | CUSIP: 502160104<br>LEI: 5493001H215A0HG0MI71 | Long             | EC               | CORP              | US        |     29176 | NS      | $370826.96    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                                       | Lantheus Holdings Inc                                | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |    124367 | NS      | $7151102.50   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Energy Inc                                            | Vital Energy Inc                                     | CUSIP: 516806205<br>LEI: 549300X0PTWU2QSLSL14 | Long             | EC               | CORP              | US        |      7443 | NS      | $418892.04    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc                                  | Ligand Pharmaceuticals Inc                           | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |     34507 | NS      | $2405137.90   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares Inc                                     | Live Oak Bancshares Inc                              | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    323897 | NS      | $11086994.31  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                                               | MarineMax Inc                                        | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |     31788 | NS      | $993375.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                                 | John Bean Technologies Corp                          | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |      2433 | NS      | $271839.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Koppers Holdings Inc                                        | Koppers Holdings Inc                                 | CUSIP: 50060P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23633 | NS      | $817938.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pediatrix Medical Group Inc                                 | MEDNAX Inc                                           | CUSIP: 58502B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15702 | NS      | $241025.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group Inc                                           | Mistras Group Inc                                    | CUSIP: 60649T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196159 | NS      | $1039642.70   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitek Systems Inc                                           | Mitek Systems Inc                                    | CUSIP: 606710200<br>LEI: 549300ABZAQ3R25XG118 | Long             | EC               | CORP              | US        |    210423 | NS      | $2074770.78   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Institutional Prime Value Obligations Fund | Federated Institutional Prime Value Obligations Fund | CUSIP: 60934N583<br>LEI: 254900OXLDDVEP8MMK94 | Long             | EC               | RF                | US        |   6778675 | NS      | $6778674.64   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Bio Inc                                              | Kronos Bio Inc                                       | CUSIP: 50107A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163888 | NS      | $393331.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                                              | MRC Global Inc                                       | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    313006 | NS      | $4256881.60   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                                             | NeoGenomics Inc                                      | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    276357 | NS      | $3283121.16   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                                           | Newmark Group Inc                                    | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21155 | NS      | $181298.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                                               | MYR Group Inc                                        | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |     11848 | NS      | $1173662.88   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                                      | Marcus & Millichap Inc                               | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |     67949 | NS      | $2462471.76   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                                               | O-I Glass Inc                                        | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    167771 | NS      | $3229591.75   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                                           | Oasis Petroleum Inc                                  | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     12661 | NS      | $1814701.13   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp                              | Metropolitan Bank Holding Corp                       | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9394 | NS      | $557815.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Momentive Global Inc                                        | Momentive Global Inc                                 | CUSIP: 60878Y108<br>LEI: 549300PR9RG3VC9OH575 | Long             | EC               | CORP              | US        |    909182 | NS      | $7009793.22   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc                                  | Organogenesis Holdings Inc                           | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |    678655 | NS      | $1737356.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Privia Health Group Inc                                     | Privia Health Group Inc                              | CUSIP: 74276R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    101987 | NS      | $2757728.48   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Myers Industries Inc                                        | Myers Industries Inc                                 | CUSIP: 628464109<br>LEI: 549300I2H9XMVTCW4Q51 | Long             | EC               | CORP              | US        |     27253 | NS      | $656252.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NanoString Technologies Inc                                 | NanoString Technologies Inc                          | CUSIP: 63009R109<br>LEI: 549300G4CK0Y3WRDMY89 | Long             | EC               | CORP              | US        |    150235 | NS      | $1589486.30   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc                                           | PROG Holdings Inc                                    | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    296292 | NS      | $6604348.68   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Prometheus Biosciences Inc                                  | Prometheus Biosciences Inc                           | CUSIP: 74349U108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66229 | NS      | $7527588.14   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp                                           | Open Lending Corp                                    | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    344739 | NS      | $3023361.03   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                                             | Otter Tail Corp                                      | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46891 | NS      | $3008057.65   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Proto Labs Inc                                              | Proto Labs Inc                                       | CUSIP: 743713109<br>LEI: 529900QHG5MGWT2WQQ09 | Long             | EC               | CORP              | US        |     18126 | NS      | $554655.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc                                      | Puma Biotechnology Inc                               | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    189865 | NS      | $816419.