# EDGAR Filing Document

**Accession Number:** 0001363526
**File Stem:** 0001363526-26-000032
**Filing Date:** 2026-3
**Character Count:** 106475
**Document Hash:** 92402aeec4bff54c1a7fabb4e6ef6857
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001363526-26-000032.hdr.sgml**: 20260323

**ACCESSION NUMBER**: 0001363526-26-000032

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260323

**DATE AS OF CHANGE**: 20260323

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes MDT Series
- **CENTRAL INDEX KEY:** 0001363526

**ORGANIZATION NAME:**
- **EIN:** 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:** 26780286

**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 Core Fund (Series ID: S000012972)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000035058 | Class A Shares       | QASCX           |
| C000035059 | Class C Shares       | QCSCX           |
| C000035060 | Institutional Shares | QISCX           |
| C000170839 | Class R6 Shares      | QLSCX           |
| C000188308 | 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 Core Fund

- **b. EDGAR series identifier (if any):** S000012972

- **c. LEI of Series:** 25490062NLO34OST1059

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $1659762943.67

**Total Liabilities:** $26799044.34

**Net Assets:** $1632963899.33

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000035058 | 0.83%                | -0.29%               | 4.52%                |
| Class ID C000035059 | 0.76%                | -0.36%               | 4.44%                |
| Class ID C000035060 | 0.85%                | -0.26%               | 4.54%                |
| Class ID C000170839 | 0.89%                | -0.28%               | 4.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $31002060.51             | $-17525066.50                              |
| Month 2  | $1198448.43              | $-5619054.92                               |
| Month 3  | $12030284.77             | $58788120.66                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Advanced Energy Industries Inc               | Advanced Energy Industries Inc                | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     22942 | NS      | $5858469.12   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc                       | Alarm.com Holdings Inc                        | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     64229 | NS      | $3133090.62   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Albany International Corp                    | Albany International Corp                     | CUSIP: 012348108<br>LEI: L73WCPNCZIRSQGZTW097 | Long             | EC               | CORP              | US        |     13039 | NS      | $723534.11    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                          | Allegiant Travel Co                           | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |    177222 | NS      | $15707185.86  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc                                     | Oklo Inc                                      | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8190 | NS      | $652087.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc                  | Arcutis Biotherapeutics Inc                   | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    375649 | NS      | $9530215.13   | 0.58%             |  |  |  | No            |                  1 | On Loan: —       |
| Artisan Partners Asset Managem               | Artisan Partners Asset Management Inc         | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |    361085 | NS      | $16075504.20  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Arvinas Inc                                  | Arvinas Inc                                   | CUSIP: 04335A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    429216 | NS      | $5742910.08   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                           | Aspen Aerogels Inc                            | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    564966 | NS      | $1903935.42   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                   | Atkore Inc                                    | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     72618 | NS      | $5043320.10   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings Inc              | Aveanna Healthcare Holdings Inc               | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66163 | NS      | $555769.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axsome Therapeutics Inc                      | Axsome Therapeutics Inc                       | CUSIP: 05464T104<br>LEI: 549300EXGR0XLRJEIB95 | Long             | EC               | CORP              | US        |     36223 | NS      | $6674087.75   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                               | Blue Bird Corp                                | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |     95146 | NS      | $4786795.26   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                         | Bridgebio Pharma Inc                          | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |    163560 | NS      | $12638281.20  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Infrastructure Corp               | Brookfield Infrastructure Corp                | CUSIP: 11276H106<br>LEI: 254900YTMKBFJAKUBO55 | Long             | EC               | CORP              | CA        |    376331 | NS      | $18007438.35  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                           | Byline Bancorp Inc                            | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |    439444 | NS      | $14031446.92  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX Resources Corp                           | CNX Resources Corp                            | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | EC               | CORP              | US        |    305562 | NS      | $11855805.60  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                 | Catalyst Pharmaceuticals Inc                  | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |    190402 | NS      | $4626768.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Mining Inc                            | Cipher Mining Inc                             | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |    284828 | NS      | $4545854.88   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp                        | Clearwater Paper Corp                         | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     67194 | NS      | $1130203.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                         | Commercial Metals Co                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    141877 | NS      | $10906084.99  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                              | EMCOR Group Inc                               | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      9700 | NS      | $6991081.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc                    | Emergent BioSolutions Inc                     | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |    316030 | NS      | $3583780.20   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolv Technologies Holdings In               | Evolv Technologies Holdings Inc               | CUSIP: 30049H102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    199976 | NS      | $1237851.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EVgo Inc                                     | EVgo Inc                                      | CUSIP: 30052F100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    826108 | NS      | $2486585.08   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Servi               | First Business Financial Services Inc         | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |     35085 | NS      | $2011072.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                       | Forrester Research Inc                        | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |    179510 | NS      | $1455826.10   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co                            | Franklin Covey Co                             | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    149737 | NS      | $3050142.69   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                               | Freshworks Inc                                | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |    351188 | NS      | $3785806.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                                 | HB Fuller Co                                  | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     14221 | NS      | $854682.