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                                          | Outfront Media Inc                                   | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               |  | US        |     30122 | NS      | $599427.80    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PBF Energy Inc                                              | PBF Energy Inc                                       | CUSIP: 69318G106<br>LEI: 2549003PBEDCSZMZIY02 | Long             | EC               | CORP              | US        |    106266 | NS      | $4462109.34   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                                                | Phreesia Inc                                         | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     20341 | NS      | $762584.09    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Provention Bio Inc                                          | Provention Bio Inc                                   | CUSIP: 74374N102<br>LEI: 5493003LM26XAVJKLD34 | Long             | EC               | CORP              | US        |     54839 | NS      | $474905.74    | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Qualys Inc                                                  | Qualys Inc                                           | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     43250 | NS      | $4989320.00   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corp                                                 | Redfin Corp                                          | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Long             | EC               | CORP              | US        |    295994 | NS      | $2214035.12   | 0.36%             |  |  |  | No            |                  1 | On Loan: —       |
| Red Rock Resorts Inc                                        | Red Rock Resorts, Inc. Class A                       | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15982 | NS      | $719349.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp                                        | Ryerson Holding Corp                                 | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     49942 | NS      | $1906286.14   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Rimini Street Inc                                           | Rimini Street Inc                                    | CUSIP: 76674Q107<br>LEI: 54930042ITIRGVM4HY55 | Long             | EC               | CORP              | US        |    131013 | NS      | $589558.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc                                    | Sangamo Therapeutics Inc                             | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |    139700 | NS      | $487553.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Selectquote Inc                                             | Selectquote Inc                                      | CUSIP: 816307300<br>LEI: 549300BV28BWDIN9SP24 | Long             | EC               | CORP              | US        |    676070 | NS      | $582907.55    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc                                  | Sprouts Farmers Market Inc                           | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |    167513 | NS      | $5352040.35   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Semtech Corp                                                | Semtech Corp                                         | CUSIP: 816850101<br>LEI: 549300J7WUY317SW6O61 | Long             | EC               | CORP              | US        |    515525 | NS      | $17027790.75  | 2.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                                                  | Terex Corp                                           | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |    110389 | NS      | $5626527.33   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc                              | Tactile Systems Technology Inc                       | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |    188671 | NS      | $2447062.87   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Hospitality Corp                                     | Target Hospitality Corp                              | CUSIP: 87615L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    147639 | NS      | $2266996.85   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc                                     | Titan International Inc                              | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     23588 | NS      | $393683.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TransMedics Group Inc                                       | TransMedics Group Inc                                | CUSIP: 89377M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11128 | NS      | $701286.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                                       | Triumph Bancorp Inc                                  | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |     32774 | NS      | $1826495.02   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                                    | Turning Point Brands Inc                             | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |     55112 | NS      | $1279149.52   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                                         | Texas Roadhouse Inc                                  | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |     71705 | NS      | $7201333.15   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                                            | TriNet Group Inc                                     | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     25864 | NS      | $1951438.80   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd                                            | Vector Group Ltd                                     | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |    163382 | NS      | $2115796.90   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                                   | Viridian Therapeutics Inc                            | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |     45902 | NS      | $1676341.04   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc                                           | Willdan Group Inc                                    | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      8215 | NS      | $156413.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Workhorse Group Inc                                         | Workhorse Group Inc                                  | CUSIP: 98138J206<br>LEI: 5493006JUAG258V8X854 | Long             | EC               | CORP              | US        |    174625 | NS      | $385921.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: —       |
| USANA Health Sciences Inc                                   | USANA Health Sciences Inc                            | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      5320 | NS      | $310900.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| US Silica Holdings Inc                                      | US Silica Holdings Inc                               | CUSIP: 90346E103<br>LEI: 529900HOXGPM9F75C193 | Long             | EC               | CORP              | US        |     89196 | NS      | $1091759.04   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Upland Software Inc                                         | Upland Software Inc                                  | CUSIP: 91544A109<br>LEI: 549300NS277POYJ63W89 | Long             | EC               | CORP              | US        |    258295 | NS      | $2254915.35   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Therapeutics Inc                                    | Voyager Therapeutics Inc                             | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |    313875 | NS      | $2962980.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Xponential Fitness Inc                                      | Xponential Fitness Inc                               | CUSIP: 98422X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32042 | NS      | $880514.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                                                    | Yelp Inc                                             | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     29048 | NS      | $915302.48    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd                             | Alpha & Omega Semiconductor Ltd                      | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |     29403 | NS      | $969122.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                                    | Yext Inc                                             | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |    900573 | NS      | $6258982.35   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Borr Drilling Ltd                                           | Borr Drilling Ltd                                    | CUSIP: 000000000<br>LEI: 213800J2JPCTXLHQ5R78 | Long             | EC               | CORP              | BM        |     72600 | NS      | $431970.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield PLC                                     | Cushman & Wakefield PLC                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     40317 | NS      | $581774.31    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                                | Alkermes PLC                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     89008 | NS      | $2549189.12   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Weatherford International PLC                               | Weatherford International PLC                        | CUSIP: 000000000<br>LEI: 529900LPBDSCQDJKHQ39 | Long             | EC               | CORP              | IE        |    175536 | NS      | $9984487.68   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Aadi Bioscience Inc                                         | Aadi Bioscience Inc                                  | CUSIP: 00032Q104<br>LEI: 549300G3U7TKW1M58L09 | Long             | EC               | CORP              | US        |     11471 | NS      | $144764.02    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                                         | Bloomin' Brands Inc                                  | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |      8287 | NS      | $200959.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                                         | Cal-Maine Foods Inc                                  | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     79600 | NS      | $4554712.00   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Coda Octopus Group Inc                                      | Coda Octopus Group Inc                               | CUSIP: 19188U206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63855 | NS      | $461033.10    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL Energy Inc                                           | CONSOL Energy Inc                                    | CUSIP: 20854L108<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | EC               | CORP              | US        |     37917 | NS      | $2192740.11   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                                     | 8x8 Inc                                              | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    722890 | NS      | $3404811.90   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Harsco Corp                                                 | Harsco Corp                                          | CUSIP: 415864107<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | EC               | CORP              | US        |    521210 | NS      | $4138407.40   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                      | Hims & Hers Health Inc                               | CUSIP: 433000106<br>LEI: 549300ZQ4ZUYSAAX6P59 | Long             | EC               | CORP              | US        |    118733 | NS      | $983109.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HireRight Holdings Corp                                     | HireRight Holdings Corp                              | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22700 | NS      | $259688.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp                                 | Masonite International Corp                          | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | CA        |      2554 | NS      | $232975.88    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com Inc                                       | 1-800-Flowers.com Inc                                | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    283689 | NS      | $2828379.33   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                                                    | ON24 Inc                                             | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    447724 | NS      | $4154878.72   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp                                             | Penn Virginia Corp                                   | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |      7187 | NS      | $301854.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Robin Gourmet Burgers Inc                               | Red Robin Gourmet Burgers Inc                        | CUSIP: 75689M101<br>LEI: 529900V6NUMBYX34LV46 | Long             | EC               | CORP              | US        |    102124 | NS      | $912988.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Rush Street Interactive Inc                                 | Rush Street Interactive Inc                          | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    569263 | NS      | $2442138.27   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                                              | Stitch Fix Inc                                       | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |    699988 | NS      | $3646937.48   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Tabula Rasa HealthCare Inc                                  | Tabula Rasa HealthCare Inc                           | CUSIP: 873379101<br>LEI: 549300K6KY242XRMEF28 | Long             | EC               | CORP              | US        |    229624 | NS      | $1393817.68   | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Visteon Corp                                                | Visteon Corp                                         | CUSIP: 92839U206<br>LEI: 549300MOVLYHRW4GGW78 | Long             | EC               | CORP              | US        |      7113 | NS      | $1112046.42   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                                             | Vital Farms Inc                                      | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |    180703 | NS      | $3176758.74   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                                               | Golar LNG Ltd                                        | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |      7500 | NS      | $175800.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp                               | Adaptive Biotechnologies Corp                        | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |    182028 | NS      | $1687399.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc                                     | Akebia Therapeutics Inc                              | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |    962850 | NS      | $606595.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Allakos Inc                                                 | Allakos Inc                                          | CUSIP: 01671P100<br>LEI: 549300S6ZD1W6BPMDY37 | Long             | EC               | CORP              | US        |    755517 | NS      | $5613491.31   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplify Energy Corp                                         | Amplify Energy Corp                                  | CUSIP: 03212B103<br>LEI: J0TW5YQRAZXYN7VEU787 | Long             | EC               | CORP              | US        |     51189 | NS      | $443296.74    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Assembly Biosciences Inc                                    | Assembly Biosciences Inc                             | CUSIP: 045396108<br>LEI: 5299007Y1X8RBDFT8C40 | Long             | EC               | CORP              | US        |    362368 | NS      | $630520.