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HCI Group Inc                                | HCI Group Inc                                 | CUSIP: 40416E103<br>LEI: 549300CZF7EZJH0MPH74 | Long             | EC               | CORP              | US        |     24586 | NS      | $3901060.62   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                             | Haemonetics Corp                              | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |     33398 | NS      | $2226310.68   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hain Celestial Group Inc/The                 | Hain Celestial Group Inc/The                  | CUSIP: 405217100<br>LEI: 5493000S8QXWHLIXDP75 | Long             | EC               | CORP              | US        |    657748 | NS      | $795875.08    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I               | Harmony Biosciences Holdings Inc              | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105851 | NS      | $3865678.52   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Global Holdings Inc                    | Hertz Global Holdings Inc                     | CUSIP: 42806J700<br>LEI: 549300NBK3K85MH1EX16 | Long             | EC               | CORP              | US        |    270349 | NS      | $1324710.10   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| HomeTrust Bancshares Inc                     | HomeTrust Bancshares Inc                      | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31294 | NS      | $1349397.28   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hurco Cos Inc                                | Hurco Cos Inc                                 | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |     67890 | NS      | $1122900.60   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Inogen Inc                                   | Inogen Inc                                    | CUSIP: 45780L104<br>LEI: 549300J8WJIVTOJ8IH97 | Long             | EC               | CORP              | US        |    371379 | NS      | $2191136.10   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc                    | Intellia Therapeutics Inc                     | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |    123792 | NS      | $1627864.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Interface Inc                                | Interface Inc                                 | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     58920 | NS      | $1854212.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc                             | InterDigital Inc                              | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29412 | NS      | $9601253.28   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                 | Ironwood Pharmaceuticals Inc                  | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |   1286341 | NS      | $6290207.49   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc                        | Jackson Financial Inc                         | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |    215530 | NS      | $25630827.60  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                               | Lands' End Inc                                | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |     90809 | NS      | $1612767.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Larimar Therapeutics Inc                     | Larimar Therapeutics Inc                      | CUSIP: 517125100<br>LEI: 529900NCBZHTTJV6HX73 | Long             | EC               | CORP              | US        |    305802 | NS      | $1082539.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co                      | Sphere Entertainment Co                       | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | EC               | CORP              | US        |    150706 | NS      | $14393930.06  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc                 | Madrigal Pharmaceuticals Inc                  | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |      3308 | NS      | $1618637.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                | MaxLinear Inc                                 | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |    313742 | NS      | $5443423.70   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury General Corp                         | Mercury General Corp                          | CUSIP: 589400100<br>LEI: 5493001Q9EXPCEL4W527 | Long             | EC               | CORP              | US        |     47003 | NS      | $4116992.77   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products Inc                   | Mueller Water Products Inc                    | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |    553870 | NS      | $14993260.90  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| National Vision Holdings Inc                 | National Vision Holdings Inc                  | CUSIP: 63845R107<br>LEI: 549300JHURCBLI5ROA42 | Long             | EC               | CORP              | US        |    490705 | NS      | $12930076.75  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| NetScout Systems Inc                         | NetScout Systems Inc                          | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |     68075 | NS      | $1893165.75   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NETSTREIT Corp                               | NETSTREIT Corp                                | CUSIP: 64119V303<br>LEI: 254900CJL0EDMEQ25Q84 | Long             | EC               |  | US        |    246790 | NS      | $4649523.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| DNOW Inc                                     | DNOW Inc                                      | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     58200 | NS      | $884058.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                                  | OFG Bancorp                                   | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |    168875 | NS      | $6805662.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                                  | ONE Gas Inc                                   | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |     67570 | NS      | $5375869.20   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings Inc                         | Palomar Holdings Inc                          | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |     59021 | NS      | $7294405.39   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Solutions Inc                      | Perimeter Solutions Inc                       | CUSIP: 71385M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    242019 | NS      | $6328796.85   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| PetMed Express Inc                           | PetMed Express Inc                            | CUSIP: 716382106<br>LEI: 529900PGHW5ASJ1AZL48 | Long             | EC               | CORP              | US        |    415281 | NS      | $1324746.39   | 0.08%             |  |  |  | No            |                  1 | On Loan: —       |
| Portland General Electric Co                 | Portland General Electric Co                  | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |    153077 | NS      | $7692119.25   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Postal Realty Trust Inc                      | Postal Realty Trust Inc                       | CUSIP: 73757R102<br>LEI: 5493007B7ZZSIJRGWC41 | Long             | EC               | CORP              | US        |    228503 | NS      | $4165609.69   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc                             | QCR Holdings Inc                              | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |     95810 | NS      | $8647810.60   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc                   | Rhythm Pharmaceuticals Inc                    | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |     77839 | NS      | $7980054.28   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Lab Corp                              | Rocket Lab Corp                               | CUSIP: 773121108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53644 | NS      | $4295275.08   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Root Inc/OH                                  | Root Inc/OH                                   | CUSIP: 77664L207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31853 | NS      | $1979026.89   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc                  | Rush Street Interactive Inc                   | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    154694 | NS      | $2733442.98   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RxSight Inc                                  | RxSight Inc                                   | CUSIP: 78349D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    193646 | NS      | $1682783.74   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                         | SL Green Realty Corp                          | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |     83057 | NS      | $3719292.46   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc                             | SPS Commerce Inc                              | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |    136521 | NS      | $12185864.46  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyward Specialty Insurance Gr               | Skyward Specialty Insurance Group Inc         | CUSIP: 830940102<br>LEI: 549300GXGXJG0YH4VN21 | Long             | EC               | CORP              | US        |    284851 | NS      | $12710051.62  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc                            | Sprout Social Inc                             | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    406127 | NS      | $3675449.35   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc               | Tactile Systems Technology Inc                | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |    340679 | NS      | $9831995.94   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc                             | Talos Energy Inc                              | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |    601770 | NS      | $7173098.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc                         | Tenable Holdings Inc                          | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |    413255 | NS      | $9116405.30   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ThredUp Inc                                  | ThredUp Inc                                   | CUSIP: 88556E102<br>LEI: 549300JKGKTKX3L3XK25 | Long             | EC               | CORP              | US        |    503969 | NS      | $2560162.52   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                            | TTEC Holdings Inc                             | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |   1579235 | NS      | $5037759.65   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Universal Insurance Holdings I               | Universal Insurance Holdings Inc              | CUSIP: 91359V107<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | EC               | CORP              | US        |     42612 | NS      | $1297535.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Viasat Inc                                   | Viasat Inc                                    | CUSIP: 92552V100<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | EC               | CORP              | US        |    348575 | NS      | $15745132.75  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                       | Victoria's Secret & Co                        | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |    128785 | NS      | $7020070.35   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                 | Watts Water Technologies Inc                  | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     20880 | NS      | $6249592.80   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc                     | Weave Communications Inc                      | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    181573 | NS      | $1180224.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Western New England Bancorp In               | Western New England Bancorp Inc               | CUSIP: 958892101<br>LEI: 549300Y8QE4EI2LP6B42 | Long             | EC               | CORP              | US        |    138739 | NS      | $1863264.77   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd                        | Nabors Industries Ltd                         | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | BM        |     24664 | NS      | $1648541.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc                  | AMN Healthcare Services Inc                   | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |    198740 | NS      | $4233162.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                          | ADTRAN Holdings Inc                           | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |    594117 | NS      | $5477758.74   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp                       | American Vanguard Corp                        | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |    292743 | NS      | $1487134.44   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                       | Apogee Enterprises Inc                        | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |    129761 | NS      | $4818025.93   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                       | Array Technologies Inc                        | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |    318306 | NS      | $3604815.45   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Arteris Inc                                  | Arteris Inc                                   | CUSIP: 04302A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    144057 | NS      | $2162295.57   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AvePoint Inc                                 | AvePoint Inc                                  | CUSIP: 053604104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    285725 | NS      | $3322981.75   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                             | Badger Meter Inc                              | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |      7166 | NS      | $1050392.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Biomea Fusion Inc                            | Biomea Fusion Inc                             | CUSIP: 09077A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96423 | NS      | $107993.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Brandywine Realty Trust                      | Brandywine Realty Trust                       | CUSIP: 105368203<br>LEI: 5UZ46ZCYUFYYAC0DS831 | Long             | EC               | CORP              | US        |   1187938 | NS      | $3361864.54   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services I               | BrightSpring Health Services Inc              | CUSIP: 10950A106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    464929 | NS      | $18257761.83  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                                   | Bumble Inc                                    | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    691974 | NS      | $2318112.90   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                    | Calix Inc                                     | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |    138624 | NS      | $6192334.08   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Contango ORE Inc                             | Contango ORE Inc                              | CUSIP: 21077F100<br>LEI: 254900PFYX4KDRISX581 | Long             | EC               | CORP              | US        |     20318 | NS      | $576015.30    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc                        | Customers Bancorp Inc                         | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |     73723 | NS      | $5825591.46   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek US Holdings Inc                        | Delek US Holdings Inc                         | CUSIP: 24665A103<br>LEI: 5493003O53JMENV1N385 | Long             | EC               | CORP              | US        |    135248 | NS      | $3991168.48   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                                      | EnerSys                                       | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      8901 | NS      | $1603871.19   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eos Energy Enterprises Inc                   | Eos Energy Enterprises Inc                    | CUSIP: 29415C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    190887 | NS      | $2794585.68   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EyePoint Inc                                 | EyePoint Pharmaceuticals Inc                  | CUSIP: 30233G209<br>LEI: 549300QE1RU34T50MR69 | Long             | EC               | CORP              | US        |    459832 | NS      | $6216928.64   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bancorp                      | First Financial Bancorp                       | CUSIP: 320209109<br>LEI: 549300D3F5B3EZMY7P77 | Long             | EC               | CORP              | US        |     88768 | NS      | $2551192.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulton Financial Corp                        | Fulton Financial Corp                         | CUSIP: 360271100<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EC               | CORP              | US        |    120421 | NS      | $2486693.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc                           | Garrett Motion Inc                            | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |    293894 | NS      | $5301847.76   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Griffon Corp                                 | Griffon Corp                                  | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |     55195 | NS      | $4495632.75   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                    | Halozyme Therapeutics Inc                     | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |    124355 | NS      | $8917497.05   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries I               | Hawaiian Electric Industries Inc              | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |    114285 | NS      | $1750846.