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights Inc                                         | Berkeley Lights Inc                                  | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |    694073 | NS      | $1492256.95   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                                    | CBIZ Inc                                             | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |      9413 | NS      | $447964.67    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                                                  | Cactus Inc                                           | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     52471 | NS      | $2839205.81   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardiovascular Systems Inc                                  | Cardiovascular Systems Inc                           | CUSIP: 141619106<br>LEI: 549300NUBWKJMNMQ3287 | Long             | EC               | CORP              | US        |    477940 | NS      | $6662483.60   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Children's Place Inc/The                                    | Children's Place Inc/The                             | CUSIP: 168905107<br>LEI: 549300BGVK2OO5O7TC19 | Long             | EC               | CORP              | US        |     78037 | NS      | $3540538.69   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                     | Comfort Systems USA Inc                              | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1537 | NS      | $186038.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                                        | Commercial Metals Co                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     19940 | NS      | $1082143.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty Inc                                              | elf Beauty Inc                                       | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |    156275 | NS      | $8993626.25   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Fate Therapeutics Inc                                       | Fate Therapeutics Inc                                | CUSIP: 31189P102<br>LEI: 549300L14Q4UHOODLA90 | Long             | EC               | CORP              | US        |    291809 | NS      | $1739181.64   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy Inc                                          | Fluence Energy Inc                                   | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45432 | NS      | $1096728.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Forrester Research Inc                                      | Forrester Research Inc                               | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |     35151 | NS      | $1302696.06   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| FuelCell Energy Inc                                         | FuelCell Energy Inc                                  | CUSIP: 35952H601<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |    149260 | NS      | $546291.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Gossamer Bio Inc                                            | Gossamer Bio Inc                                     | CUSIP: 38341P102<br>LEI: 549300ZOC0N2W6PSFR58 | Long             | EC               | CORP              | US        |    428798 | NS      | $1132026.72   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| GrafTech International Ltd                                  | GrafTech International Ltd                           | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |    678653 | NS      | $4438390.62   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                                              | Green Dot Corp                                       | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    429778 | NS      | $7770386.24   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Guaranty Bancshares Inc/TX                                  | Guaranty Bancshares Inc/TX                           | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10772 | NS      | $355260.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                                | Harmonic Inc                                         | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |     72684 | NS      | $957248.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                               | Healthcare Services Group Inc                        | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    124626 | NS      | $1678712.22   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc                      | Heidrick & Struggles International Inc               | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |    108685 | NS      | $3343150.60   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Heska Corp                                                  | Heska Corp                                           | CUSIP: 42805E306<br>LEI: 529900O1OR2EB7L0HY27 | Long             | EC               | CORP              | US        |     63467 | NS      | $5676488.48   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                                       | ICF International Inc                                | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      2517 | NS      | $257212.23    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                                  | Inogen Inc                                           | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |    172163 | NS      | $4016562.79   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                                         | Kodiak Sciences Inc                                  | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |    102921 | NS      | $831601.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                                            | LendingClub Corp                                     | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    270458 | NS      | $2620738.02   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                                             | LendingTree Inc                                      | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |     57238 | NS      | $2270059.08   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                                        | Matador Resources Co                                 | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |      7255 | NS      | $479990.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy USA Inc                                              | Murphy USA Inc                                       | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     45800 | NS      | $12458974.00  | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nevro Corp                                                  | Nevro Corp                                           | CUSIP: 64157F103<br>LEI: 254900SH91I4BOYKUE38 | Long             | EC               | CORP              | US        |    145131 | NS      | $5329210.32   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| NexTier Oilfield Solutions Inc                              | NexTier Oilfield Solutions Inc                       | CUSIP: 65290C105<br>LEI: 529900L27H2D4QT0IT24 | Long             | EC               | CORP              | US        |     63548 | NS      | $598622.16    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                               | Oceaneering International Inc                        | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |    221554 | NS      | $4730177.90   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                                | Omnicell Inc                                         | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |    144173 | NS      | $7997276.31   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                                             | OptimizeRx Corp                                      | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157921 | NS      | $2834681.95   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Praxis Precision Medicines Inc                              | Praxis Precision Medicines Inc                       | CUSIP: 74006W108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    382195 | NS      | $1903331.10   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Rent-A-Center Inc/TX                                        | Rent-A-Center Inc/TX                                 | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |    111230 | NS      | $2990974.70   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Rentech Inc                                                 | RENTECH INC COMMON STOCK USD.01                      | CUSIP: 760112201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     86100 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SM Energy Co                                                | SM Energy Co                                         | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     64207 | NS      | $2110484.09   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SecureWorks Corp                                            | SecureWorks Corp                                     | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142210 | NS      | $1140524.