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Huron Consulting Group Inc                   | Huron Consulting Group Inc                    | CUSIP: 447462102<br>LEI: 549300NGVB9H6TKTLE36 | Long             | EC               | CORP              | US        |     53181 | NS      | $8987589.00   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc                        | ICF International Inc                         | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |     52814 | NS      | $4924905.50   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Liquidia Corp                                | Liquidia Corp                                 | CUSIP: 53635D202<br>LEI: 549300O826O5VQJTG707 | Long             | EC               | CORP              | US        |    189053 | NS      | $8013956.67   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                                   | Qualys Inc                                    | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     69814 | NS      | $9208466.60   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Rackspace Technology Inc                     | Rackspace Technology Inc                      | CUSIP: 750102105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    630141 | NS      | $385394.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Revolve Group Inc                            | Revolve Group Inc                             | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68521 | NS      | $1894605.65   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sweetgreen Inc                               | Sweetgreen Inc                                | CUSIP: 87043Q108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1147152 | NS      | $7043513.28   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Tennant Co                                   | Tennant Co                                    | CUSIP: 880345103<br>LEI: JYAIRLT8DVP6DP8UT336 | Long             | EC               | CORP              | US        |      7942 | NS      | $604306.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trustmark Corp                               | Trustmark Corp                                | CUSIP: 898402102<br>LEI: 5493000HPQ4D2RZ79739 | Long             | EC               | CORP              | US        |    308986 | NS      | $13138084.72  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Workiva Inc                                  | Workiva Inc                                   | CUSIP: 98139A105<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | EC               | CORP              | US        |     33957 | NS      | $2615368.14   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Cor               | Zurn Elkay Water Solutions Corp               | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |    158424 | NS      | $7304930.64   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Advance Auto Parts Inc                       | Advance Auto Parts Inc                        | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |    134940 | NS      | $6478469.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| Alerus Financial Corp                        | Alerus Financial Corp                         | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |     57250 | NS      | $1409495.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                     | Alignment Healthcare Inc                      | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206391 | NS      | $4649989.23   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Therapeutics Inc                      | Apogee Therapeutics Inc                       | CUSIP: 03770N101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73107 | NS      | $4789239.57   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Aquestive Therapeutics Inc                   | Aquestive Therapeutics Inc                    | CUSIP: 03843E104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1389112 | NS      | $4097880.40   | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| Avista Corp                                  | Avista Corp                                   | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     54072 | NS      | $2232632.88   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                               | BankUnited Inc                                | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    250199 | NS      | $11876946.53  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp                            | Bloom Energy Corp                             | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |    104796 | NS      | $15862970.52  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                                      | Box Inc                                       | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |    150579 | NS      | $3817177.65   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc                 | Brightsphere Investment Group Inc             | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |    184470 | NS      | $10223327.40  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc                      | CNO Financial Group Inc                       | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    355839 | NS      | $14963029.95  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc                          | Cal-Maine Foods Inc                           | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |     33136 | NS      | $2767850.08   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc                                 | Celcuity Inc                                  | CUSIP: 15102K100<br>LEI: 25490070W7UU7W2SEY87 | Long             | EC               | CORP              | US        |      4438 | NS      | $485605.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Biosciences Inc                       | Cogent Biosciences Inc                        | CUSIP: 19240Q201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    159790 | NS      | $5738058.90   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International               | Compass Minerals International Inc            | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |    179049 | NS      | $4472644.02   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                                | CoreCivic Inc                                 | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |    161576 | NS      | $2994003.28   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp                   | Amalgamated Financial Corp                    | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    206922 | NS      | $8036850.48   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Digital Corp                         | Applied Digital Corp                          | CUSIP: 038169207<br>LEI: 2549004NE2B6RYXINZ02 | Long             | EC               | CORP              | US        |    151884 | NS      | $5145829.92   | 0.32%             |  |  |  | No            |                  1 | On Loan: —       |
| BrightSpire Capital Inc                      | BrightSpire Capital Inc                       | CUSIP: 10949T109<br>LEI: 549300BOIFLLMVU37752 | Long             | EC               | CORP              | US        |   1006066 | NS      | $6016274.68   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                            | Helen of Troy Ltd                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    207146 | NS      | $3430337.76   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Seadrill Ltd                                 | Seadrill Ltd                                  | CUSIP: 000000000<br>LEI: 213800EQ6L456U2JCO89 | Long             | EC               | CORP              | BM        |     31658 | NS      | $1218199.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                                  | Caleres Inc                                   | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |    384665 | NS      | $4700606.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group               | California Water Service Group                | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     63712 | NS      | $2847926.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc                        | CommVault Systems Inc                         | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |     35985 | NS      | $3083914.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT Defense Properties                      | Corporate Office Properties Trust             | CUSIP: 22002T108<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | EC               |  | US        |     46144 | NS      | $1421696.64   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                               | FormFactor Inc                                | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     16884 | NS      | $1190153.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| 4D Molecular Therapeutics Inc                | 4D Molecular Therapeutics Inc                 | CUSIP: 35104E100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    751892 | NS      | $6661763.12   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                       | Digi International Inc                        | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |     53550 | NS      | $2306398.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Excelerate Energy Inc                        | Excelerate Energy Inc                         | CUSIP: 30069T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23155 | NS      | $864839.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IRhythm Holdings Inc                         | iRhythm Technologies Inc                      | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |     44211 | NS      | $6831041.61   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI                     | Independent Bank Corp/MI                      | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    113779 | NS      | $3999331.85   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                   | Insmed Inc                                    | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      9511 | NS      | $1491990.57   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc                       | Keros Therapeutics Inc                        | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    364437 | NS      | $6527066.67   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc                          | Krystal Biotech Inc                           | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |     12146 | NS      | $3391649.04   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Lemonade Inc                                 | Lemonade Inc                                  | CUSIP: 52567D107<br>LEI: 5493009BKR06OXXU6853 | Long             | EC               | CORP              | US        |     81884 | NS      | $7101799.32   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingTree Inc                              | LendingTree Inc                               | CUSIP: 52603B107<br>LEI: 549300ISY5YHUJZTON08 | Long             | EC               | CORP              | US        |     89116 | NS      | $5049312.56   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc                             | Leonardo DRS Inc                              | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |    167657 | NS      | $6883996.42   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The                         | Manitowoc Co Inc/The                          | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     99739 | NS      | $1288627.88   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Government Obligations Fund | Federated Hermes Government Obligations Fund  | CUSIP: 608919718<br>LEI: 254900VAJ9169N7JRF45 | Long             | STIV             | RF                | US        |  35829587 | NS      | $35829587.15  | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies In               | Napco Security Technologies Inc               | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |    128692 | NS      | $4747447.88   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc                        | Powell Industries Inc                         | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |     50251 | NS      | $22290841.09  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Pharmaceuticals Inc                   | Rocket Pharmaceuticals Inc                    | CUSIP: 77313F106<br>LEI: 549300R7VV82YUIN4Y93 | Long             | EC               | CORP              | US        |    261724 | NS      | $910799.52    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                  | Rogers Corp                                   | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |     29562 | NS      | $2874608.88   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Flywire Corp                                 | Flywire Corp                                  | CUSIP: 302492103<br>LEI: 54930055DSV7NNY4VY66 | Long             | EC               | CORP              | US        |     81071 | NS      | $1021494.60   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc                 | American Healthcare REIT Inc                  | CUSIP: 398182303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    802203 | NS      | $37631342.73  | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mativ Holdings Inc                           | Mativ Holdings Inc                            | CUSIP: 808541106<br>LEI: 549300Z1FU4IDULG1R21 | Long             | EC               | CORP              | US        |    158381 | NS      | $1908491.05   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprinklr Inc                                 | Sprinklr Inc                                  | CUSIP: 85208T107<br>LEI: 254900AR04RJ2BQO5S78 | Long             | EC               | CORP              | US        |    978891 | NS      | $6245324.58   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                  | Sterling Infrastructure Inc                   | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     18374 | NS      | $6576238.34   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Teladoc Health Inc                           | Teladoc Health Inc                            | CUSIP: 87918A105<br>LEI: 549300I2PVFBC9MFAC61 | Long             | EC               | CORP              | US        |     87610 | NS      | $477474.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Turning Point Brands Inc                     | Turning Point Brands Inc                      | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |     10466 | NS      | $1267955.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp                           | UMB Financial Corp                            | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     33509 | NS      | $4260334.26   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc                     | United Natural Foods Inc                      | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     43064 | NS      | $1603272.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc                    | Vanda Pharmaceuticals Inc                     | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |    430408 | NS      | $3245276.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp                         | Waystar Holding Corp                          | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128818 | NS      | $3421406.08   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                              | SiriusPoint Ltd                               | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |    323674 | NS      | $6606186.34   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC                            | Prothena Corp PLC                             | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |    394352 | NS      | $3474241.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Bladex                                       | Banco Latinoamericano de Comercio Exterior SA | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |     70789 | NS      | $3431142.83   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                             | Krispy Kreme Inc                              | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1622579 | NS      | $5111123.85   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp                             | LendingClub Corp                              | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |    360820 | NS      | $6101466.20   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Life360 Inc                                  | Life360 Inc                                   | CUSIP: 532206109<br>LEI: 254900VO9VDOQBQAHF07 | Long             | EC               | CORP              | US        |     29702 | NS      | $1701627.58   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Methode Electronics Inc                      | Methode Electronics Inc                       | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |   1037416 | NS      | $8288953.84   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                  | Neogen Corp                                   | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |   1021377 | NS      | $10438472.94  | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc                                | NEXTracker Inc                                | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    107538 | NS      | $12591624.42  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                                   | nLight Inc                                    | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89872 | NS      | $4099061.92   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                 | Omnicell Inc                                  | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |    149909 | NS      | $7270586.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                              | Otter Tail Corp                               | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109983 | NS      | $9806084.28   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc                           | Outfront Media Inc                            | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |    399242 | NS      | $9709565.44   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Payoneer Global Inc                          | Payoneer Global Inc                           | CUSIP: 70451X104<br>LEI: 984500491C64C70FF033 | Long             | EC               | CORP              | US        |    336776 | NS      | $2151998.