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Silk Road Medical Inc                                       | Silk Road Medical Inc                                | CUSIP: 82710M100<br>LEI: 549300VL8KC0ZPDQHE14 | Long             | EC               | CORP              | US        |     40341 | NS      | $2192936.76   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp                                     | Silvergate Capital Corp                              | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |     95313 | NS      | $1357257.12   | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| Talos Energy Inc                                            | Talos Energy Inc                                     | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    395013 | NS      | $7825207.53   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Tennant Co                                                  | Tennant Co                                           | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |     14206 | NS      | $996266.78    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                                          | Thryv Holdings Inc                                   | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8386 | NS      | $187594.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Logistics Holdings Inc                            | Universal Logistics Holdings Inc                     | CUSIP: 91388P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18256 | NS      | $655755.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| WW International Inc                                        | WW International Inc                                 | CUSIP: 98262P101<br>LEI: SGT8R1MU6ESIC7UJC518 | Long             | EC               | CORP              | US        |    888177 | NS      | $4414239.69   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                                       | Nabors Industries Ltd                                | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |      1870 | NS      | $331999.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                                 | StoneCo Ltd                                          | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |     29272 | NS      | $326675.52    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                                      | Array Technologies Inc                               | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |     44690 | NS      | $993458.70    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc                                    | AvidXchange Holdings Inc                             | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    335191 | NS      | $3727323.92   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Beacon Roofing Supply Inc                                   | Beacon Roofing Supply Inc                            | CUSIP: 073685109<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EC               | CORP              | US        |      3330 | NS      | $189410.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                                                | Cargurus Inc                                         | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |    720704 | NS      | $12720425.60  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                                | Catalyst Pharmaceuticals Inc                         | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     40621 | NS      | $629219.29    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                                 | Cerence Inc                                          | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |    205937 | NS      | $5049575.24   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Citi Trends Inc                                             | Citi Trends Inc                                      | CUSIP: 17306X102<br>LEI: 529900D06Q0FPHV34S87 | Long             | EC               | CORP              | US        |    131738 | NS      | $4147112.24   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Quince Therapeutics Inc                                     | Cortexyme Inc                                        | CUSIP: 22053A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    163050 | NS      | $159789.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Crocs Inc                                                   | Crocs Inc                                            | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      7107 | NS      | $865419.39    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc                                         | Diebold Nixdorf Inc                                  | CUSIP: 253651103<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |    287383 | NS      | $686845.37    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| eHealth Inc                                                 | eHealth Inc                                          | CUSIP: 28238P109<br>LEI: 5299003O8Y5OKXUZQ421 | Long             | EC               | CORP              | US        |     29929 | NS      | $248410.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCORE Corp                                                 | EMCORE Corp                                          | CUSIP: 290846203<br>LEI: 529900B9OHDEWU534K08 | Long             | EC               | CORP              | US        |     56392 | NS      | $69926.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                                        | Extreme Networks Inc                                 | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     10351 | NS      | $186628.53    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services Inc                                  | H&E Equipment Services Inc                           | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |     27971 | NS      | $1423444.19   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc                            | Harmony Biosciences Holdings Inc                     | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6936 | NS      | $334107.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Identiv Inc                                                 | Identiv Inc                                          | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |     51893 | NS      | $452506.96    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspired Entertainment Inc                                  | Inspired Entertainment Inc                           | CUSIP: 45782N108<br>LEI: 549300ZUGYK6NBIU6D69 | Long             | EC               | CORP              | US        |     96650 | NS      | $1440085.