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pitney Bowes Inc                             | Pitney Bowes Inc                              | CUSIP: 724479100<br>LEI: 549300N2O26NW4ST6W55 | Long             | EC               | CORP              | US        |    198396 | NS      | $2069270.28   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                       | Primoris Services Corp                        | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |    165829 | NS      | $24584149.25  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                            | RMR Group Inc/The                             | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |    283021 | NS      | $4287768.15   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ramaco Resources Inc                         | Ramaco Resources Inc                          | CUSIP: 75134P600<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EC               | CORP              | US        |    134942 | NS      | $2632718.42   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc                        | Rigetti Computing Inc                         | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |     88393 | NS      | $1606100.81   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                  | SJW Group                                     | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19823 | NS      | $1031588.92   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                               | SSR Mining Inc                                | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |    522214 | NS      | $11922145.62  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| EW Scripps Co/The                            | EW Scripps Co/The                             | CUSIP: 811054402<br>LEI: 549300U1OW41QPKYW028 | Long             | EC               | CORP              | US        |    292427 | NS      | $979630.45    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc                | Shoals Technologies Group Inc                 | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    142595 | NS      | $1346096.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                                  | SkyWest Inc                                   | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     86406 | NS      | $8339907.12   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc                      | SkyWater Technology Inc                       | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    285417 | NS      | $9036302.22   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Slide Insurance Holdings Inc                 | Slide Insurance Holdings Inc                  | CUSIP: 831349105<br>LEI: 2549004LDWZTPC69SX47 | Long             | EC               | CORP              | US        |     55356 | NS      | $953783.88    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Capital Bancshares Inc                 | Texas Capital Bancshares Inc                  | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |     74365 | NS      | $7523507.05   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Tidewater Inc                                | Tidewater Inc                                 | CUSIP: 88642R109<br>LEI: 2549000JA5GRUPLMUH98 | Long             | EC               | CORP              | US        |    213542 | NS      | $13344239.58  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Travere Therapeutics Inc                     | Travere Therapeutics Inc                      | CUSIP: 89422G107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26379 | NS      | $820123.11    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| World Kinect Corp                            | World Kinect Corp                             | CUSIP: 981475106<br>LEI: D3W7PCXCBRQLL17DZ313 | Long             | EC               | CORP              | US        |     33056 | NS      | $889536.96    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son L               | Bank of NT Butterfield & Son Ltd/The          | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |    160092 | NS      | $8292765.60   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield Ltd                      | Cushman & Wakefield Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    609000 | NS      | $10011960.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Adient PLC                                   | Adient PLC                                    | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |    358404 | NS      | $7454803.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                     | Fabrinet                                      | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      5489 | NS      | $2686536.16   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                                  | StoneCo Ltd                                   | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | KY        |     96179 | NS      | $1552329.06   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                        | Ardmore Shipping Corp                         | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |    245160 | NS      | $3167467.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                           | Capri Holdings Ltd                            | CUSIP: 000000000<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | VG        |    313526 | NS      | $7076281.82   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                     | Axcelis Technologies Inc                      | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |    115107 | NS      | $10137473.49  | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc                                | BlackLine Inc                                 | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |    106941 | NS      | $4969548.27   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                          | Bloomin' Brands Inc                           | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    860647 | NS      | $5163882.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                                  | Cerence Inc                                   | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |    352671 | NS      | $3995762.43   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Coursera Inc                                 | Coursera Inc                                  | CUSIP: 22266M104<br>LEI: 984500573CA1QB7DAC30 | Long             | EC               | CORP              | US        |    632820 | NS      | $3834889.20   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                               | DMC Global Inc                                | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |    338477 | NS      | $2910902.20   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc                         | Extreme Networks Inc                          | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |    330871 | NS      | $4824099.18   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluor Corp                                   | Fluor Corp                                    | CUSIP: 343412102<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | EC               | CORP              | US        |    351778 | NS      | $16248625.82  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyster-Yale Inc                              | Hyster-Yale Materials Handling Inc            | CUSIP: 449172105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69088 | NS      | $2310993.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior Pharmaceuticals Inc                 | Indivior Pharmaceuticals Inc                  | CUSIP: 45579U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    251535 | NS      | $8899308.30   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                                  | Kohl's Corp                                   | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |    267761 | NS      | $4677784.67   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc                            | Newmark Group Inc                             | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    547504 | NS      | $9761996.32   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceaneering International Inc                | Oceaneering International Inc                 | CUSIP: 675232102<br>LEI: 549300L6PH74701W0R30 | Long             | EC               | CORP              | US        |     63067 | NS      | $1898316.70   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PagerDuty Inc                                | PagerDuty Inc                                 | CUSIP: 69553P100<br>LEI: 549300U1SB749EDAGH21 | Long             | EC               | CORP              | US        |     55911 | NS      | $592656.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                       | Power Integrations Inc                        | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     96672 | NS      | $4441111.68   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Real Brokerage Inc/The                       | Real Brokerage Inc/The                        | CUSIP: 75585H206<br>LEI: 254900X7DGVQ8SUIC387 | Long             | EC               | CORP              | CA        |    195339 | NS      | $691500.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                  | Vaxcyte Inc                                   | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |     28503 | NS      | $1526905.71   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Xeris Biopharma Holdings Inc                 | Xeris Biopharma Holdings Inc                  | CUSIP: 98422E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    232668 | NS      | $1712436.48   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Valaris Ltd                                  | Valaris Ltd                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     26901 | NS      | $1552994.73   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc                    | Brinker International Inc                     | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |     11597 | NS      | $1829078.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc                      | European Wax Center Inc                       | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    496355 | NS      | $1950675.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                          | Guardant Health Inc                           | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |    144591 | NS      | $16489157.64  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular Inc                        | LeMaitre Vascular Inc                         | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     22982 | NS      | $1952780.54   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                       | Lumen Technologies Inc                        | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |   1275092 | NS      | $11246311.44  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                                     | Moog Inc                                      | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |     11437 | NS      | $3492287.95   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                     | Ultra Clean Holdings Inc                      | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     37001 | NS      | $1616203.68   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                                 | LivaNova PLC                                  | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     43996 | NS      | $2890977.16   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| TruBridge Inc                                | Computer Programs and Systems Inc             | CUSIP: 205306103<br>LEI: 5493005Q6CJC78TGL805 | Long             | EC               | CORP              | US        |    227799 | NS      | $4407910.65   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources Inc                       | Comstock Resources Inc                        | CUSIP: 205768302<br>LEI: I03QQGEA4SS774AURI46 | Long             | EC               | CORP              | US        |    240629 | NS      | $5859316.15   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| FuelCell Energy Inc                          | FuelCell Energy Inc                           | CUSIP: 35952H700<br>LEI: 549300SRU8020X1X9J22 | Long             | EC               | CORP              | US        |    315004 | NS      | $2579882.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeMD Inc                                   | LifeMD Inc                                    | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    409651 | NS      | $1327269.24   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc                          | MGP Ingredients Inc                           | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |    793438 | NS      | $19764540.58  | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group Inc                            | Mistras Group Inc                             | CUSIP: 60649T107<br>LEI: 5493000CMNXVLND3FU73 | Long             | EC               | CORP              | US        |    499192 | NS      | $7058574.88   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Atleos Corp                              | NCR Atleos Corp                               | CUSIP: 63001N106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     65508 | NS      | $2443448.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc                         | PTC Therapeutics Inc                          | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |     69462 | NS      | $5246464.86   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs PBC                              | Planet Labs PBC                               | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | EC               | CORP              | US        |    181534 | NS      | $4532903.98   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc                           | SunCoke Energy Inc                            | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |   1037179 | NS      | $8152226.94   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Unisys Corp                                  | Unisys Corp                                   | CUSIP: 909214306<br>LEI: 549300T21W22FIJJOW08 | Long             | EC               | CORP              | US        |    642050 | NS      | $1688591.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                           | Varex Imaging Corp                            | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |    180110 | NS      | $2510733.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                      | V2X Inc                                       | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98753 | NS      | $6797168.99   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                         | Wabash National Corp                          | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |    418600 | NS      | $4240418.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                     | Wolverine World Wide Inc                      | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    116515 | NS      | $2064645.80   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                       | Abercrombie & Fitch Co                        | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |     41652 | NS      | $4066484.76   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Anavex Life Sciences Corp                    | Anavex Life Sciences Corp                     | CUSIP: 032797300<br>LEI: 549300K1I5L8COCQ8W36 | Long             | EC               | CORP              | US        |    377153 | NS      | $1772619.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Pagaya Technologies Ltd                      | Pagaya Technologies Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    389983 | NS      | $7561770.37   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding               | Credo Technology Group Holding Ltd            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    121736 | NS      | $15251086.08  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                                    | Asana Inc                                     | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |    236481 | NS      | $2423930.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmus Filtration Technologies                | Atmus Filtration Technologies Inc             | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76540 | NS      | $4437023.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| C3.ai Inc                                    | C3.ai Inc                                     | CUSIP: 12468P104<br>LEI: 549300YDLK0YQO5B1V80 | Long             | EC               | CORP              | US        |    240188 | NS      | $2644469.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| CEVA Inc                                     | CEVA Inc                                      | CUSIP: 157210105<br>LEI: 529900G9T7CVU2J2VU73 | Long             | EC               | CORP              | US        |     52446 | NS      | $1106086.14   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                             | Clear Secure Inc                              | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77925 | NS      | $2541913.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistance Networks Inc                        | CommScope Holding Co Inc                      | CUSIP: 20337X109<br>LEI: 254900AW4CEPCQWSRI58 | Long             | EC               | CORP              | US        |     65288 | NS      | $1175184.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc                    | Construction Partners Inc                     | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |      5880 | NS      | $646094.