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group Inc                                   | Kinsale Capital Group Inc                            | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      4741 | NS      | $1320084.04   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                                     | Magnolia Oil & Gas Corp                              | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136632 | NS      | $3225881.52   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                               | MaxLinear Inc                                        | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    184107 | NS      | $7585208.40   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                                            | MiMedx Group Inc                                     | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    666762 | NS      | $2580368.94   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| NextCure Inc                                                | NextCure Inc                                         | CUSIP: 65343E108<br>LEI: 549300Y5PR6RJR1STI24 | Long             | EC               | CORP              | US        |    374788 | NS      | $625895.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                                                | Sylvamo Corp                                         | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |    111025 | NS      | $5277018.25   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Tattooed Chef Inc                                           | Tattooed Chef Inc                                    | CUSIP: 87663X102<br>LEI: 5493005UQQNAE47M7Q04 | Long             | EC               | CORP              | US        |     80904 | NS      | $122974.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Telos Corp                                                  | Telos Corp                                           | CUSIP: 87969B101<br>LEI: 549300P7ZDPL8UWNVI47 | Long             | EC               | CORP              | US        |    630017 | NS      | $3055582.45   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                                        | Warrior Met Coal Inc                                 | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     70827 | NS      | $2682926.76   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                                | Watts Water Technologies Inc                         | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     24264 | NS      | $3967649.28   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                                                | Wingstop Inc                                         | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      2565 | NS      | $406475.55    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Y-mAbs Therapeutics Inc                                     | Y-mAbs Therapeutics Inc                              | CUSIP: 984241109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19803 | NS      | $88915.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                                         | Allegiant Travel Co                                  | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     14004 | NS      | $1204764.12   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                                      | Apogee Enterprises Inc                               | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     48837 | NS      | $2287525.08   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                                     | Box Inc                                              | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     39323 | NS      | $1257942.77   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc                               | Deciphera Pharmaceuticals Inc                        | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |     56624 | NS      | $963174.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                                       | Delek US Holdings Inc                                | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |     93200 | NS      | $2494032.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                                   | Intellia Therapeutics Inc                            | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     31518 | NS      | $1337623.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc                                                  | Intapp Inc                                           | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58279 | NS      | $1688925.42   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                                  | Kforce Inc                                           | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     38602 | NS      | $2166730.26   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirkland's Inc                                              | Kirkland's Inc                                       | CUSIP: 497498105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    208820 | NS      | $764281.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Liberty Energy Inc                                          | Liberty Oilfield Services Inc                        | CUSIP: 53115L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23184 | NS      | $367002.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc                                      | NextGen Healthcare Inc                               | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9342 | NS      | $177684.84    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pliant Therapeutics Inc                                     | Pliant Therapeutics Inc                              | CUSIP: 729139105<br>LEI: 5493002Q5LITR7VHZH02 | Long             | EC               | CORP              | US        |     77324 | NS      | $2709432.96   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                                           | RMR Group Inc/The                                    | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |    194694 | NS      | $6039407.88   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| REVOLUTION Medicines Inc                                    | REVOLUTION Medicines Inc                             | CUSIP: 76155X100<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |     13131 | NS      | $351122.94    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Revolve Group Inc                                           | Revolve Group Inc                                    | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69433 | NS      | $1981617.82   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc                                       | Shockwave Medical Inc                                | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      4005 | NS      | $752659.65    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc                                    | Super Micro Computer Inc                             | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |      3106 | NS      | $224656.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                                 | Vaxcyte Inc                                          | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     48256 | NS      | $2188409.60   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                                                | Veritiv Corp                                         | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |     25496 | NS      | $3188019.84   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc                                                   | Vimeo Inc                                            | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |    535429 | NS      | $2430847.66   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                           | International Game Technology PLC                    | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |     94342 | NS      | $2495345.90   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                               | Sapiens International Corp NV                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    160035 | NS      | $3626393.10   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERATED HERMES INC                                        | Federated Government Obligations Fund                | CUSIP: 60934N104<br>LEI: 254900VAJ9169N7JRF45 | Long             | EC               | RF                | US        |  12549625 | PA      | $12549625.00  | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-23

**Name of Applicant:** Federated Hermes MDT Series

**Signature:** Stephen Van Meter

**Name of Signer:** Federated Hermes MDT Series

**Title:** Chief Compliance Officer