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                                      | 8x8 Inc                                       | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |    489718 | NS      | $812931.88    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp                            | FB Financial Corp                             | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |    286072 | NS      | $16457722.16  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Flotek Industries Inc                        | Flotek Industries Inc                         | CUSIP: 343389409<br>LEI: 549300TF60OEK4FPPC44 | Long             | EC               | CORP              | US        |    110959 | NS      | $1927357.83   | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Granite Construction Inc                     | Granite Construction Inc                      | CUSIP: 387328107<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | EC               | CORP              | US        |     90970 | NS      | $10983717.80  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| JELD-WEN Holding Inc                         | JELD-WEN Holding Inc                          | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |   1530485 | NS      | $4162919.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| McGraw Hill Inc                              | McGraw Hill Inc                               | CUSIP: 580907103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67923 | NS      | $1001864.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc                    | Mirum Pharmaceuticals Inc                     | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |    229141 | NS      | $23651934.02  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc                          | Myriad Genetics Inc                           | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |   1004639 | NS      | $5646071.18   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank NA                             | New York Community Bancorp Inc                | CUSIP: 649445400<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |    712426 | NS      | $9418271.72   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                                     | ON24 Inc                                      | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     84340 | NS      | $672189.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bed Bath & Beyond Inc                        | Beyond Inc                                    | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |    661983 | NS      | $3912319.53   | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| Peapack-Gladstone Financial Co               | Peapack Gladstone Financial Corp              | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |     39120 | NS      | $1240886.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                     | RLI Corp                                      | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     68895 | NS      | $4025534.85   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                               | Stoneridge Inc                                | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |    936565 | NS      | $6162597.70   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                                   | Tanger Factory Outlet Centers Inc             | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |    180246 | NS      | $5897649.12   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc                             | TriNet Group Inc                              | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     82651 | NS      | $5061547.24   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings Inc                 | Victory Capital Holdings Inc                  | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |     26014 | NS      | $1834767.42   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Zymeworks Inc                                | Zymeworks Inc                                 | CUSIP: 98985Y108<br>LEI: 894500AHOYAGYLYZJL67 | Long             | EC               | CORP              | US        |    135340 | NS      | $3049210.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Group SGHC Ltd                         | Super Group SGHC Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |    265197 | NS      | $2511415.59   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                                | Costamare Inc                                 | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MH        |    240969 | NS      | $4043459.82   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                                     | ASGN Inc                                      | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |    118016 | NS      | $6147453.44   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc                 | BioCryst Pharmaceuticals Inc                  | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |    110647 | NS      | $728057.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightView Holdings Inc                      | BrightView Holdings Inc                       | CUSIP: 10948C107<br>LEI: 549300F8QN8YHVI7L866 | Long             | EC               | CORP              | US        |    329259 | NS      | $4398900.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                             | Coeur Mining Inc                              | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Long             | EC               | CORP              | US        |    327103 | NS      | $6685985.32   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Tr               | Essential Properties Realty Trust Inc         | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |    263431 | NS      | $7997765.16   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc                             | Green Plains Inc                              | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |    363573 | NS      | $4166546.58   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kodiak Sciences Inc                          | Kodiak Sciences Inc                           | CUSIP: 50015M109<br>LEI: 254900IXI5NI8C9OQE24 | Long             | EC               | CORP              | US        |    244231 | NS      | $5561139.87   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solu               | Kratos Defense & Security Solutions Inc       | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     59326 | NS      | $6111171.26   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil States International Inc                 | Oil States International Inc                  | CUSIP: 678026105<br>LEI: 5493004TF4KQJGMYL777 | Long             | EC               | CORP              | US        |    309021 | NS      | $2617407.87   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp                          | Peabody Energy Corp                           | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |    211054 | NS      | $7441764.04   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                                  | Polaris Inc                                   | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     47681 | NS      | $3043955.04   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA                | Preferred Bank/Los Angeles CA                 | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |     27694 | NS      | $2375314.38   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Septerna Inc                                 | Septerna Inc                                  | CUSIP: 81734D104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55289 | NS      | $1290445.26   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc                        | SIGA Technologies Inc                         | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100242 | NS      | $671621.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Viant Technology Inc                         | Viant Technology Inc                          | CUSIP: 92557A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     87504 | NS      | $1034297.28   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Viridian Therapeutics Inc                    | Viridian Therapeutics Inc                     | CUSIP: 92790C104<br>LEI: 549300C775BNYF550E70 | Long             | EC               | CORP              | US        |    153115 | NS      | $5052795.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                                     | Yext Inc                                      | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |    686320 | NS      | $4914051.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Zenas Biopharma Inc                          | Zenas Biopharma Inc                           | CUSIP: 98937L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17013 | NS      | $312528.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Hamilton Insurance Group Ltd                 | Hamilton Insurance Group Ltd                  | CUSIP: 000000000<br>LEI: 549300W92BN1FIEXG871 | Long             | EC               | CORP              | BM        |    490426 | NS      | $13609321.50  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-23

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

**Signature:** Stephen Van Meter

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

**Title:** Chief Compliance Officer